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6 changes: 5 additions & 1 deletion Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,8 @@ SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
ThickNumbers = "b57aa878-5b76-4266-befc-f8e007760995"

[compat]
Aqua = "0.8"
ForwardDiff = "0.10, 1"
HypothesisTests = "0.11"
SpecialFunctions = "2"
StableRNGs = "1"
Expand All @@ -17,10 +19,12 @@ ThickNumbers = "1.1.2"
julia = "1.10"

[extras]
Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
HypothesisTests = "09f84164-cd44-5f33-b23f-e6b0d136a0d5"
StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["HypothesisTests", "StableRNGs", "Statistics", "Test"]
test = ["Aqua", "ForwardDiff", "HypothesisTests", "StableRNGs", "Statistics", "Test"]
20 changes: 19 additions & 1 deletion src/GaussianRandomVariables.jl
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@ using ThickNumbers

import Base: +, -, *, /, //, ^, inv
import Base: abs, abs2, max, min, sqrt
import Base: log, exp, sin, cos, sincos
import Base: log, log2, log10, exp, exp2, exp10, sin, cos, sincos

export GVar, ±
export skewness, moment_error, distrust
Expand Down Expand Up @@ -132,6 +132,13 @@ end

ThickNumbers.loval(a::GVar) = a.center - a.σ
ThickNumbers.hival(a::GVar) = a.center + a.σ
# `center` and `σ` are the stored primitives, so report the midpoint, width and
# radius from them directly. Deriving them from `loval`/`hival` round-trips
# through `center ± σ` and loses an ulp, which can make `rad` fall below the `σ`
# handed to `midrad` and so violate the `midrad` containment contract.
ThickNumbers.mid(a::GVar) = a.center
ThickNumbers.wid(a::GVar) = 2 * a.σ
ThickNumbers.rad(a::GVar) = a.σ
function ThickNumbers.lohi(::Type{G}, lo, hi) where G<:GVar
center = (lo + hi)/2
# Measure the radius from the *rounded* center, so a narrow span far from zero
Expand Down Expand Up @@ -329,6 +336,9 @@ function ^(a::GVar{T}, p::Integer) where T<:AbstractFloat
end
^(a::GVar{<:Real}, p::Integer) = float(a)^p

# Resolves the ambiguity between `^(::GVar, ::Real)` and Base's `^(::Number, ::Rational)`.
^(a::GVar, p::Rational) = a^float(p)

function ^(a::GVar, p::Real)
isinteger(p) && return a^Int(p)
isempty(a) && return a
Expand Down Expand Up @@ -406,6 +416,14 @@ end
log(a::GVar{<:AbstractFloat}) =
isempty(a) ? a : gmap(log, x -> 1/x, x -> -1/x^2, x -> 2/x^3, x -> -6/x^4, a)

# Reduce the other bases to the natural one by rescaling, which is exact: the
# argument scaling of `exp2`/`exp10` and the result scaling of `log2`/`log10`
# both go through the constant-factor rules without adding truncation error.
exp2(a::GVar{T}) where T<:AbstractFloat = exp(a * log(T(2)))
exp10(a::GVar{T}) where T<:AbstractFloat = exp(a * log(T(10)))
log2(a::GVar{T}) where T<:AbstractFloat = log(a) / log(T(2))
log10(a::GVar{T}) where T<:AbstractFloat = log(a) / log(T(10))

sqrt(a::GVar{<:AbstractFloat}) =
isempty(a) ? a : gmap(sqrt, x -> 1/(2*sqrt(x)), x -> -1/(4*sqrt(x^3)),
x -> 3/(8*sqrt(x^5)), x -> -15/(16*sqrt(x^7)), a)
Expand Down
62 changes: 62 additions & 0 deletions test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,11 @@ using ThickNumbers
using Statistics
using HypothesisTests
using StableRNGs
using Aqua
using ForwardDiff
using Test
push!(LOAD_PATH, pkgdir(ThickNumbers, "ThickNumbersInterfaceTests"))
using ThickNumbersInterfaceTests

# These comparisons are Monte Carlo, so an unseeded generator turns the suite into a
# coin flip. Julia's own streams are not reproducible across releases, so seed a
Expand Down Expand Up @@ -37,6 +41,19 @@ end
ispositive(x) = x > 0

@testset "GaussianRandomVariables.jl" begin
@testset "Aqua" begin
Aqua.test_all(GaussianRandomVariables)
end

@testset "ThickNumbers interface" begin
ThickNumbersInterfaceTests.test_reserved()
ThickNumbersInterfaceTests.test_required(GVar{Float64})
ThickNumbersInterfaceTests.test_required(GVar, [Float32, Float64])
ThickNumbersInterfaceTests.test_optional(GVar{Float64})
ThickNumbersInterfaceTests.test_optional(GVar, [Float32, Float64])
ThickNumbersInterfaceTests.test_FPTNviolations(GVar(1.0, 2.0))
end

@testset "arithmetic" begin
x = 3 ± 1
e = GVar(0, -1) # empty
Expand All @@ -59,6 +76,10 @@ ispositive(x) = x > 0
@test x^0 ⩪ oneunit(x)
@test x^1 ⩪ x
@test 1/(1/x) ⩪ x rtol=0.1
@test x^(1//2) ⩪ x^0.5 # a Rational exponent reduces to the real one
@test x^(4//2) ⩪ x^2 # an integer-valued Rational takes the exact path
# `mid`, `wid` and `rad` report the stored primitives exactly.
@test mid(x) == 3.0 && wid(x) == 2.0 && rad(x) == 1.0
end

@testset "distributions" begin
Expand All @@ -76,6 +97,27 @@ ispositive(x) = x > 0
end
end

@testset "log and exp bases" begin
a = 3.0 ± 0.2
# `exp2`/`exp10`/`log2`/`log10` are rescalings of the natural-base
# functions, and the rescaling is exact, so the spans coincide.
@test exp2(a) ⩪ exp(a * log(2.0))
@test exp10(a) ⩪ exp(a * log(10.0))
@test log2(a) ⩪ log(a) / log(2.0)
@test log10(a) ⩪ log(a) / log(10.0)
# Zero-spread inputs reduce to the ordinary functions.
@test exp2(GVar(3.0, 0.0)) ⩪ GVar(8.0, 0.0)
@test exp10(GVar(2.0, 0.0)) ⩪ GVar(100.0, 0.0)
@test log2(GVar(8.0, 0.0)) ⩪ GVar(3.0, 0.0)
@test log10(GVar(100.0, 0.0)) ⩪ GVar(2.0, 0.0)
# Type is preserved for narrower floats.
@test exp2(GVar(1.0f0, 0.5f0)) isa GVar{Float32}
@test log2(GVar(3.0f0, 0.2f0)) isa GVar{Float32}
# Sampled moments confirm the propagation.
@test testscalar(exp2, 1.0, 0.2; rtol=0.03, n=10^6)
@test testscalar(log2, 3.0, 0.2; filter=ispositive)
end

# x^p is a polynomial, so the Gaussian moments terminate: mean, variance and
# third cumulant are all exact.
@testset "exact moments of integer powers" begin
Expand Down Expand Up @@ -344,4 +386,24 @@ ispositive(x) = x > 0
@test valuetype(GVar(1.0, 2.0)) === Float64
@test convert(GVar{Float64}, 3) ⩪ GVar(3.0, 0.0)
end

# Restricting the scalar-times-`GVar` methods to `BaseReals` keeps a
# `ForwardDiff.Dual` from matching them, so differentiation carries `GVar`
# values through in the `Dual` slots. Each analytic derivative is written as
# the same sequence of `GVar` operations ForwardDiff performs, so the spans
# match exactly (note `w * w`, not `w^2`: ForwardDiff differentiates one order
# at a time, and `GVar` treats repeated factors as independent).
@testset "ForwardDiff" begin
x, w = 2.0, 0.0 ± 0.5
ϕ(t) = sin(x + (1 + t) * w)
ϕ′(t) = cos(x + (1 + t) * w) * w
ϕ′′(t) = -sin(x + (1 + t) * w) * w * w
ϕ′′′(t) = -cos(x + (1 + t) * w) * w * w * w
dϕ(t) = ForwardDiff.derivative(ϕ, t)
ddϕ(t) = ForwardDiff.derivative(dϕ, t)
dddϕ(t) = ForwardDiff.derivative(ddϕ, t)
@test ϕ′(0) ≐ dϕ(0)
@test ϕ′′(0) ≐ ddϕ(0)
@test ϕ′′′(0) ≐ dddϕ(0)
end
end
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