public void testGeneratorDiscrepancy(IRNGFactory generatorFactory, double[][] discrepancy)
{
//QL_TEST_START_TIMING
double tolerance = 1.0e-2;
List <double> point;
int dim;
ulong seed = 123456;
double discr;
// more than 1 discrepancy measures take long time
int sampleLoops = Math.Max(1, discrepancyMeasuresNumber);
for (int i = 0; i < 8; i++)
{
dim = dimensionality[i];
DiscrepancyStatistics stat = new DiscrepancyStatistics(dim);
IRNG rsg = generatorFactory.make(dim, seed);
int j, k = 0, jMin = 10;
stat.reset(dim);
for (j = jMin; j < jMin + sampleLoops; j++)
{
int points = (int)(Utils.Pow(2.0, (int)(j))) - 1;
for (; k < points; k++)
{
point = rsg.nextSequence().value;
stat.add(point);
}
discr = stat.discrepancy();
if (Math.Abs(discr - discrepancy[i][j - jMin]) > tolerance * discr)
{
Assert.Fail(generatorFactory.name()
+ "discrepancy dimension " + dimensionality[i]
+ " at " + points + " samples is "
+ discr + " instead of "
+ discrepancy[i][j - jMin]);
}
}
}
}
public void testGeneratorDiscrepancy(IRNGFactory generatorFactory, double[][] discrepancy)
{
//QL_TEST_START_TIMING
double tolerance = 1.0e-2;
List<double> point;
int dim;
ulong seed = 123456;
double discr;
// more than 1 discrepancy measures take long time
int sampleLoops = Math.Max(1, discrepancyMeasuresNumber);
for (int i = 0; i < 8; i++)
{
dim = dimensionality[i];
DiscrepancyStatistics stat = new DiscrepancyStatistics(dim);
IRNG rsg = generatorFactory.make(dim, seed);
int j, k = 0, jMin = 10;
stat.reset(dim);
for (j = jMin; j < jMin + sampleLoops; j++)
{
int points = (int)(Utils.Pow(2.0, (int)(j))) - 1;
for (; k < points; k++)
{
point = rsg.nextSequence().value;
stat.add(point);
}
discr = stat.discrepancy();
if (Math.Abs(discr - discrepancy[i][j - jMin]) > tolerance * discr)
{
Assert.Fail(generatorFactory.name()
+ "discrepancy dimension " + dimensionality[i]
+ " at " + points + " samples is "
+ discr + " instead of "
+ discrepancy[i][j - jMin]);
}
}
}
}
