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69 lines
1.3 KiB
Go
69 lines
1.3 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 distmv
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import (
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"math"
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"testing"
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"golang.org/x/exp/rand"
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"gonum.org/v1/gonum/mat"
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)
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func TestDirichlet(t *testing.T) {
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// Data from Scipy.
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for cas, test := range []struct {
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Dir *Dirichlet
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x []float64
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prob float64
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}{
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{
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NewDirichlet([]float64{1, 1, 1}, nil),
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[]float64{0.2, 0.3, 0.5},
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2.0,
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},
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{
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NewDirichlet([]float64{0.6, 10, 8.7}, nil),
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[]float64{0.2, 0.3, 0.5},
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0.24079612737071665,
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},
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} {
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p := test.Dir.Prob(test.x)
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if math.Abs(p-test.prob) > 1e-14 {
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t.Errorf("Probablility mismatch. Case %v. Got %v, want %v", cas, p, test.prob)
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}
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}
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rnd := rand.New(rand.NewSource(1))
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for cas, test := range []struct {
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Dir *Dirichlet
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}{
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{
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NewDirichlet([]float64{1, 1, 1}, rnd),
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},
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{
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NewDirichlet([]float64{2, 3}, rnd),
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},
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{
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NewDirichlet([]float64{0.2, 0.3}, rnd),
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},
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{
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NewDirichlet([]float64{0.2, 4}, rnd),
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},
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{
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NewDirichlet([]float64{0.1, 4, 20}, rnd),
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},
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} {
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const n = 1e5
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d := test.Dir
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dim := d.Dim()
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x := mat.NewDense(n, dim, nil)
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generateSamples(x, d)
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checkMean(t, cas, x, d, 1e-2)
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checkCov(t, cas, x, d, 1e-2)
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}
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}
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