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 // Copyright ©2017 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 mathext import ( "testing" "gonum.org/v1/gonum/floats" ) func TestNormalQuantile(t *testing.T) { // Values from https://www.johndcook.com/blog/normal_cdf_inverse/ p := []float64{ 0.0000001, 0.00001, 0.001, 0.05, 0.15, 0.25, 0.35, 0.45, 0.55, 0.65, 0.75, 0.85, 0.95, 0.999, 0.99999, 0.9999999, } ans := []float64{ -5.199337582187471, -4.264890793922602, -3.090232306167813, -1.6448536269514729, -1.0364333894937896, -0.6744897501960817, -0.38532046640756773, -0.12566134685507402, 0.12566134685507402, 0.38532046640756773, 0.6744897501960817, 1.0364333894937896, 1.6448536269514729, 3.090232306167813, 4.264890793922602, 5.199337582187471, } for i, v := range p { got := NormalQuantile(v) if !floats.EqualWithinAbsOrRel(got, ans[i], 1e-10, 1e-10) { t.Errorf("Quantile mismatch. Case %d, want: %v, got: %v", i, ans[i], got) } } } var nqtmp float64 func BenchmarkNormalQuantile(b *testing.B) { ps := make([]float64, 1000) // ensure there are small values floats.Span(ps, 0, 1) for i := 0; i < b.N; i++ { for _, v := range ps { nqtmp = NormalQuantile(v) } } }