// Copyright ©2015 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" ) func TestLognormal(t *testing.T) { for i, dist := range []LogNormal{ { Mu: 0.1, Sigma: 0.3, }, { Mu: 0.01, Sigma: 0.01, }, { Mu: 2, Sigma: 0.01, }, } { f := dist tol := 1e-2 const n = 1e5 x := make([]float64, n) generateSamples(x, f) sort.Float64s(x) checkMean(t, i, x, f, tol) checkVarAndStd(t, i, x, f, tol) checkEntropy(t, i, x, f, tol) checkExKurtosis(t, i, x, f, 2e-1) checkSkewness(t, i, x, f, 5e-2) checkMedian(t, i, x, f, tol) checkQuantileCDFSurvival(t, i, x, f, tol) checkProbContinuous(t, i, x, f, 1e-10) checkProbQuantContinuous(t, i, x, f, tol) } } // See https://github.com/gonum/gonum/issues/577 for details. func TestLognormalIssue577(t *testing.T) { x := 1.0e-16 max := 1.0e-295 cdf := LogNormal{Mu: 0, Sigma: 1}.CDF(x) if cdf <= 0 { t.Errorf("LogNormal{0,1}.CDF(%e) should be positive. got: %e", x, cdf) } if cdf > max { t.Errorf("LogNormal{0,1}.CDF(%e) is greater than %e. got: %e", x, max, cdf) } }