diff options
Diffstat (limited to 'pbt/ts')
| -rw-r--r-- | pbt/ts/src/gen.test.ts | 156 | ||||
| -rw-r--r-- | pbt/ts/src/gen.ts | 59 |
2 files changed, 212 insertions, 3 deletions
diff --git a/pbt/ts/src/gen.test.ts b/pbt/ts/src/gen.test.ts index eaba36f..75c41c8 100644 --- a/pbt/ts/src/gen.test.ts +++ b/pbt/ts/src/gen.test.ts @@ -1,7 +1,7 @@ import Prando from 'prando'; -import {none} from 'fp-ts/lib/Option.js'; +import { none } from 'fp-ts/lib/Option.js'; import * as G from './gen.js'; -import {test, expect} from 'vitest'; +import { test, expect } from 'vitest'; test('can generate and shrink bytes', async () => { const prng = new Prando(Math.random() * 1000); @@ -17,3 +17,155 @@ test('can generate and shrink bytes', async () => { expect(replayed, `Replaying at ${i}`).toEqual(bytes[i - 1]); } }); + +test('can generate an arbitrary integer', () => { + const prng = new Prando(Math.random() * 1000); + const gen = G.genInt(); + const value = gen.generate(); + expect(typeof value).toBe('number'); +}); + +test('can generate N arbitrary integers', () => { + const prng = new Prando(Math.random() * 1000); + const gen = G.genInt(); + const value = gen.generateN(5); + expect(value.length).toBe(5); +}); + +test('can generate arbitrary integer within bounds', () => { + const seed = Math.random() * 1000; + const gen = G.genIntWithin(1000, 200000, seed); + for (let i = 0; i < 100; i++) { + const value = gen.generate(); + expect(value).toBeGreaterThanOrEqual(1000); + expect(value).toBeLessThanOrEqual(200000); + } +}); + +test('generated integers are uniformly distributed', () => { + const seed = Math.random() * 1000; + const lb = 0; + const ub = 65536; + const gen = G.genIntWithin(lb, ub, seed); + const range = ub - lb; + const buckets = 128; + const numSamples = 100000; + // indexed by lower bound + const counts: Record<number, number> = {}; + for (let i = 1; i <= buckets; i++) { + counts[Math.ceil(range / buckets) * i + lb] = 0; + } + const values = []; + for (let i = 0; i < numSamples; i++) { + const value = gen.generate(); + values.push(value); + const bucket = Object.keys(counts).find((b) => value < parseInt(b)); + if (!bucket) { + console.log('ignoring bucket for value', value); + } else { + const b = parseInt(bucket); + counts[b] = (counts[b] || 0) + 1; + } + } + + // compute χ² statistic + const expectedCount = numSamples / buckets; + const chiSquared = Object.values(counts).reduce((acc, count) => { + const diff = count - expectedCount; + return acc + (diff * diff) / expectedCount; + }); + // compute p-value and Cramér's V. + // In our case the p-value will + // systematically be negligible and therefore will reject the null + // hypothesis, eg. that the frequency distribution of numbers we + // generate is truly uniform. However, Cramér's V is a better + // measure of effect size and will be small if the distribution is + // uniform. + const cramerv = computeCramersV(chiSquared, numSamples, buckets); + const pValue = computeChiSquaredPValue(chiSquared, buckets); + console.log(`Chi-squared: ${chiSquared}, p-value: ${pValue}, Cramer V: ${cramerv}`); + expect(cramerv).toBeLessThan(0.01); +}); + + +/** + * Computes the right-tailed p-value for a Chi-Squared distribution + * using the Wilson-Hilferty approximation. + * + * @param chiSquareValue The calculated empirical chi-square statistic (e.g., 1190.372) + * @param numBuckets The total number of bins/categories in your test (e.g., 100) + * @returns The p-value between 0.0 and 1.0 + */ +function computeChiSquaredPValue(chiSquareValue: number, numBuckets: number): number { + // Degrees of Freedom = Number of buckets - 1 + const df = numBuckets - 1; + + if (df <= 0) { + throw new Error("Number of buckets must be greater than 1."); + } + if (chiSquareValue < 0) { + return 1.0; + } + + // 1. Compute the Wilson-Hilferty Normal Approximation Z-score + const term1 = Math.pow(chiSquareValue / df, 1 / 3); + const term2 = 1 - 2 / (9 * df); + const denominator = Math.sqrt(2 / (9 * df)); + + const zScore = (term1 - term2) / denominator; + + // 2. Compute right-tailed probability from Z-score using standard Normal CDF + return standardNormalRightTail(zScore); +} + +/** + * Standard Normal Right-Tail Probability Q(z) = P(Z > z) + * Uses a highly precise numerical approximation for the error function (erf). + */ +function standardNormalRightTail(z: number): number { + // Standard Normal Cumulative Distribution Function (CDF) + const cdf = 0.5 * (1 + errorFunction(z / Math.sqrt(2))); + // Right tail is 1 - CDF + return 1 - cdf; +} + +/** + * Abramowitz and Stegun approximation for the Error Function (erf), + * accurate to 1.5 x 10^-7 + * + * See https://en.wikipedia.org/wiki/Error_function#Bounds_and_numerical_approximations + */ +function errorFunction(x: number): number { + const sign = x < 0 ? -1 : 1; + const absX = Math.abs(x); + + // Constants for the numerical approximation + const p = 0.3275911; + const a1 = 0.254829592; + const a2 = -0.284496736; + const a3 = 1.421413741; + const a4 = -1.453152027; + const a5 = 1.061405429; + + const t = 1.0 / (1.0 + p * absX); + const y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX); + + return sign * y; +} + +/** + * Calculates Cramér's V to determine the practical effect size (strength of bias). + * See https://en.wikipedia.org/wiki/Cramér%27s_V + * + * @param chiSquare The empirical chi-square value (e.g., 1190.372) + * @param totalSamples The total number of data points (e.g., 100000) + * @param numBuckets The total number of bins/buckets (e.g., 100) + * @returns A value between 0.0 (no bias) and 1.0 (extreme bias) + */ +function computeCramersV(chiSquare: number, totalSamples: number, numBuckets: number): number { + const df = numBuckets - 1; + if (df <= 0 || totalSamples <= 0) return 0; + + // Core Formula: sqrt( chi2 / (N * df) ) + return Math.sqrt(chiSquare / (totalSamples * df)); +} diff --git a/pbt/ts/src/gen.ts b/pbt/ts/src/gen.ts index 531a118..c27cfec 100644 --- a/pbt/ts/src/gen.ts +++ b/pbt/ts/src/gen.ts @@ -1,4 +1,4 @@ -import {Option, none, some} from 'fp-ts/lib/Option.js'; +import { Option, none, some } from 'fp-ts/lib/Option.js'; import Prando from 'prando'; // a shrinkable generator needs to maintain some state, @@ -71,3 +71,60 @@ export class ReplayBytes implements GenBytes { return chunk; } } + +class GenInt implements Gen<number> { + private bytes: BytesGen; + + constructor(seed: number | undefined = undefined) { + this.bytes = new BytesGen(new Prando(seed ? seed : Math.random() * 1000)); + } + + generate(): number { + const bytes = this.bytes.generate(1); + return bytes[0]; + } + + generateN(n: number): number[] { + const result = []; + for (let i = 0; i < n; i++) { + result.push(this.bytes.generate(1)[0]); + } + + return result; + } +} + +class GenIntWithin implements Gen<number> { + private bytes: BytesGen; + + constructor(private min: number, private max: number, seed: number | undefined = undefined) { + this.bytes = new BytesGen(new Prando(seed ? seed : Math.random() * 1000000000)); + this.min = min; + this.max = max; + } + + generate(): number { + const range = this.max - this.min; + const numBytes = Math.ceil(Math.log2(range) / 8); + const bytes = this.bytes.generate(numBytes); + let value = 0; + for (let i = 0; i < bytes.length; i++) { + value = (value << 8) | bytes[i]; + } + return this.min + (value % range); + } + + generateN(n: number): number[] { + const result = []; + for (let i = 0; i < n; i++) { + result.push(this.bytes.generate(1)[0]); + } + + return result; + } + +} + +export const genInt = (seed : number | undefined = undefined) => new GenInt(seed); + +export const genIntWithin = (min: number, max: number, seed : number | undefined = undefined) => new GenIntWithin(min, max, seed); |
