// Copyright ©2018 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 TestInverseGamma(t *testing.T) { // Values extracted from a comparison with scipy for _, test := range []struct { x, alpha, want float64 }{ {0.9, 4.5, 0.050521067785046482}, {0.04, 45, 0.10550644842525572}, {20, 0.4, 0.0064691988681571536}, } { pdf := InverseGamma{Alpha: test.alpha, Beta: 1}.Prob(test.x) if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) { t.Errorf("Pdf mismatch. Got %v, want %v", pdf, test.want) } } src := rand.NewSource(1) for i, g := range []InverseGamma{ {Alpha: 5.6, Beta: 0.5, Src: src}, {Alpha: 30, Beta: 1.7, Src: src}, {Alpha: 30.2, Beta: 1.7, Src: src}, } { testInverseGamma(t, g, i) } } func testInverseGamma(t *testing.T, f InverseGamma, i int) { tol := 1e-2 const n = 1e6 const bins = 50 x := make([]float64, n) generateSamples(x, f) sort.Float64s(x) testRandLogProbContinuous(t, i, 0, x, f, tol, bins) checkMean(t, i, x, f, tol) checkVarAndStd(t, i, x, f, 2e-2) checkExKurtosis(t, i, x, f, 2e-1) checkProbContinuous(t, i, x, f, 1e-3) checkQuantileCDFSurvival(t, i, x, f, 5e-2) }