[gnumeric] sstest: more random number tests.

[Morten Welinder <mortenw src gnome org>]

commit d4345bf98b45a205356fbe1bb5d8a42134f65a48
Author: Morten Welinder <terra gnome org>
Date:   Fri Mar 20 08:55:34 2015 -0400

    sstest: more random number tests.

 ChangeLog    |    3 +
 src/sstest.c |  214 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++--
 2 files changed, 212 insertions(+), 5 deletions(-)
---
diff --git a/ChangeLog b/ChangeLog
index c56117d..1fbdfaf 100644
--- a/ChangeLog
+++ b/ChangeLog
@@ -2,6 +2,9 @@
 
        * src/sstest.c (test_random_randbinom): New test.
        (test_random_randbetween): New test.
+       (test_random_randexp): New test.
+       (test_random_randpoisson): New test.
+       (test_random_randgeom): New test.
 
        * src/gnm-random.c (random_logarithmic): Fix.  See #746449.
 
diff --git a/src/sstest.c b/src/sstest.c
index b937d75..2e5c51a 100644
--- a/src/sstest.c
+++ b/src/sstest.c
@@ -867,6 +867,73 @@ test_random_randsnorm (int N)
 }
 
 static void
+test_random_randexp (int N)
+{
+       gnm_float mean, var, skew, kurt;
+       gnm_float *vals;
+       gboolean ok;
+       gnm_float param_l = 1 / (0.0001 + gnm_pow (random_01 () / 2, 4));
+       gnm_float mean_target = param_l;
+       gnm_float var_target = mean_target * mean_target;
+       gnm_float skew_target = 2;
+       gnm_float kurt_target = 6;
+       char *expr;
+       gnm_float T;
+       int i;
+
+       expr = g_strdup_printf ("=RANDEXP(%.10" GNM_FORMAT_g ")", param_l);
+       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;
+               }
+       }
+       g_free (vals);
+
+       T = mean_target;
+       g_printerr ("Expected mean: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= 0 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Mean failure.\n");
+               ok = FALSE;
+       }
+
+       T = var_target;
+       g_printerr ("Expected var: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= 0 && gnm_finite (T))) {
+               /* 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 (T)) {
+               /* 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 (!(T >= -3 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Kurt failure.\n");
+               ok = FALSE;
+       }
+
+       if (ok)
+               g_printerr ("OK\n");
+       g_printerr ("\n");
+}
+
+static void
 test_random_randbinom (int N)
 {
        gnm_float mean, var, skew, kurt;
@@ -923,7 +990,7 @@ test_random_randbinom (int N)
 
        T = kurt_target;
        g_printerr ("Expected kurt: %.10" GNM_FORMAT_g "\n", T);
-       if (!gnm_finite (T)) {
+       if (!(T >= -3 && gnm_finite (T))) {
                /* That is a very simplistic test! */
                g_printerr ("Kurt failure.\n");
                ok = FALSE;
@@ -993,8 +1060,142 @@ test_random_randbetween (int N)
 
        T = kurt_target;
        g_printerr ("Expected kurt: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= -3 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Kurt failure.\n");
+               ok = FALSE;
+       }
+
+       if (ok)
+               g_printerr ("OK\n");
+       g_printerr ("\n");
+}
+
+static void
+test_random_randpoisson (int N)
+{
+       gnm_float mean, var, skew, kurt;
+       gnm_float *vals;
+       gboolean ok;
+       gnm_float param_l = 1 / (0.0001 + gnm_pow (random_01 () / 2, 4));
+       gnm_float mean_target = param_l;
+       gnm_float var_target = param_l;
+       gnm_float skew_target = 1 / gnm_sqrt (param_l);
+       gnm_float kurt_target = 1 / param_l;
+       char *expr;
+       gnm_float T;
+       int i;
+
+       expr = g_strdup_printf ("=RANDPOISSON(%.10" GNM_FORMAT_g ")", param_l);
+       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) && r == gnm_floor (r))) {
+                       g_printerr ("Range failure.\n");
+                       ok = FALSE;
+                       break;
+               }
+       }
+       g_free (vals);
+
+       T = mean_target;
+       g_printerr ("Expected mean: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= 0 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Mean failure.\n");
+               ok = FALSE;
+       }
+
+       T = var_target;
+       g_printerr ("Expected var: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= 0 && gnm_finite (T))) {
+               /* 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 (T)) {
+               /* 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 (!(T >= -3 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Kurt failure.\n");
+               ok = FALSE;
+       }
+
+       if (ok)
+               g_printerr ("OK\n");
+       g_printerr ("\n");
+}
+
+static void
+test_random_randgeom (int N)
+{
+       gnm_float mean, var, skew, kurt;
+       gnm_float *vals;
+       gboolean ok;
+       gnm_float param_p = random_01 ();
+       gnm_float mean_target = 1 / param_p;
+       gnm_float var_target = (1 - param_p) / (param_p * param_p);
+       gnm_float skew_target = (2 - param_p) / gnm_sqrt (1 - param_p);
+       gnm_float kurt_target = 6 + (param_p * param_p) / (1 - param_p);
+       char *expr;
+       gnm_float T;
+       int i;
+
+       expr = g_strdup_printf ("=RANDGEOM(%.10" GNM_FORMAT_g ")", param_p);
+       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 >= 1 && gnm_finite (r) && r == gnm_floor (r))) {
+                       g_printerr ("Range failure.\n");
+                       ok = FALSE;
+                       break;
+               }
+       }
+       g_free (vals);
+
+       T = mean_target;
+       g_printerr ("Expected mean: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= 1 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
+               g_printerr ("Mean failure.\n");
+               ok = FALSE;
+       }
+
+       T = var_target;
+       g_printerr ("Expected var: %.10" GNM_FORMAT_g "\n", T);
+       if (!(T >= 0 && gnm_finite (T))) {
+               /* 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 (T)) {
                /* 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 (!(T >= -3 && gnm_finite (T))) {
+               /* That is a very simplistic test! */
                g_printerr ("Kurt failure.\n");
                ok = FALSE;
        }
@@ -1012,23 +1213,27 @@ test_random (void)
        const int High_N = 65000;
 
        mark_test_start (test_name);
+
        test_random_rand (N);
-        test_random_randbernoulli (N);
         test_random_randnorm (High_N);
         test_random_randsnorm (High_N);
+       test_random_randexp (N);
+
+        test_random_randbernoulli (N);
         test_random_randbinom (N);
         test_random_randbetween (N);
+        test_random_randpoisson (N);
+        test_random_randgeom (N);
+
 #if 0
         test_random_randbeta (N);
         test_random_randcauchy (N);
         test_random_randchisq (N);
        test_random_randdiscrete (N);
-       test_random_randexp (N);
         test_random_randexppow (N);
         test_random_randfdist (N);
         test_random_randgamma (N);
         test_random_randnormtail (N);
-        test_random_randgeom (N);
         test_random_randgumbel (N);
         test_random_randhyperg (N);
         test_random_randlandau (N);
@@ -1039,7 +1244,6 @@ test_random (void)
         test_random_randlognorm (N);
         test_random_randnegbinom (N);
         test_random_randpareto (N);
-        test_random_randpoisson (N);
         test_random_randrayleigh (N);
         test_random_randrayleightail (N);
         test_random_randstdist (N);