mirror of
https://github.com/gonum/gonum.git
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55 lines
1.3 KiB
Go
55 lines
1.3 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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"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 TestInverseGamma(t *testing.T) {
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// Values extracted from 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, 4.5, 0.050521067785046482},
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{0.04, 45, 0.10550644842525572},
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{20, 0.4, 0.0064691988681571536},
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} {
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pdf := InverseGamma{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.NewSource(1)
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for i, g := range []InverseGamma{
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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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testInverseGamma(t, g, i)
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}
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}
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func testInverseGamma(t *testing.T, f InverseGamma, 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, 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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