235 lines
9.9 KiB
JavaScript
235 lines
9.9 KiB
JavaScript
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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'kumaraswamy 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 dkumar(p, shape1, shape2, log=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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// dkumar(c(-5, 5), 2, 2)
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'check pdf calculation': function(jStat) {
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var tol = 0.0000001;
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// outside support
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assert.epsilon(tol, jStat.kumaraswamy.pdf(-5, 2, 2), 0);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(5, 2, 2), 0);
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}
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},
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'kumaraswamy 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
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// qkumar(p, shape1, shape2, 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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// qkumar(c(0, 0.5, 1), 0.5, 0.5)
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// qkumar(c(0, 0.5, 1), 0.8, 1)
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// qkumar(c(0, 0.5, 1), 1, 0.4)
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// qkumar(c(0, 0.5, 1), 0.6, 1.2)
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// qkumar(c(0, 0.5, 1), 1, 1)
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// qkumar(c(0, 0.5, 1), 2, 1)
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// qkumar(c(0, 0.5, 1), 1.5, 1.5)
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// qkumar(c(0, 0.5, 1), 7, 25)
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'check inv calculation': function(jStat) {
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var tol = 0.0000001;
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// 'U'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 0.5, 0.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 0.5, 0.5), 0.5625);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 0.5, 0.5), 1);
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// 'L'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 0.8, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 0.8, 1), 0.4204482076);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 0.8, 1), 1);
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// reversed-'L'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 1, 0.4), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 1, 0.4), 0.8232233047);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 1, 0.4), 1);
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// sideways-'S'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 0.6, 1.2), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 0.6, 1.2), 0.2533532737);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 0.6, 1.2), 1);
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// flat distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 1, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 1, 1), 0.5);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 1, 1), 1);
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// '/'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 2, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 2, 1), 0.7071067812);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 2, 1), 1);
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// inverted-'U'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 1.5, 1.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 1.5, 1.5), 0.5154248709);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 1.5, 1.5), 1);
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// peaked distribution
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assert.epsilon(tol, jStat.kumaraswamy.inv(0, 7, 25), 0);
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assert.epsilon(tol, jStat.kumaraswamy.inv(0.5, 7, 25), 0.5979941923);
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assert.epsilon(tol, jStat.kumaraswamy.inv(1, 7, 25), 1);
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}
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},
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'kumaraswamy 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 dkumar(p, shape1, shape2, log=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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// dkumar(c(0, 0.5, 1), 0.5, 0.5)
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// dkumar(c(0, 0.5, 1), 0.8, 1) # Note: Incorrectly returns NaN for x = 1!
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// dkumar(c(0, 0.5, 1), 1, 0.4) # Note: Incorrectly returns NaN for x = 0!
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// dkumar(c(0, 0.5, 1), 0.6, 1.2)
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// dkumar(c(0, 0.5, 1), 1.3, 0.5)
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// dkumar(c(0, 0.5, 1), 1, 1) # Note: Incorrectly returns NaN for x = 0 and x = 1!
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// dkumar(c(0, 0.5, 1), 2, 1) # Note: Incorrectly returns NaN for x = 1!
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// dkumar(c(0, 0.5, 1), 1, 1.5) # Note: Incorrectly returns NaN for x = 0!
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// dkumar(c(0, 0.5, 1), 1.5, 1.5)
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// dkumar(c(0, 0.5, 1), 7, 25)
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'check pdf calculation': function(jStat) {
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var tol = 0.0000001;
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// 'U'-shaped distribution
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assert.equal(jStat.kumaraswamy.pdf(0, 0.5, 0.5), Infinity);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 0.5, 0.5), 0.6532814824);
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assert.equal(jStat.kumaraswamy.pdf(1, 0.5, 0.5), Infinity);
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// 'L'-shaped distribution
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assert.equal(jStat.kumaraswamy.pdf(0, 0.8, 1), Infinity);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 0.8, 1), 0.918958684);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 0.8, 1), 0.8);
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// reversed-'L'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 1, 0.4), 0.4);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 1, 0.4), 0.6062866266);
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assert.equal(jStat.kumaraswamy.pdf(1, 1, 0.4), Infinity);
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// sideways-'S'-shaped distribution
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assert.equal(jStat.kumaraswamy.pdf(0, 0.6, 1.2), Infinity);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 0.6, 1.2), 0.7657783992);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 0.6, 1.2), 0);
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// sideways-'Z'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 1.3, 0.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 1.3, 0.5), 0.6851052165);
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assert.equal(jStat.kumaraswamy.pdf(1, 1.3, 0.5), Infinity);
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// flat distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 1, 1), 1);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 1, 1), 1);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 1, 1), 1);
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// '/'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 2, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 2, 1), 1);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 2, 1), 2);
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// '\'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 1, 1.5), 1.5);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 1, 1.5), 1.060660172);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 1, 1.5), 0);
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// inverted-'U'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 1.5, 1.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 1.5, 1.5), 1.279186452);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 1.5, 1.5), 0);
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// peaked distribution
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0, 7, 25), 0);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(0.5, 7, 25), 2.265208101);
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assert.epsilon(tol, jStat.kumaraswamy.pdf(1, 7, 25), 0);
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}
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},
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'kumaraswamy 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 pkumar(q, shape1, shape2, 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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// pkumar(c(0, 0.5, 1), 0.5, 0.5)
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// pkumar(c(0, 0.5, 1), 0.8, 1) # Note: Incorrectly returns NaN for x = 1!
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// pkumar(c(0, 0.5, 1), 1, 0.4) # Note: Incorrectly returns NaN for x = 0!
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// pkumar(c(0, 0.5, 1), 0.6, 1.2)
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// pkumar(c(0, 0.5, 1), 1.3, 0.5)
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// pkumar(c(0, 0.5, 1), 1, 1) # Note: Incorrectly returns NaN for x = 0 and x = 1!
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// pkumar(c(0, 0.5, 1), 2, 1) # Note: Incorrectly returns NaN for x = 1!
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// pkumar(c(0, 0.5, 1), 1, 1.5) # Note: Incorrectly returns NaN for x = 0!
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// pkumar(c(0, 0.5, 1), 1.5, 1.5)
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// pkumar(c(0, 0.5, 1), 7, 25)
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// pkumar(c(-5, 5), 2, 2)
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'check cdf calculation': function(jStat) {
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var tol = 0.0000001;
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// 'U'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 0.5, 0.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 0.5, 0.5), 0.4588038999);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 0.5, 0.5), 1);
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// 'L'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 0.8, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 0.8, 1), 0.5743491775);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 0.8, 1), 1);
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// reversed-'L'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 1, 0.4), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 1, 0.4), 0.2421417167);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 1, 0.4), 1);
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// sideways-'S'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 0.6, 1.2), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 0.6, 1.2), 0.7257468009);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 0.6, 1.2), 1);
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// sideways-'Z'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 1.3, 0.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 1.3, 0.5), 0.2293679206);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 1.3, 0.5), 1);
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// flat distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 1, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 1, 1), 0.5);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 1, 1), 1);
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// '/'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 2, 1), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 2, 1), 0.25);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 2, 1), 1);
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// '\'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 1, 1.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 1, 1.5), 0.6464466094);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 1, 1.5), 1);
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// inverted-'U'-shaped distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 1.5, 1.5), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 1.5, 1.5), 0.4802446206);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 1.5, 1.5), 1);
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// peaked distribution
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0, 7, 25), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(0.5, 7, 25), 0.1780530605);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(1, 7, 25), 1);
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// outside support
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assert.epsilon(tol, jStat.kumaraswamy.cdf(-5, 2, 2), 0);
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assert.epsilon(tol, jStat.kumaraswamy.cdf(5, 2, 2), 1);
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}
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},
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});
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suite.export(module);
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