Add chi-squared test statistic calculator to random.c

Change-Id: I0a0f8c9aad1530d18c70c962e729e84948a074ee
Signed-off-by: Dave Barach <dave@barachs.net>

diff --git a/src/vppinfra/random.c b/src/vppinfra/random.c
index fa5bcc8..e54a3bc 100644 (file)
--- a/src/vppinfra/random.c
+++ b/src/vppinfra/random.c
@@ -37,11 +37,56 @@
 
 #include <vppinfra/random.h>
 
-/* Default random seed for standalone version of library.
+/** \file Random number support
+ */
+
+/** \brief Default random seed for standalone version of library.
    Value can be overridden by platform code from e.g.
    machine's clock count register. */
 u32 standalone_random_default_seed = 1;
 
+/**
+ * \brief Compute the X2 test statistic for a vector of counts.
+ * Each value element corresponds to a histogram bucket.
+ *
+ * Typical use-case: test the hypothesis that a set of octets
+ * are uniformly distributed (aka random).
+ *
+ * In a 1-dimensional use-case, the result should be compared
+ * with the critical value from chi square tables with
+ * vec_len(values) - 1 degrees of freedom.
+ *
+ * @param[in] values vector of histogram bucket values
+ * @return    d - Pearson's X2 test statistic
+ */
+
+f64
+clib_chisquare (u64 * values)
+{
+  int i;
+  f64 d, delta_d, actual_frequency, expected_frequency;
+  u64 n_observations = 0;
+
+  ASSERT (vec_len (values));
+
+  for (i = 0; i < vec_len (values); i++)
+    n_observations += values[i];
+
+  expected_frequency = (1.0 / (f64) vec_len (values)) * (f64) n_observations;
+
+  d = 0.0;
+
+  for (i = 0; i < vec_len (values); i++)
+    {
+      actual_frequency = ((f64) values[i]);
+      delta_d = ((actual_frequency - expected_frequency)
+                * (actual_frequency - expected_frequency))
+       / expected_frequency;
+      d += delta_d;
+    }
+  return d;
+}
+
 /*
  * fd.io coding-style-patch-verification: ON
  *

diff --git a/src/vppinfra/random.h b/src/vppinfra/random.h
index 5c139d0..bceab41 100644 (file)
--- a/src/vppinfra/random.h
+++ b/src/vppinfra/random.h
@@ -167,6 +167,8 @@ random_string (u32 * seed, uword len)
   return s;
 }
 
+f64 clib_chisquare (u64 * values);
+
 #endif /* included_random_h */
 
 /*

diff --git a/src/vppinfra/test_random.c b/src/vppinfra/test_random.c
index 49759ea..64513d5 100644 (file)
--- a/src/vppinfra/test_random.c
+++ b/src/vppinfra/test_random.c
@@ -38,6 +38,42 @@
 #include <vppinfra/format.h>
 #include <vppinfra/bitmap.h>
 
+static u32 outcome_frequencies[] = {
+  8, 5, 9, 2, 7, 5,
+};
+
+
+int
+test_chisquare (void)
+{
+  u64 *values = 0;
+  int i;
+  f64 d, delta_d;
+
+  vec_validate (values, 5);
+
+  for (i = 0; i < 6; i++)
+    values[i] = (u64) outcome_frequencies[i];
+
+  d = clib_chisquare (values);
+
+  delta_d = d - 5.333;
+
+  if (delta_d < 0.0)
+    delta_d = -delta_d;
+
+  if (delta_d < 0.001)
+    {
+      fformat (stdout, "chisquare OK...\n");
+      return 0;
+    }
+  else
+    {
+      fformat (stdout, "chisquare BAD, d = %.3f\n", d);
+      return -1;
+    }
+}
+
 static u32 known_random_sequence[] = {
   0x00000000, 0x3c6ef35f, 0x47502932, 0xd1ccf6e9,
   0xaaf95334, 0x6252e503, 0x9f2ec686, 0x57fe6c2d,
@@ -54,6 +90,8 @@ test_random_main (unformat_input_t * input)
   uword print;
   u32 seed;
   u32 *seedp = &seed;
+  u64 *counts = 0;
+  f64 d;
 
   /* first, check known sequence from Numerical Recipes in C, 2nd ed.
      page 284 */
@@ -118,6 +156,28 @@ test_random_main (unformat_input_t * input)
       continue;
     }
 
+  if (test_chisquare ())
+    return (-1);
+
+  /* Simple randomness tests based on X2 stats */
+  vec_validate (counts, 255);
+
+  for (i = 0; i < 1000000; i++)
+    {
+      u32 random_index;
+      u32 r = random_u32 (&seed);
+
+      random_index = r & 0xFF;
+
+      counts[random_index]++;
+    }
+
+  d = clib_chisquare (counts);
+
+  fformat (stdout, "%d random octets, chisquare stat d = %.3f\n", i, d);
+
+  vec_free (counts);
+
   return 0;
 }