Statis...omWalk(3pm)

💖 Statistics::Test::RandomWalk — bestie edition 💖

okay so. this is a page from the User Contributed Perl Documentation (that's the 3pm manual section, iykyk), and it's all about Statistics::Test::RandomWalk — a Random Walk test for random numbers. yes bestie, we're literally vibing with randomness today. 🎲✨

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🌸 NAME 🌸

Statistics::Test::RandomWalk — Random Walk test for random numbers. that's it, that's the whole name. no cap.

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✨ SYNOPSIS ✨

here's the whole vibe in code, no edits, exactly as it comes:

use Statistics::Test::RandomWalk;
my $tester = Statistics::Test::RandomWalk->new();
$tester->set_data( [map {rand()} 1..1000000] );

my $no_bins = 10;
my ($quant, $got, $expected) = $tester->test($no_bins);
print $tester->data_to_report($quant, $got, $expected);

look at her go. 💅

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🦋 DESCRIPTION 🦋

so this module implements a Random Walk test of a random number generator, following the outline from Blobel et al — the whole reference is chilling down in SEE ALSO if you wanna peek. 🫶

basically? it tests whether the numbers in [0,1] that a random number generator spits out are distributed evenly. the way it does that: it splits [0,1] into n bins that are all the same size, and then it counts how many expected vs. actual random numbers land in each bin. (ngl, technically it's counting the cumulated numbers — but bestie, that works out the same. same energy, same result. 💫)

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🎀 METHODS 🎀

👑 new

creates a brand new random number tester. fresh tester, fresh start, main character energy. ✨

🍓 set_rescale_factor

the default range of the random numbers [0, 1) can be rescaled by a constant factor. this method is the setter for that factor. you're setting it, bestie. 📌

🌈 rescale_factor

returns the current rescaling factor. it's giving "just tell me what the factor is". 💜

🧚 set_data

sets the random numbers we're gonna operate on. the first argument has to be either an array reference pointing to an array of random numbers, or a code reference.

if that first argument is a code reference, then the second argument has to be an integer n. that code reference gets called n times, and whatever it returns gets used as the random numbers.

and the code-reference semantics? lowkey the most useful thing here if you don't wanna hold all your random numbers in memory at once. you can write a subroutine that, say, generates and returns batches of 100 random numbers — so no more than 101 of these numbers will be in memory at the same time. 🧠💖

heads up: if you return 100 numbers at once and you pass in n=50, you're gonna get a sequence of 5000 random numbers. do the math, bestie. 100 × 50 = 5000. 🔥

⭐ test

runs the Random Walk test on the data you set earlier with set_data. slay.

first argument must be the number of bins.

returns three array references:

1. first is an array of quantiles. if the number of bins was ten, then this array — and all the other returned arrays — will hold ten items. ten for ten, periodt. 🎯
2. second are the determined numbers of random numbers below the quantiles.
3. third are the expected counts.

💅 data_to_report

takes the data that test() returned and builds a textual report out of it, handing it back as a string. cute and useful. 📝

don't forget to pass in the data that test() returned! or, alternatively, just use the test_report() method directly if you're not using that data for anything else. don't leave your girl hanging. 🙈

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💀 SUBROUTINES 💀

🌟 n_over_k

computes n over k. it uses Perl's big number support and returns a Math::BigFloat object. fancy. 💫

this sub is memoized — so it remembers its answers and doesn't redo the work. iconic behavior, honestly. 👑

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🌸 SEE ALSO 🌸

• Math::BigFloat, Memoize, Params::Util
• Random number generators: Math::Random::MT, Math::Random, Math::Random::OO, Math::TrulyRandom, /dev/random where available
• Statistics::Test::Sequence

the algorithm was taken from this (in German, oui oui 🇩🇪):

Blobel, V., and Lohrmann, E. Statistische und numerische Methoden der Datenanalyse. Stuttgart, Leipzig: Teubner, 1998

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💖 AUTHOR 💖

Steffen Mueller, <smueller@cpan.org> 🫶

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👑 COPYRIGHT AND LICENSE 👑

Copyright (C) 2007-2010 by Steffen Mueller

This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.6 or, at your option, any later version of Perl 5 you may have available.

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and that's the whole page, bestie!! 🎀 this beauty ships with perl v5.36.0, dated 2022-12-06, and it's filed under Statis...omWalk(3pm) — yes the name gets truncated like that, we don't make the rules. go forth and test some randomness. 💜✨🦋