added random-number-generator-tests

added tests
fixed method next for gsll-rng to return the correct type

Author: dcatteeu

cl-random.asd

@@ -40,6 +40,7 @@
   :serial t
   :components
   ((:file "setup")
+   (:file "random-number-generator")
    (:file "discrete")
    (:file "univariate")
    (:file "continuous-time")

src/random-number-generator.lisp

@@ -69,11 +69,11 @@
 
 (defmethod next ((rng gsll-rng) (limit fixnum) &optional pos)
   (do ((r (gsll:sample (state rng) :uniform-fixnum :upperbound limit)))
-      ((not (and pos (zerop r))) (float r 0d0))))
+      ((not (and pos (zerop r))) r)))
 
 (defmethod next ((rng gsll-rng) (limit float) &optional pos)
   (do ((r (gsll:sample (state rng) :flat :a 0.0 :b limit)))
-      ((not (and pos (zerop r))) (float r 0d0))))
+      ((not (and pos (zerop r))) (float r limit))))
 
 
 ;; TODO: Add MT19337 from cl-randist.

tests/random-number-generator.lisp

@@ -0,0 +1,27 @@
+;;; -*- Mode:Lisp; Syntax:ANSI-Common-Lisp; Coding:utf-8 -*-
+
+(in-package #:cl-random-tests)
+
+(defun valid-rng (rng &key (n 100000) (limit 100) (z-band 4d0) (var-band 0.1))
+  "Get N random numbers in [0,LIMIT) from RNG. Verify their type, range, and moments, using
+
+  1. the z-score of the mean (should be below Z-BAND in absolute value),
+
+  2. the variance with NUM= using VAR-BAND as a tolerance."
+  (let ((mean (/ (if (integerp limit) (1- limit) limit) 2))
+	(variance (/ (if (integerp limit) (1- (* limit limit)) (* limit limit)) 12))
+	(sample-moments (clnu.stats:central-sample-moments nil)))
+    (loop repeat n for r = (next rng limit)
+	  unless (and (<= 0 r) (< r limit)) return NIL
+	  unless (typep r (type-of limit)) return NIL
+          do (clnu.stats:add sample-moments r))
+    (and (< (z-score n mean variance (clnu.stats:mean sample-moments)) z-band)
+         (num= variance (clnu.stats:variance sample-moments) var-band))))
+
+(defsuite random-number-generator-tests (tests))
+
+(deftest cl-rng-tests (random-number-generator-tests)
+  (assert-true (valid-rng (make-instance 'cl-rng) :limit 100))
+  (assert-true (valid-rng (make-instance 'cl-rng) :limit 100.0))
+  (assert-true (valid-rng (make-instance 'gsll-rng) :limit 100))
+  (assert-true (valid-rng (make-instance 'gsll-rng) :limit 100.0)))