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test_output_I7-4940MX.txt
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test_output_I7-4940MX.txt
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*** TEST 1 ***
Testing dist(a,b), all answers should be three: 3 3 3 3 3 3 3
*** TEST 2 ***
Long periodic path: 0,1,1,4 repeated 100000 times
1-variation: 799996, error: 0
1.5-variation: 1.59999e+06, error: 0
2-variation: 3.19998e+06, error: 0
2.5-variation: 6.39997e+06, error: 0
3-variation: 1.27999e+07, error: 0
*** TEST 3 ***
Long monotone path: 0, 0.0001, 0.0002, ... , 1
1-variation: 1, error: 0
1.5-variation: 1, error: 0
2-variation: 1, error: 0
2.5-variation: 1, error: 0
3-variation: 1, error: 0
*** TEST 4 ***
Simple path: (0, 0) (1, 0) (1, 1) (0, 1) (0, 0)
cumulative p-variation:
p=1: -inf, 0, 1, 2, 3, 4; error at the end: 0
p=1.5: -inf, 0, 1, 2, 3, 4; error at the end: 0
p=2: -inf, 0, 1, 2, 3, 4; error at the end: 0
p=2.5: -inf, 0, 1, 2.37841, 3.37841, 4.75683; error at the end: 8.88178e-16
p=3: -inf, 0, 1, 2.82843, 3.82843, 5.65685; error at the end: 8.88178e-16
*** TEST 5 ***
Simple path: (0, 1) (0, 1) (1, 0) (1, 0)
3-variation wrt L^1 distance: 8, error: 0
3-variation wrt Euclidean distance: 2.82843, error: 4.44089e-16
*** TEST 6 ***
100 random Brownian paths of length 10000 compared to reference
max error: 0
*** TEST 7: BROWNIAN BENCHMARK ***
Computing p-variation with p=3 for long random Brownian paths,
benchmarking against the real line specific method
Length p-variation Seconds R mthd secs Answers diff
1 2.0342 0 0 0
10 1.07772 0 0 0
100 2.79548 0 0 0
1000 4.04077 0.001 0 0
10000 6.03433 0.015 0.002 0
100000 3.22921 0.12 0.014 0
1000000 2.7373 1.427 0.224 0
10000000 6.11683 16.178 2.866 0
*** TEST 8: INTERMITTENT (LEVY) BENCHMARK ***
Computing p-variation with p=1.76667 for long paths generated by
an intermittent dynamical system (LSV map in Levy regime),
such paths have long monotone excursions;
benchmarking against the real line specific method
Length p-variation Seconds R mthd secs Answers diff
1 0.140798 0 0 0
10 0.458073 0 0 0
100 0.533456 0 0 0
1000 3.65369 0.002 0 0
10000 24.1646 0.013 0.001 0
100000 3.44969 0.145 0.01 0
1000000 3.79916 1.799 0.146 0
10000000 5.65303 21.719 1.712 0
C:\Users\tlyons.BKP\Source\Repos\CppDemos\pVariation\p-var\x64\Release\p-var.exe (process 27116) exited with code 0.
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