| // 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) |
| } |