Zamierzam zrobić następujące testy dla mojego LCG: chi-square, diehard i ewentualnie kol-smirnov. Przeczytałem trochę artykułów na temat tych testów, aby lepiej je zrozumieć, jednak niewiele znalazłem informacji na temat implementacji tych testów w Pythonie.
Interesują mnie ciekawe artykuły dotyczące testowania RNG (w szczególności implementacja testów w pythonie)
LCG:
import numpy as np
class LCG(object):
UZERO: np.uint32 = np.uint32(0)
UONE : np.uint32 = np.uint32(1)
def __init__(self, seed: np.uint32, a: np.uint32, c: np.uint32) -> None:
self._seed: np.uint32 = np.uint32(seed)
self._a : np.uint32 = np.uint32(a)
self._c : np.uint32 = np.uint32(c)
def next(self) -> np.uint32:
self._seed = self._a * self._seed + self._c
return self._seed
def seed(self) -> np.uint32:
return self._seed
def set_seed(self, seed: np.uint32) -> np.uint32:
self._seed = seed
def skip(self, ns: np.int32) -> None:
"""
Signed argument - skip forward as well as backward
The algorithm here to determine the parameters used to skip ahead is
described in the paper F. Brown, "Random Number Generation with Arbitrary Stride,"
Trans. Am. Nucl. Soc. (Nov. 1994). This algorithm is able to skip ahead in
O(log2(N)) operations instead of O(N). It computes parameters
A and C which can then be used to find x_N = A*x_0 + C mod 2^M.
"""
nskip: np.uint32 = np.uint32(ns)
a: np.uint32 = self._a
c: np.uint32 = self._c
a_next: np.uint32 = LCG.UONE
c_next: np.uint32 = LCG.UZERO
while nskip > LCG.UZERO:
if (nskip & LCG.UONE) != LCG.UZERO:
a_next = a_next * a
c_next = c_next * a + c
c = (a + LCG.UONE) * c
a = a * a
nskip = nskip >> LCG.UONE
self._seed = a_next * self._seed + c_next
#%%
np.seterr(over='ignore')
a = np.uint32(1664525)
c = np.uint32(1013904223)
seed = np.uint32(1)
rng = LCG(seed, a, c)
print(rng.next())
print(rng.next())
print(rng.next())
rng.skip(-3) # back by 3
print(rng.next())
print(rng.next())
print(rng.next())
rng.skip(-3) # back by 3
rng.skip(2) # forward by 2
print(rng.next())
#%% 10k
#np.seterr(over='ignore')
#a = np.uint32(1664525)
#c = np.uint32(1013904223)
#seed = np.uint32(1)
#rng = LCG(seed, a, c)
#q = [rng.next() for _ in range(0, 10000)]
#print(q)