Class: DistributionTest

Inherits:
Test::Unit::TestCase
  • Object
show all
Includes:
MoreMath
Defined in:
tests/distribution_test.rb

Constant Summary

Constants included from MoreMath

MoreMath::Infinity, MoreMath::STD_NORMAL_DISTRIBUTION, MoreMath::VERSION, MoreMath::VERSION_ARRAY, MoreMath::VERSION_BUILD, MoreMath::VERSION_MAJOR, MoreMath::VERSION_MINOR

Instance Method Summary collapse

Instance Method Details

#setup ⇒ Object 



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# File 'tests/distribution_test.rb', line 9

def setup
  @td23 = TDistribution.new 23
  @td100 = TDistribution.new 100
  @chi23 = ChiSquareDistribution.new 23
  @chi100 = ChiSquareDistribution.new 100
end

#test_chisquaredistribution ⇒ Object 



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# File 'tests/distribution_test.rb', line 50

def test_chisquaredistribution
  xs = [ 0.0, 1, 9.260, 11.689, 28.429, 32.007, 35.172, 38.076, 38.968, 41.638,
    44.181, 47.391, 49.728 ]
  ys = [ 0.0, 1.593887e-12, 0.004998304, 0.025006129, 0.800007427, 0.900002084, 0.949994698,
    0.975002306, 0.979998428, 0.989998939, 0.994999617, 0.997999729,
    0.998999930 ]
  xs.zip(ys) do |x, y|
    assert_in_delta y, @chi23.probability(x), 1E-6
    assert_in_delta x, @chi23.inverse_probability(y), 1E-6
  end
  assert_in_delta @chi23.probability(-0.1), 0.0, 1E-6
  ys = [ 0.0, 1.788777e-80, 6.705663e-34, 2.337654e-29, 1.321036e-13, 8.695875e-12,
    2.085529e-10, 2.691731e-09, 5.559949e-09, 4.192445e-08, 2.373762e-07,
    1.678744e-06, 6.034997e-06 ]
  xs.zip(ys) do |x, y|
    assert_in_delta y, @chi100.probability(x), 1E-6
    assert_in_delta x, @chi100.inverse_probability(y), 1E-6
  end
  assert_in_delta @chi100.probability(-0.1), 0.0, 1E-6
end

#test_standard_normal_distribution ⇒ Object 



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# File 'tests/distribution_test.rb', line 35

def test_standard_normal_distribution
  std = STD_NORMAL_DISTRIBUTION
  ps = [ 0.001, 0.005, 0.010, 0.025, 0.050, 0.100 ]
  zs = [ -3.090, -2.576, -2.326, -1.960, -1.645, -1.282 ]
  ps.zip(zs) do |p, z|
    assert_in_delta z, std.inverse_probability(p), 1E-2
  end
  assert_equal std.inverse_probability(-0.1), -1 / 0.0
  assert_equal std.inverse_probability(1.1), 1 / 0.0
  ps.zip(zs) do |p, z|
    assert_in_delta(-z, std.inverse_probability(1 - p), 1E-2)
  end
  assert_in_delta 0, std.inverse_probability(0.5), 1E-6
end

#test_tdistribution ⇒ Object 



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# File 'tests/distribution_test.rb', line 16

def test_tdistribution
  xs = [ 75, 80, 85, 90, 95, 97.5, 99, 99.5, 99.75, 99.9, 99.95 ].map { |x|
    x / 100.0 }
  ys = [ 0.685, 0.858, 1.060, 1.319, 1.714, 2.069, 2.500, 2.807, 3.104,
    3.485, 3.767 ]
  xs.zip(ys) do |x, y|
    assert_in_delta y, @td23.inverse_probability(x), 1E-2
  end
  assert_equal @td23.inverse_probability(-0.1), -1 / 0.0
  assert_equal @td23.inverse_probability(1.1), 1 / 0.0
  ys = [ 0.677, 0.845, 1.042, 1.290, 1.660, 1.984, 2.364, 2.626, 2.871,
    3.174, 3.390 ]
  xs.zip(ys) do |x, y|
    assert_in_delta y, @td100.inverse_probability(x), 1E-2
  end
  assert_equal @td100.inverse_probability(-0.1), -1 / 0.0
  assert_equal @td100.inverse_probability(1.1), 1 / 0.0
end