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https://github.com/gonum/gonum.git
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73 lines
2.0 KiB
Go
73 lines
2.0 KiB
Go
// Copyright ©2018 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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"math"
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"sort"
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"testing"
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"gonum.org/v1/gonum/floats"
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"golang.org/x/exp/rand"
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)
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func TestGumbelRightProbCDF(t *testing.T) {
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for _, test := range []struct {
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x, mu, beta, wantProb, wantCDF float64
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}{
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// Values calculated with scipy.stats.gumbel_r .
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{-2, 0, 1, 0.0045662814201279153, 0.00061797898933109343},
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{0.01, 0, 1, 0.36786110881643569, 0.37155817442380817},
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{6, 0, 1, 0.0024726155730149077, 0.99752431739275249},
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// Values calculated with Wolfram Alpha's ExtremeValueDistribution.
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{0.1, 2, 5, 0.06776411497087929, 0.231706315790068},
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{0.1, -2, 5, 0.06811997894673336, 0.5183799456323944},
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{-2.1, -2, 0.1, 1.793740787340169, 0.06598803584531238},
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} {
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g := GumbelRight{Mu: test.mu, Beta: test.beta}
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pdf := g.Prob(test.x)
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if !floats.EqualWithinAbsOrRel(pdf, test.wantProb, 1e-12, 1e-12) {
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t.Errorf("Prob mismatch, x = %v, mu = %v, beta = %v. Got %v, want %v", test.x, test.mu, test.beta, pdf, test.wantProb)
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}
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cdf := g.CDF(test.x)
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if !floats.EqualWithinAbsOrRel(cdf, test.wantCDF, 1e-12, 1e-12) {
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t.Errorf("CDF mismatch, x = %v, mu = %v, beta = %v. Got %v, want %v", test.x, test.mu, test.beta, cdf, test.wantCDF)
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}
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}
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}
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func TestGumbelRight(t *testing.T) {
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src := rand.New(rand.NewSource(1))
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for i, b := range []GumbelRight{
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{0, 1, src},
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{-5, 6, src},
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{3, 0.1, src},
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} {
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testGumbelRight(t, b, i)
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}
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}
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func testGumbelRight(t *testing.T, g GumbelRight, i int) {
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const (
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tol = 1e-2
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n = 5e5
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bins = 50
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)
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x := make([]float64, n)
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generateSamples(x, g)
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sort.Float64s(x)
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min := math.Inf(-1)
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testRandLogProbContinuous(t, i, min, x, g, tol, bins)
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checkProbContinuous(t, i, x, g, 1e-3)
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checkMean(t, i, x, g, tol)
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checkVarAndStd(t, i, x, g, tol)
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checkExKurtosis(t, i, x, g, 1e-1)
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checkSkewness(t, i, x, g, 5e-2)
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checkQuantileCDFSurvival(t, i, x, g, 5e-3)
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}
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