rng-test-suite.cc

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License version 2 as
 * published by the Free Software Foundation;
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
 */
 
#include "ns3/double.h"
#include "ns3/random-variable-stream.h"
#include "ns3/rng-seed-manager.h"
#include "ns3/test.h"
 
#include <cmath>
#include <ctime>
#include <fstream>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_histogram.h>
 
using namespace ns3;
 
void
FillHistoRangeUniformly(double* array, uint32_t n, double start, double end)
{
    double increment = (end - start) / (n - 1.);
    double d = start;
 
    for (uint32_t i = 0; i < n; ++i)
    {
        array[i] = d;
        d += increment;
    }
}
 
class RngUniformTestCase : public TestCase
{
  public:
    static const uint32_t N_RUNS = 5;
    static const uint32_t N_BINS = 50;
    static const uint32_t N_MEASUREMENTS = 1000000;
 
    RngUniformTestCase();
    ~RngUniformTestCase() override;
 
    double ChiSquaredTest(Ptr<UniformRandomVariable> u);
 
  private:
    void DoRun() override;
};
 
RngUniformTestCase::RngUniformTestCase()
    : TestCase("Uniform Random Number Generator")
{
}
 
RngUniformTestCase::~RngUniformTestCase()
{
}
 
double
RngUniformTestCase::ChiSquaredTest(Ptr<UniformRandomVariable> u)
{
    gsl_histogram* h = gsl_histogram_alloc(N_BINS);
    gsl_histogram_set_ranges_uniform(h, 0., 1.);
 
    for (uint32_t i = 0; i < N_MEASUREMENTS; ++i)
    {
        gsl_histogram_increment(h, u->GetValue());
    }
 
    double tmp[N_BINS];
 
    double expected = ((double)N_MEASUREMENTS / (double)N_BINS);
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        tmp[i] = gsl_histogram_get(h, i);
        tmp[i] -= expected;
        tmp[i] *= tmp[i];
        tmp[i] /= expected;
    }
 
    gsl_histogram_free(h);
 
    double chiSquared = 0;
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        chiSquared += tmp[i];
    }
 
    return chiSquared;
}
 
void
RngUniformTestCase::DoRun()
{
    RngSeedManager::SetSeed(static_cast<uint32_t>(time(nullptr)));
 
    double sum = 0.;
    double maxStatistic = gsl_cdf_chisq_Qinv(0.05, N_BINS);
 
    for (uint32_t i = 0; i < N_RUNS; ++i)
    {
        Ptr<UniformRandomVariable> u = CreateObject<UniformRandomVariable>();
        double result = ChiSquaredTest(u);
        sum += result;
    }
 
    sum /= (double)N_RUNS;
 
    NS_TEST_ASSERT_MSG_LT(sum, maxStatistic, "Chi-squared statistic out of range");
}
 
class RngNormalTestCase : public TestCase
{
  public:
    static const uint32_t N_RUNS = 5;
    static const uint32_t N_BINS = 50;
    static const uint32_t N_MEASUREMENTS = 1000000;
 
    RngNormalTestCase();
    ~RngNormalTestCase() override;
 
    double ChiSquaredTest(Ptr<NormalRandomVariable> n);
 
  private:
    void DoRun() override;
};
 
RngNormalTestCase::RngNormalTestCase()
    : TestCase("Normal Random Number Generator")
{
}
 
RngNormalTestCase::~RngNormalTestCase()
{
}
 
double
RngNormalTestCase::ChiSquaredTest(Ptr<NormalRandomVariable> n)
{
    gsl_histogram* h = gsl_histogram_alloc(N_BINS);
 
    double range[N_BINS + 1];
    FillHistoRangeUniformly(range, N_BINS + 1, -4., 4.);
    range[0] = -std::numeric_limits<double>::max();
    range[N_BINS] = std::numeric_limits<double>::max();
 
    gsl_histogram_set_ranges(h, range, N_BINS + 1);
 
    double expected[N_BINS];
 
    double sigma = 1.;
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        expected[i] = gsl_cdf_gaussian_P(range[i + 1], sigma) - gsl_cdf_gaussian_P(range[i], sigma);
        expected[i] *= N_MEASUREMENTS;
    }
 
    for (uint32_t i = 0; i < N_MEASUREMENTS; ++i)
    {
        gsl_histogram_increment(h, n->GetValue());
    }
 
    double tmp[N_BINS];
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        tmp[i] = gsl_histogram_get(h, i);
        tmp[i] -= expected[i];
        tmp[i] *= tmp[i];
        tmp[i] /= expected[i];
    }
 
    gsl_histogram_free(h);
 
    double chiSquared = 0;
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        chiSquared += tmp[i];
    }
 
    return chiSquared;
}
 
void
RngNormalTestCase::DoRun()
{
    RngSeedManager::SetSeed(static_cast<uint32_t>(time(nullptr)));
 
    double sum = 0.;
    double maxStatistic = gsl_cdf_chisq_Qinv(0.05, N_BINS);
 
    for (uint32_t i = 0; i < N_RUNS; ++i)
    {
        Ptr<NormalRandomVariable> n = CreateObject<NormalRandomVariable>();
        double result = ChiSquaredTest(n);
        sum += result;
    }
 
    sum /= (double)N_RUNS;
 
    NS_TEST_ASSERT_MSG_LT(sum, maxStatistic, "Chi-squared statistic out of range");
}
 
class RngExponentialTestCase : public TestCase
{
  public:
    static const uint32_t N_RUNS = 5;
    static const uint32_t N_BINS = 50;
    static const uint32_t N_MEASUREMENTS = 1000000;
 
    RngExponentialTestCase();
    ~RngExponentialTestCase() override;
 
    double ChiSquaredTest(Ptr<ExponentialRandomVariable> n);
 
  private:
    void DoRun() override;
};
 
RngExponentialTestCase::RngExponentialTestCase()
    : TestCase("Exponential Random Number Generator")
{
}
 
RngExponentialTestCase::~RngExponentialTestCase()
{
}
 
double
RngExponentialTestCase::ChiSquaredTest(Ptr<ExponentialRandomVariable> e)
{
    gsl_histogram* h = gsl_histogram_alloc(N_BINS);
 
    double range[N_BINS + 1];
    FillHistoRangeUniformly(range, N_BINS + 1, 0., 10.);
    range[N_BINS] = std::numeric_limits<double>::max();
 
    gsl_histogram_set_ranges(h, range, N_BINS + 1);
 
    double expected[N_BINS];
 
    double mu = 1.;
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        expected[i] = gsl_cdf_exponential_P(range[i + 1], mu) - gsl_cdf_exponential_P(range[i], mu);
        expected[i] *= N_MEASUREMENTS;
    }
 
    for (uint32_t i = 0; i < N_MEASUREMENTS; ++i)
    {
        gsl_histogram_increment(h, e->GetValue());
    }
 
    double tmp[N_BINS];
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        tmp[i] = gsl_histogram_get(h, i);
        tmp[i] -= expected[i];
        tmp[i] *= tmp[i];
        tmp[i] /= expected[i];
    }
 
    gsl_histogram_free(h);
 
    double chiSquared = 0;
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        chiSquared += tmp[i];
    }
 
    return chiSquared;
}
 
void
RngExponentialTestCase::DoRun()
{
    RngSeedManager::SetSeed(static_cast<uint32_t>(time(nullptr)));
 
    double sum = 0.;
    double maxStatistic = gsl_cdf_chisq_Qinv(0.05, N_BINS);
 
    for (uint32_t i = 0; i < N_RUNS; ++i)
    {
        Ptr<ExponentialRandomVariable> e = CreateObject<ExponentialRandomVariable>();
        double result = ChiSquaredTest(e);
        sum += result;
    }
 
    sum /= (double)N_RUNS;
 
    NS_TEST_ASSERT_MSG_LT(sum, maxStatistic, "Chi-squared statistic out of range");
}
 
class RngParetoTestCase : public TestCase
{
  public:
    static const uint32_t N_RUNS = 5;
    static const uint32_t N_BINS = 50;
    static const uint32_t N_MEASUREMENTS = 1000000;
 
    RngParetoTestCase();
    ~RngParetoTestCase() override;
 
    double ChiSquaredTest(Ptr<ParetoRandomVariable> p);
 
  private:
    void DoRun() override;
};
 
RngParetoTestCase::RngParetoTestCase()
    : TestCase("Pareto Random Number Generator")
{
}
 
RngParetoTestCase::~RngParetoTestCase()
{
}
 
double
RngParetoTestCase::ChiSquaredTest(Ptr<ParetoRandomVariable> p)
{
    gsl_histogram* h = gsl_histogram_alloc(N_BINS);
 
    double range[N_BINS + 1];
    FillHistoRangeUniformly(range, N_BINS + 1, 1., 10.);
    range[N_BINS] = std::numeric_limits<double>::max();
 
    gsl_histogram_set_ranges(h, range, N_BINS + 1);
 
    double expected[N_BINS];
 
    double a = 1.5;
    double b = 0.33333333;
 
    // mean is 1 with these values
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        expected[i] = gsl_cdf_pareto_P(range[i + 1], a, b) - gsl_cdf_pareto_P(range[i], a, b);
        expected[i] *= N_MEASUREMENTS;
    }
 
    for (uint32_t i = 0; i < N_MEASUREMENTS; ++i)
    {
        gsl_histogram_increment(h, p->GetValue());
    }
 
    double tmp[N_BINS];
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        tmp[i] = gsl_histogram_get(h, i);
        tmp[i] -= expected[i];
        tmp[i] *= tmp[i];
        tmp[i] /= expected[i];
    }
 
    gsl_histogram_free(h);
 
    double chiSquared = 0;
 
    for (uint32_t i = 0; i < N_BINS; ++i)
    {
        chiSquared += tmp[i];
    }
 
    return chiSquared;
}
 
void
RngParetoTestCase::DoRun()
{
    RngSeedManager::SetSeed(static_cast<uint32_t>(time(nullptr)));
 
    double sum = 0.;
    double maxStatistic = gsl_cdf_chisq_Qinv(0.05, N_BINS);
 
    for (uint32_t i = 0; i < N_RUNS; ++i)
    {
        Ptr<ParetoRandomVariable> e = CreateObject<ParetoRandomVariable>();
        e->SetAttribute("Shape", DoubleValue(1.5));
        e->SetAttribute("Scale", DoubleValue(0.33333333));
        double result = ChiSquaredTest(e);
        sum += result;
    }
 
    sum /= (double)N_RUNS;
 
    NS_TEST_ASSERT_MSG_LT(sum, maxStatistic, "Chi-squared statistic out of range");
}
 
class RngTestSuite : public TestSuite
{
  public:
    RngTestSuite();
};
 
RngTestSuite::RngTestSuite()
    : TestSuite("random-number-generators", UNIT)
{
    AddTestCase(new RngUniformTestCase, TestCase::QUICK);
    AddTestCase(new RngNormalTestCase, TestCase::QUICK);
    AddTestCase(new RngExponentialTestCase, TestCase::QUICK);
    AddTestCase(new RngParetoTestCase, TestCase::QUICK);
}
 
static RngTestSuite g_rngTestSuite;