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0b673ab98b
* A+C: add Taesu Pyo * stat/distuv: more accurate calculation of Normal.CDF and Lognormal.CDF Fixes #577
58 lines
1.2 KiB
Go
58 lines
1.2 KiB
Go
// Copyright ©2015 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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)
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func TestLognormal(t *testing.T) {
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for i, dist := range []LogNormal{
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{
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Mu: 0.1,
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Sigma: 0.3,
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},
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{
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Mu: 0.01,
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Sigma: 0.01,
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},
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{
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Mu: 2,
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Sigma: 0.01,
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},
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} {
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f := dist
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tol := 1e-2
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const n = 1e5
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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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checkMean(t, i, x, f, tol)
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checkVarAndStd(t, i, x, f, tol)
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checkEntropy(t, i, x, f, tol)
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checkExKurtosis(t, i, x, f, 2e-1)
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checkSkewness(t, i, x, f, 5e-2)
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checkMedian(t, i, x, f, tol)
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checkQuantileCDFSurvival(t, i, x, f, tol)
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checkProbContinuous(t, i, x, f, 1e-10)
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checkProbQuantContinuous(t, i, x, f, tol)
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}
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}
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// See https://github.com/gonum/gonum/issues/577 for details.
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func TestLognormalIssue577(t *testing.T) {
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x := 1.0e-16
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max := 1.0e-295
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cdf := LogNormal{Mu: 0, Sigma: 1}.CDF(x)
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if cdf <= 0 {
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t.Errorf("LogNormal{0,1}.CDF(%e) should be positive. got: %e", x, cdf)
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}
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if cdf > max {
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t.Errorf("LogNormal{0,1}.CDF(%e) is greater than %e. got: %e", x, max, cdf)
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}
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}
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