mirror of
https://github.com/josdejong/mathjs.git
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631 lines
24 KiB
JavaScript
631 lines
24 KiB
JavaScript
import assert from 'assert'
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import error from '../../../src/error/index'
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import _ from 'underscore'
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import math from '../../../src/main'
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import { createDistribution } from '../../../src/function/probability/distribution'
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const Matrix = math.type.Matrix
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const distribution = createDistribution(math)
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const assertApproxEqual = function (testVal, val, tolerance) {
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const diff = Math.abs(val - testVal)
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if (diff > tolerance) assert.strictEqual(testVal, val)
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else assert.ok(diff <= tolerance)
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}
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const assertUniformDistribution = function (values, min, max) {
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const interval = (max - min) / 10
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let count
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let i
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count = _.filter(values, function (val) { return val < min }).length
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assert.strictEqual(count, 0)
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count = _.filter(values, function (val) { return val > max }).length
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assert.strictEqual(count, 0)
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for (i = 0; i < 10; i++) {
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count = _.filter(values, function (val) {
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return val >= (min + i * interval) && val < (min + (i + 1) * interval)
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}).length
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assertApproxEqual(count / values.length, 0.1, 0.02)
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}
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}
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const assertUniformDistributionInt = function (values, min, max) {
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const range = _.range(Math.floor(min), Math.floor(max))
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let count
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values.forEach(function (val) {
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assert.ok(_.contains(range, val))
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})
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range.forEach(function (val) {
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count = _.filter(values, function (testVal) { return testVal === val }).length
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assertApproxEqual(count / values.length, 1 / range.length, 0.03)
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})
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}
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describe('distribution', function () {
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let uniformDistrib
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before(function () {
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// Seed Random Number Generator for Reproducibility
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math.config({ randomSeed: 'test' })
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})
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after(function () {
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// Randomly seed random number generator
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math.config({ randomSeed: null })
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})
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beforeEach(function () {
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uniformDistrib = distribution('uniform')
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})
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describe('random', function () {
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it('should pick uniformly distributed numbers in [0, 1]', function () {
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const picked = []
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_.times(1000, function () {
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picked.push(uniformDistrib.random())
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})
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assertUniformDistribution(picked, 0, 1)
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})
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it('should pick uniformly distributed numbers in [min, max]', function () {
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const picked = []
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_.times(1000, function () {
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picked.push(uniformDistrib.random(-10, 10))
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})
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assertUniformDistribution(picked, -10, 10)
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})
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it('should pick uniformly distributed random array, with elements in [0, 1]', function () {
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const picked = []
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const matrices = []
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const size = [2, 3, 4]
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_.times(100, function () {
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matrices.push(uniformDistrib.random(size))
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})
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// Collect all values in one array
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matrices.forEach(function (matrix) {
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assert(Array.isArray(matrix))
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assert.deepStrictEqual(math.size(matrix), size)
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math.forEach(matrix, function (val) {
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picked.push(val)
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})
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})
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assert.strictEqual(picked.length, 2 * 3 * 4 * 100)
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assertUniformDistribution(picked, 0, 1)
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})
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it('should pick uniformly distributed random array, with elements in [0, max]', function () {
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const picked = []
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const matrices = []
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const size = [2, 3, 4]
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_.times(100, function () {
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matrices.push(uniformDistrib.random(size, 8))
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})
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// Collect all values in one array
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matrices.forEach(function (matrix) {
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assert(Array.isArray(matrix))
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assert.deepStrictEqual(math.size(matrix), size)
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math.forEach(matrix, function (val) {
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picked.push(val)
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})
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})
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assert.strictEqual(picked.length, 2 * 3 * 4 * 100)
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assertUniformDistribution(picked, 0, 8)
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})
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it('should pick uniformly distributed random matrix, with elements in [0, 1]', function () {
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const picked = []
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const matrices = []
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const size = math.matrix([2, 3, 4])
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_.times(100, function () {
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matrices.push(uniformDistrib.random(size))
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})
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// Collect all values in one array
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matrices.forEach(function (matrix) {
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assert(matrix instanceof Matrix)
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assert.deepStrictEqual(matrix.size(), size.valueOf())
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matrix.forEach(function (val) {
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picked.push(val)
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})
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})
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assert.strictEqual(picked.length, 2 * 3 * 4 * 100)
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assertUniformDistribution(picked, 0, 1)
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})
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it('should pick uniformly distributed random array, with elements in [min, max]', function () {
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const picked = []
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const matrices = []
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const size = [2, 3, 4]
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_.times(100, function () {
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matrices.push(uniformDistrib.random(size, -103, 8))
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})
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// Collect all values in one array
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matrices.forEach(function (matrix) {
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assert.deepStrictEqual(math.size(matrix), size)
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math.forEach(matrix, function (val) {
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picked.push(val)
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})
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})
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assert.strictEqual(picked.length, 2 * 3 * 4 * 100)
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assertUniformDistribution(picked, -103, 8)
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})
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it('should throw an error if called with invalid arguments', function () {
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assert.throws(function () { uniformDistrib.random(1, 2, [4, 8]) })
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assert.throws(function () { uniformDistrib.random(1, 2, 3, 6) })
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assert.throws(function () { uniformDistrib.random('str', 10) })
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assert.throws(function () { uniformDistrib.random(math.bignumber(-10), 10) })
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})
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})
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describe('randomInt', function () {
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it('should pick uniformly distributed integers in [min, max)', function () {
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const picked = []
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_.times(10000, function () {
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picked.push(uniformDistrib.randomInt(-15, -5))
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})
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assertUniformDistributionInt(picked, -15, -5)
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})
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it('should pick uniformly distributed random array, with elements in [min, max)', function () {
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const picked = []
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const matrices = []
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const size = [2, 3, 4]
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_.times(1000, function () {
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matrices.push(uniformDistrib.randomInt(size, -14.9, -2))
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})
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// Collect all values in one array
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matrices.forEach(function (matrix) {
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assert.deepStrictEqual(math.size(matrix), size)
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math.forEach(matrix, function (val) {
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picked.push(val)
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})
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})
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assert.strictEqual(picked.length, 2 * 3 * 4 * 1000)
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assertUniformDistributionInt(picked, -14.9, -2)
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})
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it('should throw an error if called with invalid arguments', function () {
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assert.throws(function () {
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uniformDistrib.randomInt(1, 2, [4, 8])
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})
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assert.throws(function () {
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uniformDistrib.randomInt(1, 2, 3, 6)
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})
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})
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})
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describe('pickRandom', function () {
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it('should throw an error when providing a multi dimensional matrix', function () {
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assert.throws(function () {
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uniformDistrib.pickRandom(math.matrix([[1, 2], [3, 4]]))
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}, /Only one dimensional vectors supported/)
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})
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it('should throw an error if the length of the weights does not match the length of the possibles', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4]
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const number = 2
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assert.throws(function () {
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uniformDistrib.pickRandom(possibles, weights)
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}, /Weights must have the same length as possibles/)
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assert.throws(function () {
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uniformDistrib.pickRandom(possibles, number, weights)
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}, /Weights must have the same length as possibles/)
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assert.throws(function () {
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uniformDistrib.pickRandom(possibles, weights, number)
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}, /Weights must have the same length as possibles/)
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})
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it('should throw an error if the weights array contains a non number or negative value', function () {
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const possibles = [11, 22, 33, 44, 55]
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let weights = [1, 5, 2, -1, 6]
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assert.throws(function () {
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uniformDistrib.pickRandom(possibles, weights)
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}, /Weights must be an array of positive numbers/)
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weights = [1, 5, 2, 'stinky', 6]
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assert.throws(function () {
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uniformDistrib.pickRandom(possibles, weights)
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}, /Weights must be an array of positive numbers/)
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})
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it('should return a single value if no number argument was passed', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4, 6]
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assert.notStrictEqual(possibles.indexOf(uniformDistrib.pickRandom(possibles)), -1)
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assert.notStrictEqual(possibles.indexOf(uniformDistrib.pickRandom(possibles, weights)), -1)
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})
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it('should return a single value if no number argument was passed (2)', function () {
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const possibles = [5]
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assert.strictEqual(uniformDistrib.pickRandom(possibles), 5)
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})
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it('should return the given array if the given number is equal its length', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4, 6]
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const number = 5
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number), possibles)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number, weights), possibles)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, weights, number), possibles)
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})
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it('should return the given array if the given number is greater than its length', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4, 6]
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const number = 6
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number), possibles)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number, weights), possibles)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, weights, number), possibles)
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})
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it('should return an empty array if the given number is 0', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4, 6]
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const number = 0
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number).length, 0)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number, weights).length, 0)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, weights, number).length, 0)
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})
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it('should return an array of length 1 if the number passed is 1', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4, 6]
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const number = 1
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assert(Array.isArray(uniformDistrib.pickRandom(possibles, number)))
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assert(Array.isArray(uniformDistrib.pickRandom(possibles, number, weights)))
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assert(Array.isArray(uniformDistrib.pickRandom(possibles, weights, number)))
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number).length, 1)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number, weights).length, 1)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, weights, number).length, 1)
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})
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it('should pick the given number of values from the given array', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 5, 2, 4, 6]
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const number = 3
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number).length, number)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, number, weights).length, number)
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assert.strictEqual(uniformDistrib.pickRandom(possibles, weights, number).length, number)
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})
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it('should pick a value from the given array following an uniform distribution if only possibles are passed', function () {
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const possibles = [11, 22, 33, 44, 55]
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const picked = []
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let count
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_.times(1000, function () {
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picked.push(uniformDistrib.pickRandom(possibles))
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})
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count = _.filter(picked, function (val) { return val === 11 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 22 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 33 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 44 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 55 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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})
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it('should pick a value from the given matrix following an uniform distribution', function () {
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const possibles = math.matrix([11, 22, 33, 44, 55])
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const picked = []
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let count
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_.times(1000, function () {
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picked.push(uniformDistrib.pickRandom(possibles))
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})
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count = _.filter(picked, function (val) { return val === 11 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 22 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 33 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 44 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 55 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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})
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it('should pick a given number of values from the given array following an uniform distribution if no weights were passed', function () {
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const possibles = [11, 22, 33, 44, 55]
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const number = 2
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const picked = []
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let count
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_.times(1000, function () {
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picked.push.apply(picked, uniformDistrib.pickRandom(possibles, number))
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})
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assert.strictEqual(picked.length, 2000)
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count = _.filter(picked, function (val) { return val === 11 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 22 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 33 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 44 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 55 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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})
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it('should pick numbers from the given matrix following an uniform distribution', function () {
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const possibles = math.matrix([11, 22, 33, 44, 55])
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const number = 3
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const picked = []
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let count
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_.times(1000, function () {
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picked.push.apply(picked, uniformDistrib.pickRandom(possibles, number))
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})
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assert.strictEqual(picked.length, 3000)
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count = _.filter(picked, function (val) { return val === 11 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 22 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 33 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 44 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 55 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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})
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it('should pick a value from the given array following a weighted distribution', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 4, 0, 2, 3]
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const picked = []
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let count
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_.times(1000, function () {
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picked.push(uniformDistrib.pickRandom(possibles, weights))
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})
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count = _.filter(picked, function (val) { return val === 11 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.1)
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count = _.filter(picked, function (val) { return val === 22 }).length
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assert.strictEqual(math.round((count) / picked.length, 1), 0.4)
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count = _.filter(picked, function (val) { return val === 33 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0)
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count = _.filter(picked, function (val) { return val === 44 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 55 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.3)
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})
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it('should pick a value from the given matrix following a weighted distribution', function () {
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const possibles = math.matrix([11, 22, 33, 44, 55])
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const weights = [1, 4, 0, 2, 3]
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const picked = []
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let count
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_.times(1000, function () {
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picked.push(uniformDistrib.pickRandom(possibles, weights))
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})
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count = _.filter(picked, function (val) { return val === 11 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.1)
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count = _.filter(picked, function (val) { return val === 22 }).length
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assert.strictEqual(math.round((count) / picked.length, 1), 0.4)
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count = _.filter(picked, function (val) { return val === 33 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0)
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count = _.filter(picked, function (val) { return val === 44 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.2)
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count = _.filter(picked, function (val) { return val === 55 }).length
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assert.strictEqual(math.round(count / picked.length, 1), 0.3)
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})
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it('should return an array of values from the given array following a weighted distribution', function () {
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const possibles = [11, 22, 33, 44, 55]
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const weights = [1, 4, 0, 2, 3]
|
|
const number = 2
|
|
const picked = []
|
|
let count
|
|
|
|
_.times(1000, function () {
|
|
picked.push.apply(picked, uniformDistrib.pickRandom(possibles, number, weights))
|
|
})
|
|
|
|
count = _.filter(picked, function (val) { return val === 11 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.1)
|
|
|
|
count = _.filter(picked, function (val) { return val === 22 }).length
|
|
assert.strictEqual(math.round((count) / picked.length, 1), 0.4)
|
|
|
|
count = _.filter(picked, function (val) { return val === 33 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0)
|
|
|
|
count = _.filter(picked, function (val) { return val === 44 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.2)
|
|
|
|
count = _.filter(picked, function (val) { return val === 55 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.3)
|
|
|
|
_.times(1000, function () {
|
|
picked.push.apply(picked, uniformDistrib.pickRandom(possibles, weights, number))
|
|
})
|
|
|
|
count = _.filter(picked, function (val) { return val === 11 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.1)
|
|
|
|
count = _.filter(picked, function (val) { return val === 22 }).length
|
|
assert.strictEqual(math.round((count) / picked.length, 1), 0.4)
|
|
|
|
count = _.filter(picked, function (val) { return val === 33 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0)
|
|
|
|
count = _.filter(picked, function (val) { return val === 44 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.2)
|
|
|
|
count = _.filter(picked, function (val) { return val === 55 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.3)
|
|
})
|
|
|
|
it('should return an array of values from the given matrix following a weighted distribution', function () {
|
|
const possibles = math.matrix([11, 22, 33, 44, 55])
|
|
const weights = [1, 4, 0, 2, 3]
|
|
const number = 2
|
|
const picked = []
|
|
let count
|
|
|
|
_.times(1000, function () {
|
|
picked.push.apply(picked, uniformDistrib.pickRandom(possibles, number, weights))
|
|
})
|
|
|
|
count = _.filter(picked, function (val) { return val === 11 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.1)
|
|
|
|
count = _.filter(picked, function (val) { return val === 22 }).length
|
|
assert.strictEqual(math.round((count) / picked.length, 1), 0.4)
|
|
|
|
count = _.filter(picked, function (val) { return val === 33 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0)
|
|
|
|
count = _.filter(picked, function (val) { return val === 44 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.2)
|
|
|
|
count = _.filter(picked, function (val) { return val === 55 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.3)
|
|
|
|
_.times(1000, function () {
|
|
picked.push.apply(picked, uniformDistrib.pickRandom(possibles, weights, number))
|
|
})
|
|
|
|
count = _.filter(picked, function (val) { return val === 11 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.1)
|
|
|
|
count = _.filter(picked, function (val) { return val === 22 }).length
|
|
assert.strictEqual(math.round((count) / picked.length, 1), 0.4)
|
|
|
|
count = _.filter(picked, function (val) { return val === 33 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0)
|
|
|
|
count = _.filter(picked, function (val) { return val === 44 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.2)
|
|
|
|
count = _.filter(picked, function (val) { return val === 55 }).length
|
|
assert.strictEqual(math.round(count / picked.length, 1), 0.3)
|
|
})
|
|
})
|
|
|
|
describe('distribution.normal', function () {
|
|
it('should pick numbers in [0, 1] following a normal distribution', function () {
|
|
const picked = []
|
|
let count
|
|
const dist = distribution('normal')
|
|
|
|
_.times(100000, function () {
|
|
picked.push(dist.random())
|
|
})
|
|
count = _.filter(picked, function (val) { return val < 0 }).length
|
|
assert.strictEqual(count, 0)
|
|
count = _.filter(picked, function (val) { return val > 1 }).length
|
|
assert.strictEqual(count, 0)
|
|
|
|
count = _.filter(picked, function (val) { return val < 0.25 }).length
|
|
assertApproxEqual(count / picked.length, 0.07, 0.01)
|
|
count = _.filter(picked, function (val) { return val < 0.4 }).length
|
|
assertApproxEqual(count / picked.length, 0.27, 0.01)
|
|
count = _.filter(picked, function (val) { return val < 0.5 }).length
|
|
assertApproxEqual(count / picked.length, 0.5, 0.01)
|
|
count = _.filter(picked, function (val) { return val < 0.6 }).length
|
|
assertApproxEqual(count / picked.length, 0.73, 0.01)
|
|
count = _.filter(picked, function (val) { return val < 0.75 }).length
|
|
assertApproxEqual(count / picked.length, 0.93, 0.01)
|
|
})
|
|
})
|
|
|
|
it('should throw an error in case of unknown distribution name', function () {
|
|
assert.throws(function () {
|
|
distribution('non-existing')
|
|
}, /Unknown distribution/)
|
|
})
|
|
|
|
it('created random functions should throw an error in case of wrong number of arguments', function () {
|
|
const dist = distribution('uniform')
|
|
assert.throws(function () { dist.random([2, 3], 10, 100, 12) }, error.ArgumentsError)
|
|
assert.throws(function () { dist.randomInt([2, 3], 10, 100, 12) }, error.ArgumentsError)
|
|
assert.throws(function () { dist.pickRandom() }, error.ArgumentsError)
|
|
assert.throws(function () { dist.pickRandom([], 23, [], 9) }, error.ArgumentsError)
|
|
})
|
|
|
|
it('created random functions should throw an error in case of wrong type of arguments', function () {
|
|
const dist = distribution('uniform')
|
|
assert.throws(function () { dist.pickRandom(23) }, error.TypeError)
|
|
// TODO: more type testing...
|
|
})
|
|
|
|
it('should LaTeX distribution', function () {
|
|
const expression = math.parse('distribution("normal")')
|
|
assert.strictEqual(expression.toTex(), '\\mathrm{distribution}\\left(\\mathtt{"normal"}\\right)')
|
|
})
|
|
})
|