ResInsight/ApplicationLibCode/UnitTests/RigStatisticsMath-Test.cpp
2024-11-13 15:36:44 +01:00

336 lines
12 KiB
C++

/////////////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2011-2012 Statoil ASA, Ceetron AS
//
// ResInsight is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// ResInsight is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or
// FITNESS FOR A PARTICULAR PURPOSE.
//
// See the GNU General Public License at <http://www.gnu.org/licenses/gpl.html>
// for more details.
//
/////////////////////////////////////////////////////////////////////////////////
#include "gtest/gtest.h"
#include "RigStatisticsMath.h"
#include "QElapsedTimer"
#include <numeric>
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, BasicTest )
{
std::vector<double> values;
values.push_back( HUGE_VAL );
values.push_back( 2788.2723335651900 );
values.push_back( -22481.0927881701000 );
values.push_back( 68778.6851686236000 );
values.push_back( -76092.8157632591000 );
values.push_back( 6391.97999909729003 );
values.push_back( 65930.1200169780000 );
values.push_back( -27696.2320267235000 );
values.push_back( HUGE_VAL );
values.push_back( HUGE_VAL );
values.push_back( 96161.7546348456000 );
values.push_back( 73875.6716288563000 );
values.push_back( 80720.4378655615000 );
values.push_back( -98649.8109937874000 );
values.push_back( 99372.9362079615000 );
values.push_back( -HUGE_VAL );
values.push_back( -57020.4389966513000 );
double min, max, sum, range, mean, stdev;
RigStatisticsMath::calculateBasicStatistics( values, &min, &max, &sum, &range, &mean, &stdev );
EXPECT_DOUBLE_EQ( -98649.8109937874000, min );
EXPECT_DOUBLE_EQ( 99372.9362079615000, max );
EXPECT_DOUBLE_EQ( 212079.46728689762, sum );
EXPECT_DOUBLE_EQ( 198022.7472017490000, range );
EXPECT_DOUBLE_EQ( 16313.8051759152000, mean );
EXPECT_DOUBLE_EQ( 66104.391542887200, stdev );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, RankPercentiles )
{
std::vector<double> values;
values.push_back( -HUGE_VAL );
values.push_back( 2788.2723335651900 );
values.push_back( -22481.0927881701000 );
values.push_back( 68778.6851686236000 );
values.push_back( -76092.8157632591000 );
values.push_back( 6391.97999909729003 );
values.push_back( 65930.1200169780000 );
values.push_back( -27696.2320267235000 );
values.push_back( HUGE_VAL );
values.push_back( HUGE_VAL );
values.push_back( 96161.7546348456000 );
values.push_back( 73875.6716288563000 );
values.push_back( 80720.4378655615000 );
values.push_back( -98649.8109937874000 );
values.push_back( 99372.9362079615000 );
values.push_back( HUGE_VAL );
values.push_back( -57020.4389966513000 );
std::vector<double> pValPos;
pValPos.push_back( 10 );
pValPos.push_back( 40 );
pValPos.push_back( 50 );
pValPos.push_back( 90 );
std::vector<double> pVals =
RigStatisticsMath::calculateNearestRankPercentiles( values, pValPos, RigStatisticsMath::PercentileStyle::REGULAR );
EXPECT_DOUBLE_EQ( -76092.8157632591000, pVals[0] );
EXPECT_DOUBLE_EQ( 2788.2723335651900, pVals[1] );
EXPECT_DOUBLE_EQ( 6391.979999097290, pVals[2] );
EXPECT_DOUBLE_EQ( 96161.7546348456000, pVals[3] );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, HistogramPercentiles )
{
std::vector<double> values;
values.push_back( HUGE_VAL );
values.push_back( 2788.2723335651900 );
values.push_back( -22481.0927881701000 );
values.push_back( 68778.6851686236000 );
values.push_back( -76092.8157632591000 );
values.push_back( 6391.97999909729003 );
values.push_back( 65930.1200169780000 );
values.push_back( -27696.2320267235000 );
values.push_back( -HUGE_VAL );
values.push_back( -HUGE_VAL );
values.push_back( 96161.7546348456000 );
values.push_back( 73875.6716288563000 );
values.push_back( 80720.4378655615000 );
values.push_back( -98649.8109937874000 );
values.push_back( 99372.9362079615000 );
values.push_back( HUGE_VAL );
values.push_back( -57020.4389966513000 );
double min, max, range, mean, stdev;
RigStatisticsMath::calculateBasicStatistics( values, &min, &max, nullptr, &range, &mean, &stdev );
std::vector<size_t> histogram;
RigHistogramCalculator histCalc( min, max, 100, &histogram );
histCalc.addData( values );
double p10, p50, p90;
p10 = histCalc.calculatePercentil( 0.1, RigStatisticsMath::PercentileStyle::REGULAR );
p50 = histCalc.calculatePercentil( 0.5, RigStatisticsMath::PercentileStyle::REGULAR );
p90 = histCalc.calculatePercentil( 0.9, RigStatisticsMath::PercentileStyle::REGULAR );
EXPECT_DOUBLE_EQ( -76273.240559989776, p10 );
EXPECT_DOUBLE_EQ( 5312.1312871307755, p50 );
EXPECT_DOUBLE_EQ( 94818.413022321271, p90 );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, InterpolatedPercentiles )
{
std::vector<double> values;
values.push_back( HUGE_VAL );
values.push_back( 2788.2723335651900 );
values.push_back( -22481.0927881701000 );
values.push_back( 68778.6851686236000 );
values.push_back( -76092.8157632591000 );
values.push_back( 6391.97999909729003 );
values.push_back( 65930.1200169780000 );
values.push_back( -27696.2320267235000 );
values.push_back( HUGE_VAL );
values.push_back( HUGE_VAL );
values.push_back( 96161.7546348456000 );
values.push_back( 73875.6716288563000 );
values.push_back( 80720.4378655615000 );
values.push_back( -98649.8109937874000 );
values.push_back( 99372.9362079615000 );
values.push_back( HUGE_VAL );
values.push_back( -57020.4389966513000 );
std::vector<double> pValPos;
pValPos.push_back( 10 );
pValPos.push_back( 40 );
pValPos.push_back( 50 );
pValPos.push_back( 90 );
std::vector<double> pVals =
RigStatisticsMath::calculateInterpolatedPercentiles( values, pValPos, RigStatisticsMath::PercentileStyle::REGULAR );
EXPECT_DOUBLE_EQ( -72278.340409937548, pVals[0] );
EXPECT_DOUBLE_EQ( -2265.6006907818496, pVals[1] );
EXPECT_DOUBLE_EQ( 6391.9799990972897, pVals[2] );
EXPECT_DOUBLE_EQ( 93073.49128098879, pVals[3] );
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, Accumulators )
{
std::vector<double> values;
const double v1 = 2788.2723335651900;
const double v2 = 68778.6851686236000;
const double v3 = -98649.8109937874000;
const double v4 = -57020.4389966513000;
values.push_back( HUGE_VAL );
values.push_back( v1 );
values.push_back( v2 );
values.push_back( -HUGE_VAL );
values.push_back( v3 );
values.push_back( HUGE_VAL );
values.push_back( v4 );
{
MinMaxAccumulator acc;
acc.addData( values );
EXPECT_DOUBLE_EQ( v3, acc.min );
EXPECT_DOUBLE_EQ( v2, acc.max );
}
{
PosNegAccumulator acc;
acc.addData( values );
EXPECT_DOUBLE_EQ( v1, acc.pos );
EXPECT_DOUBLE_EQ( v4, acc.neg );
}
{
SumCountAccumulator acc;
acc.addData( values );
const double sum = v1 + v2 + v3 + v4;
EXPECT_FALSE( std::isinf( acc.valueSum ) );
EXPECT_DOUBLE_EQ( sum, acc.valueSum );
EXPECT_EQ( 4u, acc.sampleCount );
}
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, calculateStatisticsCurves )
{
RigStatisticsMath::PercentileStyle percentileStyle = RigStatisticsMath::PercentileStyle::REGULAR;
{
std::vector<double> values;
double mean = HUGE_VAL;
double p10 = HUGE_VAL;
double p50 = HUGE_VAL;
double p90 = HUGE_VAL;
RigStatisticsMath::calculateStatisticsCurves( values, &p10, &p50, &p90, &mean, percentileStyle );
EXPECT_TRUE( std::isinf( p10 ) );
EXPECT_TRUE( std::isinf( p50 ) );
EXPECT_TRUE( std::isinf( p90 ) );
EXPECT_TRUE( std::isinf( mean ) );
}
{
std::vector<double> values{
1.0,
1.0,
1.0,
};
double mean = HUGE_VAL;
double p10 = HUGE_VAL;
double p50 = HUGE_VAL;
double p90 = HUGE_VAL;
// If we have few samples, P10 and P90 cannot be computed
RigStatisticsMath::calculateStatisticsCurves( values, &p10, &p50, &p90, &mean, percentileStyle );
EXPECT_TRUE( std::isinf( p10 ) );
EXPECT_TRUE( std::isinf( p90 ) );
EXPECT_DOUBLE_EQ( 1.0, p50 );
EXPECT_DOUBLE_EQ( 1.0, mean );
}
{
std::vector<double> values{ 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 2.0, 5.0, 10.0 };
double mean = HUGE_VAL;
double p10 = HUGE_VAL;
double p50 = HUGE_VAL;
double p90 = HUGE_VAL;
RigStatisticsMath::calculateStatisticsCurves( values, &p10, &p50, &p90, &mean, percentileStyle );
EXPECT_DOUBLE_EQ( 1.0, p10 );
EXPECT_DOUBLE_EQ( 1.0, p50 );
EXPECT_FALSE( std::isinf( p90 ) );
EXPECT_FALSE( std::isinf( mean ) );
}
{
std::vector<double> values{ 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
double mean = HUGE_VAL;
double p10 = HUGE_VAL;
double p50 = HUGE_VAL;
double p90 = HUGE_VAL;
RigStatisticsMath::calculateStatisticsCurves( values, &p10, &p50, &p90, &mean, percentileStyle );
EXPECT_DOUBLE_EQ( 1.0, p10 );
EXPECT_DOUBLE_EQ( 1.0, p50 );
EXPECT_DOUBLE_EQ( 1.0, p90 );
EXPECT_DOUBLE_EQ( 1.0, mean );
}
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST( RigStatisticsMath, DISABLED_performanceTesting )
{
RigStatisticsMath::PercentileStyle percentileStyle = RigStatisticsMath::PercentileStyle::REGULAR;
{
size_t timerCount = 10;
for ( size_t t = 0; t < timerCount; t++ )
{
QElapsedTimer timer;
timer.start();
size_t iterationCount = 10000;
for ( size_t i = 0; i < iterationCount; i++ )
{
size_t numberOfValues = 200;
std::vector<double> values( numberOfValues );
std::iota( values.begin(), values.end(), numberOfValues );
double mean = HUGE_VAL;
double p10 = HUGE_VAL;
double p50 = HUGE_VAL;
double p90 = HUGE_VAL;
RigStatisticsMath::calculateStatisticsCurves( values, &p10, &p50, &p90, &mean, percentileStyle );
}
auto testDuration = timer.elapsed();
std::cout << testDuration << "\n";
}
}
}