89 lines
3.0 KiB
JavaScript
89 lines
3.0 KiB
JavaScript
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var vows = require('vows');
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var assert = require('assert');
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var suite = vows.describe('jStat.distribution');
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require('../env.js');
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suite.addBatch({
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'pareto pdf': {
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'topic': function() {
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return jStat;
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},
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// Checked against R's dpareto(x, df) in package VGAM
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// install.packages("VGAM")
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// library("VGAM")
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// options(digits=10)
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// dpareto(c(0, 1, 2), 1, 1)
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// dpareto(c(-1, 1, 4), 1, 2)
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// dpareto(c(1, 2, 10), 2, 2)
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'check pdf calculation': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.pareto.pdf(0, 1, 1), 0);
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assert.epsilon(tol, jStat.pareto.pdf(1, 1, 1), 1);
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assert.epsilon(tol, jStat.pareto.pdf(2, 1, 1), 0.25);
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assert.epsilon(tol, jStat.pareto.pdf(-1, 1, 2), 0);
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assert.epsilon(tol, jStat.pareto.pdf(1, 1, 2), 2);
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assert.epsilon(tol, jStat.pareto.pdf(4, 1, 2), 0.03125);
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assert.epsilon(tol, jStat.pareto.pdf(1, 2, 2), 0);
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assert.epsilon(tol, jStat.pareto.pdf(2, 2, 2), 1);
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assert.epsilon(tol, jStat.pareto.pdf(10, 2, 2), 0.008);
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}
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},
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'pareto inv': {
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'topic': function() {
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return jStat;
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},
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// Checked against R's qpareto(x, df) in package VGAM
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// install.packages("VGAM")
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// library("VGAM")
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// options(digits=10)
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// qpareto(c(0, 0.5, 1), 1, 1)
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// qpareto(c(0, 0.5, 1), 1, 2)
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// qpareto(c(0, 0.5, 1), 2, 2)
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'check inv calculation': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.pareto.inv(0, 1, 1), 1);
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assert.epsilon(tol, jStat.pareto.inv(0.5, 1, 1), 2);
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assert.equal(jStat.pareto.inv(1, 1, 1), Infinity);
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assert.epsilon(tol, jStat.pareto.inv(0, 1, 2), 1);
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assert.epsilon(tol, jStat.pareto.inv(0.5, 1, 2), 1.414213562);
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assert.equal(jStat.pareto.inv(1, 1, 2), Infinity);
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assert.epsilon(tol, jStat.pareto.inv(0, 2, 2), 2);
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assert.epsilon(tol, jStat.pareto.inv(0.5, 2, 2), 2.828427125);
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assert.equal(jStat.pareto.inv(1, 2, 2), Infinity);
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}
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},
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'pareto cdf': {
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'topic': function() {
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return jStat;
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},
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// Checked against R's ppareto(q, scale = 1, shape, lower.tail = TRUE, log.p = FALSE) in package VGAM
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// install.packages("VGAM")
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// library("VGAM")
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// options(digits=10)
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// ppareto(c(0, 1, 2), 1, 1)
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// ppareto(c(-1, 1, 4), 1, 2)
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// ppareto(c(1, 2, 10), 2, 2)
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'check cdf calculation': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.pareto.cdf(0, 1, 1), 0);
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assert.epsilon(tol, jStat.pareto.cdf(1, 1, 1), 0);
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assert.epsilon(tol, jStat.pareto.cdf(2, 1, 1), 0.5);
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assert.epsilon(tol, jStat.pareto.cdf(-1, 1, 2), 0);
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assert.epsilon(tol, jStat.pareto.cdf(1, 1, 2), 0);
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assert.epsilon(tol, jStat.pareto.cdf(4, 1, 2), 0.9375);
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assert.epsilon(tol, jStat.pareto.cdf(1, 2, 2), 0);
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assert.epsilon(tol, jStat.pareto.cdf(2, 2, 2), 0);
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assert.epsilon(tol, jStat.pareto.cdf(10, 2, 2), 0.96);
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}
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},
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});
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suite.export(module);
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