85 lines
2.7 KiB
JavaScript
85 lines
2.7 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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var tol = 0.0000001;
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suite.addBatch({
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'laplace pdf': {
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'topic': function () {
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return jStat;
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},
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'check pdf calculation': function(jStat) {
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var pdf = jStat.laplace.pdf;
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assert.epsilon(tol, pdf(0, 0, 1), 0.5);
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assert.epsilon(tol, pdf(2, 0, 1), 0.5 * Math.exp(-2));
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//Mean parameter
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assert.epsilon(tol, pdf(0, 1, 1), 0.5 * Math.exp(-1));
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assert.epsilon(tol, pdf(0, 3, 1), 0.5 * Math.exp(-3));
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assert.epsilon(tol, pdf(0, -3, 1), 0.5 * Math.exp(-3));
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//Shape parameter
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assert.epsilon(tol, pdf(0, 0, 5), 0.1);
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//Zero for invalid parameters
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assert.epsilon(tol, pdf(0, 0, 0), 0);
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assert.epsilon(tol, pdf(0, 0, -3), 0);
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//Large values
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assert.epsilon(tol, pdf(0, 400, 500), 0.001 * Math.exp(-0.8));
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},
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'check cdf calculation': function(jStat) {
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var cdf = jStat.laplace.cdf;
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assert.epsilon(tol, cdf(0, 0, 1), 0.5);
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assert.epsilon(tol, cdf(1, 0, 1), 1 - (0.5 * Math.exp(-1)));
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//Mean parameter
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assert.epsilon(tol, cdf(0, 2, 1), 0.5 * Math.exp(-2));
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assert.epsilon(tol, cdf(3, 2, 1), 1 - (0.5 * Math.exp(-1)));
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//Shape parameter
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assert.epsilon(tol, cdf(0, 0, 3), 0.5);
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assert.epsilon(tol, cdf(3, 0, 3), 1 - (0.5 * Math.exp(-1)));
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assert.epsilon(tol, cdf(-2, 0, 4), 0.5 * Math.exp(-0.5));
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//Zero returned for invalid parameters
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assert.epsilon(tol, cdf(1, 1, 0), 0);
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assert.epsilon(tol, cdf(1, 1, -2), 0);
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},
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'mean': function(jStat) {
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var mean = jStat.laplace.mean;
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assert.epsilon(tol, mean(0, 2), 0);
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assert.epsilon(tol, mean(1, 2), 1);
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assert.epsilon(tol, mean(-5, 3), -5);
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},
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'median': function(jStat) {
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var median = jStat.laplace.median;
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assert.epsilon(tol, median(0, 2), 0);
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assert.epsilon(tol, median(1, 2), 1);
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assert.epsilon(tol, median(-5, 3), -5);
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},
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'mode': function(jStat) {
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var mode = jStat.laplace.mode;
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assert.epsilon(tol, mode(0, 2), 0);
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assert.epsilon(tol, mode(1, 2), 1);
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assert.epsilon(tol, mode(-5, 3), -5);
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},
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'variance': function(jStat) {
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var variance = jStat.laplace.variance;
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assert.epsilon(tol, variance(0, 2), 2 * 2 * 2);
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assert.epsilon(tol, variance(0, 0.25), 2 * 0.25 * 0.25);
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}
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}
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});
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suite.export(module);
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