Files
calc/cal/randomrun.cal
Landon Curt Noll a31078bbec Remove all RCS @(#) lines and RCS strings
Some folks might think: “you still use RCS”?!?  And we will say,
hey, at least we switched from SCCS to RCS back in … I think it was
around 1994 ... at least we are keeping up! :-) :-) :-)

Logs say that SCCS version 18 became RCS version 19 on 1994 March 18.

RCS served us well.  But now it is time to move on.   And so we are
switching to git.

Calc releases produce a lot of file changes.  In the 125 releases
of calc since 1996, when I started managing calc releases, there
have been 15473 file mods!
2017-05-23 01:33:23 -07:00

128 lines
3.6 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.
*
* 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);
}