/* * randrun - perform a run test on rand() * * If X(j) < X(j+1) < ... X(j+k) >= X(j+k+1), then we have a run of 'k'. * We ignore the run breaker, X(j+k+1), and start with X(j+k+2) when * considering a new run in order to make our runs chi independent. * * See Knuth's "Art of Computer Programming - 2nd edition", * Volume 2 ("Seminumerical Algorithms"), Section 3.3.2. * "G. Run test", pp. 65-68, * "problem #14", pp. 74, 536. * * We use the suggestion in problem #14 to allow an application of the * chi-square test and to make estimating the run length probs easy. */ /* * Copyright 1995 by Landon Curt Noll. All Rights Reserved. * * Permission to use, copy, modify, and distribute this software and * its documentation for any purpose and without fee is hereby granted, * provided that the above copyright, this permission notice, and the * disclaimer below appear in all of the following: * * * supporting documentation * * source copies * * source works derived from this source * * binaries derived from this source or from derived source * * LANDON CURT NOLL DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, * INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO * EVENT SHALL LANDON CURT NOLL BE LIABLE FOR ANY SPECIAL, INDIRECT OR * CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF * USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR * OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR * PERFORMANCE OF THIS SOFTWARE. */ define randrun(run_cnt) { local i; /* index */ local max_run; /* longest run */ local long_run_cnt; /* number of runs longer than MAX_RUN */ local run; /* current run length */ local tally_sum; /* sum of all tally values */ local last; /* last random number */ local current; /* current random number */ local MAX_RUN = 9; /* max run we will keep track of */ local mat tally[1:MAX_RUN]; /* tally of length of a rise run of 'x' */ local mat prob[1:MAX_RUN]; /* prob[x] = probability of 'x' length run */ /* * parse args */ if (param(0) == 0) { run_cnt = 65536; } /* * run setup */ max_run = 0; /* no runs yet */ long_run_cnt = 0; /* no long runs set */ current = rand(); /* our first number */ run = 1; /* * compute the run length probabilities * * A run length of 'r' occurs with a probability of: * * 1/r! - 1/(r+1)! */ for (i=1; i <= MAX_RUN; ++i) { prob[i] = 1.0/fact(i) - 1.0/fact(i+1); } /* * look at a number of random number trials */ for (i=0; i < run_cnt; ++i) { /* get our current number */ last = current; current = rand(); /* look for a run break */ if (current < last) { /* record the stats */ if (run > max_run) { max_run = run; } if (run > MAX_RUN) { ++long_run_cnt; } else { ++tally[run]; } /* start a new run */ current = rand(); run = 1; /* note the continuing run */ } else { ++run; } } /* determine the number of runs found */ tally_sum = matsum(tally) + long_run_cnt; /* * print the stats */ printf("rand run test used %d values to produce %d runs\n", run_cnt, tally_sum); for (i=1; i <= MAX_RUN; ++i) { printf("length=%d\tprob=%9.7f\texpect=%d \tcount=%d \terr=%9.7f\n", i, prob[i], round(tally_sum*prob[i]), tally[i], (tally[i] - round(tally_sum*prob[i]))/tally_sum); } printf("length>%d\t\t\t\t\tcount=%d\n", MAX_RUN, long_run_cnt); printf("max length=%d\n", max_run); } if (config("lib_debug") >= 0) { print "randrun([run_length]) defined"; }