Initial commit

2013-12-14 02:43:55 -05:00 · 2013-12-14 02:43:55 -05:00 · 771b56dcc5
commit 771b56dcc5
108 changed files with 151326 additions and 0 deletions
--- a/.gitignore
+++ b/.gitignore
@ -0,0 +1 @@
+test_files/out.*
--- a/.travis.yml
+++ b/.travis.yml
@ -0,0 +1,6 @@
+language: node_js
+node_js:
+  - "0.10"
+  - "0.8"
+before_install:
+  - "npm install -g mocha"
--- a/9
+++ b/9
@ -0,0 +1,9 @@
+Copyright (C) 2013  SheetJS 
+
+The MIT License (MIT)
+
+Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
--- a/35
+++ b/35
@ -0,0 +1,35 @@
+ifndef BASE
+BASE=2
+endif
+
+ifndef NELTS
+NELTS=10
+endif
+
+BASELINE=./test_files/baseline.$(BASE).$(NELTS)
+TESTFILE=./test_files/out.$(BASE).$(NELTS)
+
+.PHONY: test
+test: $(BASELINE)
+	node test_files/test_standalone.js $(BASE) $(NELTS) > $(TESTFILE)
+	diff $(BASELINE) $(TESTFILE)
+
+.PHONY: mocha
+mocha: $(BASELINE)
+	mocha -R spec
+
+.PHONY: baseline
+baseline $(BASELINE):
+	bash test_files/generate_baseline.sh $(BASE) $(NELTS) > $(BASELINE)
+
+.PHONY: all
+all:
+	bash test_files/make.sh
+
+.PHONY: clean
+clean:
+	rm -f test_files/out.*
+
+.PHONY: clean-base
+clean-base: clean
+	rm -f test_files/baseline.*
--- a/README.md
+++ b/README.md
@ -0,0 +1,60 @@
+# VDC
+
+Pure JS implementation of van der Corput low-discrepancy sequences.
+
+## Installation
+
+Available on [npm vdc](http://npm.im/vdc):
+
+```
+$ npm install vdc
+```
+
+## Usage 
+
+The exported function `VDC` accepts a `opts` object with the following fields:
+
+- `b` (default `2`) base for the sequence.
+- `n` (default `0`) starting index for the sequence.
+
+Calling without arguments will default to the aforementioned values.
+
+The object returned by `VDC` exposes a `next()` method to get the next element. 
+
+The field `last` holds the most recently generated value (accessing the field
+does not trigger a recalculation)
+
+## Sample Session
+
+```
+var VDC = require('vdc')
+
+var opts = {'n':0, 'b':2};
+var generator = VDC(opts);
+for(var i = 0; i != 10; ++i) console.log(generator.next());
+```
+
+The expected output is
+
+```
+0       (0/1)
+0.5     (1/2)
+0.25    (1/4)
+0.75    (3/4)
+0.125   (1/8)
+0.625   (5/8)
+0.375   (3/8)
+0.875   (7/8)
+0.0625  (1/16)
+0.5625  (9/16)
+```
+
+## Notes
+
+`0` is the first value.  Some sources (notably Wikipedia) start the sequence at
+`1/2`, but others (Glasserman "Monte Carlo Methods in Financial Engineering")
+claim that the original sequence definition started at `0`.
+
+## License
+
+MIT-licensed.  See `LICENSE`
--- a/package.json
+++ b/package.json
@ -0,0 +1,17 @@
+{
+	"name": "vdc",
+	"version": "0.1.1",
+	"author": "SheetJS",
+	"description": "van der Corput low-discrepancy sequences",
+	"keywords": [ "math", "random", "qrng", "lds" ],
+	"main": "./vdc",
+	"devDependencies": {
+		"mocha":""
+	},
+	"repository": { "type":"git", "url":"git://github.com/SheetJS/js-vdc.git" },
+	"scripts": {
+		"test": "make mocha"
+	},
+	"bugs": { "url": "https://github.com/SheetJS/js-vdc/issues" },
+	"license": "MIT"
+}
--- a/test.js
+++ b/test.js
@ -0,0 +1,20 @@
+/* Copyright (C) 2013  SheetJS */
+/* vim: set ts=2: */
+var VDC;
+var fs = require('fs'), assert = require('assert');
+describe('source', function() { it('should load', function() { VDC = require('./'); }); });
+
+var files = (fs.existsSync('tests.lst') ? fs.readFileSync('tests.lst', 'utf-8').split("\n") : fs.readdirSync('test_files')).filter(function(x){return x.substr(0,9)=="baseline.";});
+
+describe('should reproduce baselines', function() {
+	files.forEach(function(x) {
+		var d = x.substr(9).split("."), base = d[0], elts = d[1];
+		it("base=" + base + " elts=" + elts, function() {
+			var opts = {'n':1,'b':base};
+			var gen = VDC(opts);
+			var data = fs.readFileSync('./test_files/' + x, 'utf-8').split("\n")
+			  .filter(function(x) { return x.length > 1; });
+			for(var i = 1; i <= elts; ++i) assert.equal((i +"\t"+ gen.next().toFixed(6)).slice(0,-1),data[i-1].slice(0,-1));
+		});
+	});
+});
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+++ b/test_files/baseline.11.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.11.1000
+++ b/test_files/baseline.11.1000
--- a/test_files/baseline.11.10000
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+++ b/test_files/baseline.11.2
@ -0,0 +1,2 @@
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@ -0,0 +1,20 @@
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--- a/test_files/baseline.11.2000
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+++ b/test_files/baseline.11.5
@ -0,0 +1,5 @@
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--- a/test_files/baseline.11.5000
+++ b/test_files/baseline.11.5000
--- a/test_files/baseline.13.10
+++ b/test_files/baseline.13.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.13.1000
+++ b/test_files/baseline.13.1000
--- a/test_files/baseline.13.10000
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--- a/test_files/baseline.13.2
+++ b/test_files/baseline.13.2
@ -0,0 +1,2 @@
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--- a/test_files/baseline.13.2000
+++ b/test_files/baseline.13.2000
--- a/test_files/baseline.13.5
+++ b/test_files/baseline.13.5
@ -0,0 +1,5 @@
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--- a/test_files/baseline.13.50
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--- a/test_files/baseline.13.500
+++ b/test_files/baseline.13.500
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--- a/test_files/baseline.13.5000
+++ b/test_files/baseline.13.5000
--- a/test_files/baseline.17.10
+++ b/test_files/baseline.17.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.17.1000
+++ b/test_files/baseline.17.1000
--- a/test_files/baseline.17.10000
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+++ b/test_files/baseline.17.2
@ -0,0 +1,2 @@
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--- a/test_files/baseline.17.2000
+++ b/test_files/baseline.17.2000
--- a/test_files/baseline.17.5
+++ b/test_files/baseline.17.5
@ -0,0 +1,5 @@
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--- a/test_files/baseline.17.50
+++ b/test_files/baseline.17.50
@ -0,0 +1,50 @@
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--- a/test_files/baseline.17.500
+++ b/test_files/baseline.17.500
@ -0,0 +1,500 @@
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--- a/test_files/baseline.17.5000
+++ b/test_files/baseline.17.5000
--- a/test_files/baseline.19.10
+++ b/test_files/baseline.19.10
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--- a/test_files/baseline.19.1000
+++ b/test_files/baseline.19.1000
--- a/test_files/baseline.19.10000
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+++ b/test_files/baseline.19.2
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--- a/test_files/baseline.19.2000
+++ b/test_files/baseline.19.2000
--- a/test_files/baseline.19.5
+++ b/test_files/baseline.19.5
@ -0,0 +1,5 @@
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--- a/test_files/baseline.19.50
+++ b/test_files/baseline.19.50
@ -0,0 +1,50 @@
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--- a/test_files/baseline.19.500
+++ b/test_files/baseline.19.500
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--- a/test_files/baseline.19.5000
+++ b/test_files/baseline.19.5000
--- a/test_files/baseline.2.10
+++ b/test_files/baseline.2.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.2.100
+++ b/test_files/baseline.2.100
@ -0,0 +1,100 @@
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--- a/test_files/baseline.2.1000
+++ b/test_files/baseline.2.1000
--- a/test_files/baseline.2.10000
+++ b/test_files/baseline.2.10000
--- a/test_files/baseline.2.2
+++ b/test_files/baseline.2.2
@ -0,0 +1,2 @@
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--- a/test_files/baseline.2.20
+++ b/test_files/baseline.2.20
@ -0,0 +1,20 @@
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--- a/test_files/baseline.2.200
+++ b/test_files/baseline.2.200
@ -0,0 +1,200 @@
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--- a/test_files/baseline.2.2000
+++ b/test_files/baseline.2.2000
--- a/test_files/baseline.2.5
+++ b/test_files/baseline.2.5
@ -0,0 +1,5 @@
+1	0.500000
+2	0.250000
+3	0.750000
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--- a/test_files/baseline.2.50
+++ b/test_files/baseline.2.50
@ -0,0 +1,50 @@
+1	0.500000
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--- a/test_files/baseline.2.500
+++ b/test_files/baseline.2.500
@ -0,0 +1,500 @@
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--- a/test_files/baseline.2.5000
+++ b/test_files/baseline.2.5000
--- a/test_files/baseline.3.10
+++ b/test_files/baseline.3.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.3.100
+++ b/test_files/baseline.3.100
@ -0,0 +1,100 @@
+1	0.333333
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--- a/test_files/baseline.3.1000
+++ b/test_files/baseline.3.1000
--- a/test_files/baseline.3.10000
+++ b/test_files/baseline.3.10000
--- a/test_files/baseline.3.2
+++ b/test_files/baseline.3.2
@ -0,0 +1,2 @@
+1	0.333333
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--- a/test_files/baseline.3.20
+++ b/test_files/baseline.3.20
@ -0,0 +1,20 @@
+1	0.333333
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--- a/test_files/baseline.3.200
+++ b/test_files/baseline.3.200
@ -0,0 +1,200 @@
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--- a/test_files/baseline.3.2000
+++ b/test_files/baseline.3.2000
--- a/test_files/baseline.3.5
+++ b/test_files/baseline.3.5
@ -0,0 +1,5 @@
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--- a/test_files/baseline.3.50
+++ b/test_files/baseline.3.50
@ -0,0 +1,50 @@
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--- a/test_files/baseline.3.500
+++ b/test_files/baseline.3.500
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--- a/test_files/baseline.3.5000
+++ b/test_files/baseline.3.5000
--- a/test_files/baseline.5.10
+++ b/test_files/baseline.5.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.5.100
+++ b/test_files/baseline.5.100
@ -0,0 +1,100 @@
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--- a/test_files/baseline.5.1000
+++ b/test_files/baseline.5.1000
--- a/test_files/baseline.5.10000
+++ b/test_files/baseline.5.10000
--- a/test_files/baseline.5.2
+++ b/test_files/baseline.5.2
@ -0,0 +1,2 @@
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--- a/test_files/baseline.5.20
+++ b/test_files/baseline.5.20
@ -0,0 +1,20 @@
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--- a/test_files/baseline.5.200
+++ b/test_files/baseline.5.200
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--- a/test_files/baseline.5.2000
+++ b/test_files/baseline.5.2000
--- a/test_files/baseline.5.5
+++ b/test_files/baseline.5.5
@ -0,0 +1,5 @@
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--- a/test_files/baseline.5.50
+++ b/test_files/baseline.5.50
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--- a/test_files/baseline.5.5000
+++ b/test_files/baseline.5.5000
--- a/test_files/baseline.7.10
+++ b/test_files/baseline.7.10
@ -0,0 +1,10 @@
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--- a/test_files/baseline.7.100
+++ b/test_files/baseline.7.100
@ -0,0 +1,100 @@
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--- a/test_files/baseline.7.1000
+++ b/test_files/baseline.7.1000
--- a/test_files/baseline.7.10000
+++ b/test_files/baseline.7.10000
--- a/test_files/baseline.7.2
+++ b/test_files/baseline.7.2
@ -0,0 +1,2 @@
+1	0.142857
+2	0.285714
--- a/test_files/baseline.7.20
+++ b/test_files/baseline.7.20
@ -0,0 +1,20 @@
+1	0.142857
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--- a/test_files/baseline.7.200
+++ b/test_files/baseline.7.200
@ -0,0 +1,200 @@
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--- a/test_files/baseline.7.2000
+++ b/test_files/baseline.7.2000
--- a/test_files/baseline.7.5
+++ b/test_files/baseline.7.5
@ -0,0 +1,5 @@
+1	0.142857
+2	0.285714
+3	0.428571
+4	0.571429
+5	0.714286
--- a/Show More
+++ b/Show More