[gnumeric] sstest: test Rayleigh distributed random numbers.

[Morten Welinder <mortenw src gnome org>]

commit 9a340c55abc51fe5006922e066947ba43433fd88
Author: Morten Welinder <terra gnome org>
Date:   Sat Dec 5 14:43:48 2015 -0500

    sstest: test Rayleigh distributed random numbers.

 src/sstest.c |   78 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++-
 1 files changed, 77 insertions(+), 1 deletions(-)
---
diff --git a/src/sstest.c b/src/sstest.c
index 5203431..835937f 100644
--- a/src/sstest.c
+++ b/src/sstest.c
@@ -2380,6 +2380,82 @@ test_random_randlognorm (int N)
 }
 
 static void
+test_random_randrayleigh (int N)
+{
+       gnm_float mean, var, skew, kurt;
+       gnm_float *vals;
+       gboolean ok;
+       gnm_float ls = 1 / (1 + gnm_pow (random_01 () / 2, 2));
+       gnm_float mean_target = ls * gnm_sqrt (M_PIgnum / 2);
+       gnm_float var_target = (4 - M_PIgnum) / 2 * ls * ls;
+       gnm_float skew_target = 2 * gnm_sqrt (M_PIgnum) * (M_PIgnum - 3) /
+               gnm_pow (4 - M_PIgnum, 1.5);
+       gnm_float kurt_target = gnm_nan; /* Complicated */
+       char *expr;
+       gnm_float T;
+       int i;
+       gnm_float fractiles[10];
+       const int nf = G_N_ELEMENTS (fractiles);
+
+       expr = g_strdup_printf ("=RANDRAYLEIGH(%.10" GNM_FORMAT_f ")", ls);
+       vals = test_random_1 (N, expr, &mean, &var, &skew, &kurt);
+       g_free (expr);
+
+       ok = TRUE;
+       for (i = 0; i < N; i++) {
+               gnm_float r = vals[i];
+               if (!(r >= 0 && gnm_finite (r))) {
+                       g_printerr ("Range failure.\n");
+                       ok = FALSE;
+                       break;
+               }
+       }
+
+       T = mean_target;
+       g_printerr ("Expected mean: %.10" GNM_FORMAT_g "\n", T);
+       if (!(gnm_abs (mean - T) <= 3 * gnm_sqrt (var_target / N))) {
+               g_printerr ("Mean failure.\n");
+               ok = FALSE;
+       }
+
+       T = var_target;
+       g_printerr ("Expected var: %.10" GNM_FORMAT_g "\n", T);
+       if (!(var >= 0 && gnm_finite (var))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Var failure.\n");
+               ok = FALSE;
+       }
+
+       T = skew_target;
+       g_printerr ("Expected skew: %.10" GNM_FORMAT_g "\n", T);
+       if (!gnm_finite (skew)) {
+               /* That is a very simplistic test! */
+               g_printerr ("Skew failure.\n");
+               ok = FALSE;
+       }
+
+       T = kurt_target;
+       g_printerr ("Expected kurt: %.10" GNM_FORMAT_g "\n", T);
+       if (!(kurt >= -3 && gnm_finite (kurt))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Kurt failure.\n");
+               ok = FALSE;
+       }
+
+       /* Fractile test */
+       for (i = 1; i < nf; i++)
+               fractiles[i] = qrayleigh (i / (double)nf, ls, TRUE, FALSE);
+       if (!rand_fractile_test (vals, N, nf, fractiles, NULL))
+               ok = FALSE;
+
+       if (ok)
+               g_printerr ("OK\n");
+       g_printerr ("\n");
+
+       g_free (vals);
+}
+
+static void
 test_random (void)
 {
        const char *test_name = "test_random";
@@ -2407,6 +2483,7 @@ test_random (void)
        CHECK1 (randsnorm, High_N);
        CHECK1 (randtdist, N);
        CHECK1 (randweibull, N);
+       CHECK1 (randrayleigh, N);
 #if 0
        CHECK1 (randexppow, N);
        CHECK1 (randgumbel, N);
@@ -2416,7 +2493,6 @@ test_random (void)
        CHECK1 (randlogistic, N);
        CHECK1 (randnormtail, N);
        CHECK1 (randpareto, N);
-       CHECK1 (randrayleigh, N);
        CHECK1 (randrayleightail, N);
        CHECK1 (randstdist, N);
 #endif