// 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 ( "math" "sort" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/floats" ) func TestStudentsTProb(t *testing.T) { for _, test := range []struct { x, mu, sigma, nu, want float64 }{ // Values comparison with scipy. {0.01, 0, 1, 2.74, 0.364778548181318}, {-0.01, 0, 1, 2.74, 0.364778548181318}, {0.4, 0, 1, 1.6, 0.30376391362582678}, {-0.4, 0, 1, 1.6, 0.30376391362582678}, {0.2, 15, 5, 10, 0.0024440848858034393}, } { pdf := StudentsT{test.mu, test.sigma, test.nu, nil}.Prob(test.x) if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) { t.Errorf("Pdf mismatch, x = %v, Nu = %v. Got %v, want %v", test.x, test.nu, pdf, test.want) } } } func TestStudentsT(t *testing.T) { src := rand.New(rand.NewSource(1)) for i, b := range []StudentsT{ {0, 1, 3.3, src}, {0, 1, 7.2, src}, {0, 1, 12, src}, {0.9, 0.8, 6, src}, } { testStudentsT(t, b, i) } } func testStudentsT(t *testing.T, c StudentsT, i int) { tol := 1e-2 const n = 1e5 const bins = 50 x := make([]float64, n) generateSamples(x, c) sort.Float64s(x) testRandLogProbContinuous(t, i, math.Inf(-1), x, c, tol, bins) checkMean(t, i, x, c, tol) if c.Nu > 2 { checkVarAndStd(t, i, x, c, 5e-2) } checkProbContinuous(t, i, x, c, 1e-3) checkQuantileCDFSurvival(t, i, x, c, tol) checkProbQuantContinuous(t, i, x, c, tol) } func TestStudentsTQuantile(t *testing.T) { nSteps := 101 probs := make([]float64, nSteps) floats.Span(probs, 0, 1) for i, b := range []StudentsT{ {0, 1, 3.3, nil}, {0, 1, 7.2, nil}, {0, 1, 12, nil}, {0.9, 0.8, 6, nil}, } { for _, p := range probs { x := b.Quantile(p) p2 := b.CDF(x) if !floats.EqualWithinAbsOrRel(p, p2, 1e-10, 1e-10) { t.Errorf("mismatch between CDF and Quantile. Case %v. Want %v, got %v", i, p, p2) break } } } }