poker.test | R Documentation |
The Poker test for testing random number generators.
poker.test(u , nbcard = 5, echo = TRUE)
u |
sample of random numbers in ]0,1[. |
echo |
logical to plot detailed results, default |
nbcard |
a numeric for the number of cards,
we assume that the length of |
We consider a vector u
, realisation of i.i.d. uniform random
variables U1... Un.
Let us note k the card number (i.e. nbcard
).
The poker test computes a serie of 'hands' in {0, ..., k-1}
from the sample
u_i = floor(u_i k) (u
must have a length dividable by k). Let
n_j be the number of 'hands' with (exactly) j different cards. The
probability is
p_j = 1/k^k * k! / (k-j)!) * S_k^j,
where S_k^j denotes the Stirling numbers of the second kind. Finally the chi-squared statistic is
S = ∑_{j=1}^k [n_j - np_j/k ]^2/[np_j/k].
a list with the following components :
statistic
the value of the chi-squared statistic.
p.value
the p-value of the test.
observed
the observed counts.
expected
the expected counts under the null hypothesis.
residuals
the Pearson residuals, (observed - expected) / sqrt(expected).
Christophe Dutang.
Planchet F., Jacquemin J. (2003), L'utilisation de methodes de simulation en assurance. Bulletin Francais d'Actuariat, vol. 6, 11, 3-69. (available online)
L'Ecuyer P. (2001), Software for uniform random number generation distinguishing the good and the bad. Proceedings of the 2001 Winter Simulation Conference. doi: 10.1109/WSC.2001.977250
L'Ecuyer P. (2007), Test U01: a C library for empirical testing of random number generators. ACM Trans. on Mathematical Software 33(4), 22. doi: 10.1145/1268776.1268777
other tests of this package freq.test
, serial.test
, gap.test
,
order.test
and coll.test
ks.test
for the Kolmogorov Smirnov test and acf
for
the autocorrelation function.
# (1) hands of 5 'cards' # poker.test(runif(50000)) # (2) hands of 4 'cards' # poker.test(runif(40000), 4) # (3) hands of 42 'cards' # poker.test(runif(420000), 42)
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