multi-floor chinese restaurant described by wood&teh (2009)

1 files changed, 72 insertions, 0 deletions

diff --git a/utils/mfcr_test.cc b/utils/mfcr_test.cc
new file mode 100644
index 00000000..7c45a37c
--- /dev/null
+++ b/utils/mfcr_test.cc
@@ -0,0 +1,72 @@
+#include "mfcr.h"
+
+#include <iostream>
+#include <cassert>
+#include <cmath>
+
+#include "sampler.h"
+
+using namespace std;
+
+void test_exch(MT19937* rng) {
+  MFCR<int> crp(2, 0.5, 3.0);
+  vector<double> lambdas(2);
+  vector<double> p0s(2);
+  lambdas[0] = 0.2;
+  lambdas[1] = 0.8;
+  p0s[0] = 1.0;
+  p0s[1] = 1.0;
+
+  double tot = 0;
+  double tot2 = 0;
+  double xt = 0;
+  int cust = 10;
+  vector<int> hist(cust + 1, 0), hist2(cust + 1, 0);
+  for (int i = 0; i < cust; ++i) { crp.increment(1, p0s, lambdas, rng); }
+  const int samples = 100000;
+  const bool simulate = true;
+  for (int k = 0; k < samples; ++k) {
+    if (!simulate) {
+      crp.clear();
+      for (int i = 0; i < cust; ++i) { crp.increment(1, p0s, lambdas, rng); }
+    } else {
+      int da = rng->next() * cust;
+      bool a = rng->next() < 0.45;
+      if (a) {
+        for (int i = 0; i < da; ++i) { crp.increment(1, p0s, lambdas, rng); }
+        for (int i = 0; i < da; ++i) { crp.decrement(1, rng); }
+        xt += 1.0;
+      } else {
+        for (int i = 0; i < da; ++i) { crp.decrement(1, rng); }
+        for (int i = 0; i < da; ++i) { crp.increment(1, p0s, lambdas, rng); }
+      }
+    }
+    int c = crp.num_tables(1);
+    ++hist[c];
+    tot += c;
+    int c2 = crp.num_tables(1,0);  // tables on floor 0 with dish 1
+    ++hist2[c2];
+    tot2 += c2;
+  }
+  cerr << cust << " = " << crp.num_customers() << endl;
+  cerr << "P(a) = " << (xt / samples) << endl;
+  cerr << "E[num tables] = " << (tot / samples) << endl;
+  double error = fabs((tot / samples) - 6.894);
+  cerr << "   error = " << error << endl;
+  for (int i = 1; i <= cust; ++i)
+    cerr << i << ' ' << (hist[i]) << endl;
+  cerr << "E[num tables on floor 0] = " << (tot2 / samples) << endl;
+  double error2 = fabs((tot2 / samples) - 1.379);
+  cerr << "  error2 = " << error2 << endl;
+  for (int i = 1; i <= cust; ++i)
+    cerr << i << ' ' << (hist2[i]) << endl;
+  assert(error < 0.05);   // these can fail with very low probability
+  assert(error2 < 0.05);
+};
+
+int main(int argc, char** argv) {
+  MT19937 rng;
+  test_exch(&rng);
+  return 0;
+}
+