test: treat tests on NIST data as integration tests

also modify assert_almost_equal macro to support option single trailing comma
statrs-dev · May 27, 2024 · 977277b · 977277b
1 parent 12f7bf4
commit 977277b
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diff --git a/src/lib.rs b/src/lib.rs
@@ -55,7 +55,7 @@ extern crate approx;
 
 #[macro_export]
 macro_rules! assert_almost_eq {
-    ($a:expr, $b:expr, $prec:expr) => {
+    ($a:expr, $b:expr, $prec:expr $(,)?) => {
         if !$crate::prec::almost_eq($a, $b, $prec) {
             panic!(
                 "assertion failed: `abs(left - right) < {:e}`, (left: `{}`, right: `{}`)",

diff --git a/src/statistics/iter_statistics.rs b/src/statistics/iter_statistics.rs
@@ -252,126 +252,6 @@ mod tests {
     use crate::generate::{InfinitePeriodic, InfiniteSinusoidal};
     use crate::testing;
 
-    #[test]
-    fn test_mean() {
-        let mut data = testing::load_data("nist/lottery.txt");
-        assert_almost_eq!((&data).mean(), 518.958715596330, 1e-12);
-
-        data = testing::load_data("nist/lew.txt");
-        assert_almost_eq!((&data).mean(), -177.435000000000, 1e-13);
-
-        data = testing::load_data("nist/mavro.txt");
-        assert_almost_eq!((&data).mean(), 2.00185600000000, 1e-15);
-
-        data = testing::load_data("nist/michaelso.txt");
-        assert_almost_eq!((&data).mean(), 299.852400000000, 1e-13);
-
-        data = testing::load_data("nist/numacc1.txt");
-        assert_eq!((&data).mean(), 10000002.0);
-
-        data = testing::load_data("nist/numacc2.txt");
-        assert_almost_eq!((&data).mean(), 1.2, 1e-15);
-
-        data = testing::load_data("nist/numacc3.txt");
-        assert_eq!((&data).mean(), 1000000.2);
-
-        data = testing::load_data("nist/numacc4.txt");
-        assert_almost_eq!((&data).mean(), 10000000.2, 1e-8);
-    }
-
-    #[test]
-    fn test_std_dev() {
-        let mut data = testing::load_data("nist/lottery.txt");
-        assert_almost_eq!((&data).std_dev(), 291.699727470969, 1e-13);
-
-        data = testing::load_data("nist/lew.txt");
-        assert_almost_eq!((&data).std_dev(), 277.332168044316, 1e-12);
-
-        data = testing::load_data("nist/mavro.txt");
-        assert_almost_eq!((&data).std_dev(), 0.000429123454003053, 1e-15);
-
-        data = testing::load_data("nist/michaelso.txt");
-        assert_almost_eq!((&data).std_dev(), 0.0790105478190518, 1e-13);
-
-        data = testing::load_data("nist/numacc1.txt");
-        assert_eq!((&data).std_dev(), 1.0);
-
-        data = testing::load_data("nist/numacc2.txt");
-        assert_almost_eq!((&data).std_dev(), 0.1, 1e-16);
-
-        data = testing::load_data("nist/numacc3.txt");
-        assert_almost_eq!((&data).std_dev(), 0.1, 1e-10);
-
-        data = testing::load_data("nist/numacc4.txt");
-        assert_almost_eq!((&data).std_dev(), 0.1, 1e-9);
-    }
-
-    #[test]
-    fn test_min_max_short() {
-        let data = [-1.0, 5.0, 0.0, -3.0, 10.0, -0.5, 4.0];
-        assert_eq!(data.min(), -3.0);
-        assert_eq!(data.max(), 10.0);
-    }
-
-    #[test]
-    fn test_mean_variance_stability() {
-        let seed = [
-            0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18,
-            19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31
-        ];
-        let mut rng: StdRng = SeedableRng::from_seed(seed);
-        let normal = Normal::new(1e9, 2.0).unwrap();
-        let samples = (0..10000).map(|_| normal.sample::<StdRng>(&mut rng)).collect::<Vec<f64>>();
-        assert_almost_eq!((&samples).mean(), 1e9, 10.0);
-        assert_almost_eq!((&samples).variance(), 4.0, 0.1);
-        assert_almost_eq!((&samples).std_dev(), 2.0, 0.01);
-        assert_almost_eq!((&samples).quadratic_mean(), 1e9, 10.0);
-    }
-
-    #[test]
-    fn test_covariance_consistent_with_variance() {
-        let mut data = testing::load_data("nist/lottery.txt");
-        assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/lew.txt");
-        assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/mavro.txt");
-        assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/michaelso.txt");
-        assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/numacc1.txt");
-        assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
-    }
-
-    #[test]
-    fn test_pop_covar_consistent_with_pop_var() {
-        let mut data = testing::load_data("nist/lottery.txt");
-        assert_almost_eq!((&data).population_variance(), (&data).population_covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/lew.txt");
-        assert_almost_eq!((&data).population_variance(), (&data).population_covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/mavro.txt");
-        assert_almost_eq!((&data).population_variance(), (&data).population_covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/michaelso.txt");
-        assert_almost_eq!((&data).population_variance(), (&data).population_covariance(&data), 1e-10);
-
-        data = testing::load_data("nist/numacc1.txt");
-        assert_almost_eq!((&data).population_variance(), (&data).population_covariance(&data), 1e-10);
-    }
-
-    #[test]
-    fn test_covariance_is_symmetric() {
-        let data_a = &testing::load_data("nist/lottery.txt")[0..200];
-        let data_b = &testing::load_data("nist/lew.txt")[0..200];
-        assert_almost_eq!(data_a.covariance(data_b), data_b.covariance(data_a), 1e-10);
-        assert_almost_eq!(data_a.population_covariance(data_b), data_b.population_covariance(data_a), 1e-11);
-    }
-
     #[test]
     fn test_empty_data_returns_nan() {
         let data = [0.0; 0];

diff --git a/tests/nist_tests.rs b/tests/nist_tests.rs
@@ -0,0 +1,153 @@
+// #![cfg(test)]
+use statrs::assert_almost_eq;
+use statrs::statistics::Statistics;
+use std::io::{BufRead, BufReader};
+use std::{env, fs};
+
+#[cfg(test)]
+const NIST_DATA_DIR_ENV: &str = "STATRS_NIST_DATA_DIR";
+
+fn load_data(pathname: String) -> Vec<f64> {
+    let f = fs::File::open(pathname).unwrap();
+    let mut reader = BufReader::new(f);
+
+    let mut buf = String::new();
+    let mut data: Vec<f64> = vec![];
+    while reader.read_line(&mut buf).unwrap() > 0 {
+        data.push(buf.trim().parse::<f64>().unwrap());
+        buf.clear();
+    }
+    data
+}
+
+#[test]
+#[ignore = "NIST tests should not run from typical `cargo test` calls"]
+fn nist_test_mean() {
+    let path_dir = env::var(NIST_DATA_DIR_ENV).unwrap();
+    let mut data = load_data(dbg!(path_dir.clone() + "lottery.txt"));
+    assert_almost_eq!((&data).mean(), 518.958715596330, 1e-12);
+
+    data = load_data(dbg!(path_dir.clone() + "lew.txt"));
+    assert_almost_eq!((&data).mean(), -177.435000000000, 1e-13);
+
+    data = load_data(dbg!(path_dir.clone() + "mavro.txt"));
+    assert_almost_eq!((&data).mean(), 2.00185600000000, 1e-15);
+
+    data = load_data(dbg!(path_dir.clone() + "michaelso.txt"));
+    assert_almost_eq!((&data).mean(), 299.852400000000, 1e-13);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc1.txt"));
+    assert_eq!((&data).mean(), 10000002.0);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc2.txt"));
+    assert_almost_eq!((&data).mean(), 1.2, 1e-15);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc3.txt"));
+    assert_eq!((&data).mean(), 1000000.2);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc4.txt"));
+    assert_almost_eq!((&data).mean(), 10000000.2, 1e-8);
+}
+
+#[test]
+#[ignore = "NIST tests should not run from typical `cargo test` calls"]
+fn nist_test_std_dev() {
+    let path_dir = env::var(NIST_DATA_DIR_ENV).unwrap();
+    let mut data = load_data(dbg!(path_dir.clone() + "lottery.txt"));
+    assert_almost_eq!((&data).std_dev(), 291.699727470969, 1e-13);
+
+    data = load_data(dbg!(path_dir.clone() + "lew.txt"));
+    assert_almost_eq!((&data).std_dev(), 277.332168044316, 1e-12);
+
+    data = load_data(dbg!(path_dir.clone() + "mavro.txt"));
+    assert_almost_eq!((&data).std_dev(), 0.000429123454003053, 1e-15);
+
+    data = load_data(dbg!(path_dir.clone() + "michaelso.txt"));
+    assert_almost_eq!((&data).std_dev(), 0.0790105478190518, 1e-13);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc1.txt"));
+    assert_eq!((&data).std_dev(), 1.0);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc2.txt"));
+    assert_almost_eq!((&data).std_dev(), 0.1, 1e-16);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc3.txt"));
+    assert_almost_eq!((&data).std_dev(), 0.1, 1e-10);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc4.txt"));
+    assert_almost_eq!((&data).std_dev(), 0.1, 1e-9);
+}
+
+#[test]
+#[ignore = "NIST tests should not run from typical `cargo test` calls"]
+fn nist_test_covariance_consistent_with_variance() {
+    let path_dir = env::var(NIST_DATA_DIR_ENV).unwrap();
+    let mut data = load_data(dbg!(path_dir.clone() + "lottery.txt"));
+    assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
+
+    data = load_data(dbg!(path_dir.clone() + "lew.txt"));
+    assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
+
+    data = load_data(dbg!(path_dir.clone() + "mavro.txt"));
+    assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
+
+    data = load_data(dbg!(path_dir.clone() + "michaelso.txt"));
+    assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
+
+    data = load_data(dbg!(path_dir.clone() + "numacc1.txt"));
+    assert_almost_eq!((&data).variance(), (&data).covariance(&data), 1e-10);
+}
+
+#[test]
+#[ignore = "NIST tests should not run from typical `cargo test` calls"]
+fn nist_test_pop_covar_consistent_with_pop_var() {
+    let path_dir = env::var(NIST_DATA_DIR_ENV).unwrap();
+    let mut data = load_data(dbg!(path_dir.clone() + "lottery.txt"));
+    assert_almost_eq!(
+        (&data).population_variance(),
+        (&data).population_covariance(&data),
+        1e-10,
+    );
+
+    data = load_data(dbg!(path_dir.clone() + "lew.txt"));
+    assert_almost_eq!(
+        (&data).population_variance(),
+        (&data).population_covariance(&data),
+        1e-10,
+    );
+
+    data = load_data(dbg!(path_dir.clone() + "mavro.txt"));
+    assert_almost_eq!(
+        (&data).population_variance(),
+        (&data).population_covariance(&data),
+        1e-10,
+    );
+
+    data = load_data(dbg!(path_dir.clone() + "michaelso.txt"));
+    assert_almost_eq!(
+        (&data).population_variance(),
+        (&data).population_covariance(&data),
+        1e-10,
+    );
+
+    data = load_data(dbg!(path_dir.clone() + "numacc1.txt"));
+    assert_almost_eq!(
+        (&data).population_variance(),
+        (&data).population_covariance(&data),
+        1e-10,
+    );
+}
+
+#[test]
+#[ignore = "NIST tests should not run from typical `cargo test` calls"]
+fn nist_test_covariance_is_symmetric() {
+    let path_dir = env::var(NIST_DATA_DIR_ENV).unwrap();
+    let data_a = &load_data(dbg!(path_dir.clone() + "lottery.txt"))[0..200];
+    let data_b = &load_data(dbg!(path_dir.clone() + "lew.txt"))[0..200];
+    assert_almost_eq!(data_a.covariance(data_b), data_b.covariance(data_a), 1e-10);
+    assert_almost_eq!(
+        data_a.population_covariance(data_b),
+        data_b.population_covariance(data_a),
+        1e-11,
+    );
+}