mirror of
https://github.com/gonum/gonum.git
synced 2025-10-08 00:20:11 +08:00
64 lines
1.5 KiB
Go
64 lines
1.5 KiB
Go
// 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 TestBetaProb(t *testing.T) {
|
|
// Values a comparison with scipy
|
|
for _, test := range []struct {
|
|
x, alpha, beta, want float64
|
|
}{
|
|
{0.1, 2, 0.5, 0.079056941504209499},
|
|
{0.5, 1, 5.1, 0.29740426605235754},
|
|
{0.1, 0.5, 0.5, 1.0610329539459691},
|
|
{1, 0.5, 0.5, math.Inf(1)},
|
|
{-1, 0.5, 0.5, 0},
|
|
} {
|
|
pdf := Beta{Alpha: test.alpha, Beta: test.beta}.Prob(test.x)
|
|
if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) {
|
|
t.Errorf("Pdf mismatch. Got %v, want %v", pdf, test.want)
|
|
}
|
|
}
|
|
}
|
|
|
|
func TestBetaRand(t *testing.T) {
|
|
src := rand.New(rand.NewSource(1))
|
|
for i, b := range []Beta{
|
|
{Alpha: 0.5, Beta: 0.5, Src: src},
|
|
{Alpha: 5, Beta: 1, Src: src},
|
|
{Alpha: 2, Beta: 2, Src: src},
|
|
{Alpha: 2, Beta: 5, Src: src},
|
|
} {
|
|
testBeta(t, b, i)
|
|
}
|
|
}
|
|
|
|
func testBeta(t *testing.T, b Beta, i int) {
|
|
tol := 1e-2
|
|
const n = 5e4
|
|
const bins = 10
|
|
x := make([]float64, n)
|
|
generateSamples(x, b)
|
|
sort.Float64s(x)
|
|
|
|
testRandLogProbContinuous(t, i, 0, x, b, tol, bins)
|
|
checkMean(t, i, x, b, tol)
|
|
checkVarAndStd(t, i, x, b, tol)
|
|
checkExKurtosis(t, i, x, b, 5e-2)
|
|
checkEntropy(t, i, x, b, 5e-3)
|
|
checkProbContinuous(t, i, x, b, 1e-3)
|
|
checkQuantileCDFSurvival(t, i, x, b, tol)
|
|
checkProbQuantContinuous(t, i, x, b, tol)
|
|
}
|