40 lines
1.2 KiB
JavaScript
40 lines
1.2 KiB
JavaScript
|
var vows = require('vows');
|
||
|
var assert = require('assert');
|
||
|
var suite = vows.describe('jStat.distribution');
|
||
|
|
||
|
require('../env.js');
|
||
|
|
||
|
suite.addBatch({
|
||
|
'lognormal pdf': {
|
||
|
'topic': function() {
|
||
|
return jStat;
|
||
|
},
|
||
|
// Checked against R's dlnorm(x, meanlog = 0, sdlog = 1, log = FALSE)
|
||
|
// options(digits=10)
|
||
|
// dlnorm(c(-2, 0, 4), 4, 5)
|
||
|
'check pdf calculation': function(jStat) {
|
||
|
var tol = 0.0000001;
|
||
|
assert.epsilon(tol, jStat.lognormal.pdf(-2, 4, 5), 0);
|
||
|
assert.epsilon(tol, jStat.lognormal.pdf(0, 4, 5), 0);
|
||
|
assert.epsilon(tol, jStat.lognormal.pdf(4, 4, 5), 0.01739974114);
|
||
|
}
|
||
|
},
|
||
|
'lognormal cdf': {
|
||
|
'topic': function() {
|
||
|
return jStat;
|
||
|
},
|
||
|
// Checked against R's
|
||
|
// plnorm(q, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
|
||
|
// options(digits=10)
|
||
|
// plnorm(c(-2, 0, 4), 4, 5)
|
||
|
'check cdf calculation': function(jStat) {
|
||
|
var tol = 0.0000001;
|
||
|
assert.epsilon(tol, jStat.lognormal.cdf(-2, 4, 5), 0);
|
||
|
assert.epsilon(tol, jStat.lognormal.cdf(0, 4, 5), 0);
|
||
|
assert.epsilon(tol, jStat.lognormal.cdf(4, 4, 5), 0.3005772067);
|
||
|
}
|
||
|
},
|
||
|
});
|
||
|
|
||
|
suite.export(module);
|