.\" Automatically generated by Pod::Man 4.14 (Pod::Simple 3.43) .\" .\" Standard preamble: .\" ======================================================================== .de Sp \" Vertical space (when we can't use .PP) .if t .sp .5v .if n .sp .. .de Vb \" Begin verbatim text .ft CW .nf .ne \\$1 .. .de Ve \" End verbatim text .ft R .fi .. .\" Set up some character translations and predefined strings. \*(-- will .\" give an unbreakable dash, \*(PI will give pi, \*(L" will give a left .\" double quote, and \*(R" will give a right double quote. \*(C+ will .\" give a nicer C++. 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Of course, you'll have to process the .\" output yourself in some meaningful fashion. .\" .\" Avoid warning from groff about undefined register 'F'. .de IX .. .nr rF 0 .if \n(.g .if rF .nr rF 1 .if (\n(rF:(\n(.g==0)) \{\ . if \nF \{\ . de IX . tm Index:\\$1\t\\n%\t"\\$2" .. . if !\nF==2 \{\ . nr % 0 . nr F 2 . \} . \} .\} .rr rF .\" ======================================================================== .\" .IX Title "Statistics::Test::RandomWalk 3pm" .TH Statistics::Test::RandomWalk 3pm "2022-12-06" "perl v5.36.0" "User Contributed Perl Documentation" .\" For nroff, turn off justification. Always turn off hyphenation; it makes .\" way too many mistakes in technical documents. .if n .ad l .nh .SH "NAME" Statistics::Test::RandomWalk \- Random Walk test for random numbers .SH "SYNOPSIS" .IX Header "SYNOPSIS" .Vb 3 \& use Statistics::Test::RandomWalk; \& my $tester = Statistics::Test::RandomWalk\->new(); \& $tester\->set_data( [map {rand()} 1..1000000] ); \& \& my $no_bins = 10; \& my ($quant, $got, $expected) = $tester\->test($no_bins); \& print $tester\->data_to_report($quant, $got, $expected); .Ve .SH "DESCRIPTION" .IX Header "DESCRIPTION" This module implements a Random Walk test of a random number generator as outlined in Blobel et al (Refer to the \s-1SEE ALSO\s0 section). .PP Basically, it tests that the numbers \f(CW\*(C`[0,1]\*(C'\fR generated by a random number generator are distributed evenly. It divides \f(CW\*(C`[0,1]\*(C'\fR into \f(CW\*(C`n\*(C'\fR evenly sized bins and calculates the number of expected and actual random numbers in the bin. (In fact, this counts the cumulated numbers, but that works the same.) .SH "METHODS" .IX Header "METHODS" .SS "new" .IX Subsection "new" Creates a new random number tester. .SS "set_rescale_factor" .IX Subsection "set_rescale_factor" The default range of the random numbers [0, 1) can be rescaled by a constant factor. This method is the setter for that factor. .SS "rescale_factor" .IX Subsection "rescale_factor" Returns the current rescaling factor. .SS "set_data" .IX Subsection "set_data" Sets the random numbers to operate on. First argument must be either an array reference to an array of random numbers or a code reference. .PP If the first argument is a code reference, the second argument must be an integer \f(CW\*(C`n\*(C'\fR. The code reference is called \f(CW\*(C`n\*(C'\fR\-times and its return values are used as random numbers. .PP The code reference semantics are particularly useful if you do not want to store all random numbers in memory at the same time. You can write a subroutine that, for example, generates and returns batches of 100 random numbers so no more than 101 of these numbers will be in memory at the same time. Note that if you return 100 numbers at once and pass in \f(CW\*(C`n=50\*(C'\fR, you will have a sequence of 5000 random numbers. .SS "test" .IX Subsection "test" Runs the Random Walk test on the data that was previously set using \&\f(CW\*(C`set_data\*(C'\fR. .PP First argument must be the number of bins. .PP Returns three array references. First is an array of quantiles. If the number of bins was ten, this (and all other returned arrays) will hold ten items. .PP Second are the determined numbers of random numbers below the quantiles. Third are the expected counts. .SS "data_to_report" .IX Subsection "data_to_report" From the data returned by the \f(CW\*(C`test()\*(C'\fR method, this method creates a textual report and returns it as a string. .PP Do not forget to pass in the data that was returned by \f(CW\*(C`test()\*(C'\fR or use the \f(CW\*(C`test_report()\*(C'\fR method directly if you do not use the data otherwise. .SH "SUBROUTINES" .IX Header "SUBROUTINES" .SS "n_over_k" .IX Subsection "n_over_k" Computes \f(CW\*(C`n\*(C'\fR over \f(CW\*(C`k\*(C'\fR. Uses Perl's big number support and returns a Math::BigFloat object. .PP This sub is memoized. .SH "SEE ALSO" .IX Header "SEE ALSO" Math::BigFloat, Memoize, Params::Util .PP Random number generators: Math::Random::MT, Math::Random, Math::Random::OO, Math::TrulyRandom, \f(CW\*(C`/dev/random\*(C'\fR where available .PP Statistics::Test::Sequence .PP The algorithm was taken from: (German) .PP Blobel, V., and Lohrmann, E. \fIStatistische und numerische Methoden der Datenanalyse\fR. Stuttgart, Leipzig: Teubner, 1998 .SH "AUTHOR" .IX Header "AUTHOR" Steffen Mueller, .SH "COPYRIGHT AND LICENSE" .IX Header "COPYRIGHT AND LICENSE" Copyright (C) 2007\-2010 by Steffen Mueller .PP This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.6 or, at your option, any later version of Perl 5 you may have available.