// Copyright ©2016 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package distuv import ( "sort" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/floats" ) func TestChiSquaredProb(t *testing.T) { for _, test := range []struct { x, k, want float64 }{ {10, 3, 0.0085003666025203432}, {2.3, 3, 0.19157345407042367}, {0.8, 0.2, 0.080363259903912673}, } { pdf := ChiSquared{test.k, nil}.Prob(test.x) if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) { t.Errorf("Pdf mismatch, x = %v, K = %v. Got %v, want %v", test.x, test.k, pdf, test.want) } } } func TestChiSquaredCDF(t *testing.T) { for _, test := range []struct { x, k, want float64 }{ // Values calculated with scipy.stats.chi2.cdf {0, 1, 0}, {0.01, 5, 5.3002700426865167e-07}, {0.05, 3, 0.002929332764619924}, {0.5, 2, 0.22119921692859512}, {0.95, 3, 0.1866520918701263}, {0.99, 5, 0.036631697220869196}, {1, 1, 0.68268949213708596}, {1.5, 4, 0.17335853270322427}, {10, 10, 0.55950671493478743}, {25, 15, 0.95005656637357172}, } { cdf := ChiSquared{test.k, nil}.CDF(test.x) if !floats.EqualWithinAbsOrRel(cdf, test.want, 1e-10, 1e-10) { t.Errorf("CDF mismatch, x = %v, K = %v. Got %v, want %v", test.x, test.k, cdf, test.want) } } } func TestChiSquared(t *testing.T) { src := rand.New(rand.NewSource(1)) for i, b := range []ChiSquared{ {3, src}, {1.5, src}, {0.9, src}, } { testChiSquared(t, b, i) } } func testChiSquared(t *testing.T, c ChiSquared, i int) { tol := 1e-2 const n = 1e6 const bins = 50 x := make([]float64, n) generateSamples(x, c) sort.Float64s(x) testRandLogProbContinuous(t, i, 0, x, c, tol, bins) checkMean(t, i, x, c, tol) checkVarAndStd(t, i, x, c, tol) checkExKurtosis(t, i, x, c, 7e-2) checkProbContinuous(t, i, x, c, 1e-3) checkQuantileCDFSurvival(t, i, x, c, 1e-2) }