90 lines
2.1 KiB
Go
90 lines
2.1 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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)
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func TestKDEOneSample(t *testing.T) {
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x := float64(5)
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// Unweighted, fixed bandwidth
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kde := KDE{
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Sample: Sample{Xs: []float64{x}},
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Kernel: GaussianKernel,
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Bandwidth: 1,
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}
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if e, g := StdNormal.PDF(0), kde.PDF(x); !aeq(e, g) {
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t.Errorf("bad PDF value at sample: expected %g, got %g", e, g)
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}
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if e, g := 0.0, kde.PDF(-10000); !aeq(e, g) {
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t.Errorf("bad PDF value at low tail: expected %g, got %g", e, g)
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}
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if e, g := 0.0, kde.PDF(10000); !aeq(e, g) {
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t.Errorf("bad PDF value at high tail: expected %g, got %g", e, g)
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}
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if e, g := 0.5, kde.CDF(x); !aeq(e, g) {
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t.Errorf("bad CDF value at sample: expected %g, got %g", e, g)
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}
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if e, g := 0.0, kde.CDF(-10000); !aeq(e, g) {
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t.Errorf("bad CDF value at low tail: expected %g, got %g", e, g)
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}
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if e, g := 1.0, kde.CDF(10000); !aeq(e, g) {
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t.Errorf("bad CDF value at high tail: expected %g, got %g", e, g)
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}
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low, high := kde.Bounds()
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if e, g := x-2, low; e < g {
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t.Errorf("bad low bound: expected %g, got %g", e, g)
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}
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if e, g := x+2, high; e > g {
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t.Errorf("bad high bound: expected %g, got %g", e, g)
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}
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kde = KDE{
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Sample: Sample{Xs: []float64{x}},
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Kernel: EpanechnikovKernel,
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Bandwidth: 2,
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}
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testFunc(t, fmt.Sprintf("%+v.PDF", kde), kde.PDF, map[float64]float64{
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x - 2: 0,
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x - 1: 0.5625 / 2,
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x: 0.75 / 2,
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x + 1: 0.5625 / 2,
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x + 2: 0,
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})
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testFunc(t, fmt.Sprintf("%+v.CDF", kde), kde.CDF, map[float64]float64{
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x - 2: 0,
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x - 1: 0.15625,
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x: 0.5,
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x + 1: 0.84375,
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x + 2: 1,
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})
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}
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func TestKDETwoSamples(t *testing.T) {
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kde := KDE{
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Sample: Sample{Xs: []float64{1, 3}},
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Kernel: GaussianKernel,
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Bandwidth: 2,
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}
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testFunc(t, "PDF", kde.PDF, map[float64]float64{
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0: 0.120395730,
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1: 0.160228251,
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2: 0.176032663,
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3: 0.160228251,
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4: 0.120395730})
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testFunc(t, "CDF", kde.CDF, map[float64]float64{
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0: 0.187672369,
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1: 0.329327626,
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2: 0.5,
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3: 0.670672373,
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4: 0.812327630})
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}
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