test cases for lognormal uniform mixture
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@ -2,8 +2,8 @@ open Jest
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open Expect
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let env: DistributionOperation.env = {
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sampleCount: 1000,
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xyPointLength: 100,
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sampleCount: 10000,
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xyPointLength: 1000,
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}
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let {toFloat, toDist, toString, toError, fmap} = module(DistributionOperation.Output)
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@ -56,7 +56,8 @@ describe("mixture", () => {
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)
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testAll(
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"weighted mean of lognormal and uniform",
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list{},
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// Would not survive property tests: very easy to find cases that NaN out.
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list{((-1e2,1e1), (2e0,1e0)), ((-1e-16,1e-16), (1e-8,1e0)), ((0.0,1e0), (1e0,1e-2))},
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tup => {
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let (uniformParams, lognormalParams) = tup
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let (low, high) = uniformParams
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@ -68,7 +69,7 @@ describe("mixture", () => {
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theMean
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-> unpackFloat
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-> expect
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-> toBeSoCloseTo(0.6 *. (low +. high) /. 2.0 +. 0.4 *. (mu +. sigma ** 2.0 /. 2.0), ~digits=0)
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-> toBeSoCloseTo(0.6 *. (low +. high) /. 2.0 +. 0.4 *. (mu +. sigma ** 2.0 /. 2.0), ~digits=-1)
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}
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)
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})
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