mirror of
https://github.com/gonum/gonum.git
synced 2025-10-31 18:42:45 +08:00
70 lines
1.3 KiB
Go
70 lines
1.3 KiB
Go
// Copyright ©2017 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 mathext
|
|
|
|
import (
|
|
"testing"
|
|
|
|
"gonum.org/v1/gonum/floats"
|
|
)
|
|
|
|
func TestNormalQuantile(t *testing.T) {
|
|
// Values from https://www.johndcook.com/blog/normal_cdf_inverse/
|
|
p := []float64{
|
|
0.0000001,
|
|
0.00001,
|
|
0.001,
|
|
0.05,
|
|
0.15,
|
|
0.25,
|
|
0.35,
|
|
0.45,
|
|
0.55,
|
|
0.65,
|
|
0.75,
|
|
0.85,
|
|
0.95,
|
|
0.999,
|
|
0.99999,
|
|
0.9999999,
|
|
}
|
|
ans := []float64{
|
|
-5.199337582187471,
|
|
-4.264890793922602,
|
|
-3.090232306167813,
|
|
-1.6448536269514729,
|
|
-1.0364333894937896,
|
|
-0.6744897501960817,
|
|
-0.38532046640756773,
|
|
-0.12566134685507402,
|
|
0.12566134685507402,
|
|
0.38532046640756773,
|
|
0.6744897501960817,
|
|
1.0364333894937896,
|
|
1.6448536269514729,
|
|
3.090232306167813,
|
|
4.264890793922602,
|
|
5.199337582187471,
|
|
}
|
|
for i, v := range p {
|
|
got := NormalQuantile(v)
|
|
if !floats.EqualWithinAbsOrRel(got, ans[i], 1e-10, 1e-10) {
|
|
t.Errorf("Quantile mismatch. Case %d, want: %v, got: %v", i, ans[i], got)
|
|
}
|
|
}
|
|
}
|
|
|
|
var nqtmp float64
|
|
|
|
func BenchmarkNormalQuantile(b *testing.B) {
|
|
ps := make([]float64, 1000) // ensure there are small values
|
|
floats.Span(ps, 0, 1)
|
|
for i := 0; i < b.N; i++ {
|
|
for _, v := range ps {
|
|
nqtmp = NormalQuantile(v)
|
|
}
|
|
}
|
|
}
|