gonum.org/v1/gonum@v0.14.0/stat/moments_bench_test.go (about)

     1  // Copyright ©2014 The Gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  // a set of benchmarks to evaluate the performance of the various
     6  // moment statistics: Mean, Variance, StdDev, MeanVariance, MeanStdDev,
     7  // Covariance, Correlation, Skew, ExKurtosis, Moment, MomentAbout, ...
     8  //
     9  // It tests both weighted and unweighted versions by using a slice of
    10  // all ones.
    11  
    12  package stat
    13  
    14  import (
    15  	"testing"
    16  
    17  	"golang.org/x/exp/rand"
    18  )
    19  
    20  const (
    21  	small  = 10
    22  	medium = 1000
    23  	large  = 100000
    24  	huge   = 10000000
    25  )
    26  
    27  // tests for unweighted versions
    28  
    29  func RandomSlice(l int) []float64 {
    30  	s := make([]float64, l)
    31  	for i := range s {
    32  		s[i] = rand.Float64()
    33  	}
    34  	return s
    35  }
    36  
    37  func benchmarkMean(b *testing.B, s, wts []float64) {
    38  	b.ResetTimer()
    39  	for i := 0; i < b.N; i++ {
    40  		Mean(s, wts)
    41  	}
    42  }
    43  
    44  func BenchmarkMeanSmall(b *testing.B) {
    45  	s := RandomSlice(small)
    46  	benchmarkMean(b, s, nil)
    47  }
    48  
    49  func BenchmarkMeanMedium(b *testing.B) {
    50  	s := RandomSlice(medium)
    51  	benchmarkMean(b, s, nil)
    52  }
    53  
    54  func BenchmarkMeanLarge(b *testing.B) {
    55  	s := RandomSlice(large)
    56  	benchmarkMean(b, s, nil)
    57  }
    58  
    59  func BenchmarkMeanHuge(b *testing.B) {
    60  	s := RandomSlice(huge)
    61  	benchmarkMean(b, s, nil)
    62  }
    63  
    64  func BenchmarkMeanSmallWeighted(b *testing.B) {
    65  	s := RandomSlice(small)
    66  	wts := RandomSlice(small)
    67  	benchmarkMean(b, s, wts)
    68  }
    69  
    70  func BenchmarkMeanMediumWeighted(b *testing.B) {
    71  	s := RandomSlice(medium)
    72  	wts := RandomSlice(medium)
    73  	benchmarkMean(b, s, wts)
    74  }
    75  
    76  func BenchmarkMeanLargeWeighted(b *testing.B) {
    77  	s := RandomSlice(large)
    78  	wts := RandomSlice(large)
    79  	benchmarkMean(b, s, wts)
    80  }
    81  
    82  func BenchmarkMeanHugeWeighted(b *testing.B) {
    83  	s := RandomSlice(huge)
    84  	wts := RandomSlice(huge)
    85  	benchmarkMean(b, s, wts)
    86  }
    87  
    88  func benchmarkVariance(b *testing.B, s, wts []float64) {
    89  	b.ResetTimer()
    90  	for i := 0; i < b.N; i++ {
    91  		Variance(s, wts)
    92  	}
    93  }
    94  
    95  func BenchmarkVarianceSmall(b *testing.B) {
    96  	s := RandomSlice(small)
    97  	benchmarkVariance(b, s, nil)
    98  }
    99  
   100  func BenchmarkVarianceMedium(b *testing.B) {
   101  	s := RandomSlice(medium)
   102  	benchmarkVariance(b, s, nil)
   103  }
   104  
   105  func BenchmarkVarianceLarge(b *testing.B) {
   106  	s := RandomSlice(large)
   107  	benchmarkVariance(b, s, nil)
   108  }
   109  
   110  func BenchmarkVarianceHuge(b *testing.B) {
   111  	s := RandomSlice(huge)
   112  	benchmarkVariance(b, s, nil)
   113  }
   114  
   115  func BenchmarkVarianceSmallWeighted(b *testing.B) {
   116  	s := RandomSlice(small)
   117  	wts := RandomSlice(small)
   118  	benchmarkVariance(b, s, wts)
   119  }
   120  
   121  func BenchmarkVarianceMediumWeighted(b *testing.B) {
   122  	s := RandomSlice(medium)
   123  	wts := RandomSlice(medium)
   124  	benchmarkVariance(b, s, wts)
   125  }
   126  
   127  func BenchmarkVarianceLargeWeighted(b *testing.B) {
   128  	s := RandomSlice(large)
   129  	wts := RandomSlice(large)
   130  	benchmarkVariance(b, s, wts)
   131  }
   132  
   133  func BenchmarkVarianceHugeWeighted(b *testing.B) {
   134  	s := RandomSlice(huge)
   135  	wts := RandomSlice(huge)
   136  	benchmarkVariance(b, s, wts)
   137  }
   138  
   139  func benchmarkStdDev(b *testing.B, s, wts []float64) {
   140  	b.ResetTimer()
   141  	for i := 0; i < b.N; i++ {
   142  		StdDev(s, wts)
   143  	}
   144  }
   145  
   146  func BenchmarkStdDevSmall(b *testing.B) {
   147  	s := RandomSlice(small)
   148  	benchmarkStdDev(b, s, nil)
   149  }
   150  
   151  func BenchmarkStdDevMedium(b *testing.B) {
   152  	s := RandomSlice(medium)
   153  	benchmarkStdDev(b, s, nil)
   154  }
   155  
   156  func BenchmarkStdDevLarge(b *testing.B) {
   157  	s := RandomSlice(large)
   158  	benchmarkStdDev(b, s, nil)
   159  }
   160  
   161  func BenchmarkStdDevHuge(b *testing.B) {
   162  	s := RandomSlice(huge)
   163  	benchmarkStdDev(b, s, nil)
   164  }
   165  
   166  func BenchmarkStdDevSmallWeighted(b *testing.B) {
   167  	s := RandomSlice(small)
   168  	wts := RandomSlice(small)
   169  	benchmarkStdDev(b, s, wts)
   170  }
   171  
   172  func BenchmarkStdDevMediumWeighted(b *testing.B) {
   173  	s := RandomSlice(medium)
   174  	wts := RandomSlice(medium)
   175  	benchmarkStdDev(b, s, wts)
   176  }
   177  
   178  func BenchmarkStdDevLargeWeighted(b *testing.B) {
   179  	s := RandomSlice(large)
   180  	wts := RandomSlice(large)
   181  	benchmarkStdDev(b, s, wts)
   182  }
   183  
   184  func BenchmarkStdDevHugeWeighted(b *testing.B) {
   185  	s := RandomSlice(huge)
   186  	wts := RandomSlice(huge)
   187  	benchmarkStdDev(b, s, wts)
   188  }
   189  
   190  func benchmarkMeanVariance(b *testing.B, s, wts []float64) {
   191  	b.ResetTimer()
   192  	for i := 0; i < b.N; i++ {
   193  		MeanVariance(s, wts)
   194  	}
   195  }
   196  
   197  func BenchmarkMeanVarianceSmall(b *testing.B) {
   198  	s := RandomSlice(small)
   199  	benchmarkMeanVariance(b, s, nil)
   200  }
   201  
   202  func BenchmarkMeanVarianceMedium(b *testing.B) {
   203  	s := RandomSlice(medium)
   204  	benchmarkMeanVariance(b, s, nil)
   205  }
   206  
   207  func BenchmarkMeanVarianceLarge(b *testing.B) {
   208  	s := RandomSlice(large)
   209  	benchmarkMeanVariance(b, s, nil)
   210  }
   211  
   212  func BenchmarkMeanVarianceHuge(b *testing.B) {
   213  	s := RandomSlice(huge)
   214  	benchmarkMeanVariance(b, s, nil)
   215  }
   216  
   217  func BenchmarkMeanVarianceSmallWeighted(b *testing.B) {
   218  	s := RandomSlice(small)
   219  	wts := RandomSlice(small)
   220  	benchmarkMeanVariance(b, s, wts)
   221  }
   222  
   223  func BenchmarkMeanVarianceMediumWeighted(b *testing.B) {
   224  	s := RandomSlice(medium)
   225  	wts := RandomSlice(medium)
   226  	benchmarkMeanVariance(b, s, wts)
   227  }
   228  
   229  func BenchmarkMeanVarianceLargeWeighted(b *testing.B) {
   230  	s := RandomSlice(large)
   231  	wts := RandomSlice(large)
   232  	benchmarkMeanVariance(b, s, wts)
   233  }
   234  
   235  func BenchmarkMeanVarianceHugeWeighted(b *testing.B) {
   236  	s := RandomSlice(huge)
   237  	wts := RandomSlice(huge)
   238  	benchmarkMeanVariance(b, s, wts)
   239  }
   240  
   241  func benchmarkMeanStdDev(b *testing.B, s, wts []float64) {
   242  	b.ResetTimer()
   243  	for i := 0; i < b.N; i++ {
   244  		MeanStdDev(s, wts)
   245  	}
   246  }
   247  
   248  func BenchmarkMeanStdDevSmall(b *testing.B) {
   249  	s := RandomSlice(small)
   250  	benchmarkMeanStdDev(b, s, nil)
   251  }
   252  
   253  func BenchmarkMeanStdDevMedium(b *testing.B) {
   254  	s := RandomSlice(medium)
   255  	benchmarkMeanStdDev(b, s, nil)
   256  }
   257  
   258  func BenchmarkMeanStdDevLarge(b *testing.B) {
   259  	s := RandomSlice(large)
   260  	benchmarkMeanStdDev(b, s, nil)
   261  }
   262  
   263  func BenchmarkMeanStdDevHuge(b *testing.B) {
   264  	s := RandomSlice(huge)
   265  	benchmarkMeanStdDev(b, s, nil)
   266  }
   267  
   268  func BenchmarkMeanStdDevSmallWeighted(b *testing.B) {
   269  	s := RandomSlice(small)
   270  	wts := RandomSlice(small)
   271  	benchmarkMeanStdDev(b, s, wts)
   272  }
   273  
   274  func BenchmarkMeanStdDevMediumWeighted(b *testing.B) {
   275  	s := RandomSlice(medium)
   276  	wts := RandomSlice(medium)
   277  	benchmarkMeanStdDev(b, s, wts)
   278  }
   279  
   280  func BenchmarkMeanStdDevLargeWeighted(b *testing.B) {
   281  	s := RandomSlice(large)
   282  	wts := RandomSlice(large)
   283  	benchmarkMeanStdDev(b, s, wts)
   284  }
   285  
   286  func BenchmarkMeanStdDevHugeWeighted(b *testing.B) {
   287  	s := RandomSlice(huge)
   288  	wts := RandomSlice(huge)
   289  	benchmarkMeanStdDev(b, s, wts)
   290  }
   291  
   292  func benchmarkCovariance(b *testing.B, s1, s2, wts []float64) {
   293  	b.ResetTimer()
   294  	for i := 0; i < b.N; i++ {
   295  		Covariance(s1, s2, wts)
   296  	}
   297  }
   298  
   299  func BenchmarkCovarianceSmall(b *testing.B) {
   300  	s1 := RandomSlice(small)
   301  	s2 := RandomSlice(small)
   302  	benchmarkCovariance(b, s1, s2, nil)
   303  }
   304  
   305  func BenchmarkCovarianceMedium(b *testing.B) {
   306  	s1 := RandomSlice(medium)
   307  	s2 := RandomSlice(medium)
   308  	benchmarkCovariance(b, s1, s2, nil)
   309  }
   310  
   311  func BenchmarkCovarianceLarge(b *testing.B) {
   312  	s1 := RandomSlice(large)
   313  	s2 := RandomSlice(large)
   314  	benchmarkCovariance(b, s1, s2, nil)
   315  }
   316  
   317  func BenchmarkCovarianceHuge(b *testing.B) {
   318  	s1 := RandomSlice(huge)
   319  	s2 := RandomSlice(huge)
   320  	benchmarkCovariance(b, s1, s2, nil)
   321  }
   322  
   323  func BenchmarkCovarianceSmallWeighted(b *testing.B) {
   324  	s1 := RandomSlice(small)
   325  	s2 := RandomSlice(small)
   326  	wts := RandomSlice(small)
   327  	benchmarkCovariance(b, s1, s2, wts)
   328  }
   329  
   330  func BenchmarkCovarianceMediumWeighted(b *testing.B) {
   331  	s1 := RandomSlice(medium)
   332  	s2 := RandomSlice(medium)
   333  	wts := RandomSlice(medium)
   334  	benchmarkCovariance(b, s1, s2, wts)
   335  }
   336  
   337  func BenchmarkCovarianceLargeWeighted(b *testing.B) {
   338  	s1 := RandomSlice(large)
   339  	s2 := RandomSlice(large)
   340  	wts := RandomSlice(large)
   341  	benchmarkCovariance(b, s1, s2, wts)
   342  }
   343  
   344  func BenchmarkCovarianceHugeWeighted(b *testing.B) {
   345  	s1 := RandomSlice(huge)
   346  	s2 := RandomSlice(huge)
   347  	wts := RandomSlice(huge)
   348  	benchmarkCovariance(b, s1, s2, wts)
   349  }
   350  
   351  func benchmarkCorrelation(b *testing.B, s1, s2, wts []float64) {
   352  	b.ResetTimer()
   353  	for i := 0; i < b.N; i++ {
   354  		Correlation(s1, s2, wts)
   355  	}
   356  }
   357  
   358  func BenchmarkCorrelationSmall(b *testing.B) {
   359  	s1 := RandomSlice(small)
   360  	s2 := RandomSlice(small)
   361  	benchmarkCorrelation(b, s1, s2, nil)
   362  }
   363  
   364  func BenchmarkCorrelationMedium(b *testing.B) {
   365  	s1 := RandomSlice(medium)
   366  	s2 := RandomSlice(medium)
   367  	benchmarkCorrelation(b, s1, s2, nil)
   368  }
   369  
   370  func BenchmarkCorrelationLarge(b *testing.B) {
   371  	s1 := RandomSlice(large)
   372  	s2 := RandomSlice(large)
   373  	benchmarkCorrelation(b, s1, s2, nil)
   374  }
   375  
   376  func BenchmarkCorrelationHuge(b *testing.B) {
   377  	s1 := RandomSlice(huge)
   378  	s2 := RandomSlice(huge)
   379  	benchmarkCorrelation(b, s1, s2, nil)
   380  }
   381  
   382  func BenchmarkCorrelationSmallWeighted(b *testing.B) {
   383  	s1 := RandomSlice(small)
   384  	s2 := RandomSlice(small)
   385  	wts := RandomSlice(small)
   386  	benchmarkCorrelation(b, s1, s2, wts)
   387  }
   388  
   389  func BenchmarkCorrelationMediumWeighted(b *testing.B) {
   390  	s1 := RandomSlice(medium)
   391  	s2 := RandomSlice(medium)
   392  	wts := RandomSlice(medium)
   393  	benchmarkCorrelation(b, s1, s2, wts)
   394  }
   395  
   396  func BenchmarkCorrelationLargeWeighted(b *testing.B) {
   397  	s1 := RandomSlice(large)
   398  	s2 := RandomSlice(large)
   399  	wts := RandomSlice(large)
   400  	benchmarkCorrelation(b, s1, s2, wts)
   401  }
   402  
   403  func BenchmarkCorrelationHugeWeighted(b *testing.B) {
   404  	s1 := RandomSlice(huge)
   405  	s2 := RandomSlice(huge)
   406  	wts := RandomSlice(huge)
   407  	benchmarkCorrelation(b, s1, s2, wts)
   408  }
   409  
   410  func benchmarkSkew(b *testing.B, s, wts []float64) {
   411  	b.ResetTimer()
   412  	for i := 0; i < b.N; i++ {
   413  		Skew(s, wts)
   414  	}
   415  }
   416  
   417  func BenchmarkSkewSmall(b *testing.B) {
   418  	s := RandomSlice(small)
   419  	benchmarkSkew(b, s, nil)
   420  }
   421  
   422  func BenchmarkSkewMedium(b *testing.B) {
   423  	s := RandomSlice(medium)
   424  	benchmarkSkew(b, s, nil)
   425  }
   426  
   427  func BenchmarkSkewLarge(b *testing.B) {
   428  	s := RandomSlice(large)
   429  	benchmarkSkew(b, s, nil)
   430  }
   431  
   432  func BenchmarkSkewHuge(b *testing.B) {
   433  	s := RandomSlice(huge)
   434  	benchmarkSkew(b, s, nil)
   435  }
   436  
   437  func BenchmarkSkewSmallWeighted(b *testing.B) {
   438  	s := RandomSlice(small)
   439  	wts := RandomSlice(small)
   440  	benchmarkSkew(b, s, wts)
   441  }
   442  
   443  func BenchmarkSkewMediumWeighted(b *testing.B) {
   444  	s := RandomSlice(medium)
   445  	wts := RandomSlice(medium)
   446  	benchmarkSkew(b, s, wts)
   447  }
   448  
   449  func BenchmarkSkewLargeWeighted(b *testing.B) {
   450  	s := RandomSlice(large)
   451  	wts := RandomSlice(large)
   452  	benchmarkSkew(b, s, wts)
   453  }
   454  
   455  func BenchmarkSkewHugeWeighted(b *testing.B) {
   456  	s := RandomSlice(huge)
   457  	wts := RandomSlice(huge)
   458  	benchmarkSkew(b, s, wts)
   459  }
   460  
   461  func benchmarkExKurtosis(b *testing.B, s, wts []float64) {
   462  	b.ResetTimer()
   463  	for i := 0; i < b.N; i++ {
   464  		ExKurtosis(s, wts)
   465  	}
   466  }
   467  
   468  func BenchmarkExKurtosisSmall(b *testing.B) {
   469  	s := RandomSlice(small)
   470  	benchmarkExKurtosis(b, s, nil)
   471  }
   472  
   473  func BenchmarkExKurtosisMedium(b *testing.B) {
   474  	s := RandomSlice(medium)
   475  	benchmarkExKurtosis(b, s, nil)
   476  }
   477  
   478  func BenchmarkExKurtosisLarge(b *testing.B) {
   479  	s := RandomSlice(large)
   480  	benchmarkExKurtosis(b, s, nil)
   481  }
   482  
   483  func BenchmarkExKurtosisHuge(b *testing.B) {
   484  	s := RandomSlice(huge)
   485  	benchmarkExKurtosis(b, s, nil)
   486  }
   487  
   488  func BenchmarkExKurtosisSmallWeighted(b *testing.B) {
   489  	s := RandomSlice(small)
   490  	wts := RandomSlice(small)
   491  	benchmarkExKurtosis(b, s, wts)
   492  }
   493  
   494  func BenchmarkExKurtosisMediumWeighted(b *testing.B) {
   495  	s := RandomSlice(medium)
   496  	wts := RandomSlice(medium)
   497  	benchmarkExKurtosis(b, s, wts)
   498  }
   499  
   500  func BenchmarkExKurtosisLargeWeighted(b *testing.B) {
   501  	s := RandomSlice(large)
   502  	wts := RandomSlice(large)
   503  	benchmarkExKurtosis(b, s, wts)
   504  }
   505  
   506  func BenchmarkExKurtosisHugeWeighted(b *testing.B) {
   507  	s := RandomSlice(huge)
   508  	wts := RandomSlice(huge)
   509  	benchmarkExKurtosis(b, s, wts)
   510  }
   511  
   512  func benchmarkMoment(b *testing.B, n float64, s, wts []float64) {
   513  	b.ResetTimer()
   514  	for i := 0; i < b.N; i++ {
   515  		Moment(n, s, wts)
   516  	}
   517  }
   518  
   519  func BenchmarkMomentSmall(b *testing.B) {
   520  	s := RandomSlice(small)
   521  	benchmarkMoment(b, 5, s, nil)
   522  }
   523  
   524  func BenchmarkMomentMedium(b *testing.B) {
   525  	s := RandomSlice(medium)
   526  	benchmarkMoment(b, 5, s, nil)
   527  }
   528  
   529  func BenchmarkMomentLarge(b *testing.B) {
   530  	s := RandomSlice(large)
   531  	benchmarkMoment(b, 5, s, nil)
   532  }
   533  
   534  func BenchmarkMomentHuge(b *testing.B) {
   535  	s := RandomSlice(huge)
   536  	benchmarkMoment(b, 5, s, nil)
   537  }
   538  
   539  func BenchmarkMomentSmallWeighted(b *testing.B) {
   540  	s := RandomSlice(small)
   541  	wts := RandomSlice(small)
   542  	benchmarkMoment(b, 5, s, wts)
   543  }
   544  
   545  func BenchmarkMomentMediumWeighted(b *testing.B) {
   546  	s := RandomSlice(medium)
   547  	wts := RandomSlice(medium)
   548  	benchmarkMoment(b, 5, s, wts)
   549  }
   550  
   551  func BenchmarkMomentLargeWeighted(b *testing.B) {
   552  	s := RandomSlice(large)
   553  	wts := RandomSlice(large)
   554  	benchmarkMoment(b, 5, s, wts)
   555  }
   556  
   557  func BenchmarkMomentHugeWeighted(b *testing.B) {
   558  	s := RandomSlice(huge)
   559  	wts := RandomSlice(huge)
   560  	benchmarkMoment(b, 5, s, wts)
   561  }
   562  
   563  func benchmarkMomentAbout(b *testing.B, n float64, s []float64, mean float64, wts []float64) {
   564  	b.ResetTimer()
   565  	for i := 0; i < b.N; i++ {
   566  		MomentAbout(n, s, mean, wts)
   567  	}
   568  }
   569  
   570  func BenchmarkMomentAboutSmall(b *testing.B) {
   571  	s := RandomSlice(small)
   572  	benchmarkMomentAbout(b, 5, s, 0, nil)
   573  }
   574  
   575  func BenchmarkMomentAboutMedium(b *testing.B) {
   576  	s := RandomSlice(medium)
   577  	benchmarkMomentAbout(b, 5, s, 0, nil)
   578  }
   579  
   580  func BenchmarkMomentAboutLarge(b *testing.B) {
   581  	s := RandomSlice(large)
   582  	benchmarkMomentAbout(b, 5, s, 0, nil)
   583  }
   584  
   585  func BenchmarkMomentAboutHuge(b *testing.B) {
   586  	s := RandomSlice(huge)
   587  	benchmarkMomentAbout(b, 5, s, 0, nil)
   588  }
   589  
   590  func BenchmarkMomentAboutSmallWeighted(b *testing.B) {
   591  	s := RandomSlice(small)
   592  	wts := RandomSlice(small)
   593  	benchmarkMomentAbout(b, 5, s, 0, wts)
   594  }
   595  
   596  func BenchmarkMomentAboutMediumWeighted(b *testing.B) {
   597  	s := RandomSlice(medium)
   598  	wts := RandomSlice(medium)
   599  	benchmarkMomentAbout(b, 5, s, 0, wts)
   600  }
   601  
   602  func BenchmarkMomentAboutLargeWeighted(b *testing.B) {
   603  	s := RandomSlice(large)
   604  	wts := RandomSlice(large)
   605  	benchmarkMomentAbout(b, 5, s, 0, wts)
   606  }
   607  
   608  func BenchmarkMomentAboutHugeWeighted(b *testing.B) {
   609  	s := RandomSlice(huge)
   610  	wts := RandomSlice(huge)
   611  	benchmarkMomentAbout(b, 5, s, 0, wts)
   612  }