176 lines
8.2 KiB
JavaScript
176 lines
8.2 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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'triangular 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 dtriang(x, min, mode, max, log=FALSE) from package 'mc2d':
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// install.packages("mc2d")
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// library("mc2d")
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// dtriang(c(0.5, 1, 2.5, 5, 6.5, 11, 20), 1, 5, 11)
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// dtriang(c(-20, -5, -2.5, 5, 10), -5, -5, 5)
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// dtriang(c(-10, 0, 4, 8, 12), 0, 8, 8)
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// dtriang(c(0, 7, 12), 5, 4, 10)
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// dtriang(c(17, 30, 88), 23, 50, 47)
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// dtriang(c(-17, -10, 0), -10, -10, -10)
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'check pdf calculation, when a < c < b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.pdf(0.5, 1, 11, 5), 0); // x < a
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assert.epsilon(tol, jStat.triangular.pdf(1, 1, 11, 5), 0); // x = a
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assert.epsilon(tol, jStat.triangular.pdf(2.5, 1, 11, 5), 0.075); // a < x < c
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assert.epsilon(tol, jStat.triangular.pdf(5, 1, 11, 5), 0.2); // x = c
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assert.epsilon(tol, jStat.triangular.pdf(6.5, 1, 11, 5), 0.15); // c < x < b
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assert.epsilon(tol, jStat.triangular.pdf(11, 1, 11, 5), 0); // x = b
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assert.epsilon(tol, jStat.triangular.pdf(20, 1, 11, 5), 0); // b < x
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},
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'check pdf calculation, when a = c < b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.pdf(-20, -5, 5, -5), 0); // x < a
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assert.epsilon(tol, jStat.triangular.pdf(-5, -5, 5, -5), 0.2); // x = a = c
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assert.epsilon(tol, jStat.triangular.pdf(-2.5, -5, 5, -5), 0.15); // a = c < x < b
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assert.epsilon(tol, jStat.triangular.pdf(5, -5, 5, -5), 0); // x = b
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assert.epsilon(tol, jStat.triangular.pdf(10, -5, 5, -5), 0); // b < x
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},
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'check pdf calculation, when a < c = b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.pdf(-10, 0, 8, 8), 0); // x < a
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assert.epsilon(tol, jStat.triangular.pdf(0, 0, 8, 8), 0); // x = a < c = b
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assert.epsilon(tol, jStat.triangular.pdf(4, 0, 8, 8), 0.125); // a = c < x < b
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assert.epsilon(tol, jStat.triangular.pdf(8, 0, 8, 8), 0.25); // x = c = b
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assert.epsilon(tol, jStat.triangular.pdf(12, 0, 8, 8), 0); // b < x
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},
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'check pdf calculation, when c < a': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.pdf(0, 5, 10, 4)); // x < a
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assert.isNaN(jStat.triangular.pdf(7, 5, 10, 4)); // a < x < b
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assert.isNaN(jStat.triangular.pdf(12, 5, 10, 4)); // b < x
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},
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'check pdf calculation, when b < c': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.pdf(17, 23, 47, 50)); // x < a
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assert.isNaN(jStat.triangular.pdf(30, 23, 47, 50)); // a < x < b
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assert.isNaN(jStat.triangular.pdf(88, 23, 47, 50)); // b < x
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},
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'check pdf calculation, when a = b': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.pdf(-17, -10, -10, -10)); // x < a
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assert.isNaN(jStat.triangular.pdf(-10, -10, -10, -10)); // a = x = b
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assert.isNaN(jStat.triangular.pdf(0, -10, -10, -10)); // b < x
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}
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},
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'triangular 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 ptriang(q, min=-1, mode=0, max=1, lower.tail=TRUE, log.p=FALSE) from package 'mc2d':
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// install.packages("mc2d")
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// library("mc2d")
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// options(digits=10)
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// ptriang(c(0, 1, 3, 5, 7, 11, 13), 1, 5, 11)
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// ptriang(c(-10, -5, 0, 5, 10), -5, -5, 5)
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// ptriang(c(-1, 0, 4, 8, 10), 0, 8, 8)
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// ptriang(6, 5, 4, 10)
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// ptriang(30, 23, 50, 47)
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// ptriang(-10, -10, -10, -10) # NOTE: This returns: [1] 1, but we don't allow a = b = c!
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'check cdf calculation, when a < c < b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.cdf(0, 1, 11, 5), 0);
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assert.epsilon(tol, jStat.triangular.cdf(1, 1, 11, 5), 0);
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assert.epsilon(tol, jStat.triangular.cdf(3, 1, 11, 5), 0.1);
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assert.epsilon(tol, jStat.triangular.cdf(5, 1, 11, 5), 0.4);
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assert.epsilon(tol, jStat.triangular.cdf(7, 1, 11, 5), 0.7333333333);
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assert.epsilon(tol, jStat.triangular.cdf(11, 1, 11, 5), 1);
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assert.epsilon(tol, jStat.triangular.cdf(13, 1, 11, 5), 1);
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},
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'check cdf calculation, when a = c < b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.cdf(-10, -5, 5, -5), 0);
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assert.epsilon(tol, jStat.triangular.cdf(-5, -5, 5, -5), 0);
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assert.epsilon(tol, jStat.triangular.cdf(0, -5, 5, -5), 0.75);
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assert.epsilon(tol, jStat.triangular.cdf(5, -5, 5, -5), 1);
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assert.epsilon(tol, jStat.triangular.cdf(10, -5, 5, -5), 1);
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},
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'check cdf calculation, when a < c = b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.cdf(-1, 0, 8, 8), 0);
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assert.epsilon(tol, jStat.triangular.cdf(0, 0, 8, 8), 0);
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assert.epsilon(tol, jStat.triangular.cdf(4, 0, 8, 8), 0.25);
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assert.epsilon(tol, jStat.triangular.cdf(8, 0, 8, 8), 1);
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assert.epsilon(tol, jStat.triangular.cdf(10, 0, 8, 8), 1);
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},
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'check cdf calculation, when c < a': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.cdf(6, 5, 10, 4));
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},
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'check cdf calculation, when b < c': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.cdf(30, 23, 47, 50));
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},
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'check cdf calculation, when a = b': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.cdf(-10, -10, -10, -10));
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}
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},
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'triangular 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 qtriang(p, min=-1, mode=0, max=1, lower.tail=TRUE, log.p=FALSE) from package 'mc2d':
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// install.packages("mc2d")
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// library("mc2d")
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// options(digits=10)
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// qtriang(c(0, 0.25, 0.5, 0.75, 1), 1, 5, 11)
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// qtriang(c(0, 0.5, 1), -5, -5, 5)
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// qtriang(c(0, 0.5, 1), 0, 8, 8)
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// qtriang(c(0, 0.5, 1), 5, 4, 10)
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// qtriang(c(0, 0.5, 1), 23, 50, 47)
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// qtriang(c(0, 0.5, 1), -10, -10, -10) # NOTE: This returns: [1] 1 1 1, but we don't allow a = b = c!
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'check inv calculation, when a < c < b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.inv(0, 1, 11, 5), 1);
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assert.epsilon(tol, jStat.triangular.inv(0.25, 1, 11, 5), 4.162277660);
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assert.epsilon(tol, jStat.triangular.inv(0.5, 1, 11, 5), 5.522774425);
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assert.epsilon(tol, jStat.triangular.inv(0.75, 1, 11, 5), 7.127016654);
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assert.epsilon(tol, jStat.triangular.inv(1, 1, 11, 5), 11);
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},
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'check inv calculation, when a = c < b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.inv(0, -5, 5, -5), -5);
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assert.epsilon(tol, jStat.triangular.inv(0.5, -5, 5, -5), -2.071067812);
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assert.epsilon(tol, jStat.triangular.inv(1, -5, 5, -5), 5);
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},
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'check inv calculation, when a < c = b': function(jStat) {
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var tol = 0.0000001;
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assert.epsilon(tol, jStat.triangular.inv(0, 0, 8, 8), 0);
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assert.epsilon(tol, jStat.triangular.inv(0.5, 0, 8, 8), 5.656854249);
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assert.epsilon(tol, jStat.triangular.inv(1, 0, 8, 8), 8);
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},
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'check inv calculation, when c < a': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.inv(0, 5, 10, 4));
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assert.isNaN(jStat.triangular.inv(0.5, 5, 10, 4));
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assert.isNaN(jStat.triangular.inv(1, 5, 10, 4));
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},
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'check inv calculation, when b < c': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.inv(0, 23, 47, 50));
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assert.isNaN(jStat.triangular.inv(0.5, 23, 47, 50));
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assert.isNaN(jStat.triangular.inv(1, 23, 47, 50));
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},
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'check inv calculation, when a = b': function(jStat) {
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var tol = 0.0000001;
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assert.isNaN(jStat.triangular.inv(0, -10, -10, -10));
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assert.isNaN(jStat.triangular.inv(0.5, -10, -10, -10));
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assert.isNaN(jStat.triangular.inv(1, -10, -10, -10));
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}
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}
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});
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suite.export(module);
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