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e5448cb39f
* stat/all: reduce random size and test tolerance to decrease testing time. We were generating a lot of random numbers, which is slow. Decrease the size of those random numbers, and in some cases increase the tolerance to compensate. In a couple cases, pull out code from testFullDist to allow for more fine-grained testing. This decrases: distmat from 4.5s to 0.5s distmv from 24.8s to 9s distuv from 65.2s to 13s samplemv from 2.8s to 1.2s sampleuv from 3.5s to 2.1s
62 lines
1.4 KiB
Go
62 lines
1.4 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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"math/rand"
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"sort"
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"testing"
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"gonum.org/v1/gonum/floats"
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)
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func TestBetaProb(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, beta, want float64
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}{
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{0.1, 2, 0.5, 0.079056941504209499},
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{0.5, 1, 5.1, 0.29740426605235754},
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{0.1, 0.5, 0.5, 1.0610329539459691},
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{1, 0.5, 0.5, math.Inf(1)},
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{-1, 0.5, 0.5, 0},
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} {
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pdf := Beta{Alpha: test.alpha, Beta: test.beta}.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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}
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func TestBetaRand(t *testing.T) {
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src := rand.New(rand.NewSource(1))
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for i, b := range []Beta{
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{Alpha: 0.5, Beta: 0.5, Source: src},
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{Alpha: 5, Beta: 1, Source: src},
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{Alpha: 2, Beta: 2, Source: src},
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{Alpha: 2, Beta: 5, Source: src},
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} {
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testBeta(t, b, i)
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}
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}
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func testBeta(t *testing.T, b Beta, i int) {
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tol := 1e-2
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const n = 5e4
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const bins = 10
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x := make([]float64, n)
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generateSamples(x, b)
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sort.Float64s(x)
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testRandLogProbContinuous(t, i, 0, x, b, tol, bins)
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checkMean(t, i, x, b, tol)
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checkVarAndStd(t, i, x, b, tol)
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checkExKurtosis(t, i, x, b, 5e-2)
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checkProbContinuous(t, i, x, b, 1e-3)
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checkQuantileCDFSurvival(t, i, x, b, tol)
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checkProbQuantContinuous(t, i, x, b, tol)
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}
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