mirror of
https://github.com/gonum/gonum.git
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76 lines
1.9 KiB
Go
76 lines
1.9 KiB
Go
// Copyright ©2016 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package mathext
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import (
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"testing"
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"gonum.org/v1/gonum/floats"
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)
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func TestIncBeta(t *testing.T) {
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tol := 1e-14
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tol2 := 1e-10
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// Test against values from scipy
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for i, test := range []struct {
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a, b, x, ans float64
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}{
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{1, 1, 0.8, 0.8},
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{1, 5, 0.8, 0.99968000000000001},
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{10, 10, 0.8, 0.99842087945083291},
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{10, 10, 0.1, 3.929882327128003e-06},
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{10, 2, 0.4, 0.00073400320000000028},
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{0.1, 0.2, 0.6, 0.69285678232066683},
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{1, 10, 0.7489, 0.99999900352334858},
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} {
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y := RegIncBeta(test.a, test.b, test.x)
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if !floats.EqualWithinAbsOrRel(y, test.ans, tol, tol) {
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t.Errorf("Incomplete beta mismatch. Case %v: Got %v, want %v", i, y, test.ans)
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}
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yc := 1 - RegIncBeta(test.b, test.a, 1-test.x)
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if !floats.EqualWithinAbsOrRel(y, yc, tol, tol) {
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t.Errorf("Incomplete beta complementary mismatch. Case %v: Got %v, want %v", i, y, yc)
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}
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x := InvRegIncBeta(test.a, test.b, y)
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if !floats.EqualWithinAbsOrRel(x, test.x, tol2, tol2) {
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t.Errorf("Inverse incomplete beta mismatch. Case %v: Got %v, want %v", i, x, test.x)
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}
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}
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// Confirm that Invincbeta and Incbeta agree. Sweep over a variety of
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// a, b, and y values.
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tol = 1e-6
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steps := 201
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ints := make([]float64, steps)
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floats.Span(ints, 0, 1)
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sz := 51
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min := 1e-2
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max := 1e2
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as := make([]float64, sz)
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floats.LogSpan(as, min, max)
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bs := make([]float64, sz)
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floats.LogSpan(bs, min, max)
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for _, a := range as {
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for _, b := range bs {
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for _, yr := range ints {
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x := InvRegIncBeta(a, b, yr)
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if x > 1-1e-6 {
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// Numerical error too large
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continue
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}
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y := RegIncBeta(a, b, x)
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if !floats.EqualWithinAbsOrRel(yr, y, tol, tol) {
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t.Errorf("Mismatch between inv inc beta and inc beta. a = %v, b = %v, x = %v, got %v, want %v.", a, b, x, y, yr)
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break
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}
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}
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}
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}
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}
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