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lcg #35

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merged 18 commits into from Aug 19, 2020
Merged

lcg #35

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617ffe1
lcg
Fil Aug 13, 2020
2853af4
randomLcg
Fil Aug 13, 2020
4783e89
constants
Fil Aug 13, 2020
44553eb
updates to randomLcg
Fil Aug 13, 2020
3e6aae9
use d3.randomLcg instead of seedrandom… many tests fail 🌶
Fil Aug 13, 2020
9173cec
Update README.md
Fil Aug 13, 2020
69e04b0
Update README.md
Fil Aug 13, 2020
8226676
accept any number as seed
Fil Aug 13, 2020
eb80a26
Fix distribution tests
Fil Aug 14, 2020
75dc4ab
check the profile of the first numbers for seeds 0…100
Fil Aug 14, 2020
4a30350
less stringent tests
Fil Aug 14, 2020
ff4714f
The example has changed with https://github.com/d3/d3-random/pull/35/…
Fil Aug 18, 2020
cc5aec1
Update src/lcg.js
Fil Aug 18, 2020
cfa755d
0 ≤ seed < 1
Fil Aug 19, 2020
1e621cc
the example also changes
Fil Aug 19, 2020
e901215
Update README.
mbostock Aug 19, 2020
3898b5c
Shorten.
mbostock Aug 19, 2020
1db9ce0
Better seeds.
mbostock Aug 19, 2020
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12 changes: 8 additions & 4 deletions README.md
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Expand Up @@ -108,9 +108,13 @@ Returns a function for generating random numbers with a [Poisson distribution](h
Returns the same type of function for generating random numbers but where the given random number generator *source* is used as the source of randomness instead of Math.random. The given random number generator must implement the same interface as Math.random and only return values in the range [0, 1). This is useful when a seeded random number generator is preferable to Math.random. For example:

```js
var d3 = require("d3-random"),
seedrandom = require("seedrandom"),
random = d3.randomNormal.source(seedrandom("a22ebc7c488a3a47"))(0, 1);
const d3 = require("d3-random"),
seed = 42,
random = d3.randomNormal.source(d3.randomLcg(seed))(0, 1);

random(); // 0.9744193494813501
random(); // -0.26990580687568544
```

<a name="randomLcg" href="#randomLcg">#</a> d3.<b>randomLcg</b>(<i>[seed]</i>) · [Examples](https://observablehq.com/@fil/linear-congruential-generator)

Returns a [Linear congruential generator](https://en.wikipedia.org/wiki/Linear_congruential_generator), seeded on the specified non-negative integer, which defaults to 0. The generator can be called repeatedly to obtain a pseudo-random sequence of values, well-distributed on the interval [0,1), and with a long period (up to 1 billion numbers). When run with the same seed, the sequence is guaranteed to be the same. Different seeds will usually result in different sequences, but no guarantee is made.
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1 change: 0 additions & 1 deletion package.json
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Expand Up @@ -39,7 +39,6 @@
"jsdom": "15",
"rollup": "1",
"rollup-plugin-terser": "5",
"seedrandom": "2",
"tape": "4"
}
}
1 change: 1 addition & 0 deletions src/index.js
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Expand Up @@ -15,3 +15,4 @@ export {default as randomWeibull} from "./weibull.js";
export {default as randomCauchy} from "./cauchy.js";
export {default as randomLogistic} from "./logistic.js";
export {default as randomPoisson} from "./poisson.js";
export {default as randomLcg} from "./lcg.js";
11 changes: 11 additions & 0 deletions src/lcg.js
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@@ -0,0 +1,11 @@
const a = 1664525;
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const c = 1013904223;
const m = 4294967296; // 2^32

export default function lcg(s = 1) {
if (s < 0) s = Math.abs(s);
if (s < 1) s = Math.floor(a + m * s);
const random = () => (s = (a * s + c) % m) / m;
random(), random(), random(), random(); // initial mix
return random;
}
13 changes: 6 additions & 7 deletions test/bates-test.js
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@@ -1,13 +1,12 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
d3 = Object.assign({}, require("../"), require("d3-array")),
skewness = require("./skewness"),
kurtosis = require("./kurtosis");

require("./inDelta");

tape("d3.randomBates(n) returns random numbers with a mean of one-half", function(test) {
var randomBates = d3.randomBates.source(seedrandom("f330fbece4c1c99f"));
var randomBates = d3.randomBates.source(d3.randomLcg(1));
test.inDelta(d3.mean(d3.range(10000).map(randomBates(1))), 0.5, 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomBates(10))), 0.5, 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomBates(1.5))), 0.5, 0.05);
Expand All @@ -16,7 +15,7 @@ tape("d3.randomBates(n) returns random numbers with a mean of one-half", functio
});

tape("d3.randomBates(n) returns random numbers with a variance of 1 / (12 * n)", function(test) {
var randomBates = d3.randomBates.source(seedrandom("c4af5ee918417093"));
var randomBates = d3.randomBates.source(d3.randomLcg(2));
test.inDelta(d3.variance(d3.range(10000).map(randomBates(1))), 1 / 12, 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomBates(10))), 1 / 120, 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomBates(1.5))), 1 / 18, 0.05);
Expand All @@ -25,7 +24,7 @@ tape("d3.randomBates(n) returns random numbers with a variance of 1 / (12 * n)",
});

tape("d3.randomBates(n) returns random numbers with a skewness of 0", function(test) {
var randomBates = d3.randomBates.source(seedrandom("bb0bb470f346ff65"));
var randomBates = d3.randomBates.source(d3.randomLcg(3));
test.inDelta(skewness(d3.range(10000).map(randomBates(1))), 0, 0.05);
test.inDelta(skewness(d3.range(10000).map(randomBates(10))), 0, 0.05);
test.inDelta(skewness(d3.range(10000).map(randomBates(1.5))), 0, 0.05);
Expand All @@ -34,16 +33,16 @@ tape("d3.randomBates(n) returns random numbers with a skewness of 0", function(t
});

tape("d3.randomBates(n) returns random numbers with a kurtosis of -6 / (5 * n)", function(test) {
var randomBates = d3.randomBates.source(seedrandom("3c21f0c8f5a8332c"));
var randomBates = d3.randomBates.source(d3.randomLcg(4));
test.inDelta(kurtosis(d3.range(10000).map(randomBates(1))), -6 / 5, 0.05);
test.inDelta(kurtosis(d3.range(10000).map(randomBates(10))), -6 / 50, 0.05);
test.inDelta(kurtosis(d3.range(10000).map(randomBates(10))), -6 / 50, 0.1);
test.inDelta(kurtosis(d3.range(10000).map(randomBates(1.5))), -6 / 7.5, 0.05);
test.inDelta(kurtosis(d3.range(10000).map(randomBates(4.2))), -6 / 21, 0.05);
test.end();
});

tape("d3.randomBates(0) is equivalent to d3.randomUniform()", function(test) {
var randomBates = d3.randomBates.source(seedrandom("7f1d6e8020b157d6"));
var randomBates = d3.randomBates.source(d3.randomLcg(5));
test.inDelta(d3.mean(d3.range(10000).map(randomBates(0))), 0.5, 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomBates(0))), 1 / 12, 0.05);
test.inDelta(skewness(d3.range(10000).map(randomBates(0))), 0, 0.05);
Expand Down
19 changes: 9 additions & 10 deletions test/bernoulli-test.js
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@@ -1,5 +1,4 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
skewness = require("./skewness"),
kurtosis = require("./kurtosis"),
d3 = Object.assign({}, require("../"), require("d3-array"));
Expand All @@ -12,7 +11,7 @@ var skew = function(p) { return (1 - 2 * p) / Math.sqrt(variance(p)); };
var kurt = function(p) { return (6 * Math.pow(p, 2) - 6 * p + 1) / variance(p); };

tape("randomBernoulli(p) returns random bernoulli distributed numbers with a mean of p", function(test) {
var randomBernoulli = d3.randomBernoulli.source(seedrandom("d5cb594f444fc692"));
var randomBernoulli = d3.randomBernoulli.source(d3.randomLcg(1));
test.inDelta(d3.mean(d3.range(10000).map(randomBernoulli(1))), mean(1), variance(1));
test.inDelta(d3.mean(d3.range(10000).map(randomBernoulli(.5))), mean(.5), variance(.5));
test.inDelta(d3.mean(d3.range(10000).map(randomBernoulli(.25))), mean(.25), variance(.25));
Expand All @@ -21,7 +20,7 @@ tape("randomBernoulli(p) returns random bernoulli distributed numbers with a mea
});

tape("randomBernoulli(p) returns random bernoulli distributed numbers with a variance of p * (1 - p)", function(test) {
var randomBernoulli = d3.randomBernoulli.source(seedrandom("c4af5ee918417093"));
var randomBernoulli = d3.randomBernoulli.source(d3.randomLcg(2));
test.inDelta(d3.variance(d3.range(10000).map(randomBernoulli(1))), variance(1), 0);
test.inDelta(d3.variance(d3.range(10000).map(randomBernoulli(.5))), variance(.5), 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomBernoulli(.25))), variance(.25), 0.05);
Expand All @@ -30,17 +29,17 @@ tape("randomBernoulli(p) returns random bernoulli distributed numbers with a var
});

tape("randomBernoulli(p) returns random bernoulli distributed numbers with a skewness of (1 - 2 * p) / sqrt(p * (1 - p)).", function(test) {
var randomBernoulli = d3.randomBernoulli.source(seedrandom("bb0bb470f346ff65"));
test.inDelta(skewness(d3.range(10000).map(randomBernoulli(.5))), skew(.5), 0.05);
var randomBernoulli = d3.randomBernoulli.source(d3.randomLcg(3));
test.inDelta(skewness(d3.range(10000).map(randomBernoulli(.5))), skew(.5), 0.08);
test.inDelta(skewness(d3.range(10000).map(randomBernoulli(.25))), skew(.25), 0.05);
test.end();
});

tape("randomBernoulli(p) returns random bernoulli distributed numbers with a kurtosis excess of (6 * p^2 - 6 * p - 1) / (p * (1 - p)).", function(test) {
var randomBernoulli = d3.randomBernoulli.source(seedrandom("e6roo8u1129lg5lx"));
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.05))), kurt(.05), kurt(.05) * 0.1);
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.10))), kurt(.10), kurt(.10) * 0.1);
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.15))), kurt(.15), kurt(.15) * 0.1);
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.20))), kurt(.20), kurt(.20) * 0.1);
var randomBernoulli = d3.randomBernoulli.source(d3.randomLcg(4));
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.05))), kurt(.05), kurt(.05) * 0.2);
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.10))), kurt(.10), kurt(.10) * 0.2);
test.inDelta(kurtosis(d3.range(10000).map(randomBernoulli(.15))), kurt(.15), kurt(.15) * 0.2);
test.inDelta(kurtosis(d3.range(50000).map(randomBernoulli(.20))), kurt(.20), kurt(.20) * 0.4);
test.end();
});
5 changes: 2 additions & 3 deletions test/beta-test.js
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@@ -1,5 +1,4 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
d3 = Object.assign({}, require("../"), require("d3-array"));

require("./inDelta");
Expand All @@ -8,7 +7,7 @@ var mean = function(alpha, beta) { return alpha / (alpha + beta); };
var variance = function(alpha, beta) { return (alpha * beta) / Math.pow(alpha + beta, 2) / (alpha + beta + 1); };

tape("randomBeta(alpha, beta) returns random numbers with a mean of alpha / (alpha + beta)", function(test) {
var randomBeta = d3.randomBeta.source(seedrandom("1338e6f554b1da6d"));
var randomBeta = d3.randomBeta.source(d3.randomLcg(1));
test.inDelta(d3.mean(d3.range(10000).map(randomBeta(1, 1))), mean(1, 1), 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomBeta(1, 2))), mean(1, 2), 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomBeta(2, 1))), mean(2, 1), 0.05);
Expand All @@ -19,7 +18,7 @@ tape("randomBeta(alpha, beta) returns random numbers with a mean of alpha / (alp
});

tape("randomBeta(alpha, beta) returns random numbers with a variance of (alpha * beta) / (alpha + beta)^2 / (alpha + beta + 1)", function(test) {
var randomBeta = d3.randomBeta.source(seedrandom("f86d852a93c73d91"));
var randomBeta = d3.randomBeta.source(d3.randomLcg(2));
test.inDelta(d3.variance(d3.range(10000).map(randomBeta(1, 1))), variance(1, 1), 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomBeta(1, 2))), variance(1, 2), 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomBeta(2, 1))), variance(2, 1), 0.05);
Expand Down
9 changes: 4 additions & 5 deletions test/binomial-test.js
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@@ -1,5 +1,4 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
skewness = require("./skewness"),
kurtosis = require("./kurtosis"),
d3 = Object.assign({}, require("../"), require("d3-array"));
Expand All @@ -12,7 +11,7 @@ var skew = function(n, p) { return (1 - 2 * p) / Math.sqrt(variance(n, p)); };
var kurt = function(n, p) { return (6 * Math.pow(p, 2) - 6 * p + 1) / (variance(n, p)); };

tape("randomBinomial(n, p) returns random binomial distributed numbers with a mean of n * p", function(test) {
var randomBinomial = d3.randomBinomial.source(seedrandom("d5cb594f444fc692"));
var randomBinomial = d3.randomBinomial.source(d3.randomLcg(1));
test.inDelta(d3.mean(d3.range(10000).map(randomBinomial(100, 1))), mean(100, 1), variance(100, 1));
test.inDelta(d3.mean(d3.range(10000).map(randomBinomial(100, .5))), mean(100, .5), variance(100, .5));
test.inDelta(d3.mean(d3.range(10000).map(randomBinomial(100, .25))), mean(100, .25), variance(100, .25));
Expand All @@ -22,7 +21,7 @@ tape("randomBinomial(n, p) returns random binomial distributed numbers with a me
});

tape("randomBinomial(n, p) returns random binomial distributed numbers with a variance of n * p * (1 - p)", function(test) {
var randomBinomial = d3.randomBinomial.source(seedrandom("c4af5ee918417093"));
var randomBinomial = d3.randomBinomial.source(d3.randomLcg(2));
test.inDelta(d3.variance(d3.range(10000).map(randomBinomial(100, 1))), variance(100, 1), 0);
test.inDelta(d3.variance(d3.range(10000).map(randomBinomial(100, .5))), variance(100, .5), 0.5);
test.inDelta(d3.variance(d3.range(10000).map(randomBinomial(100, .25))), variance(100, .25), 0.5);
Expand All @@ -32,7 +31,7 @@ tape("randomBinomial(n, p) returns random binomial distributed numbers with a va
});

tape("randomBinomial(n, p) returns random binomial distributed numbers with a skewness of (1 - 2 * p) / sqrt(n * p * (1 - p))", function(test) {
var randomBinomial = d3.randomBinomial.source(seedrandom("tp4ywtastf9i9408"));
var randomBinomial = d3.randomBinomial.source(d3.randomLcg(3));
test.inDelta(skewness(d3.range(10000).map(randomBinomial(100, .05))), skew(100, .05), 0.05);
test.inDelta(skewness(d3.range(10000).map(randomBinomial(100, .10))), skew(100, .10), 0.05);
test.inDelta(skewness(d3.range(10000).map(randomBinomial(100, .15))), skew(100, .15), 0.05);
Expand All @@ -46,7 +45,7 @@ tape("randomBinomial(n, p) returns random binomial distributed numbers with a sk
});

tape("randomBinomial(n, p) returns random binomial distributed numbers with a kurtosis excess of (6 * p^2 - 6 * p - 1) / (n * p * (1 - p))", function(test) {
var randomBinomial = d3.randomBinomial.source(seedrandom("n8qthobcylorx9b1"));
var randomBinomial = d3.randomBinomial.source(d3.randomLcg(4));
test.inDelta(kurtosis(d3.range(10000).map(randomBinomial(100, .05))), kurt(100, .05), 0.2);
test.inDelta(kurtosis(d3.range(10000).map(randomBinomial(100, .10))), kurt(100, .10), 0.1);
test.inDelta(kurtosis(d3.range(10000).map(randomBinomial(100, .15))), kurt(100, .15), 0.1);
Expand Down
3 changes: 1 addition & 2 deletions test/cauchy-test.js
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@@ -1,5 +1,4 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
d3 = Object.assign({}, require("../"), require("d3-array"));

require("./inDelta");
Expand All @@ -8,7 +7,7 @@ require("./inDelta");
// we simply test for the median, equivalent to the location parameter.

tape("randomCauchy(a, b) returns random numbers with a median of a", function(test) {
var randomCauchy = d3.randomCauchy.source(seedrandom("60a03c00bbf7486f"));
var randomCauchy = d3.randomCauchy.source(d3.randomLcg(42));
test.inDelta(d3.median(d3.range(10000).map(randomCauchy())), 0, 0.05);
test.inDelta(d3.median(d3.range(10000).map(randomCauchy(5))), 5, 0.05);
test.inDelta(d3.median(d3.range(10000).map(randomCauchy(0, 4))), 0, 0.1);
Expand Down
3 changes: 1 addition & 2 deletions test/exponential-test.js
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@@ -1,11 +1,10 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
d3 = Object.assign({}, require("../"), require("d3-array"));

require("./inDelta");

tape("d3.randomExponential(lambda) returns random exponentially distributed numbers with a mean of 1/lambda.", function(test) {
var randomExponential = d3.randomExponential.source(seedrandom("d5cb594f444fc692"));
var randomExponential = d3.randomExponential.source(d3.randomLcg(42));

var mean = 20,
lambda = 1 / mean, // average rate (e.g. 1 per 20 minutes)
Expand Down
19 changes: 9 additions & 10 deletions test/gamma-test.js
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@@ -1,14 +1,13 @@
var tape = require("tape"),
seedrandom = require("seedrandom"),
skewness = require("./skewness"),
kurtosis = require("./kurtosis"),
d3 = Object.assign({}, require("../"), require("d3-array"));

require("./inDelta");

tape("randomGamma(k) returns random numbers with a mean of k", function(test) {
var randomGamma = d3.randomGamma.source(seedrandom("ba00bda55400448e"));
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(0.1))), 0.1, 0.005);
var randomGamma = d3.randomGamma.source(d3.randomLcg(1));
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(0.1))), 0.1, 0.01);
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(0.5))), 0.5, 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(1))), 1, 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(2))), 2, 0.05);
Expand All @@ -17,7 +16,7 @@ tape("randomGamma(k) returns random numbers with a mean of k", function(test) {
});

tape("randomGamma(k) returns random numbers with a variance of k", function(test) {
var randomGamma = d3.randomGamma.source(seedrandom("cb43934c1dcf650d"));
var randomGamma = d3.randomGamma.source(d3.randomLcg(2));
test.inDelta(d3.variance(d3.range(10000).map(randomGamma(0.1))), 0.1, 0.005);
test.inDelta(d3.variance(d3.range(10000).map(randomGamma(0.5))), 0.5, 0.05);
test.inDelta(d3.variance(d3.range(10000).map(randomGamma(1))), 1, 0.05);
Expand All @@ -27,7 +26,7 @@ tape("randomGamma(k) returns random numbers with a variance of k", function(test
});

tape("randomGamma(k) returns random numbers with a skewness of 2 / sqrt(k)", function(test) {
var randomGamma = d3.randomGamma.source(seedrandom("b9e71de4d94951e0"));
var randomGamma = d3.randomGamma.source(d3.randomLcg(3));
test.inDelta(skewness(d3.range(10000).map(randomGamma(0.1))), Math.sqrt(40), 1);
test.inDelta(skewness(d3.range(10000).map(randomGamma(0.5))), Math.sqrt(8), 0.1);
test.inDelta(skewness(d3.range(10000).map(randomGamma(1))), 2, 0.1);
Expand All @@ -37,7 +36,7 @@ tape("randomGamma(k) returns random numbers with a skewness of 2 / sqrt(k)", fun
});

tape("randomGamma(k) returns random numbers with an excess kurtosis of 6 / k", function(test) {
var randomGamma = d3.randomGamma.source(seedrandom("d26f35533df47873"));
var randomGamma = d3.randomGamma.source(d3.randomLcg(4));
test.inDelta(kurtosis(d3.range(10000).map(randomGamma(0.1))), 60, 15);
test.inDelta(kurtosis(d3.range(10000).map(randomGamma(0.5))), 12, 3);
test.inDelta(kurtosis(d3.range(10000).map(randomGamma(1))), 6, 1.5);
Expand All @@ -47,10 +46,10 @@ tape("randomGamma(k) returns random numbers with an excess kurtosis of 6 / k", f
});

tape("randomGamma(k, theta) returns random numbers with a mean of k * theta and a variance of k * theta^2", function(test) {
var randomGamma = d3.randomGamma.source(seedrandom("22fe28c580a2f7d8"));
var randomGamma = d3.randomGamma.source(d3.randomLcg(5));
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(1, 2))), 2, 0.05);
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(2, 4))), 8, 0.1);
test.inDelta(d3.variance(d3.range(10000).map(randomGamma(1, 2))), 4, 0.2);
test.inDelta(d3.variance(d3.range(10000).map(randomGamma(2, 4))), 32, 1);
test.inDelta(d3.mean(d3.range(10000).map(randomGamma(2, 4))), 8, 0.2);
test.inDelta(d3.deviation(d3.range(10000).map(randomGamma(1, 2))), 2, 0.1);
test.inDelta(d3.deviation(d3.range(10000).map(randomGamma(2, 4))), Math.sqrt(2) * 4, 0.1);
test.end();
});