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[Rmol-svn-commit] SF.net SVN: rmol:[344] trunk/rmol/test/rmol
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From: <den...@us...> - 2010-10-03 16:45:56
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Revision: 344
http://rmol.svn.sourceforge.net/rmol/?rev=344&view=rev
Author: denis_arnaud
Date: 2010-10-03 16:45:49 +0000 (Sun, 03 Oct 2010)
Log Message:
-----------
[Test] The small simulation test has been transfered into the DSim project, within the boost/random sub-directory.
Modified Paths:
--------------
trunk/rmol/test/rmol/Makefile.am
Removed Paths:
-------------
trunk/rmol/test/rmol/SimulateTestSuite.cpp
trunk/rmol/test/rmol/SimulateTestSuite.hpp
Property Changed:
----------------
trunk/rmol/test/rmol/
Property changes on: trunk/rmol/test/rmol
___________________________________________________________________
Modified: svn:ignore
- .deps
.libs
Makefile
Makefile.in
optimise
simulate
sim.gnumeric
OptimiseTestSuite
OptimiseTestSuite.log
OptimiseTestSuite_results.xml
SimulateTestSuite
SimulateTestSuite.log
SimulateTestSuite_results.xml
rmol.log
ForecasterTestSuite
ForecasterTestSuite.log
ForecasterTestSuite_results.xml
UnconstrainerTestSuite
UnconstrainerTestSuite.log
UnconstrainerTestSuite_results.xml
bomsforforecaster
bomsforforecaster.log
+ .deps
.libs
Makefile
Makefile.in
optimise
simulate
sim.gnumeric
OptimiseTestSuite
OptimiseTestSuite.log
OptimiseTestSuite_results.xml
ForecasterTestSuite
ForecasterTestSuite.log
ForecasterTestSuite_results.xml
UnconstrainerTestSuite
UnconstrainerTestSuite.log
UnconstrainerTestSuite_results.xml
bomsforforecaster
bomsforforecaster.log
Modified: trunk/rmol/test/rmol/Makefile.am
===================================================================
--- trunk/rmol/test/rmol/Makefile.am 2010-09-29 15:17:31 UTC (rev 343)
+++ trunk/rmol/test/rmol/Makefile.am 2010-10-03 16:45:49 UTC (rev 344)
@@ -11,8 +11,7 @@
EXTRA_TESTS = bomsforforecaster
-STD_CHECKS = OptimiseTestSuite SimulateTestSuite \
- ForecasterTestSuite UnconstrainerTestSuite
+STD_CHECKS = OptimiseTestSuite ForecasterTestSuite UnconstrainerTestSuite
check_PROGRAMS = $(STD_CHECKS) $(EXTRA_TESTS)
TESTS = $(STD_CHECKS)
XFAIL_TESTS = #OptimiseTestSuite
@@ -25,14 +24,6 @@
$(EXTRACC_LIBS) $(STDAIR_LIBS) \
$(top_builddir)/rmol/core/librmol.la
-SimulateTestSuite_SOURCES = SimulateTestSuite.hpp SimulateTestSuite.cpp
-SimulateTestSuite_CXXFLAGS = $(BOOST_CFLAGS) $(CPPUNIT_CFLAGS) \
- $(EXTRACC_CFLAGS) $(STDAIR_CFLAGS)
-SimulateTestSuite_LDADD =
-SimulateTestSuite_LDFLAGS = $(CPPUNIT_LIBS) $(EXTRACC_LIBS) \
- $(BOOST_LIBS) $(BOOST_UNIT_TEST_FRAMEWORK_LIB) \
- $(STDAIR_LIBS)
-
ForecasterTestSuite_SOURCES = ForecasterTestSuite.hpp ForecasterTestSuite.cpp
ForecasterTestSuite_CXXFLAGS = $(BOOST_CFLAGS) $(CPPUNIT_CFLAGS) \
$(EXTRACC_CFLAGS) $(STDAIR_CFLAGS)
Deleted: trunk/rmol/test/rmol/SimulateTestSuite.cpp
===================================================================
--- trunk/rmol/test/rmol/SimulateTestSuite.cpp 2010-09-29 15:17:31 UTC (rev 343)
+++ trunk/rmol/test/rmol/SimulateTestSuite.cpp 2010-10-03 16:45:49 UTC (rev 344)
@@ -1,394 +0,0 @@
-// STL
-#include <iostream>
-#include <sstream>
-// Boost Date-Time
-#include <boost/date_time/posix_time/posix_time.hpp>
-#include <boost/date_time/gregorian/gregorian.hpp>
-// Boost Random
-#include <boost/random/linear_congruential.hpp>
-#include <boost/random/normal_distribution.hpp>
-#include <boost/random/poisson_distribution.hpp>
-#include <boost/random/exponential_distribution.hpp>
-#include <boost/random/variate_generator.hpp>
-// Boost Math
-#include <boost/math/distributions/normal.hpp>
-#include <boost/math/distributions/weibull.hpp>
-// Boost Accumulators
-#include <boost/accumulators/accumulators.hpp>
-#include <boost/accumulators/statistics.hpp>
-// Extra-CPPUnit
-#include <extracppunit/CppUnitCore.hpp>
-// RMOL Test Suite
-#include <test/rmol/SimulateTestSuite.hpp>
-
-// using namespace boost;
-namespace ba = boost::accumulators;
-
-// ////////// Type definitions //////////
-/** Type definition for a random number generator base (mt19937). */
-typedef boost::minstd_rand base_generator_type;
-
-/** Type definition for the random generator seed.
- <br>That seed must be unsigned, otherwise the wrong overload may be
- selected when using mt19937 as the base_generator_type. */
-typedef unsigned int random_generator_seed_type;
-
-/** Type definiton for the normal distribution (characteristics). */
-typedef boost::normal_distribution<> normal_dist_type;
-
-/** Type definiton for the Poisson distribution (characteristics). */
-typedef boost::poisson_distribution<> poisson_dist_type;
-
-/** Type definiton for the exponential distribution (characteristics). */
-typedef boost::exponential_distribution<> exponential_dist_type;
-
-/** Type definition for the normal distribution random generator. */
-typedef boost::variate_generator<base_generator_type&,
- normal_dist_type> normal_gen_type;
-
-/** Type definition for the Poisson distribution random generator. */
-typedef boost::variate_generator<base_generator_type&,
- poisson_dist_type> poisson_gen_type;
-
-/** Type definition for the exponential distribution random generator. */
-typedef boost::variate_generator<base_generator_type&,
- exponential_dist_type> exponential_gen_type;
-
-/** Type definition to gather statistics. */
-typedef ba::accumulator_set<double,
- ba::stats<ba::tag::min, ba::tag::max,
- ba::tag::mean (ba::immediate),
- ba::tag::sum,
- ba::tag::lazy_variance> > stat_acc_type;
-
-class simulation_exception : public std::exception {
-public:
- /** Constructor. */
- simulation_exception (const std::string& iWhat) throw() : _what () {}
- ~simulation_exception () throw() {}
- /** Gives the reason of the exception. */
- const char* what() const throw() { return _what.c_str(); }
-private:
- std::string _what;
-};
-
-// ///////////////////////////////////////////////////
-double calculateDailyRate (const boost::gregorian::date iStartDate,
- const boost::gregorian::date iCurrentDate,
- const boost::gregorian::date iEndDate,
- const double iFinalDemandMean) {
-
- /**
- Note that the following method of pro-rating the daily rate, from
- the final annual demand, may appear cumbersome, as:
- 1. We discretise a continuous distribution, just to get a typical
- S-curve booking pattern.
- 2. We normalise that distribution, so as to get the corresponding
- cdf (cumulative distribution function) equal to 1 on [0, infinite[.
- 3. Moreover, in reality, we should first fit the parameters of that
- S-curve distribution with the corresponding observations.
-
- Therefore, in the final version, we'll certainly use directly the
- discrete distributions corresponding to the observations (historical
- date) made beforehand. But as those observations may be difficult
- to obtain, the following method is just handy for now.
- */
-
- /**
- The result is the daily rate, expressed as a number of events (per day).
- (lambda => mu = 1/ lambda), e.g., lambda = 10 => mu = 0.1 (= 2.4h,
- i.e., in average, an event occurs every 2.4h).
- */
- double lambda = 0.0001;
-
- // The first day open to reservation, there is no reservation (lambda = 0)
- if (iStartDate == iCurrentDate) {
- return lambda;
- }
-
- // Simulation length-time (expressed as a number of days)
- const boost::gregorian::date_duration lSimulationLength =
- iEndDate - iStartDate;
- const int lSimulationLengthInDays =
- static_cast<const int> (lSimulationLength.days());
-
- // DEBUG
- return (iFinalDemandMean / lSimulationLengthInDays);
-
- // Current length-time (expressed as a number of days)
- const boost::gregorian::date_duration lCurrentDuration =
- iCurrentDate - iStartDate;
- const double lCurrentDurationInDays =
- static_cast<const double> (lCurrentDuration.days());
-
- /** Ratio on the x-absciss for the Weibull distribution
- (see ref: http://www.boost.org/doc/libs/1_44_0/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/weibull.html). */
- const double lXRatio = 2.0 / lSimulationLengthInDays;
-
- /** The daily rate is pro-rated/weighted according to the
- Weibull distribution (see above for the Boost reference).
- The a and b parameters are taken equal to respectively 2 and 3. */
- boost::math::weibull weibull_distribution (2, 3);
- const double lCurrentDurationInWeibullX = lCurrentDurationInDays * lXRatio;
- const double lPreviousDurationInWeibullX =
- (lCurrentDurationInDays - 1.0) * lXRatio;
-
- /**
- There's also a normalisation factor, so as the CDF be equal
- to one when x is equal to lSimulationLengthInDays.
- Hence, we're looking for a normalisation constant (let's name it nc)
- such as: f_pdf (x) = nc . Weibull_pdf (lXRatio . x).
- We get:
- nc = lXRatio / Weibull_cdf (lXRatio . lSimulationLengthInDays), and:
- f_cdf (x) = Weibull_cdf (lXRatio . x)
- / Weibull_cdf (lXRatio . lSimulationLengthInDays).
- */
- const double lSimulationLengthInWeibullX = lSimulationLengthInDays * lXRatio;
- const double lNormalisationConstant =
- 1 / boost::math::cdf (weibull_distribution, lSimulationLengthInWeibullX);
- // gsl_cdf_weibull_P (lSimulationLengthInWeibullX, 2, 3);
-
- const double lDailyIncrementalRate = lNormalisationConstant
- * (boost::math::cdf (weibull_distribution, lCurrentDurationInWeibullX)
- - boost::math::cdf (weibull_distribution, lPreviousDurationInWeibullX));
-
- lambda = iFinalDemandMean * lDailyIncrementalRate;
-
- return lambda;
-}
-
-// //////////////////////////////////////////////////////////////////////
-void testSimulateHelper() {
-
- // Output log File
- std::string lLogFilename ("SimulateTestSuite.log");
-
- // Set the log parameters
- std::ofstream logOutputFile;
-
- // Open and clean the log outputfile
- logOutputFile.open (lLogFilename.c_str());
- logOutputFile.clear();
-
- // Time duration representing a full day
- // (i.e., 24h or 1,440 minutes or 86,400 seconds)
- const boost::posix_time::time_duration kDay = boost::posix_time::hours(24);
- const int kDayInSeconds = static_cast<const int> (kDay.total_seconds());
- const boost::gregorian::date_duration kDayDuration (1);
-
- // Simulation length (time length) / date range for the simulation
- const boost::gregorian::date kStartDate (2007, boost::gregorian::Jan, 1);
- const boost::gregorian::date kEndDate (2008, boost::gregorian::Jan, 1);
-
- // Length of the Simulation (number of runs)
- int K = 10;
-
- // Final demand (i.e., number of passengers) for the given simulated
- // flight-date
- const double lFinalDemandMean = 300.0;
- const double lFinalDemandStandardDeviation = 17.32;
-
- // Initialisation of random generators
- /** Base for the random generator. */
- base_generator_type lGenerator (42u);
-
- // Statistical accumulators for the respective numbers to watch
- stat_acc_type lLambdaSumAcc;
- stat_acc_type lTotalEventNumberAcc;
- stat_acc_type lGaussianVariateAcc;
-
- // Total number of events
- int lTotalEventNumber = 0;
-
- // Consistency check: check that the sum of the daily lambdas equals to the
- // final demand mean
- double lLambdaSum = 0.0;
-
- // Perform K simulations
- for (int i=0; i != K; i++) {
- // Re-initialisaton of the current date
- boost::gregorian::date lCurrentDate = kStartDate;
-
- // Generate 1 year of draws
-
- // Reset the total number of events for the current simulation
- lTotalEventNumber = 0;
-
- // Reset the sum of lambdas
- lLambdaSum = 0.0;
-
- // DEBUG
- /*
- std::cout << "Start date: " << kStartDate << "; End date: " << kEndDate
- << std::endl;
- */
-
- while (lCurrentDate < kEndDate) {
- // Calculate the daily rate of events (bookings)
- const double lambda = calculateDailyRate (kStartDate, lCurrentDate,
- kEndDate, lFinalDemandMean);
- // const double mu = 1 / lambda;
-
- // DEBUG
- /*
- std::cout << "Current date: " << lCurrentDate
- << "; Final demand mean: " << lFinalDemandMean
- << "; Lambda: " << lambda << "; mu: " << mu << std::endl;
- */
-
- /** Poisson distribution. */
- poisson_dist_type lPoissonDistribution (lambda);
-
- /** Random generator for the Poisson distribution. */
- poisson_gen_type lPoissonDistributionGenerator (lGenerator,
- lPoissonDistribution);
-
- /** Exponential distribution
- <br>Note: Boost.Math exponential distribution takes lambda as
- the parameter, whereas the GSL (GNU Scientific Library) takes
- mu (== 1/lambda). */
- exponential_dist_type lExponentialDistribution (lambda);
-
- /** Random generator for the exponential distribution. */
- exponential_gen_type lExponentialDistributionGenerator (lGenerator,
- lExponentialDistribution);
-
- //
- lLambdaSum += lambda;
-
- // Current time
- boost::posix_time::time_duration lCurrentTime (0, 0, 0, 0);
-
- // Current number of events
- int lDailyEventNumber = 0;
-
- // Repeat until the current time exceeds 24h (i.e., 86,400 seconds)
- while (lCurrentTime <= kDay) {
- // Generate a random variate, expressed in (fractional) day
- const double lExponentialVariateInDays =
- lExponentialDistributionGenerator();
-
- // Convert the variate in a number of seconds
- const int lExponentialVariateInSeconds =
- static_cast<const int> (lExponentialVariateInDays * kDayInSeconds);
-
- // Convert the variate in a (Boost typedef) time duration
- const boost::posix_time::time_duration lExponentialVariate =
- boost::posix_time::seconds (lExponentialVariateInSeconds);
-
- // Add an event
- lDailyEventNumber++; lTotalEventNumber++;
-
- // Add the inter-arrival time to the current time
- lCurrentTime += lExponentialVariate;
-
- // const double lPoissonVariate = lPoissonDistributionGenerator();
-
- /* DEBUG
- logOutputFile << lCurrentDate << "; " << lTotalEventNumber << "; "
- << lDailyEventNumber << "; " << lCurrentTime << "; "
- << std::endl;
- */
- }
-
- // When the booking day is over, there's an additional event
- // (the first one made after the booking date)
- lTotalEventNumber--; lDailyEventNumber--;
-
- // DEBUG
- /**
- logOutputFile << i << "; " << lCurrentDate << "; " << lambda << "; "
- << lDailyEventNumber << "; " << lTotalEventNumber << "; "
- << std::endl;
- */
-
- // Add a day
- lCurrentDate += kDayDuration;
- }
-
- // Generate a Gaussian variate, just in order to compare the final
- // distributions (Gaussian and accumulated Poissonian).
- /** Normal distribution. */
- normal_dist_type lNormalDistribution (lFinalDemandMean,
- lFinalDemandStandardDeviation);
-
- /** Random generator for the normal distribution. */
- normal_gen_type lNormalDistributionGenerator (lGenerator,
- lNormalDistribution);
-
- const double lGaussianVariate = lNormalDistributionGenerator();
-
- // DEBUG
- logOutputFile << "Simulation#; Sum of Lambdas; Total nb of events; "
- << "Random draw (following normal law);" << std::endl;
- logOutputFile << i << "; " << lLambdaSum << "; "
- << lTotalEventNumber << "; "
- << lGaussianVariate << "; " << std::endl;
-
- // Update the statistics
- lLambdaSumAcc (lLambdaSum);
- lTotalEventNumberAcc (lTotalEventNumber);
- lGaussianVariateAcc (lGaussianVariate);
- }
-
- // DEBUG
- logOutputFile << "Statistics for sum of Lambdas (min, max, mean, variance);"
- << std::endl;
- logOutputFile << ba::min (lLambdaSumAcc) << ", "
- << ba::max (lLambdaSumAcc) << ", "
- << ba::mean (lLambdaSumAcc) << ", "
- << ba::variance (lLambdaSumAcc) << "; " << std::endl;
- logOutputFile<<"Statistics for total nb of events (min, max, mean, variance);"
- << std::endl;
- logOutputFile << ba::min (lTotalEventNumberAcc) << ", "
- << ba::max (lTotalEventNumberAcc) << ", "
- << ba::mean (lTotalEventNumberAcc) << ", "
- << ba::variance (lTotalEventNumberAcc) << "; " << std::endl;
- logOutputFile << "Statistics for random draws (min, max, mean, variance);"
- << std::endl;
- logOutputFile << ba::min (lGaussianVariateAcc) << ", "
- << ba::max (lGaussianVariateAcc) << ", "
- << ba::mean (lGaussianVariateAcc) << ", "
- << ba::variance (lGaussianVariateAcc) << "; "
- << std::endl;
-
- // Checking that the number of daily events follows a distribution
- if (ba::mean (lTotalEventNumberAcc)
- < lFinalDemandMean - lFinalDemandStandardDeviation
- || ba::mean (lTotalEventNumberAcc)
- > lFinalDemandMean + lFinalDemandStandardDeviation) {
- throw simulation_exception ("The mean of the total number of events is not in the expected range");
- }
-
- // Checking that the random draws follow a normal distribution
- if (ba::mean (lGaussianVariateAcc)
- < lFinalDemandMean - lFinalDemandStandardDeviation
- || ba::mean (lGaussianVariateAcc)
- > lFinalDemandMean + lFinalDemandStandardDeviation) {
- throw simulation_exception ("The mean of the total number of events is not in the expected range");
- }
-
- // TODO: check that the average number of events corresponds to the given
- // input
-
- // Close the log file
- logOutputFile.close();
-}
-
-// //////////////////////////////////////////////////////////////////////
-void SimulateTestSuite::testSimulate() {
- CPPUNIT_ASSERT_NO_THROW (testSimulateHelper(););
-}
-
-// //////////////////////////////////////////////////////////////////////
-// void SimulateTestSuite::errorCase () {
-// CPPUNIT_ASSERT (false);
-// }
-
-// //////////////////////////////////////////////////////////////////////
-SimulateTestSuite::SimulateTestSuite () {
- _describeKey << "Running test on RMOL Simulation function";
-}
-
-// /////////////// M A I N /////////////////
-CPPUNIT_MAIN()
Deleted: trunk/rmol/test/rmol/SimulateTestSuite.hpp
===================================================================
--- trunk/rmol/test/rmol/SimulateTestSuite.hpp 2010-09-29 15:17:31 UTC (rev 343)
+++ trunk/rmol/test/rmol/SimulateTestSuite.hpp 2010-10-03 16:45:49 UTC (rev 344)
@@ -1,25 +0,0 @@
-// STL
-#include <sstream>
-// CPPUNIT
-#include <cppunit/extensions/HelperMacros.h>
-
-class SimulateTestSuite : public CppUnit::TestFixture {
- CPPUNIT_TEST_SUITE (SimulateTestSuite);
- CPPUNIT_TEST (testSimulate);
- // CPPUNIT_TEST (errorCase);
- CPPUNIT_TEST_SUITE_END ();
-public:
-
- /** Test the Simulation functionality. */
- void testSimulate ();
-
- /** Test some error detection functionalities. */
- // void errorCase ();
-
- /** Constructor. */
- SimulateTestSuite ();
-
-protected:
- std::stringstream _describeKey;
-};
-CPPUNIT_TEST_SUITE_REGISTRATION (SimulateTestSuite);
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