mirror of
https://github.com/gonum/gonum.git
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85 lines
2.0 KiB
Go
85 lines
2.0 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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"math"
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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 TestStudentsTProb(t *testing.T) {
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for _, test := range []struct {
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x, mu, sigma, nu, want float64
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}{
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// Values comparison with scipy.
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{0.01, 0, 1, 2.74, 0.364778548181318},
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{-0.01, 0, 1, 2.74, 0.364778548181318},
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{0.4, 0, 1, 1.6, 0.30376391362582678},
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{-0.4, 0, 1, 1.6, 0.30376391362582678},
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{0.2, 15, 5, 10, 0.0024440848858034393},
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} {
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pdf := StudentsT{test.mu, test.sigma, test.nu, nil}.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, x = %v, Nu = %v. Got %v, want %v", test.x, test.nu, pdf, test.want)
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}
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}
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}
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func TestStudentsT(t *testing.T) {
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src := rand.New(rand.NewSource(1))
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for i, b := range []StudentsT{
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{0, 1, 3.3, src},
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{0, 1, 7.2, src},
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{0, 1, 12, src},
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{0.9, 0.8, 6, src},
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} {
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testStudentsT(t, b, i)
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}
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}
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func testStudentsT(t *testing.T, c StudentsT, i int) {
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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, c)
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sort.Float64s(x)
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testRandLogProbContinuous(t, i, math.Inf(-1), x, c, tol, bins)
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checkMean(t, i, x, c, tol)
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if c.Nu > 2 {
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checkVarAndStd(t, i, x, c, 5e-2)
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}
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checkProbContinuous(t, i, x, c, 1e-3)
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checkQuantileCDFSurvival(t, i, x, c, tol)
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checkProbQuantContinuous(t, i, x, c, tol)
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}
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func TestStudentsTQuantile(t *testing.T) {
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nSteps := 101
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probs := make([]float64, nSteps)
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floats.Span(probs, 0, 1)
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for i, b := range []StudentsT{
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{0, 1, 3.3, nil},
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{0, 1, 7.2, nil},
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{0, 1, 12, nil},
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{0.9, 0.8, 6, nil},
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} {
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for _, p := range probs {
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x := b.Quantile(p)
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p2 := b.CDF(x)
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if !floats.EqualWithinAbsOrRel(p, p2, 1e-10, 1e-10) {
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t.Errorf("mismatch between CDF and Quantile. Case %v. Want %v, got %v", i, p, p2)
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break
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}
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}
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}
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}
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