ExternalVendorCode/trick
1
0
Fork 0
mirror of https://github.com/nasa/trick.git synced 2024-12-21 06:03:10 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
1eb3ab9895
trick/trick_source/sim_services/MonteCarlo/test/MonteCarlo_test.cpp
John M. Penn 3ff8fc6bc0 Fix enums in MonteCarlo_test.cpp. REF #650
2018-08-08 14:36:10 -05:00

887 lines
26 KiB
C++
Raw Blame History

#define protected public
#include <iostream>
#include <sys/types.h>
#include <signal.h>
#include <string>
#include <sstream>
#include <cmath>
#include "gtest/gtest.h"
#include "trick/ExecutiveException.hh"
#include "trick/Executive.hh"
#include "trick/MonteCarlo.hh"
#include "trick/MonteVar.hh"
#include "trick/MonteVarCalculated.hh"
#include "trick/MonteVarFile.hh"
#include "trick/MonteVarFixed.hh"
#include "trick/MonteVarRandom.hh"
#include "trick/montecarlo_c_intf.h"
#include "trick/exec_proto.h"
#include "trick/exec_proto.hh"
#include "trick/SimObject.hh"
#include "trick/MemoryManager.hh"
#include "trick/memorymanager_c_intf.h"
#include "trick/rand_generator.h"
//#include "trick/RequirementScribe.hh"
void sig_hand(int sig) ;
void child_handler(int sig) ;
#if (__APPLE__ | __CYGWIN__ | __INTERIX )
void fpe_sig_handler(int sig) ;
#else
void fpe_sig_handler(int sig, siginfo_t * sip, void *uap) ;
#endif
namespace Trick {
class testSimObject : public Trick::SimObject {
public:
int default_data_1() {
return 0 ;
}
int initialization_1() {
return 0 ;
}
int return_error() {
return -1 ;
}
int throw_exception() {
return exec_terminate("throw_exception", "exec_terminate called") ;
}
testSimObject() {
int ii = 0 ;
add_job(0, ii++, "monte_master_init", NULL, 1, "master_init", "TRK") ;
add_job(0, ii++, "monte_master_pre", NULL, 1, "master_pre", "TRK") ;
add_job(0, ii++, "monte_master_post", NULL, 1, "master_post", "TRK") ;
add_job(0, ii++, "monte_master_shutdown", NULL, 1, "master_shutdown", "TRK") ;
add_job(0, ii++, "monte_slave_init", NULL, 1, "slave_init", "TRK") ;
add_job(0, ii++, "monte_slave_pre", NULL, 1, "slave_pre", "TRK") ;
add_job(0, ii++, "monte_slave_post", NULL, 1, "slave_post", "TRK") ;
add_job(0, ii++, "monte_slave_shutdown", NULL, 1, "slave_shutdown", "TRK") ;
}
virtual int call_function( Trick::JobData * curr_job ) ;
virtual double call_function_double( Trick::JobData * curr_job ) { (void)curr_job ; return 0.0 ; } ;
} ;
int testSimObject::call_function( __attribute__((unused)) Trick::JobData * curr_job ) {
int trick_ret = 0 ;
return trick_ret ;
} ;
class MonteCarloTest : public ::testing::Test {
protected:
Trick::MonteCarlo exec;
Trick::Executive executive;
testSimObject so1 ;
//Trick::RequirementScribe req;
Trick::MemoryManager mm ;
MonteCarloTest() { exec_register_scheduler(&exec) ; }
~MonteCarloTest() { }
virtual void SetUp() {}
virtual void TearDown() {}
int get_class_map_value(std::string job_class) { return exec.class_map[job_class] ; }
Trick::ScheduledJobQueue * get_master_init_queue() { return &exec.master_init_queue ; }
Trick::ScheduledJobQueue * get_master_pre_queue() { return &exec.master_pre_queue ; }
Trick::ScheduledJobQueue * get_master_post_queue() { return &exec.master_post_queue ; }
Trick::ScheduledJobQueue * get_master_shutdown_queue() { return &exec.master_shutdown_queue ; }
Trick::ScheduledJobQueue * get_slave_init_queue() { return &exec.slave_init_queue ; }
Trick::ScheduledJobQueue * get_slave_pre_queue() { return &exec.slave_pre_queue ; }
Trick::ScheduledJobQueue * get_slave_post_queue() { return &exec.slave_post_queue ; }
Trick::ScheduledJobQueue * get_slave_shutdown_queue() { return &exec.slave_shutdown_queue ; }
} ;
TEST_F(MonteCarloTest , Job_Queue_Master_Init) {
//req.add_requirement("722132127");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_master_init_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.master_init") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Master_Pre) {
//req.add_requirement("587551115");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_master_pre_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.master_pre") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Master_Post) {
//req.add_requirement("4165308678");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_master_post_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.master_post") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Master_Shutdown) {
//req.add_requirement("3461634900");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_master_shutdown_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.master_shutdown") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Slave_Init) {
//req.add_requirement("1412318284");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_slave_init_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.slave_init") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Slave_Pre) {
//req.add_requirement("3301658297");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_slave_pre_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.slave_pre") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Slave_Post) {
//req.add_requirement("3882184138");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_slave_post_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.slave_post") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Job_Queue_Slave_Shutdown) {
//req.add_requirement("350185460");
Trick::JobData * curr_job ;
EXPECT_EQ(exec_get_time_tic_value() , 1000000) ;
exec_add_sim_object(&so1 , "so1") ;
curr_job = get_slave_shutdown_queue()->get_next_job() ;
ASSERT_FALSE( curr_job == NULL ) ;
EXPECT_STREQ( curr_job->name.c_str() , "so1.slave_shutdown") ;
EXPECT_TRUE(executive.check_all_jobs_handled() == 0 ) ;
}
TEST_F(MonteCarloTest , Good_Initialization) {
//req.add_requirement("1452306647");
exec_add_sim_object(&so1 , "so1") ;
EXPECT_EQ(exec.execute_monte() , 0 ) ;
}
TEST_F(MonteCarloTest , TestDefaultValues) {
EXPECT_EQ(exec.get_enabled(), false) ;
EXPECT_EQ(exec.get_dry_run(), false) ;
EXPECT_EQ(exec.get_localhost_as_remote(), false) ;
EXPECT_EQ(exec.get_custom_slave_dispatch(), false) ;
EXPECT_EQ(exec.get_timeout(), 120) ;
EXPECT_EQ(exec.get_max_tries(), 2) ;
EXPECT_EQ(exec.get_verbosity(), exec.MC_INFORMATIONAL) ;
EXPECT_EQ(exec.get_num_runs(), 0) ;
EXPECT_EQ(exec.get_slave_id(), 0) ;
EXPECT_EQ(exec.actual_num_runs, 0) ;
EXPECT_EQ(exec.num_results, 0) ;
}
TEST_F(MonteCarloTest, TestSettingValues) {
//req.add_requirement("2840823120");
exec.set_enabled(true) ;
EXPECT_EQ(exec.get_enabled(), true) ;
exec.set_dry_run(true) ;
EXPECT_EQ(exec.get_dry_run(), true) ;
exec.set_localhost_as_remote(true) ;
EXPECT_EQ(exec.get_localhost_as_remote(), true) ;
exec.set_custom_slave_dispatch(true) ;
EXPECT_EQ(exec.get_custom_slave_dispatch(), true) ;
exec.set_timeout(60) ;
EXPECT_EQ(exec.get_timeout(), 60) ;
exec.set_max_tries(4) ;
EXPECT_EQ(exec.get_max_tries(), 4) ;
exec.set_verbosity(exec.MC_NONE) ;
EXPECT_EQ(exec.get_verbosity(), exec.MC_NONE) ;
exec.set_verbosity(exec.MC_ERROR) ;
EXPECT_EQ(exec.get_verbosity(), exec.MC_ERROR) ;
exec.set_verbosity(exec.MC_INFORMATIONAL) ;
EXPECT_EQ(exec.get_verbosity(), exec.MC_INFORMATIONAL) ;
exec.set_verbosity(exec.MC_ALL) ;
EXPECT_EQ(exec.get_verbosity(), exec.MC_ALL) ;
}
TEST_F(MonteCarloTest, TestRanges) {
exec.set_num_runs(25) ;
EXPECT_EQ(exec.get_num_runs(), 25) ;
EXPECT_EQ(exec.actual_num_runs, 25) ;
exec.add_range(3, 5) ;
EXPECT_EQ(exec.actual_num_runs, 3) ;
exec.add_range(20) ;
EXPECT_EQ(exec.actual_num_runs, 4) ;
EXPECT_EQ(exec.in_range(exec.runs[3]) , true) ;
EXPECT_EQ(exec.in_range(exec.runs[10]), false) ;
}
TEST_F(MonteCarloTest, TestSlaves) {
//req.add_requirement("1098748189");
Trick::MonteSlave slave0("localhost") ;
Trick::MonteSlave slave1("WonderWoman") ;
EXPECT_EQ(exec.slaves.empty(), true) ;
EXPECT_EQ(exec.get_slave_index(1), -1) ;
exec.add_slave(&slave0) ;
EXPECT_EQ(exec.slaves.empty(), false) ;
EXPECT_EQ(exec.slaves.size(), 1) ;
exec.add_slave(&slave1) ;
EXPECT_EQ(exec.slaves.size(), 2) ;
EXPECT_EQ(slave0.id, 1) ;
EXPECT_EQ(slave1.id, 2) ;
EXPECT_EQ(exec.get_slave_index(1), 0) ;
EXPECT_EQ(exec.get_slave_index(2), 1) ;
EXPECT_EQ(slave0.state, Trick::MonteSlave::MC_UNINITIALIZED) ;
EXPECT_EQ(slave1.state, Trick::MonteSlave::MC_UNINITIALIZED) ;
exec.disable_slave("WonderWoman", true) ;
EXPECT_EQ(slave1.state, Trick::MonteSlave::MC_STOPPED) ;
EXPECT_EQ(exec.slaves.size(), 2) ;
exec.disable_slave("WonderWoman", false) ;
EXPECT_EQ(slave1.state, Trick::MonteSlave::MC_UNINITIALIZED) ;
EXPECT_EQ(slave0.machine_name, "localhost") ;
EXPECT_EQ(slave1.machine_name, "WonderWoman") ;
}
TEST_F(MonteCarloTest, MonteVarFile) {
//req.add_requirement("3932595803");
// Test MonteVarFile
Trick::MonteVarFile var0("time_to_fire_1", "M_jet_firings_inline", 2) ;
EXPECT_EQ(exec.variables.size(), 0) ;
exec.add_variable(&var0) ;
EXPECT_EQ(var0.get_next_value(), "time_to_fire_1 = 1.0000") ;
EXPECT_EQ(exec.variables.size(), 1) ;
}
TEST_F(MonteCarloTest, MonteVarFileWithEOFLine) {
Trick::MonteVarFile var0("time_to_fire_1", "MonteCarlo_eof_line", 2) ;
EXPECT_EQ(exec.variables.size(), 0) ;
exec.add_variable(&var0) ;
EXPECT_EQ(var0.get_next_value(), "time_to_fire_1 = 1.0000") ;
EXPECT_EQ(exec.variables.size(), 1) ;
EXPECT_EQ(var0.get_next_value(), "EOF") ;
}
TEST_F(MonteCarloTest, MonteVarFileWithLineEndedEOF) {
Trick::MonteVarFile var0("time_to_fire_1", "MonteCarlo_line_ended_eof", 2) ;
EXPECT_EQ(exec.variables.size(), 0) ;
exec.add_variable(&var0) ;
EXPECT_EQ(var0.get_next_value(), "time_to_fire_1 = 1.0000") ;
EXPECT_EQ(exec.variables.size(), 1) ;
EXPECT_EQ(var0.get_next_value(), "EOF") ;
}
TEST_F(MonteCarloTest, MonteVarRandom_Gaussian) {
std::string str;
double value;
//req.add_requirement("3932595803");
// Test MonteVarRandom
// Gaussian
Trick::MonteVarRandom var1("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
var1.set_mu(4.0) ;
var1.set_min(-4.0) ;
var1.set_max(4.0) ;
var1.set_seed(12345);
var1.set_sigma_range(0) ;
exec.add_variable(&var1) ;
var1.get_next_value();
str = var1.value;
std::stringstream sstream(str);
sstream >> value;
EXPECT_LE(value, 8);
EXPECT_GE(value, 0);
EXPECT_EQ(var1.name, "time_to_fire_1") ;
EXPECT_EQ(var1.distribution, 0) ;
EXPECT_EQ(var1.randist.mu, 4.0) ;
EXPECT_EQ(var1.randist.min, -4.0) ;
EXPECT_EQ(var1.randist.max, 4.0) ;
EXPECT_EQ(var1.unit, "") ;
EXPECT_EQ(exec.variables.size(), 1) ;
}
TEST_F(MonteCarloTest, MonteVarRandom_Poisson) {
std::string str;
double value;
//req.add_requirement("3932595803");
// Test MonteVarRandom
// Poisson
Trick::MonteVarRandom var2("time_to_fire_1", Trick::MonteVarRandom::POISSON, "s") ;
var2.set_mu(4.0) ;
var2.set_min(-4.0) ;
var2.set_max(4.0) ;
var2.set_min_is_relative(0);
var2.set_max_is_relative(0);
var2.set_seed(12345);
var2.set_sigma_range(0) ;
exec.add_variable(&var2) ;
var2.get_next_value();
str = var2.value;
std::stringstream sstream(str);
sstream >> value;
#if _HAVE_GSL
EXPECT_GE(value, 0);
EXPECT_LE(value, 4);
#else
EXPECT_EQ(value, 0);
#endif
EXPECT_EQ(var2.name, "time_to_fire_1") ;
EXPECT_EQ(var2.distribution, 2) ;
EXPECT_EQ(var2.unit, "s") ;
EXPECT_EQ(exec.variables.size(), 1) ;
}
TEST_F(MonteCarloTest, MonteVarRandom_Flat) {
std::string str;
double value;
//req.add_requirement("3932595803");
// Test MonteVarRandom
// Flat
Trick::MonteVarRandom var3("time_to_fire_4", Trick::MonteVarRandom::FLAT) ;
var3.set_mu(4.0) ;
var3.set_min(-4.0) ;
var3.set_max(4.0) ;
var3.set_seed(12345);
var3.set_sigma_range(0) ;
exec.add_variable(&var3) ;
var3.get_next_value();
str = var3.value;
std::stringstream sstream(str);
sstream >> value;
EXPECT_GE(value, 0);
EXPECT_LE(value, 8);
EXPECT_EQ(var3.name, "time_to_fire_4") ;
EXPECT_EQ(var3.distribution, 1) ;
EXPECT_EQ(var3.unit, "") ;
EXPECT_EQ(exec.variables.size(), 1) ;
}
TEST_F(MonteCarloTest, MonteVarRandom_NonGSL) {
//req.add_requirement("3932595803");
Trick::MonteVarRandom var4("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
var4.set_mu(4.0) ;
var4.set_min(-4.0) ;
var4.set_max(4.0) ;
var4.set_seed(12345);
// for this test, let sigma_range default to 1 var4.set_sigma_range(0) ;
exec.add_variable(&var4) ;
// Test MonteVarRandom
// non GSL library variables
EXPECT_EQ(var4.randist.uniform, LCG1) ;
var4.set_uniform_generator(TRIPLE) ;
EXPECT_EQ(var4.randist.uniform, 1) ;
var4.set_uniform_generator(LCG1) ;
EXPECT_EQ(var4.randist.uniform, LCG1) ;
EXPECT_EQ(var4.randist.sigma_range, 1) ;
var4.set_sigma_range(8) ;
EXPECT_EQ(var4.randist.sigma_range, 8) ;
}
TEST_F(MonteCarloTest, MonteVarFixed) {
//req.add_requirement("3932595803");
// Test MonteVarFixed
Trick::MonteVarFixed var5("time_to_fire_5", 3.1415) ;
exec.add_variable(&var5) ;
EXPECT_EQ(var5.get_next_value(), "time_to_fire_5 = 3.1415") ;
EXPECT_EQ(var5.name, "time_to_fire_5") ;
EXPECT_EQ(var5.unit, "") ;
EXPECT_EQ(exec.variables.size(), 1) ;
}
///@brief check that the final distribution is correct. (Bug 6950: The non-GSL was wrong for GAUSSIAN and FLAT)
TEST_F(MonteCarloTest, MonteVarRandom_Gaussian_distributionMatchesSpec) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var6("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
exec.add_variable(&var6) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var6.set_seed(12345) ;
var6.set_mu(expected_mean) ;
var6.set_sigma(expected_sigma) ;
var6.set_min(-10.0) ;
var6.set_max(10.0) ;
var6.set_sigma_range(0) ;
// maintain running sums for calculating mean and variance
double mean = 0.0 ;
double sum_variance = 0.0 ;
int n = 0 ;
double delta = 0.0 ;
int numRuns = 100 ;
for (int ii = 0; ii <= numRuns; ++ii) {
{
var6.get_next_value() ;
str = var6.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
n++ ;
delta = value - mean ;
mean += delta / (double)n ;
sum_variance += delta * (value - mean) ;
}
// final statistics
double variance = sum_variance / (double) (n - 1) ;
double sigma = sqrt(variance) ;
EXPECT_NEAR(expected_mean, mean, 0.05 * expected_mean) ;
EXPECT_NEAR(expected_sigma, sigma, 0.10 * expected_sigma) ;
}
#ifndef _HAVE_GSL
///@brief set_sigma_range(int) feature was only implemented for nonGsl with non-C++11 fallbacks
TEST_F(MonteCarloTest, MonteVarRandom_Gaussian_nonGslSigmaRangeDefaulted_maxDeviationFromMeanIs1Sigma) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var7("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
exec.add_variable(&var7) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var7.set_seed(12345) ;
var7.set_mu(expected_mean) ;
var7.set_sigma(expected_sigma) ;
var7.set_min(-10.0) ;
var7.set_max(10.0) ;
// without this call, default sigma_range is 1
// var7.set_sigma_range(0) ;
int num_runs = 100 ;
double sigmas_max_deviation_from_mean = 0.0 ;
double deviation_sigmas = 0.0 ;
for (int ii = 0; ii <= num_runs; ++ii) {
{
var7.get_next_value() ;
str = var7.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
deviation_sigmas = fabs( (value - expected_mean) / expected_sigma ) ;
if (deviation_sigmas > sigmas_max_deviation_from_mean) {
sigmas_max_deviation_from_mean = deviation_sigmas ;
}
}
// Loose constraint: anything .LE. 1 will pass.
// (Doesn't require the largest deviations to be around 1.
// In other words, even max deviations of zero would pass.)
//EXPECT_LE(sigmas_max_deviation_from_mean, 1.0) ;
// tighter constraint: the max deviation with 100 runs
// should be pretty close to but still <= 1.0.
// This specifies the range 0.9 .. 1.0
EXPECT_NEAR(sigmas_max_deviation_from_mean, 0.95, 0.05) ;
}
///@brief test set_sigma_range feature works for STL random
TEST_F(MonteCarloTest, MonteVarRandom_StlGaussian_nonGslSigmaRangeDefaulted_maxDeviationFromMeanIs1Sigma) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var9("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN, "", Trick::MonteVarRandom::TRICK_DEFAULT_ENGINE) ;
exec.add_variable(&var9) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var9.set_seed(12345) ;
var9.set_mu(expected_mean) ;
var9.set_sigma(expected_sigma) ;
var9.set_min(-10.0) ;
var9.set_max(10.0) ;
// without this call, default sigma_range is 1
// var9.set_sigma_range(0) ;
int num_runs = 1000 ;
double sigmas_max_deviation_from_mean = 0.0 ;
double deviation_sigmas = 0.0 ;
for (int ii = 0; ii <= num_runs; ++ii) {
{
var9.get_next_value() ;
str = var9.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
deviation_sigmas = fabs( (value - expected_mean) / expected_sigma ) ;
if (deviation_sigmas > sigmas_max_deviation_from_mean) {
sigmas_max_deviation_from_mean = deviation_sigmas ;
}
}
// Loose constraint: anything .LE. 1 will pass.
// (Doesn't require the largest deviations to be around 1.
// In other words, even max deviations of zero would pass.)
//EXPECT_LE(sigmas_max_deviation_from_mean, 1.0) ;
// tighter constraint: the max deviation with 100 runs
// should be pretty close to but still <= 1.0.
// This specifies the range 0.9 .. 1.0
EXPECT_NEAR(sigmas_max_deviation_from_mean, 0.95, 0.05) ;
}
#endif // not _HAVE_GSL
#if (defined(_HAVE_TR1_RANDOM) || defined(_HAVE_STL_RANDOM))
TEST_F(MonteCarloTest, MonteVarRandom_StlGaussian_distributionMatchesSpec) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var8("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN, "--",
Trick::MonteVarRandom::TRICK_DEFAULT_ENGINE) ;
exec.add_variable(&var8) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var8.set_seed(12345) ;
var8.set_sigma_range(0) ;
var8.set_mu(expected_mean) ;
var8.set_sigma(expected_sigma) ;
var8.set_min(-10.0) ;
var8.set_max(10.0) ;
// maintain running sums for calculating mean and variance
double mean = 0.0 ;
double sum_variance = 0.0 ;
int n = 0 ;
double delta = 0.0 ;
int numRuns = 100 ;
for (int ii = 0; ii <= numRuns; ++ii) {
{
var8.get_next_value() ;
str = var8.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
n++ ;
delta = value - mean ;
mean += delta / (double)n ;
sum_variance += delta * (value - mean) ;
}
// final statistics
double variance = sum_variance / (double) (n - 1) ;
double sigma = sqrt(variance) ;
EXPECT_NEAR(expected_mean, mean, 0.05 * expected_mean) ;
EXPECT_NEAR(expected_sigma, sigma, 0.10 * expected_sigma) ;
}
///@breif test relative min/max work as expected for STL
TEST_F(MonteCarloTest, MonteVarRandom_StlGaussian_relativeMinMaxWorks) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var6("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
exec.add_variable(&var6) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var6.set_seed(12345) ;
var6.set_sigma_range(0) ;
var6.set_mu(expected_mean) ;
var6.set_sigma(expected_sigma) ;
var6.set_min(-1.0) ;
var6.set_max(1.0) ;
var6.set_min_is_relative(true) ;
var6.set_max_is_relative(true) ;
// maintain running sums for calculating mean and variance
int numRuns = 100 ;
double saw_min = 1000.0;
double saw_max = -1000.0;
for (int ii = 0; ii <= numRuns; ++ii) {
{
var6.get_next_value() ;
str = var6.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
if (value < saw_min) {
saw_min = value;
}
if (value > saw_max) {
saw_max = value;
}
}
// these conditions should be true if valid
// relative min/max range of 10 +/- 1 is being imposed
EXPECT_NEAR(9.05, saw_min, 0.05) ;
EXPECT_NEAR(10.95, saw_max, 0.05) ;
}
///@breif test relative min/max works after calling set_mu, as expected for STL
TEST_F(MonteCarloTest, MonteVarRandom_StlGaussian_callSetMu_relativeMinMaxWorks) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var11("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
exec.add_variable(&var11) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var11.set_seed(12345) ;
var11.set_sigma_range(0) ;
var11.set_mu(expected_mean + 100.0) ;
var11.set_sigma(expected_sigma) ;
var11.set_min(-1.0) ;
var11.set_max(1.0) ;
var11.set_min_is_relative(true) ;
var11.set_max_is_relative(true) ;
var11.set_mu(expected_mean) ;
// maintain running sums for calculating mean and variance
int numRuns = 100 ;
double saw_min = 1000.0;
double saw_max = -1000.0;
for (int ii = 0; ii <= numRuns; ++ii) {
{
var11.get_next_value() ;
str = var11.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
if (value < saw_min) {
saw_min = value;
}
if (value > saw_max) {
saw_max = value;
}
}
// these conditions should be true if valid
// relative min/max range of 10 +/- 1 is being imposed
EXPECT_NEAR(9.05, saw_min, 0.05) ;
EXPECT_NEAR(10.95, saw_max, 0.05) ;
}
///@breif test absolute min/max works after changing from relative, as expected for STL
TEST_F(MonteCarloTest, MonteVarRandom_StlGaussian_changeToAbsolute_MinMaxWorks) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var11("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
exec.add_variable(&var11) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var11.set_seed(12345) ;
var11.set_sigma_range(0) ;
var11.set_mu(expected_mean) ;
var11.set_sigma(expected_sigma) ;
var11.set_min(9.0) ;
var11.set_max(11.0) ;
var11.set_min_is_relative(false) ;
var11.set_max_is_relative(false) ;
// maintain running sums for calculating mean and variance
int numRuns = 100 ;
double saw_min = 1000.0;
double saw_max = -1000.0;
for (int ii = 0; ii <= numRuns; ++ii) {
{
var11.get_next_value() ;
str = var11.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
if (value < saw_min) {
saw_min = value;
}
if (value > saw_max) {
saw_max = value;
}
}
// these conditions should be true if valid
// relative min/max range of 10 +/- 1 is being imposed
EXPECT_NEAR(9.05, saw_min, 0.05) ;
EXPECT_NEAR(10.95, saw_max, 0.05) ;
}
///@brief test that the sequence repeats after calling set_seed
TEST_F(MonteCarloTest, MonteVarRandom_StlGaussian_setSeed_TakesEffect) {
//req.add_requirement("3932595803");
std::string str ;
double value ;
Trick::MonteVarRandom var10("time_to_fire_1", Trick::MonteVarRandom::GAUSSIAN) ;
exec.add_variable(&var10) ;
double expected_mean = 10.0 ;
double expected_sigma = 2.0 ;
var10.set_seed(12345) ;
var10.set_sigma_range(0) ;
var10.set_mu(expected_mean) ;
var10.set_sigma(expected_sigma) ;
var10.set_min(-10.0) ;
var10.set_max(10.0) ;
var10.set_min_is_relative(true) ;
var10.set_max_is_relative(true) ;
int numRuns = 10;
for (int ii = 0; ii < numRuns; ++ii) {
{
var10.get_next_value() ;
str = var10.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
}
double first_value = value;
var10.set_seed(12345) ;
for (int ii = 0; ii < numRuns; ++ii) {
{
var10.get_next_value() ;
str = var10.value ;
std::stringstream sstream(str) ;
sstream >> value ;
}
}
double second_value = value;
EXPECT_NEAR(first_value, second_value, 0.000001) ;
}
#endif // _HAVE_TR1_RANDOM or _HAVE_STL_RANDOM
}
Reference in New Issue View Git Blame Copy Permalink