time-to-botec/squiggle/node_modules/jstat/test/distribution/poisson-test.js
NunoSempere b6addc7f05 feat: add the node modules
Necessary in order to clearly see the squiggle hotwiring.
2022-12-03 12:44:49 +00:00

62 lines
2.1 KiB
JavaScript

var vows = require('vows');
var assert = require('assert');
var suite = vows.describe('jStat.distribution');
require('../env.js');
var tol = 0.0000001;
suite.addBatch({
'poisson pdf': {
'topic': function() {
return jStat;
},
'check pdf calculation': function(jStat) {
var pdf = jStat.poisson.pdf;
assert.epsilon(tol, pdf(1, 1), Math.exp(-1));
assert.epsilon(tol, pdf(2, 1), Math.exp(-1) / 2);
assert.epsilon(tol, pdf(1, 3), 3 * Math.exp(-3));
assert.epsilon(tol, pdf(1, 1.5), 1.5 * Math.exp(- 1.5));
//Negative test cases outside of support
assert.epsilon(tol, pdf(1.4, 1), 0);
assert.epsilon(tol, pdf(1, -2), 0);
},
'check cdf calculation': function(jStat) {
var curriedCdf = function(k) { return jStat.poisson.cdf(k, 1); };
var pdfValues = [Math.exp(-1), Math.exp(-1), Math.exp(-1) / 2, Math.exp(-1) / 6, Math.exp(-1) / 24];
assert.epsilon(tol, curriedCdf(0.5), pdfValues[0]);
assert.epsilon(tol, curriedCdf(3.5), pdfValues[0] + pdfValues[1] + pdfValues[2] + pdfValues[3]);
assert.epsilon(tol, curriedCdf(-1), 0);
assert.epsilon(tol, curriedCdf(2), pdfValues[0] + pdfValues[1] + pdfValues[2]);
},
'mean': function(jStat) {
var mean = jStat.poisson.mean;
assert.epsilon(tol, mean(1), 1);
assert.epsilon(tol, mean(3.5), 3.5);
},
'check sample': function(jStat) {
var samplingTol = 10;
var lambdaToTest = [10, 100, 1000, 10000, 100000];
var sampleSize = 10000;
for(var i in lambdaToTest) {
var lambda = lambdaToTest[i];
var sum = 0;
for(let i = 0; i < sampleSize; i++) {
sum += jStat.poisson.sample(lambda);
}
var mean = sum/sampleSize;
assert.epsilon(samplingTol, mean, lambda);
}
}
}
});
suite.export(module);