51 lines
1.7 KiB
Plaintext
51 lines
1.7 KiB
Plaintext
open Jest
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open Expect
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open TestHelpers
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open FastCheck
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open Arbitrary
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open Property.Sync
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describe("dotSubtract", () => {
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test("mean of normal minus exponential (unit)", () => {
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let mean = 0.0
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let rate = 10.0
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exception MeanFailed
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let dotDifference = DistributionOperation.Constructors.pointwiseSubtract(
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~env,
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mkNormal(mean, 1.0),
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mkExponential(rate),
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)
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let meanResult = E.R2.bind(DistributionOperation.Constructors.mean(~env), dotDifference)
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let meanAnalytical = mean -. 1.0 /. rate
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switch meanResult {
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| Ok(meanValue) => meanValue->expect->toBeCloseTo(meanAnalytical)
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| Error(_) => raise(MeanFailed)
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}
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})
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Skip.test("mean of normal minus exponential (property)", () => {
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assert_(
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property2(float_(), floatRange(1e-5, 1e5), (mean, rate) => {
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// We limit ourselves to stdev=1 so that the integral is trivial
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let dotDifference = DistributionOperation.Constructors.pointwiseSubtract(
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~env,
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mkNormal(mean, 1.0),
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mkExponential(rate),
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)
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let meanResult = E.R2.bind(DistributionOperation.Constructors.mean(~env), dotDifference)
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// according to algebra or random variables,
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let meanAnalytical = mean -. 1.0 /. rate
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Js.Console.log3(
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mean,
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rate,
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E.R.fmap(x => abs_float(x -. meanAnalytical) /. abs_float(meanAnalytical), meanResult),
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)
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switch meanResult {
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| Ok(meanValue) => abs_float(meanValue -. meanAnalytical) /. abs_float(meanValue) < 1e-2 // 1% relative error
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| Error(err) => err === DistributionTypes.OperationError(DivisionByZeroError)
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}
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}),
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)
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pass
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})
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})
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