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// Copyright ©2016 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 TestGamma(t *testing.T) {
// Values a comparison with scipy
for _, test := range []struct {
x, alpha, want float64
}{
{0.9, 0.1, 0.046986817861555757},
{0.9, 0.01, 0.0045384353289090401},
{0.45, 0.01, 0.014137035997241795},
} {
pdf := Gamma{Alpha: test.alpha, Beta: 1}.Prob(test.x)
if !floats.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) {
t.Errorf("Pdf mismatch. Got %v, want %v", pdf, test.want)
}
}
src := rand.New(rand.NewSource(1))
for i, g := range []Gamma{
{Alpha: 0.5, Beta: 0.8, Source: src},
{Alpha: 0.9, Beta: 6, Source: src},
{Alpha: 0.9, Beta: 500, Source: src},
{Alpha: 1, Beta: 1, Source: src},
{Alpha: 1.6, Beta: 0.4, Source: src},
{Alpha: 2.6, Beta: 1.5, Source: src},
{Alpha: 5.6, Beta: 0.5, Source: src},
{Alpha: 30, Beta: 1.7, Source: src},
{Alpha: 30.2, Beta: 1.7, Source: src},
} {
testGamma(t, g, i)
}
}
func testGamma(t *testing.T, f Gamma, i int) {
// TODO(btracey): Replace this when Gamma implements FullDist.
tol := 2e-3
const n = 1e6
const bins = 50
x := make([]float64, n)
generateSamples(x, f)
sort.Float64s(x)
testRandLogProbContinuous(t, i, 0, x, f, tol, bins)
checkMean(t, i, x, f, tol)
checkVarAndStd(t, i, x, f, 2e-2)
checkExKurtosis(t, i, x, f, 5e-2)
checkProbContinuous(t, i, x, f, 1e-3)
checkQuantileCDFSurvival(t, i, x, f, 1e-2)
}