What tests should be performed for this LCG in python?
Everything that comes to my mind is: Diehard, chi-square, kol-smirnov and that's obviously enough for my purposes (its a homework) but I have read some articles and documentation about these tests to better understand them, but it is still quite abstract for me to write this in the form of a Python code
import numpy as np
class LCG(object):
UZERO: np.uint32 = np.uint32(0)
UONE : np.uint32 = np.uint32(1)
def __init__(self, seed: np.uint32, a: np.uint32, c: np.uint32) -> None:
self._seed: np.uint32 = np.uint32(seed)
self._a : np.uint32 = np.uint32(a)
self._c : np.uint32 = np.uint32(c)
def next(self) -> np.uint32:
self._seed = self._a * self._seed + self._c
return self._seed
def seed(self) -> np.uint32:
return self._seed
def set_seed(self, seed: np.uint32) -> np.uint32:
self._seed = seed
def skip(self, ns: np.int32) -> None:
"""
Signed argument - skip forward as well as backward
The algorithm here to determine the parameters used to skip ahead is
described in the paper F. Brown, "Random Number Generation with Arbitrary Stride,"
Trans. Am. Nucl. Soc. (Nov. 1994). This algorithm is able to skip ahead in
O(log2(N)) operations instead of O(N). It computes parameters
A and C which can then be used to find x_N = A*x_0 + C mod 2^M.
"""
nskip: np.uint32 = np.uint32(ns)
a: np.uint32 = self._a
c: np.uint32 = self._c
a_next: np.uint32 = LCG.UONE
c_next: np.uint32 = LCG.UZERO
while nskip > LCG.UZERO:
if (nskip & LCG.UONE) != LCG.UZERO:
a_next = a_next * a
c_next = c_next * a + c
c = (a + LCG.UONE) * c
a = a * a
nskip = nskip >> LCG.UONE
self._seed = a_next * self._seed + c_next
#%%
np.seterr(over='ignore')
a = np.uint32(1664525)
c = np.uint32(1013904223)
seed = np.uint32(1)
rng = LCG(seed, a, c)
print(rng.next())
print(rng.next())
print(rng.next())
rng.skip(-3) # back by 3
print(rng.next())
print(rng.next())
print(rng.next())
rng.skip(-3) # back by 3
rng.skip(2) # forward by 2
print(rng.next())
#%% 10k
#np.seterr(over='ignore')
#a = np.uint32(1664525)
#c = np.uint32(1013904223)
#seed = np.uint32(1)
#rng = LCG(seed, a, c)
#q = [rng.next() for _ in range(0, 10000)]
#print(q)