mirror of
https://github.com/lcn2/calc.git
synced 2025-08-16 01:03:29 +03:00
132 lines
3.8 KiB
Plaintext
132 lines
3.8 KiB
Plaintext
/*
|
|
* randomrun - perform a run test on random()
|
|
*
|
|
* Copyright (C) 1999 Landon Curt Noll
|
|
*
|
|
* Calc is open software; you can redistribute it and/or modify it under
|
|
* the terms of the version 2.1 of the GNU Lesser General Public License
|
|
* as published by the Free Software Foundation.
|
|
*
|
|
* Calc 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 Lesser General
|
|
* Public License for more details.
|
|
*
|
|
* A copy of version 2.1 of the GNU Lesser General Public License is
|
|
* distributed with calc under the filename COPYING-LGPL. You should have
|
|
* received a copy with calc; if not, write to Free Software Foundation, Inc.
|
|
* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
|
|
*
|
|
* @(#) $Revision: 30.1 $
|
|
* @(#) $Id: randomrun.cal,v 30.1 2007/03/16 11:09:54 chongo Exp $
|
|
* @(#) $Source: /usr/local/src/bin/calc/cal/RCS/randomrun.cal,v $
|
|
*
|
|
* Under source code control: 1997/02/19 03:35:59
|
|
* File existed as early as: 1997
|
|
*
|
|
* chongo <was here> /\oo/\ http://www.isthe.com/chongo/
|
|
* Share and enjoy! :-) http://www.isthe.com/chongo/tech/comp/calc/
|
|
*/
|
|
|
|
/*
|
|
* 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.
|
|
*/
|
|
|
|
|
|
define randomrun(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 = random(); /* 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 = random();
|
|
|
|
/* 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 = random();
|
|
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("random 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);
|
|
}
|