67 lines
2.2 KiB
JavaScript
67 lines
2.2 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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'gamma pdf': {
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'topic': function() {
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return jStat;
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},
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'check instance and static pdf method': function (jStat) {
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var shape = 5;
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var scale = 1;
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var gamma = jStat.gamma(shape, scale);
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var xValues = [-1, 0, 1];
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var x;
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for (var i = 0; i < xValues.length; i++) {
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x = xValues[i];
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pStatic = jStat.gamma.pdf(x, shape, scale);
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pInstance = gamma.pdf(x);
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if (isNaN(pStatic)) {
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assert(isNaN(pInstance));
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} else {
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assert(pStatic === pInstance,
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'Gamma pdf evaluated at ' +
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x + ' should be equal for instance and static methods.');
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}
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}
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},
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// Checked against R's dgamma(x, shape, rate = 1, scale = 1/rate, log = FALSE)
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// options(digits=10)
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// dgamma(2, 1, scale=1)
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// dgamma(5, 10, scale=2)
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// dgamma(18, 22, scale=0.8)
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// dgamma(-5, 7, scale=10)
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'check pdf': function(jStat) {
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tol = 0.000001;
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assert.epsilon(tol, jStat.gamma.pdf(2, 1, 1), 0.1353352832);
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assert.epsilon(tol, jStat.gamma.pdf(5, 10, 2), 0.000431450369);
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assert.epsilon(tol, jStat.gamma.pdf(18, 22, 0.8), 0.1029848021);
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assert.epsilon(tol, jStat.gamma.pdf(-5, 7, 10), 0);
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},
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//Checked against R's pgamma(q, shape, rate = 1/scale)
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//That is, jStat.gamma.cdf(5, 10, 2) == pgamma(5, 10, 1/2)
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'check cdf': function(jStat) {
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tol = 0.000001;
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assert.epsilon(tol, jStat.gamma.cdf(2, 1, 1), 0.8646647);
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assert.epsilon(tol, jStat.gamma.cdf(5, 10, 2), 0.0002773);
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assert.epsilon(tol, jStat.gamma.cdf(18, 22, 0.8), 0.5701725);
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assert.epsilon(tol, jStat.gamma.cdf(-1, 5, 5), 0);
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},
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//Checked against R's qgamma(p, shape, rate = 1/scale)
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//That is, jStat.gamma.inv(0.86, 10, 2) == qgamma(0.86, 10, 1/2)
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'check inv': function(jStat) {
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tol = 0.00001;
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assert.epsilon(tol, jStat.gamma.inv(0.86, 10, 2), 26.83397);
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assert.epsilon(tol, jStat.gamma.inv(0.57, 22, 0.8), 17.99833);
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}
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},
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});
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suite.export(module);
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