mirror of
https://github.com/gonum/gonum.git
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91 lines
2.3 KiB
Go
91 lines
2.3 KiB
Go
// Copyright ©2017 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 TestFProb(t *testing.T) {
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for _, test := range []struct {
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x, d1, d2, want float64
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}{
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// Values calculated with scipy.stats.f
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{0.0001, 4, 6, 0.00053315559110558126},
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{0.1, 1, 1, 0.91507658371794609},
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{0.5, 11, 7, 0.66644660411410883},
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{0.9, 20, 15, 0.88293424959522437},
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{1, 1, 1, 0.15915494309189535},
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{2, 15, 12, 0.16611971273429088},
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{5, 4, 8, 0.013599775603702537},
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{10, 12, 9, 0.00032922887567957289},
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{100, 7, 7, 6.08037637806889e-08},
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{1000, 2, 1, 1.1171959870312232e-05},
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} {
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pdf := F{test.d1, test.d2, nil}.Prob(test.x)
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if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) {
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t.Errorf("Prob mismatch, x = %v, d1 = %v, d2 = %v. Got %v, want %v", test.x, test.d1, test.d2, pdf, test.want)
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}
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}
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}
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func TestFCDF(t *testing.T) {
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for _, test := range []struct {
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x, d1, d2, want float64
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}{
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// Values calculated with scipy.stats.f
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{0.0001, 4, 6, 2.6660741629519019e-08},
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{0.1, 1, 1, 0.19498222904213672},
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{0.5, 11, 7, 0.14625028471336987},
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{0.9, 20, 15, 0.40567939897287852},
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{1, 1, 1, 0.50000000000000011},
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{2, 15, 12, 0.8839384428956264},
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{5, 4, 8, 0.97429642410900219},
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{10, 12, 9, 0.99915733385467187},
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{100, 7, 7, 0.99999823560259171},
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{1000, 2, 1, 0.97764490829950534},
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} {
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cdf := F{test.d1, test.d2, 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, d1 = %v, d2 = %v. Got %v, want %v", test.x, test.d1, test.d2, cdf, test.want)
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}
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}
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}
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func TestF(t *testing.T) {
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src := rand.New(rand.NewSource(1))
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for i, b := range []F{
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{13, 16, src},
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{42, 31, src},
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{77, 92, src},
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} {
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testF(t, b, i)
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}
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}
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func testF(t *testing.T, f F, i int) {
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const (
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tol = 1e-2
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n = 1e6
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bins = 50
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)
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x := make([]float64, n)
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generateSamples(x, f)
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sort.Float64s(x)
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testRandLogProbContinuous(t, i, 0, x, f, tol, bins)
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checkProbContinuous(t, i, x, f, 1e-3)
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checkMean(t, i, x, f, tol)
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checkVarAndStd(t, i, x, f, tol)
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checkExKurtosis(t, i, x, f, 1e-1)
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checkSkewness(t, i, x, f, 5e-2)
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checkQuantileCDFSurvival(t, i, x, f, 5e-3)
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}
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