88 lines
2.9 KiB
JavaScript
88 lines
2.9 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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'central F distribution': {
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'topic': function() {
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return jStat;
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},
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//Check against R's df(x, df1, df2)
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'check pdf calculation': function(jStat) {
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var tol = 0.0000001;
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var zeroth = jStat.centralF.pdf(0.2, 1, 3);
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assert.epsilon(tol, zeroth, 0.722349);
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var first = jStat.centralF.pdf(1, 100, 100);
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assert.epsilon(tol, first, 1.989731);
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var second = jStat.centralF.pdf(2.5, 50, 200);
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assert.epsilon(tol, second, 0.00003610325);
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var third = jStat.centralF.pdf(0.8, 2, 10);
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assert.epsilon(tol, third, 0.4104423);
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var fourth = jStat.centralF.pdf(0.4, 3, 10);
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assert.epsilon(tol, fourth, 0.6733766);
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var first_at_zero = jStat.centralF.pdf(0.0, 3, 5);
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assert.epsilon(tol, first_at_zero, 0);
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var second_at_zero = jStat.centralF.pdf(0.0, 2, 1);
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assert.epsilon(tol, second_at_zero, 1);
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var third_at_zero = jStat.centralF.pdf(0.0, 1, 1);
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assert.strictEqual(third_at_zero, Infinity);
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// When x < 0 return 0
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// df(-3, 4, 11)
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assert.epsilon(tol, jStat.centralF.pdf(-3, 4, 11), 0);
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// When x = 0, and df1 = 2, return 1
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// df(0, 2, 15)
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assert.epsilon(tol, jStat.centralF.pdf(0, 2, 15), 1);
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// When x = 0, and df1 < 2, return Infinity
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// df(0, 1, 20)
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assert.equal(jStat.centralF.pdf(0, 1, 20), Infinity);
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assert.epsilon(tol, jStat.centralF.pdf(5, 1, 200), 0.0148982);
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assert.epsilon(tol, jStat.centralF.pdf(4.099, 2, 140), 0.01759074);
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assert.epsilon(tol, jStat.centralF.pdf(10, 300, 10), 8.304129e-05);
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},
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// Check against R's pf(q, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE):
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// options(digits=10)
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// pf(0.2, 1, 3)
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// pf(1, 100, 100)
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// pf(2.5, 50, 200)
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// pf(0.8, 2, 10)
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// pf(0.4, 3, 10)
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// pf(0, 3, 5)
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// pf(0, 2, 1)
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// pf(0, 1, 1)
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// pf(-5, 5, 20)
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'check cdf calculation': function(jStat) {
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var tol = 0.0000001;
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// Check with x within support (x > 0)
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assert.epsilon(tol, jStat.centralF.cdf(0.2, 1, 3), 0.3149623575);
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assert.epsilon(tol, jStat.centralF.cdf(1, 100, 100), 0.5);
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assert.epsilon(tol, jStat.centralF.cdf(2.5, 50, 200), 0.9999962786);
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assert.epsilon(tol, jStat.centralF.cdf(0.8, 2, 10), 0.5238869846);
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assert.epsilon(tol, jStat.centralF.cdf(0.4, 3, 10), 0.2439174275);
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// Check with x at edge of support (x = 0)
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assert.epsilon(tol, jStat.centralF.cdf(0.0, 3, 5), 0);
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assert.epsilon(tol, jStat.centralF.cdf(0.0, 2, 1), 0);
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assert.epsilon(tol, jStat.centralF.cdf(0.0, 1, 1), 0);
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// Check with x outside of support (x < 0)
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assert.epsilon(tol, jStat.centralF.cdf(-5, 5, 20), 0);
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}
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}
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});
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suite.export(module);
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