76 lines
1.7 KiB
Go
76 lines
1.7 KiB
Go
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// Copyright 2015 The Go Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package stats
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import (
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"fmt"
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"testing"
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"github.com/aclements/go-moremath/internal/mathtest"
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"github.com/aclements/go-moremath/vec"
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)
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var aeq = mathtest.Aeq
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var testFunc = mathtest.WantFunc
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func testDiscreteCDF(t *testing.T, name string, dist DiscreteDist) {
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// Build the expected CDF out of the PMF.
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l, h := dist.Bounds()
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s := dist.Step()
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want := map[float64]float64{l - 0.1: 0, h: 1}
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sum := 0.0
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for x := l; x < h; x += s {
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sum += dist.PMF(x)
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want[x] = sum
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want[x+s/2] = sum
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}
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testFunc(t, name, dist.CDF, want)
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}
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func testInvCDF(t *testing.T, dist Dist, bounded bool) {
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inv := InvCDF(dist)
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name := fmt.Sprintf("InvCDF(%+v)", dist)
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cdfName := fmt.Sprintf("CDF(%+v)", dist)
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// Test bounds.
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vals := map[float64]float64{-0.01: nan, 1.01: nan}
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if !bounded {
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vals[0] = -inf
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vals[1] = inf
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}
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testFunc(t, name, inv, vals)
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if bounded {
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lo, hi := inv(0), inv(1)
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vals := map[float64]float64{
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lo - 0.01: 0, lo: 0,
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hi: 1, hi + 0.01: 1,
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}
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testFunc(t, cdfName, dist.CDF, vals)
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if got := dist.CDF(lo + 0.01); !(got > 0) {
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t.Errorf("%s(0)=%v, but %s(%v)=0", name, lo, cdfName, lo+0.01)
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}
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if got := dist.CDF(hi - 0.01); !(got < 1) {
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t.Errorf("%s(1)=%v, but %s(%v)=1", name, hi, cdfName, hi-0.01)
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}
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}
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// Test points between.
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vals = map[float64]float64{}
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for _, p := range vec.Linspace(0, 1, 11) {
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if p == 0 || p == 1 {
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continue
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}
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x := inv(p)
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vals[x] = x
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}
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testFunc(t, fmt.Sprintf("InvCDF(CDF(%+v))", dist),
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func(x float64) float64 {
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return inv(dist.CDF(x))
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},
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vals)
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}
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