dm/src/test_ddm_fpt_lib.cpp at master · DrugowitschLab/dm · GitHub

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#include<iostream>
#include<memory>
#include<thread>
#include<cmath>
#include<algorithm>

#include "ddm_fpt_lib.h"

double max_pdfseq_diff(DMBase& dm1, DMBase& dm2, int n)
{
    ExtArray g11(n);
    ExtArray g12(n);
    ExtArray g21(n);
    ExtArray g22(n);
    dm1.pdfseq(n, g11, g12);
    dm2.pdfseq(n, g21, g22);
    double max_diff = 0.0;
    for (int i = 0; i < n; ++i) {
        max_diff = std::max(max_diff, fabs(g11[i] - g21[i]));
        max_diff = std::max(max_diff, fabs(g12[i] - g22[i]));
    }
    return max_diff;
}

void test_pdfseq_diff()
{
    const double drift = 0.9;
    const double bound = 1.1;
    const double dt = 0.005;
    const int n = static_cast<int>(ceil(2.0 / dt));

    DMConstDriftConstBound dmconstsym(drift, bound, dt);
    DMConstDriftConstABound dmconstasym(drift, -bound, bound, dt);
    DMConstDriftVarBound dmvarbound(drift, ExtArray::const_array(bound), dt);
    DMVarDriftVarBound dmvar(ExtArray::const_array(drift), ExtArray::const_array(bound), dt);
    DMGeneralDeriv dmgeneral(ExtArray::const_array(drift), ExtArray::const_array(1.0),
                             ExtArray::const_array(-bound), ExtArray::const_array(bound),
                             ExtArray::const_array(0.0), ExtArray::const_array(0.0), dt);

    std::cout << "-- Testing consistency of pdf across classes:" << std::endl <<
        "Reported value is maximum absolute difference between pdf's" << std::endl;
    std::cout << "DMConstDriftConstBound vs. DMConstDriftConstABound: " <<
        max_pdfseq_diff(dmconstsym, dmconstasym, n) << std::endl;
    std::cout << "DMConstDriftConstBound vs. DMConstDriftVarBound:    " <<
        max_pdfseq_diff(dmconstsym, dmvarbound, n) << std::endl;
    std::cout << "DMConstDriftConstBound vs. DMVarDriftVarBound:      " <<
        max_pdfseq_diff(dmconstsym, dmvar, n) << std::endl;
    std::cout << "DMConstDriftConstBound vs. DMGeneralDeriv:          " <<
        max_pdfseq_diff(dmconstsym, dmgeneral, n) << std::endl;
}


void test_mnorm()
{
    const double drift = 0.9;
    const double bound = 1.1;
    const double dt = 0.005;
    const int n = static_cast<int>(ceil(2.0 / dt));
    DMConstDriftConstBound dm(drift, bound, dt);
    ExtArray g1(n), g2(n);
    dm.pdfseq(n, g1, g2);
    dm.mnorm(g1, g2);
    double gsum = 0.0;
    for (int i = 0; i < n; ++i)
        gsum += g1[i] + g2[i];
    std::cout << "-- Testing probability density normalisation" << std::endl;
    std::cout << "Total probability mass after normalisation: " << gsum * dt << std::endl;
}


void avg_t_bound_sym(DMBase& dm, int n, double& et, double& eb)
{
    std::mt19937 rngeng(1234);
    et = 0.0;  eb = 0.0;
    for (int i = 0; i < n; ++i) {
        DMSample s = dm.rand(rngeng);
        et += s.t();
        if (s.upper_bound()) eb += 1.0;
    }
    et /= n;
    eb /= n;
}


void avg_t_bound_asym(DMBase& dm, int n, double& et_up, double& et_lo, double& eb)
{
    std::mt19937 rngeng(1234);
    et_up = 0.0;  et_lo = 0.0;
    int up_count = 0;
    for (int i = 0; i < n; ++i) {
        DMSample s = dm.rand(rngeng);
        if (s.upper_bound()) {
            ++up_count;
            et_up += s.t();
        } else {
            et_lo += s.t();
        }
    }
    eb = static_cast<double>(up_count) / n;
    et_up /= up_count;
    et_lo /= n - up_count;
}


double coth(double x)
{
    const double exp2x = exp(2 * x);
    return (exp2x + 1) / (exp2x - 1);
}


void test_rand()
{
    const double drift = 0.9;
    const double bound = 1.1;
    const double blo = -1.5;
    const double bup = 1.1;
    const double dt = 0.001;
    const int n = 10000;

    DMConstDriftConstBound dmconstsym(drift, bound, dt);
    DMConstDriftConstABound dmconstasym1(drift, -bound, bound, dt);
    DMConstDriftVarBound dmvarbound1(drift, ExtArray::const_array(bound), dt);
    DMVarDriftVarBound dmvar1(ExtArray::const_array(drift), ExtArray::const_array(bound), dt);
    DMGeneralDeriv dmgeneral1(ExtArray::const_array(drift), ExtArray::const_array(1.0),
                             ExtArray::const_array(-bound), ExtArray::const_array(bound),
                             ExtArray::const_array(0.0), ExtArray::const_array(0.0), dt);
    DMConstDriftConstABound dmconstasym2(drift, blo, bup, dt);
    DMGeneralDeriv dmgeneral2(ExtArray::const_array(drift), ExtArray::const_array(1.0),
                             ExtArray::const_array(blo), ExtArray::const_array(bup),
                             ExtArray::const_array(0.0), ExtArray::const_array(0.0), dt);

    double et, eb, et_up, et_lo;
    std::cout << "-- Testing sampling from diffusion models" << std::endl
        << "symmeetric case" << std::endl;
    std::cout << "Expected                <T> = " << bound / drift * tanh(bound * drift)
        << ",  <B> = " << 1 / (1 + exp(-2 * drift * bound)) << std::endl;
    avg_t_bound_sym(dmconstsym, n, et, eb);
    std::cout << "DMConstDriftConstBound  <T> = " << et << ",  <B> = " << eb << std::endl;
    avg_t_bound_sym(dmconstasym1, n, et, eb);
    std::cout << "DMConstDriftConstABound <T> = " << et << ",  <B> = " << eb << std::endl;
    avg_t_bound_sym(dmvarbound1, n, et, eb);
    std::cout << "DMConstDriftVarBound    <T> = " << et << ",  <B> = " << eb << std::endl;
    avg_t_bound_sym(dmvar1, n, et, eb);
    std::cout << "DMVarDriftVarBound      <T> = " << et << ",  <B> = " << eb << std::endl;
    avg_t_bound_sym(dmgeneral1, n, et, eb);
    std::cout << "DMGeneralDeriv          <T> = " << et << ",  <B> = " << eb << std::endl;

    std::cout << "asymmetric case" << std::endl;
    std::cout << "Expected                <T|up> = " <<
        (bup - blo) / drift * coth((bup - blo) * drift) + blo / drift * coth(- blo * drift) <<
        ",  <T|lo> = " <<
        (bup - blo) / drift * coth((bup - blo) * drift) - bup / drift * coth(bup * drift) <<
        ",  <B> = " <<
        (exp(-2 * drift * blo) - 1) / (exp(-2 * drift * blo) - exp(-2 * drift * bup)) << std::endl;

    avg_t_bound_asym(dmconstasym2, n, et_up, et_lo, eb);
    std::cout << "DMConstDriftConstABound <T|up> = " << et_up << ",  <T|lo> = " <<
        et_lo << ",  <B> = " << eb << std::endl;
    avg_t_bound_asym(dmgeneral2, n, et_up, et_lo, eb);
    std::cout << "DMGeneralDeriv          <T|up> = " << et_up << ",  <T|lo> = " <<
        et_lo << ",  <B> = " << eb << std::endl;
}


int main()
{
    test_pdfseq_diff();
    std::cout << std::endl;
    test_mnorm();
    std::cout << std::endl;
    test_rand();
}