maximum_of_t_test.hpp

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//============================================================================
// MCKL/include/mckl/random/maximum_of_t_test.hpp
//----------------------------------------------------------------------------
// MCKL: Monte Carlo Kernel Library
//----------------------------------------------------------------------------
// Copyright (c) 2013-2018, Yan Zhou
// All rights reserved.
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#ifndef MCKL_RANDOM_MAXIMUM_OF_T_TEST_HPP
#define MCKL_RANDOM_MAXIMUM_OF_T_TEST_HPP

#include <mckl/random/internal/common.hpp>
#include <mckl/random/chi_squared_test.hpp>

namespace mckl {

template <std::size_t D, std::size_t T>
class MaximumOfTTest : public ChiSquaredTest<MaximumOfTTest<D, T>>
{
    static_assert(D > 1, "**MaximumOfTTest** used with D less than two");

    static_assert(T > 0, "**MaximumOfTTest** used with T equal to zero");

  public:
    MaximumOfTTest(std::size_t n) : n_(n) {}

    MCKL_DEFINE_RANDOM_TEST_OPERATOR(double)

    template <typename RNGType, typename U01DistributionType>
    double operator()(RNGType &rng, U01DistributionType &u01)
    {
        using result_type = typename U01DistributionType::result_type;

        Vector<double> count(D);
        std::fill(count.begin(), count.end(), 0);

        const std::size_t k = internal::BufferSize<result_type>::value;
        const std::size_t m = n_ / k;
        const std::size_t l = n_ % k;
        Vector<result_type> r(k * T);
        Vector<result_type> s(k);
        for (std::size_t i = 0; i != m; ++i) {
            generate(rng, u01, k, r.data(), s.data(), count.data());
        }
        generate(rng, u01, l, r.data(), s.data(), count.data());

        return this->stat(D, count.data(), static_cast<double>(n_) / D);
    }

    double degree_of_freedom() const { return D - 1; }

  private:
    std::size_t n_;

    template <typename RNGType, typename U01DistributionType>
    void generate(RNGType &rng, U01DistributionType &u01, std::size_t n,
        typename U01DistributionType::result_type *r,
        typename U01DistributionType::result_type *s, double *count)
    {
        using result_type = typename U01DistributionType::result_type;

        rand(rng, u01, n * T, r);
        for (std::size_t i = 0; i != n; ++i, r += T) {
            s[i] = *std::max_element(r, r + T);
        }
        pow(n, s, static_cast<result_type>(T), s);
        mul(n, static_cast<result_type>(D), s, s);
        for (std::size_t i = 0; i != n; ++i) {
            ++count[internal::ftoi<std::size_t, D>(s[i])];
        }
    }
}; // class MaximumOfTTest

} // namespace mckl

#endif // MCKL_RANDOM_MAXIMUM_OF_T_TEST_HPP