blob: 7494d7c75a21bf8d720eea8f01855203508d60d7 [file] [log] [blame] [edit]
// 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 distuv
import (
"math/rand"
"sort"
"testing"
"gonum.org/v1/gonum/floats"
)
func TestFProb(t *testing.T) {
for _, test := range []struct {
x, d1, d2, want float64
}{
// Values calculated with scipy.stats.f
{0.0001, 4, 6, 0.00053315559110558126},
{0.1, 1, 1, 0.91507658371794609},
{0.5, 11, 7, 0.66644660411410883},
{0.9, 20, 15, 0.88293424959522437},
{1, 1, 1, 0.15915494309189535},
{2, 15, 12, 0.16611971273429088},
{5, 4, 8, 0.013599775603702537},
{10, 12, 9, 0.00032922887567957289},
{100, 7, 7, 6.08037637806889e-08},
{1000, 2, 1, 1.1171959870312232e-05},
} {
pdf := F{test.d1, test.d2, nil}.Prob(test.x)
if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) {
t.Errorf("Prob mismatch, x = %v, d1 = %v, d2 = %v. Got %v, want %v", test.x, test.d1, test.d2, pdf, test.want)
}
}
}
func TestFCDF(t *testing.T) {
for _, test := range []struct {
x, d1, d2, want float64
}{
// Values calculated with scipy.stats.f
{0.0001, 4, 6, 2.6660741629519019e-08},
{0.1, 1, 1, 0.19498222904213672},
{0.5, 11, 7, 0.14625028471336987},
{0.9, 20, 15, 0.40567939897287852},
{1, 1, 1, 0.50000000000000011},
{2, 15, 12, 0.8839384428956264},
{5, 4, 8, 0.97429642410900219},
{10, 12, 9, 0.99915733385467187},
{100, 7, 7, 0.99999823560259171},
{1000, 2, 1, 0.97764490829950534},
} {
cdf := F{test.d1, test.d2, nil}.CDF(test.x)
if !floats.EqualWithinAbsOrRel(cdf, test.want, 1e-10, 1e-10) {
t.Errorf("CDF mismatch, x = %v, d1 = %v, d2 = %v. Got %v, want %v", test.x, test.d1, test.d2, cdf, test.want)
}
}
}
func TestF(t *testing.T) {
src := rand.New(rand.NewSource(1))
for i, b := range []F{
{13, 16, src},
{42, 31, src},
{77, 92, src},
} {
testF(t, b, i)
}
}
func testF(t *testing.T, f F, i int) {
const (
tol = 1e-2
n = 2e6
bins = 50
)
x := make([]float64, n)
generateSamples(x, f)
sort.Float64s(x)
testRandLogProbContinuous(t, i, 0, x, f, tol, bins)
checkProbContinuous(t, i, x, f, 1e-3)
checkMean(t, i, x, f, tol)
checkVarAndStd(t, i, x, f, tol)
checkExKurtosis(t, i, x, f, 5e-2)
checkSkewness(t, i, x, f, tol)
checkQuantileCDFSurvival(t, i, x, f, 1e-3)
}