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Steps to first violation with clean runs right-censored at the budget, since per-run yield is a binary at 11 to 45 percent and separating two arms on it would need roughly 80 runs per arm. Kaplan-Meier, log-rank, Wilcoxon rank-sum with Vargha-Delaney A12, Holm within each family. A hand-rolled log-rank that is subtly wrong is a silent-wrong-number generator and would be believed, so every statistic is validated against a published worked example with the source named in the test: R survdiff on aml, Freireich 6-MP, Hollander and Wolfe 1973 for the rank sum, printed p.adjust output for Holm. Two could not be: the k>2 log-rank, guarded by calibration instead, and the tie-corrected variance, checked against an exact permutation variance. Failed and timed-out runs are excluded as missing data and counted by reason, never treated as censored observations, which would bias the result. Claude-Session: https://claude.ai/code/session_01A5KmftdEJ49A9z5mF5ESrX
219 lines
7.7 KiB
Go
219 lines
7.7 KiB
Go
package main
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import (
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"math"
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"testing"
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"time"
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)
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func violatingRun(seed int64, steps, origin int, properties ...string) classifiedRun {
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return classifiedRun{
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Seed: seed,
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Steps: steps,
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DurationMillis: 60_000,
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OriginStep: origin,
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Violated: true,
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ViolatedProperties: properties,
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}
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}
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func cleanRun(seed int64, steps int) classifiedRun {
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return classifiedRun{Seed: seed, Steps: steps, DurationMillis: 60_000}
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}
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func TestSummarize_ArmWhereNoRunViolated(t *testing.T) {
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summary := summarize(arm{
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Name: "quiet",
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Budget: 40,
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Runs: []classifiedRun{cleanRun(1, 40), cleanRun(2, 40), cleanRun(3, 40)},
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})
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if summary.Usable != 3 || summary.Censored != 3 || summary.Violated != 0 {
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t.Errorf("summary %+v, want three censored runs", summary)
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}
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if summary.MedianStepsToFirstViolation != nil {
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t.Errorf("median %v, want undefined", *summary.MedianStepsToFirstViolation)
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}
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if summary.ViolationRate == nil || *summary.ViolationRate != 0 {
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t.Errorf("violation rate %v, want 0", summary.ViolationRate)
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}
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if summary.DistinctDefects != 0 || summary.SingletonFraction != nil {
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t.Errorf("defects %d singleton fraction %v, want none", summary.DistinctDefects, summary.SingletonFraction)
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}
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}
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func TestSummarize_ArmWhereEveryRunViolated(t *testing.T) {
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summary := summarize(arm{
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Name: "loud",
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Budget: 40,
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Runs: []classifiedRun{
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violatingRun(1, 5, 5, "cartTotal"),
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violatingRun(2, 9, 9, "cartTotal"),
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violatingRun(3, 11, 11, "cartTotal", "backNavigation"),
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},
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})
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if summary.Violated != 3 || summary.Censored != 0 {
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t.Errorf("summary %+v, want three events", summary)
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}
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if summary.MedianStepsToFirstViolation == nil || *summary.MedianStepsToFirstViolation != 9 {
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t.Errorf("median %v, want 9", summary.MedianStepsToFirstViolation)
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}
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if *summary.ViolationRate != 1 {
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t.Errorf("violation rate %v, want 1", *summary.ViolationRate)
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}
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if summary.Detections != 4 || summary.DistinctDefects != 2 {
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t.Errorf("detections %d distinct %d, want 4 and 2", summary.Detections, summary.DistinctDefects)
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}
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// backNavigation appears in one run of three, cartTotal in all three.
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if summary.SingletonDefects != 1 || math.Abs(*summary.SingletonFraction-0.5) > 1e-12 {
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t.Errorf("singletons %d fraction %v, want 1 and 0.5", summary.SingletonDefects, summary.SingletonFraction)
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}
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// 25 actions over 3 minutes.
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if math.Abs(*summary.DefectsPerThousandActions-160) > 1e-9 {
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t.Errorf("defects per thousand actions %v, want 160", *summary.DefectsPerThousandActions)
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}
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if math.Abs(*summary.DefectsPerHour-80) > 1e-9 {
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t.Errorf("defects per hour %v, want 80", *summary.DefectsPerHour)
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}
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}
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func TestSummarize_ArmWithNoUsableRunsAfterExclusions(t *testing.T) {
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summary := summarize(arm{
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Name: "broken",
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Budget: 40,
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Runs: []classifiedRun{
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{Seed: 1, ExcludedBecause: reasonTimedOut},
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{Seed: 2, ExcludedBecause: reasonNonzeroExit},
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{Seed: 3, ExcludedBecause: reasonNonzeroExit},
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},
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})
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if summary.Usable != 0 || summary.Excluded != 3 {
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t.Errorf("summary %+v, want no usable runs and three exclusions", summary)
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}
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if summary.ExcludedByReason[reasonNonzeroExit] != 2 || summary.ExcludedByReason[reasonTimedOut] != 1 {
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t.Errorf("exclusions %v", summary.ExcludedByReason)
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}
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if summary.ViolationRate != nil || summary.MedianStepsToFirstViolation != nil {
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t.Error("reported a rate or a median for an arm with nothing in it")
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}
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if summary.DefectsPerThousandActions != nil || summary.DefectsPerHour != nil {
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t.Error("reported a yield rate with no actions and no time")
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}
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if len(summary.SurvivalCurve) != 0 {
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t.Errorf("survival curve %v, want empty", summary.SurvivalCurve)
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}
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}
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func TestSummarize_SingleRunArm(t *testing.T) {
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summary := summarize(arm{Name: "one", Budget: 40, Runs: []classifiedRun{violatingRun(1, 6, 6, "cartTotal")}})
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if summary.Usable != 1 || summary.Violated != 1 {
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t.Errorf("summary %+v", summary)
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}
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if summary.MedianStepsToFirstViolation == nil || *summary.MedianStepsToFirstViolation != 6 {
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t.Errorf("median %v, want 6", summary.MedianStepsToFirstViolation)
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}
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if summary.SingletonDefects != 1 || *summary.SingletonFraction != 1 {
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t.Errorf("singletons %d fraction %v, want 1 and 1", summary.SingletonDefects, summary.SingletonFraction)
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}
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}
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// Excluded runs must not reach the survival data at all, and the counts must
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// keep them visible.
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func TestAnalyse_ExcludedRunsNeverBecomeObservations(t *testing.T) {
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current := arm{
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Name: "mixed",
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Budget: 30,
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Runs: []classifiedRun{
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violatingRun(1, 8, 8, "cartTotal"),
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cleanRun(2, 30),
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{Seed: 3, ExcludedBecause: reasonTimedOut},
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},
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}
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observations := current.observations()
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if len(observations) != 2 {
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t.Fatalf("%d observations, want 2", len(observations))
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}
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summary := summarize(current)
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if summary.Usable != 2 || summary.Excluded != 1 || summary.Violated != 1 || summary.Censored != 1 {
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t.Errorf("summary %+v", summary)
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}
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}
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func TestAnalyse_ArmWithNoUsableRunsIsReportedButNotTested(t *testing.T) {
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result := analyse([]arm{
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{Name: "a", Budget: 30, Runs: []classifiedRun{violatingRun(1, 4, 4), violatingRun(2, 6, 6)}},
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{Name: "b", Budget: 30, Runs: []classifiedRun{cleanRun(1, 30), cleanRun(2, 30)}},
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{Name: "c", Budget: 30, Runs: []classifiedRun{{Seed: 1, ExcludedBecause: reasonNonzeroExit}}},
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}, time.Unix(0, 0).UTC())
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if len(result.Arms) != 3 {
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t.Fatalf("%d arms reported, want all 3", len(result.Arms))
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}
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if result.LogRank == nil || len(result.LogRank.Groups) != 2 {
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t.Fatalf("log-rank %+v, want the two testable arms", result.LogRank)
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}
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if len(result.Pairwise) != 1 {
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t.Fatalf("%d comparisons, want 1", len(result.Pairwise))
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}
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if len(result.Notes) == 0 {
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t.Error("no note explaining the dropped arm")
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}
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}
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// With a single testable arm there is nothing to compare against, and the tool
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// must say so instead of producing a statistic.
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func TestAnalyse_SingleArmHasNoTests(t *testing.T) {
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result := analyse([]arm{
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{Name: "a", Budget: 30, Runs: []classifiedRun{violatingRun(1, 4, 4)}},
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}, time.Unix(0, 0).UTC())
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if result.LogRank != nil || len(result.Pairwise) != 0 {
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t.Errorf("log-rank %+v pairwise %v, want neither", result.LogRank, result.Pairwise)
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}
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}
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// Holm is applied within the family of pairwise comparisons, so with three arms
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// the smallest raw p-value is multiplied by three.
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func TestComparePairs_AppliesHolmWithinTheFamily(t *testing.T) {
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arms := []arm{
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{Name: "a", Budget: 40, Runs: manyRuns(12, 4)},
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{Name: "b", Budget: 40, Runs: manyRuns(12, 20)},
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{Name: "c", Budget: 40, Runs: manyRuns(12, 36)},
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}
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pairs := comparePairs(arms)
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if len(pairs) != 3 {
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t.Fatalf("%d comparisons, want 3", len(pairs))
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}
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raw := make([]float64, len(pairs))
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for index, pair := range pairs {
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raw[index] = pair.PValue
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if pair.HolmPValue < pair.PValue-1e-12 {
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t.Errorf("%s vs %s: holm p %v below raw p %v", pair.First, pair.Second, pair.HolmPValue, pair.PValue)
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}
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}
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expected := holm(raw)
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for index, pair := range pairs {
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if math.Abs(pair.HolmPValue-expected[index]) > 1e-12 {
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t.Errorf("comparison %d holm p %v, want %v", index, pair.HolmPValue, expected[index])
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}
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}
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}
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// a12 above one half means the first arm needed more steps before its first
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// violation, so the arm that finds defects sooner sits below one half.
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func TestComparePairs_A12DirectionFollowsStepCounts(t *testing.T) {
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pairs := comparePairs([]arm{
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{Name: "slow", Budget: 40, Runs: manyRuns(6, 30)},
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{Name: "fast", Budget: 40, Runs: manyRuns(6, 4)},
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})
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if pairs[0].A12 <= 0.5 {
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t.Errorf("a12 %v for the slower arm listed first, want above 0.5", pairs[0].A12)
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}
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}
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func manyRuns(count, originStep int) []classifiedRun {
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runs := make([]classifiedRun, 0, count)
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for index := 0; index < count; index++ {
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runs = append(runs, violatingRun(int64(index), originStep+index, originStep+index, "cartTotal"))
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}
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return runs
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}
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