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@StuartGordonReid
Created September 13, 2015 13:10
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Python implementation of the cumulative sums NIST cryptographic test for randomness
def cumulative_sums(self, bin_data: str, method="forward"):
"""
Note that this description is taken from the NIST documentation [1]
[1] http://csrc.nist.gov/publications/nistpubs/800-22-rev1a/SP800-22rev1a.pdf
The focus of this test is the maximal excursion (from zero) of the random walk defined by the cumulative sum of
adjusted (-1, +1) digits in the sequence. The purpose of the test is to determine whether the cumulative sum of
the partial sequences occurring in the tested sequence is too large or too small relative to the expected
behavior of that cumulative sum for random sequences. This cumulative sum may be considered as a random walk.
For a random sequence, the excursions of the random walk should be near zero. For certain types of non-random
sequences, the excursions of this random walk from zero will be large.
:param bin_data: a binary string
:param method: the method used to calculate the statistic
:return: the P-value
"""
n = len(bin_data)
counts = numpy.zeros(n)
# Calculate the statistic using a walk forward
if method != "forward":
bin_data = bin_data[::-1]
ix = 0
for char in bin_data:
sub = 1
if char == '0':
sub = -1
if ix > 0:
counts[ix] = counts[ix - 1] + sub
else:
counts[ix] = sub
ix += 1
# This is the maximum absolute level obtained by the sequence
abs_max = numpy.max(numpy.abs(counts))
start = int(numpy.floor(0.25 * numpy.floor(-n / abs_max) + 1))
end = int(numpy.floor(0.25 * numpy.floor(n / abs_max) - 1))
terms_one = []
for k in range(start, end + 1):
sub = sst.norm.cdf((4 * k - 1) * abs_max / numpy.sqrt(n))
terms_one.append(sst.norm.cdf((4 * k + 1) * abs_max / numpy.sqrt(n)) - sub)
start = int(numpy.floor(0.25 * numpy.floor(-n / abs_max - 3)))
end = int(numpy.floor(0.25 * numpy.floor(n / abs_max) - 1))
terms_two = []
for k in range(start, end + 1):
sub = sst.norm.cdf((4 * k + 1) * abs_max / numpy.sqrt(n))
terms_two.append(sst.norm.cdf((4 * k + 3) * abs_max / numpy.sqrt(n)) - sub)
p_val = 1.0 - numpy.sum(numpy.array(terms_one))
p_val += numpy.sum(numpy.array(terms_two))
return p_val
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