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 // Copyright ©2018 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package distuv import ( "math" "sort" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/floats/scalar" ) func TestGumbelRightProbCDF(t *testing.T) { t.Parallel() for _, test := range []struct { x, mu, beta, wantProb, wantCDF float64 }{ // Values calculated with scipy.stats.gumbel_r . {-2, 0, 1, 0.0045662814201279153, 0.00061797898933109343}, {0.01, 0, 1, 0.36786110881643569, 0.37155817442380817}, {6, 0, 1, 0.0024726155730149077, 0.99752431739275249}, // Values calculated with Wolfram Alpha's ExtremeValueDistribution. {0.1, 2, 5, 0.06776411497087929, 0.231706315790068}, {0.1, -2, 5, 0.06811997894673336, 0.5183799456323944}, {-2.1, -2, 0.1, 1.793740787340169, 0.06598803584531238}, } { g := GumbelRight{Mu: test.mu, Beta: test.beta} pdf := g.Prob(test.x) if !scalar.EqualWithinAbsOrRel(pdf, test.wantProb, 1e-12, 1e-12) { t.Errorf("Prob mismatch, x = %v, mu = %v, beta = %v. Got %v, want %v", test.x, test.mu, test.beta, pdf, test.wantProb) } cdf := g.CDF(test.x) if !scalar.EqualWithinAbsOrRel(cdf, test.wantCDF, 1e-12, 1e-12) { t.Errorf("CDF mismatch, x = %v, mu = %v, beta = %v. Got %v, want %v", test.x, test.mu, test.beta, cdf, test.wantCDF) } } } func TestGumbelRight(t *testing.T) { t.Parallel() src := rand.New(rand.NewSource(1)) for i, b := range []GumbelRight{ {0, 1, src}, {-5, 6, src}, {3, 0.1, src}, } { testGumbelRight(t, b, i) } } func testGumbelRight(t *testing.T, g GumbelRight, i int) { const ( tol = 1e-2 n = 5e5 bins = 50 ) x := make([]float64, n) generateSamples(x, g) sort.Float64s(x) min := math.Inf(-1) testRandLogProbContinuous(t, i, min, x, g, tol, bins) checkProbContinuous(t, i, x, math.Inf(-1), math.Inf(1), g, 1e-10) checkEntropy(t, i, x, g, tol) checkMean(t, i, x, g, tol) checkMedian(t, i, x, g, tol) checkVarAndStd(t, i, x, g, tol) checkExKurtosis(t, i, x, g, 1e-1) checkSkewness(t, i, x, g, 5e-2) checkQuantileCDFSurvival(t, i, x, g, 5e-3) if g.Mu != g.Mode() { t.Errorf("Mismatch in mode value: got %v, want %g", g.Mode(), g.Mu) } if g.NumParameters() != 2 { t.Errorf("Mismatch in NumParameters: got %v, want 2", g.NumParameters()) } }