RNGTester

scalation.random.RNGTester
object RNGTester

The RNGTester object conducts tests of Random Number Generators: (1) meansTest: Means Test (including a speed test). (2) distributionTest: Chi-square Goodness of Fit Test. (3) distributionTest_KS: K-S Goodness of Fit Test. (4) correlationTest: Correlation Test.

runMain scalation.random.RNGTest

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any
Self type
RNGTester.type

Members list

Value members

Concrete methods

def correlationTest(rn: RNG): Unit

Perform an Auto-correlation Test. Generate a times and examine its correlogram showing its auto-correlation and partial auto-correlation as functions of lag.

Perform an Auto-correlation Test. Generate a times and examine its correlogram showing its auto-correlation and partial auto-correlation as functions of lag.

Value parameters

rn

the random number generator to test

Attributes

def distributionTest(rn: RNG): Unit

Perform a Chi-square Goodness-of-Fit Test. Compare the random number's histogram (generated by repeatedly calling 'gen') to the probability function pf (pdf).

Perform a Chi-square Goodness-of-Fit Test. Compare the random number's histogram (generated by repeatedly calling 'gen') to the probability function pf (pdf).

Value parameters

rn

the random number generator to test

Attributes

def distributionTest_KS(rn: RNG): Unit

Perform a K-S Goodness-of-Fit Test. Compare the random number's empirical CDF to the theoretical one.

Perform a K-S Goodness-of-Fit Test. Compare the random number's empirical CDF to the theoretical one.

Value parameters

rn

the random number generator to test

Attributes

def meansTest(rn: RNG): Unit

Perform a Means Test (average of generated rn's close to mean for distribution). It also includes a speed test.

Perform a Means Test (average of generated rn's close to mean for distribution). It also includes a speed test.

Value parameters

rn

the random number generator to test

Attributes