Files
gonum/stat/distuv/exponential_test.go
Brendan Tracey 1fc0fba783 stat/distuv: canonicalize stat tests (#781)
* stat/distuv: cannonicalize stat tests

Updates the tests to use a consistent form, and adds tests to a few distributions that are missing them.

Fixes #182.
2019-01-05 09:43:35 +00:00

107 lines
2.1 KiB
Go

// Copyright ©2014 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"
)
func TestExponentialProb(t *testing.T) {
pts := []univariateProbPoint{
{
loc: 0,
prob: 1,
cumProb: 0,
logProb: 0,
},
{
loc: -1,
prob: 0,
cumProb: 0,
logProb: math.Inf(-1),
},
{
loc: 1,
prob: 1 / (math.E),
cumProb: 0.6321205588285576784044762298385391325541888689682321654921631983025385042551001966428527256540803563,
logProb: -1,
},
{
loc: 20,
prob: math.Exp(-20),
cumProb: 0.999999997938846377561442172034059619844179023624192724400896307027755338370835976215440646720089072,
logProb: -20,
},
}
testDistributionProbs(t, Exponential{Rate: 1}, "Exponential", pts)
}
func TestExponentialFitPrior(t *testing.T) {
testConjugateUpdate(t, func() ConjugateUpdater { return &Exponential{Rate: 13.7} })
}
func TestExponential(t *testing.T) {
src := rand.New(rand.NewSource(1))
for i, dist := range []Exponential{
{Rate: 3, Src: src},
{Rate: 1.5, Src: src},
{Rate: 0.9, Src: src},
} {
testExponential(t, dist, i)
}
}
func testExponential(t *testing.T, dist Exponential, i int) {
const (
tol = 1e-2
n = 3e6
bins = 50
)
x := make([]float64, n)
generateSamples(x, dist)
sort.Float64s(x)
checkMean(t, i, x, dist, tol)
checkVarAndStd(t, i, x, dist, tol)
checkEntropy(t, i, x, dist, tol)
checkExKurtosis(t, i, x, dist, tol)
checkSkewness(t, i, x, dist, tol)
checkMedian(t, i, x, dist, tol)
checkQuantileCDFSurvival(t, i, x, dist, tol)
checkProbContinuous(t, i, x, dist, 1e-10)
checkProbQuantContinuous(t, i, x, dist, tol)
}
func TestExponentialScore(t *testing.T) {
for _, test := range []*Exponential{
{
Rate: 1,
},
{
Rate: 0.35,
},
{
Rate: 4.6,
},
} {
testDerivParam(t, test)
}
}
func TestExponentialFitPanic(t *testing.T) {
e := Exponential{Rate: 2}
defer func() {
r := recover()
if r != nil {
t.Errorf("unexpected panic for Fit call: %v", r)
}
}()
e.Fit(make([]float64, 10), nil)
}