| /* |
| * Licensed to the Apache Software Foundation (ASF) under one |
| * or more contributor license agreements. See the NOTICE file |
| * distributed with this work for additional information |
| * regarding copyright ownership. The ASF licenses this file |
| * to you under the Apache License, Version 2.0 (the |
| * "License"); you may not use this file except in compliance |
| * with the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, |
| * software distributed under the License is distributed on an |
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| * KIND, either express or implied. See the License for the |
| * specific language governing permissions and limitations |
| * under the License. |
| */ |
| |
| #include <catch.hpp> |
| |
| #include <random> |
| |
| #include <kll_sketch.hpp> |
| #include <kolmogorov_smirnov.hpp> |
| |
| namespace datasketches { |
| |
| TEST_CASE("kolmogorov-smirnov empty", "[kll_sketch]") { |
| const uint16_t k = 200; |
| kll_sketch<double> sketch1(k); |
| kll_sketch<double> sketch2(k); |
| REQUIRE(kolmogorov_smirnov::delta(sketch1, sketch2) == 0); |
| REQUIRE_FALSE(kolmogorov_smirnov::test(sketch1, sketch2, 0.01)); |
| } |
| |
| TEST_CASE("kolmogorov-smirnov same distribution", "[kll_sketch]") { |
| const uint16_t k = 200; |
| kll_sketch<double> sketch1(k); |
| kll_sketch<double> sketch2(k); |
| std::default_random_engine rand; |
| std::normal_distribution<double> distr; |
| const int n = k * 3 - 1; |
| for (int i = 0; i < n; ++i) { |
| const double x = distr(rand); |
| sketch1.update(x); |
| sketch2.update(x); |
| } |
| REQUIRE(kolmogorov_smirnov::delta(sketch1, sketch2) == Approx(0).margin(0.01)); |
| REQUIRE_FALSE(kolmogorov_smirnov::test(sketch1, sketch2, 0.01)); |
| } |
| |
| TEST_CASE("kolmogorov-smirnov very different distributions", "[kll_sketch]") { |
| const uint16_t k = 200; |
| kll_sketch<double> sketch1(k); |
| kll_sketch<double> sketch2(k); |
| std::default_random_engine rand; |
| std::normal_distribution<double> distr; |
| const int n = k * 3 - 1; |
| for (int i = 0; i < n; ++i) { |
| const double x = distr(rand); |
| sketch1.update(x + 100.0); |
| sketch2.update(x); |
| } |
| const auto delta = kolmogorov_smirnov::delta(sketch1, sketch2); |
| REQUIRE(delta == Approx(1.0).margin(1e-6)); |
| REQUIRE(delta <= 1); |
| REQUIRE(kolmogorov_smirnov::test(sketch1, sketch2, 0.05)); |
| } |
| |
| TEST_CASE("kolmogorov-smirnov slightly different distributions", "[kll_sketch]") { |
| const uint16_t k = 2000; |
| kll_sketch<double> sketch1(k); |
| kll_sketch<double> sketch2(k); |
| std::default_random_engine rand; |
| std::normal_distribution<double> distr; |
| const int n = k * 3 - 1; |
| for (int i = 0; i < n; ++i) { |
| const double x = distr(rand); |
| sketch1.update(x + 0.05); |
| sketch2.update(x); |
| } |
| const double delta = kolmogorov_smirnov::delta(sketch1, sketch2); |
| REQUIRE(delta == Approx(0.02).margin(0.01)); |
| const double threshold = kolmogorov_smirnov::threshold(sketch1, sketch2, 0.05); |
| //std::cout << "delta=" << delta << ", threshold=" << threshold << "\n"; |
| REQUIRE_FALSE(delta > threshold); |
| REQUIRE_FALSE(kolmogorov_smirnov::test(sketch1, sketch2, 0.05)); |
| } |
| |
| TEST_CASE("kolmogorov-smirnov slightly different distributions high resolution", "[kll_sketch]") { |
| const uint16_t k = 8000; |
| kll_sketch<double> sketch1(k); |
| kll_sketch<double> sketch2(k); |
| std::default_random_engine rand; |
| std::normal_distribution<double> distr; |
| const int n = k * 3 - 1; |
| for (int i = 0; i < n; ++i) { |
| const double x = distr(rand); |
| sketch1.update(x + 0.05); |
| sketch2.update(x); |
| } |
| const double delta = kolmogorov_smirnov::delta(sketch1, sketch2); |
| REQUIRE(delta == Approx(0.02).margin(0.01)); |
| const double threshold = kolmogorov_smirnov::threshold(sketch1, sketch2, 0.05); |
| //std::cout << "delta=" << delta << ", threshold=" << threshold << "\n"; |
| REQUIRE(delta > threshold); |
| REQUIRE(kolmogorov_smirnov::test(sketch1, sketch2, 0.05)); |
| } |
| |
| } /* namespace datasketches */ |