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|
-- | Tests for Kernel density estimates.
module Tests.KDE (
tests
)where
import Data.Vector.Unboxed ((!))
import qualified Data.Vector.Unboxed as U
import Test.Framework (Test, testGroup)
import Test.Framework.Providers.QuickCheck2 (testProperty)
import Test.QuickCheck
import Text.Printf
import Statistics.Sample.KernelDensity
tests :: Test
tests = testGroup "KDE"
[ testProperty "integral(PDF) == 1" t_densityIsPDF
]
t_densityIsPDF :: [Double] -> Property
t_densityIsPDF vec
= not (null vec) ==> test
where
(xs,ys) = kde 4096 (U.fromList vec)
step = (xs ! 1) - (xs ! 0)
integral = integratePDF step ys
--
test = printTestCase (printf "Integral %f" integral)
$ abs (1 - integral) <= 1e-3
integratePDF :: Double -> U.Vector Double -> Double
integratePDF step vec
= step * U.sum (U.zipWith (*) vec weights)
where
n = U.length vec
weights = U.generate n go
where
go i | i == 0 = 0.5
| i == n-1 = 0.5
| otherwise = 1
|
