Create unit test to verify jb::testing::initialize_mersenne_twister creates a good generator

[coryan]

I wrote a couple of R scripts to that effect, but they do not run automatically. I would like to automatically check that: (1) the std::random_device generates good output, and (2) that my initialization of the Mersenne Twister generator leaves a good generator.

The definition of "good" in both cases is "without obvious auto-correlation".

I think the program would simply need to compute the auto-correlation using FFTW, ignore the peak at 0 (i.e. no lag), and then verify that the cross-correlation at other lags do not exceed some threshold.