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import java.util.ArrayList;
import java.util.List;
import java.util.random.*;
import java.util.Set;
import java.util.concurrent.CompletableFuture;
import java.util.concurrent.ExecutionException;
import java.util.concurrent.ThreadLocalRandom;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.TimeoutException;
import java.util.function.DoubleSupplier;
import java.util.stream.Stream;
import static java.util.stream.Collectors.toList;
import static java.util.stream.Collectors.toSet;
/**
* @test
* @summary test bit sequences produced by clases that implement interface RandomGenerator
* @bug 8248862
* @run main RandomTestMoments
* @author Guy Steele
* @key randomness
*/
public class RandomTestMoments {
static String currentRNG = "";
static int failCount = 0;
static void exceptionOnFail() {
if (failCount != 0) {
throw new RuntimeException(failCount + " fails detected");
}
}
static void setRNG(String rng) {
currentRNG = rng;
}
static void fail(String format, Object... args) {
if (currentRNG.length() != 0) {
System.err.println(currentRNG);
currentRNG = "";
}
System.err.format(" " + format, args);
failCount++;
}
static final int SEQUENCE_SIZE = 50000;
// Moment k of uniform distribution over [0.0,1.0) is 1.0/(1+k).
static double[][] momentsUniform = {
{ 1.00000, 1.00000, 0.01000 },
{ 0.500000, 0.500000, 0.0266265 },
{ 0.333333, 0.333333, 0.0391128 },
{ 0.250000, 0.250000, 0.0477151 },
{ 0.200000, 0.200000, 0.0540496 },
{ 0.166667, 0.166667, 0.0589355 },
{ 0.142857, 0.142857, 0.0628462 },
{ 0.125000, 0.125000, 0.0660693 },
{ 0.111111, 0.111111, 0.0688036 },
{ 0.100000, 0.100000, 0.0712002 },
{ 0.0909091, 0.0909091, 0.0733755 },
{ 0.0833333, 0.0833333, 0.0754172 },
{ 0.0769231, 0.0769231, 0.0773868 },
{ 0.0714286, 0.0714286, 0.0793244 },
{ 0.0666667, 0.0666667, 0.0812526 },
{ 0.0625000, 0.0625000, 0.0831806 },
};
// Moment k of exponential distribution with mean 1 is k!.
static double[][] momentsExponential = {
{ 1.00000, 1.00000, 0.01000 },
{ 1.00000, 1.00000, 0.0718997 },
{ 2.00000, 2.00000, 0.153241 },
{ 6.00000, 6.00000, 0.282813 },
{ 24.0000, 24.0000, 0.503707 },
};
// Absolute moment k of Gaussian distribution with mean 0 and stddev 1 is
// pow(2.0,k/2.0)*gamma((k+1)/2.0)/sqrt(PI)
// https://arxiv.org/pdf/1209.4340.pdf, equation (18)
static double[][] absoluteMomentsGaussian = {
{ 1.00000, 1.00000, 0.01 },
{ 0.797885, 0.797885, 0.1 },
{ 1.00000, 1.00000, 0.1 },
{ 1.59577, 1.59577, 0.2 },
{ 3.00000, 3.00000, 0.2 },
{ 6.38308, 6.38308, 0.2 },
{ 15.0000, 15.0000, 0.2 },
{ 38.2985, 38.2985, 0.2 },
{ 105.000, 105.000, 0.4 },
};
static void checkMoments(String test, double[] measurements, double[][] standard) {
for (int j = 0; j < measurements.length; j++) {
double actual = measurements[j];
double expected = standard[j][0];
double basis = standard[j][1];
double tolerance = standard[j][2];
if (!(Math.abs(actual - expected)/basis < tolerance)) {
fail("%s fail: actual=%f, expected=%f, basis=%f, tolerance=%f\n",
test, actual, expected, basis, tolerance);
}
}
}
static void testMomentsGaussian(DoubleSupplier theSupplier) {
int m = absoluteMomentsGaussian.length;
double[] absoluteMoments = new double[m];
for (int j = 0; j < SEQUENCE_SIZE; j++) {
double v = theSupplier.getAsDouble();
double z = 1.0;
for (int k = 0; k < m; k++) {
absoluteMoments[k] += Math.abs(z);
z *= v;
}
}
for (int k = 0; k < m; k++) {
absoluteMoments[k] /= SEQUENCE_SIZE;
}
checkMoments("Gaussian", absoluteMoments, absoluteMomentsGaussian);
}
static void testMomentsExponential(DoubleSupplier theSupplier) {
int m = momentsExponential.length;
double[] moments = new double[m];
for (int j = 0; j < SEQUENCE_SIZE; j++) {
double v = theSupplier.getAsDouble();
double z = 1.0;
for (int k = 0; k < m; k++) {
moments[k] += z;
z *= v;
}
}
for (int k = 0; k < m; k++) {
moments[k] /= SEQUENCE_SIZE;
}
checkMoments("Exponential", moments, momentsExponential);
}
static void testMomentsUniform(DoubleSupplier theSupplier) {
int m = momentsUniform.length;
double[] moments = new double[m];
for (int j = 0; j < SEQUENCE_SIZE; j++) {
double v = theSupplier.getAsDouble();
double z = 1.0;
for (int k = 0; k < m; k++) {
moments[k] += z;
z *= v;
}
}
for (int k = 0; k < m; k++) {
moments[k] /= SEQUENCE_SIZE;
}
checkMoments("Uniform", moments, momentsUniform);
}
static void testOneRng(RandomGenerator rng) {
testMomentsGaussian(rng::nextGaussian);
testMomentsExponential(rng::nextExponential);
testMomentsUniform(rng::nextDouble);
testMomentsUniform(rng.doubles().iterator()::next);
}
public static void main(String[] args) {
RandomGeneratorFactory.all()
.filter(f -> !f.name().equals("SecureRandom"))
.forEach(factory -> {
setRNG(factory.name());
testOneRng(factory.create(325) );
});
exceptionOnFail();
}
}