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// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package distmv
import (
"math"
"testing"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/mat"
)
func TestDirichlet(t *testing.T) {
// Data from Scipy.
for cas, test := range []struct {
Dir *Dirichlet
x []float64
prob float64
}{
{
NewDirichlet([]float64{1, 1, 1}, nil),
[]float64{0.2, 0.3, 0.5},
2.0,
},
{
NewDirichlet([]float64{0.6, 10, 8.7}, nil),
[]float64{0.2, 0.3, 0.5},
0.24079612737071665,
},
} {
p := test.Dir.Prob(test.x)
if math.Abs(p-test.prob) > 1e-14 {
t.Errorf("Probablility mismatch. Case %v. Got %v, want %v", cas, p, test.prob)
}
}
rnd := rand.New(rand.NewSource(1))
for cas, test := range []struct {
Dir *Dirichlet
}{
{
NewDirichlet([]float64{1, 1, 1}, rnd),
},
{
NewDirichlet([]float64{2, 3}, rnd),
},
{
NewDirichlet([]float64{0.2, 0.3}, rnd),
},
{
NewDirichlet([]float64{0.2, 4}, rnd),
},
{
NewDirichlet([]float64{0.1, 4, 20}, rnd),
},
} {
const n = 1e5
d := test.Dir
dim := d.Dim()
x := mat.NewDense(n, dim, nil)
generateSamples(x, d)
checkMean(t, cas, x, d, 1e-2)
checkCov(t, cas, x, d, 1e-2)
}
}
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