bool do_test(int n, int max) {
std::cout << "running piecewise_constant(p0, p1, ..., p" << n-1 << ")" << " " << max << " times: " << std::flush;
std::vector<double> weights;
{
boost::mt19937 egen;
for(int i = 0; i < n; ++i) {
weights.push_back(egen());
}
}
std::vector<double> intervals;
for(int i = 0; i <= n; ++i) {
intervals.push_back(i);
}
piecewise_constant expected(intervals, weights);
boost::random::piecewise_constant_distribution<> dist(intervals, weights);
boost::mt19937 gen;
kolmogorov_experiment test(max);
boost::variate_generator<boost::mt19937&, boost::random::piecewise_constant_distribution<> > vgen(gen, dist);
double prob = test.probability(test.run(vgen, expected));
bool result = prob < 0.99;
const char* err = result? "" : "*";
std::cout << std::setprecision(17) << prob << err << std::endl;
std::cout << std::setprecision(6);
return result;
}
bool do_test(int n, long long max) {
std::cout << "running discrete(p0, p1, ..., p" << n-1 << ")" << " " << max << " times: " << std::flush;
std::vector<double> expected;
{
boost::mt19937 egen;
for(int i = 0; i < n; ++i) {
expected.push_back(egen());
}
double sum = std::accumulate(expected.begin(), expected.end(), 0.0);
for(std::vector<double>::iterator iter = expected.begin(), end = expected.end(); iter != end; ++iter) {
*iter /= sum;
}
}
boost::random::discrete_distribution<> dist(expected);
boost::mt19937 gen;
std::vector<long long> results(expected.size());
for(long long i = 0; i < max; ++i) {
++results[dist(gen)];
}
long long sum = std::accumulate(results.begin(), results.end(), 0ll);
if(sum != max) {
std::cout << "*** Failed: incorrect total: " << sum << " ***" << std::endl;
return false;
}
double chsqr = chi_squared_test(results, expected, max);
bool result = chsqr < 0.99;
const char* err = result? "" : "*";
std::cout << std::setprecision(17) << chsqr << err << std::endl;
std::cout << std::setprecision(6);
return result;
}