37 lines
1.2 KiB
TypeScript
37 lines
1.2 KiB
TypeScript
import { testRun, expectErrorToBeBounded, SqValueTag } from "./TestHelpers";
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import * as fc from "fast-check";
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describe("Mean of mixture is weighted average of means", () => {
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test.skip("mx(beta(a,b), lognormal(m,s), [x,y])", () => {
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fc.assert(
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fc.property(
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fc.float({ min: 1e-1 }), // alpha
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fc.float({ min: 1 }), // beta
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fc.float(), // mu
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fc.float({ min: 1e-1 }), // sigma
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fc.float({ min: 1e-7 }),
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fc.float({ min: 1e-7 }),
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(a, b, m, s, x, y) => {
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let squiggleString = `mean(mixture(beta(${a},${b}), lognormal(${m},${s}), [${x}, ${y}]))`;
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let res = testRun(squiggleString);
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let weightDenom = x + y;
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let betaWeight = x / weightDenom;
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let lognormalWeight = y / weightDenom;
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let betaMean = 1 / (1 + b / a);
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let lognormalMean = m + s ** 2 / 2;
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if (res.tag === SqValueTag.Number) {
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expectErrorToBeBounded(
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res.value,
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betaWeight * betaMean + lognormalWeight * lognormalMean,
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1,
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2
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);
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} else {
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expect(res.value).toEqual("some error message");
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}
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}
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)
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);
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});
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});
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