dieharder 1.0.21

dieharder 1.0.21

[Robert G. Brown]

Dear GSL random number persons,

I finally got sufficiently motivated to finish putting the rest of the
diehard tests into dieharder.  At this point in time there are 21 tests
supported by dieharder -- 16 distinct diehard tests, two tests I
invented (one of which no random number generator I've tested passes,
although it is a very simple and intuitive one), a timing test, and two
STS (Statistical Test Suite from NIST) tests.  Any GSL rng can be tested
or played with from within the tool by means of a simple command line
option.

It is fairly difficult to precisely validate the resulting code.  I have
access to the last/best C port of diehard and have run at least the most
troublesome tests in comparison with it to validate on files of rands
I've generated myself.  However, I've also extended the diehard tests so
that there are a lot more control variables one can set at the command
line, so that they can and often do use many more random number samples
than diehard (which was limited by the file size reasonably accessible
in 1996), and so that they consistently do a final KS test on a
distribution of sample p-values with a default of 100 entries instead of
just running a test once or twice and examining the resulting p's.  They
present in all cases but one (which is still buggy) a histogram of the
p-values so you can visually inspect it for uniformity or systematic
deviation.  Extension always brings with it the possibility of new
bugs...;-)

At any rate, if any GSL-rng-using persons wish to give it a try, you can
find it at:

   http://www.phy.duke.edu/~rgb/General/dieharder.php

which should link you to a source tarball (probably the best way to play
with it) or to an FC5 binary rpm if you just want to install it and run
it on various GSL generators or on rands input from a file.

Although it works, and works pretty well as far as I can tell from
fairly extensive testing, I'm sure there are still bugs in the code.
Please report any oddnesses to me if you do give it a try and it returns
something unbelievable or impossible.

Thanks,

    rgb

-- 
Robert G. Brown	                       http://www.phy.duke.edu/~rgb/
Duke University Dept. of Physics, Box 90305
Durham, N.C. 27708-0305
Phone: 1-919-660-2567  Fax: 919-660-2525     email:rgb@phy.duke.edu

Re: dieharder 1.0.21

[Brian Gough]

At Wed, 12 Jul 2006 02:49:50 -0400 (EDT),
Robert G. Brown wrote:
> I finally got sufficiently motivated to finish putting the rest of the
> diehard tests into dieharder.  At this point in time there are 21 tests
> supported by dieharder -- 16 distinct diehard tests, two tests I
> invented (one of which no random number generator I've tested passes,
> although it is a very simple and intuitive one), a timing test, and two
> STS (Statistical Test Suite from NIST) tests.  Any GSL rng can be tested
> or played with from within the tool by means of a simple command line
> option.

Thanks for the update... I've added a link for Dieharder to the main
GSL webpage at gnu.org (http://www.gnu.org/software/gsl/)

-- 
Brian Gough