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Magne Sjaastad
b02d95bf95
Add RimSummaryEnsemble-Test.cpp with tests verifying that: - a realization whose calculated summary vector value is NaN or Inf at the selected timestep is excluded from the Pearson correlation result instead of corrupting it - extremely large but finite parameter/result magnitudes, which overflow the sum-of-squares in RigStatisticsTools::pearsonCorrelation() and RigEnsembleParameter::stdDeviation(), do not surface a NaN/Inf correlation value and are not silently dropped from the result Add RigStatisticsTools.OverflowProducesNan reproducing the pearsonCorrelation() overflow directly. Verified each new test fails without its corresponding production fix and passes with it.
109 lines
5.3 KiB
C++
109 lines
5.3 KiB
C++
#include "gtest/gtest.h"
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#include "RifEclipseSummaryAddress.h"
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#include "RigCaseRealizationParameters.h"
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#include "RigEnsembleParameter.h"
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#include "RimMockSummaryCase.h"
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#include "RimSummaryEnsemble.h"
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#include <cmath>
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#include <memory>
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namespace
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{
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//--------------------------------------------------------------------------------------------------
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/// Creates a mock case with a numeric realization parameter and a single-valued FOPT vector at time 0.
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//--------------------------------------------------------------------------------------------------
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RimSummaryCase* createCaseWithParameterAndValue( int realizationNumber, double parameterValue, double resultValue )
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{
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auto* mockCase = static_cast<RimMockSummaryCase*>( createMockCase( realizationNumber ) );
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auto parameters = mockCase->caseRealizationParameters();
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parameters->addParameter( "PARAM1", parameterValue );
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// Note: the sentinel "no closest timestep found yet" value used internally by
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// RimSummaryEnsemble::parameterCorrelations() is time_t( 0 ), so the query timestep used in the
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// tests below must be non-zero for the closest-timestep search to pick up the value at all.
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mockCase->addVector( RifEclipseSummaryAddress::fieldAddress( "FOPT" ), { 100 }, { resultValue } );
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return mockCase;
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}
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} // namespace
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//--------------------------------------------------------------------------------------------------
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/// A realization with a NaN/Inf value in the calculated vector must be excluded from the correlation
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/// computation instead of turning the whole result into NaN.
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//--------------------------------------------------------------------------------------------------
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TEST( RimSummaryEnsemble, ParameterCorrelations_NanRealizationExcluded )
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{
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RimSummaryEnsemble ensemble;
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ensemble.setAsEnsemble( true );
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// Perfectly correlated realizations
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ensemble.addCase( createCaseWithParameterAndValue( 0, 1.0, 10.0 ), false );
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ensemble.addCase( createCaseWithParameterAndValue( 1, 2.0, 20.0 ), false );
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// A realization with an invalid (NaN) result value, e.g. from a calculated vector dividing by zero
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ensemble.addCase( createCaseWithParameterAndValue( 2, 3.0, std::numeric_limits<double>::quiet_NaN() ), false );
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auto address = RifEclipseSummaryAddress::fieldAddress( "FOPT" );
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auto correlations = ensemble.parameterCorrelations( address, 100 );
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ASSERT_EQ( size_t( 1 ), correlations.size() );
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double correlation = correlations.front().second;
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EXPECT_TRUE( std::isfinite( correlation ) );
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EXPECT_NEAR( 1.0, correlation, 1.0e-6 );
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}
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//--------------------------------------------------------------------------------------------------
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/// A realization with an infinite value in the calculated vector must be excluded from the
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/// correlation computation instead of turning the whole result into NaN/Inf.
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//--------------------------------------------------------------------------------------------------
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TEST( RimSummaryEnsemble, ParameterCorrelations_InfRealizationExcluded )
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{
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RimSummaryEnsemble ensemble;
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ensemble.setAsEnsemble( true );
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ensemble.addCase( createCaseWithParameterAndValue( 0, 1.0, 10.0 ), false );
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ensemble.addCase( createCaseWithParameterAndValue( 1, 2.0, 20.0 ), false );
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ensemble.addCase( createCaseWithParameterAndValue( 2, 3.0, std::numeric_limits<double>::infinity() ), false );
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auto address = RifEclipseSummaryAddress::fieldAddress( "FOPT" );
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auto correlations = ensemble.parameterCorrelations( address, 100 );
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ASSERT_EQ( size_t( 1 ), correlations.size() );
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double correlation = correlations.front().second;
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EXPECT_TRUE( std::isfinite( correlation ) );
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EXPECT_NEAR( 1.0, correlation, 1.0e-6 );
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}
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//--------------------------------------------------------------------------------------------------
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/// Reproduces a NaN correlation value reaching the tornado plot without any NaN/Inf value in the
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/// input data: extremely large but finite parameter/result magnitudes overflow the sum-of-squares in
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/// RigStatisticsTools::pearsonCorrelation() to +Inf, and the resulting Inf/Inf division yields NaN.
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/// RimSummaryEnsemble::parameterCorrelations() must guard against surfacing that NaN to the plot.
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//--------------------------------------------------------------------------------------------------
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TEST( RimSummaryEnsemble, ParameterCorrelations_OverflowNanGuarded )
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{
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RimSummaryEnsemble ensemble;
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ensemble.setAsEnsemble( true );
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// Every value here is finite (std::isfinite is true), but the magnitudes are large enough that
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// pearsonCorrelation() overflows internally and returns NaN. See RigStatisticsTools-Test.cpp,
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// OverflowProducesNan, for a direct reproduction of that overflow.
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ensemble.addCase( createCaseWithParameterAndValue( 0, 1.0e200, 1.0e200 ), false );
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ensemble.addCase( createCaseWithParameterAndValue( 1, 2.0e200, 2.0e200 ), false );
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ensemble.addCase( createCaseWithParameterAndValue( 2, 3.0e200, 3.0e200 ), false );
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auto address = RifEclipseSummaryAddress::fieldAddress( "FOPT" );
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auto correlations = ensemble.parameterCorrelations( address, 100 );
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ASSERT_EQ( size_t( 1 ), correlations.size() );
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double correlation = correlations.front().second;
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EXPECT_TRUE( std::isfinite( correlation ) ) << "Tornado plot must never receive a NaN/Inf correlation value";
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EXPECT_FALSE( std::isnan( correlation ) );
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}
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