mirror of
https://github.com/gonum/gonum.git
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65 lines
1.5 KiB
Go
65 lines
1.5 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 TestGamma(t *testing.T) {
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// Values a comparison with scipy
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for _, test := range []struct {
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x, alpha, want float64
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}{
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{0.9, 0.1, 0.046986817861555757},
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{0.9, 0.01, 0.0045384353289090401},
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{0.45, 0.01, 0.014137035997241795},
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} {
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pdf := Gamma{Alpha: test.alpha, Beta: 1}.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. Got %v, want %v", pdf, test.want)
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}
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}
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src := rand.New(rand.NewSource(1))
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for i, g := range []Gamma{
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{Alpha: 0.5, Beta: 0.8, Src: src},
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{Alpha: 0.9, Beta: 6, Src: src},
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{Alpha: 0.9, Beta: 500, Src: src},
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{Alpha: 1, Beta: 1, Src: src},
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{Alpha: 1.6, Beta: 0.4, Src: src},
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{Alpha: 2.6, Beta: 1.5, Src: src},
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{Alpha: 5.6, Beta: 0.5, Src: src},
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{Alpha: 30, Beta: 1.7, Src: src},
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{Alpha: 30.2, Beta: 1.7, Src: src},
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} {
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testGamma(t, g, i)
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}
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}
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func testGamma(t *testing.T, f Gamma, i int) {
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// TODO(btracey): Replace this when Gamma implements FullDist.
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tol := 1e-2
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const n = 1e5
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const bins = 50
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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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checkMean(t, i, x, f, tol)
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checkVarAndStd(t, i, x, f, 2e-2)
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checkExKurtosis(t, i, x, f, 2e-1)
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checkProbContinuous(t, i, x, f, 1e-3)
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checkQuantileCDFSurvival(t, i, x, f, 5e-2)
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}
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