time-to-botec/squiggle/node_modules/jstat/test/distribution/student-t-test.js

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var vows = require('vows');
var assert = require('assert');
var suite = vows.describe('jStat.distribution');
require('../env.js');
suite.addBatch({
'studentt pdf': {
'topic': function() {
return jStat;
},
//Checked against R dt(x,df)
'check pdf calculation': function(jStat) {
var tol = 0.0000001;
assert.epsilon(tol, jStat.studentt.pdf(0.5, 40), 0.3489195);
assert.epsilon(tol, jStat.studentt.pdf(-1.0, 20), 0.2360456);
},
'check pdf calculation for large parameters': function(jStat) {
var tol = 0.0000001;
assert.epsilon(tol, jStat.studentt.pdf(0.45, 400), 0.3602198);
assert.epsilon(tol, jStat.studentt.pdf(2.95, 525), 0.005283244);
},
//Checked against R's pt(x, df)
'check cdf calculation': function(jStat) {
var tol = 0.0000001;
var x = 0.5;
var df = 40;
assert.epsilon(tol, jStat.studentt.cdf(x, df), 0.6900926);
},
//Checked against R's qt(x, df)
'check inv calculation': function(jStat) {
var tol = 0.0000001;
assert.epsilon(tol, jStat.studentt.inv(0.5, 40), 0);
assert.epsilon(tol, jStat.studentt.inv(0.7, 20), 0.5328628);
assert.epsilon(tol, jStat.studentt.inv(0.2, 10), -0.8790578);
}
},
});
suite.export(module);