mirror of
https://github.com/gonum/gonum.git
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80 lines
1.9 KiB
Go
80 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 distuv
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import (
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"sort"
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"testing"
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"golang.org/x/exp/rand"
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"gonum.org/v1/gonum/floats"
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)
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func TestChiSquaredProb(t *testing.T) {
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for _, test := range []struct {
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x, k, want float64
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}{
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{10, 3, 0.0085003666025203432},
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{2.3, 3, 0.19157345407042367},
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{0.8, 0.2, 0.080363259903912673},
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} {
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pdf := ChiSquared{test.k, nil}.Prob(test.x)
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if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) {
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t.Errorf("Pdf mismatch, x = %v, K = %v. Got %v, want %v", test.x, test.k, pdf, test.want)
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}
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}
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}
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func TestChiSquaredCDF(t *testing.T) {
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for _, test := range []struct {
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x, k, want float64
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}{
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// Values calculated with scipy.stats.chi2.cdf
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{0, 1, 0},
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{0.01, 5, 5.3002700426865167e-07},
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{0.05, 3, 0.002929332764619924},
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{0.5, 2, 0.22119921692859512},
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{0.95, 3, 0.1866520918701263},
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{0.99, 5, 0.036631697220869196},
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{1, 1, 0.68268949213708596},
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{1.5, 4, 0.17335853270322427},
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{10, 10, 0.55950671493478743},
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{25, 15, 0.95005656637357172},
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} {
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cdf := ChiSquared{test.k, nil}.CDF(test.x)
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if !floats.EqualWithinAbsOrRel(cdf, test.want, 1e-10, 1e-10) {
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t.Errorf("CDF mismatch, x = %v, K = %v. Got %v, want %v", test.x, test.k, cdf, test.want)
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}
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}
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}
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func TestChiSquared(t *testing.T) {
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src := rand.New(rand.NewSource(1))
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for i, b := range []ChiSquared{
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{3, src},
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{1.5, src},
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{0.9, src},
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} {
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testChiSquared(t, b, i)
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}
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}
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func testChiSquared(t *testing.T, c ChiSquared, i int) {
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tol := 1e-2
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const n = 1e6
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const bins = 50
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x := make([]float64, n)
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generateSamples(x, c)
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sort.Float64s(x)
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testRandLogProbContinuous(t, i, 0, x, c, tol, bins)
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checkMean(t, i, x, c, tol)
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checkVarAndStd(t, i, x, c, tol)
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checkExKurtosis(t, i, x, c, 7e-2)
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checkProbContinuous(t, i, x, c, 1e-3)
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checkQuantileCDFSurvival(t, i, x, c, 1e-2)
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}
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