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#! /usr/bin/env python
import openturns as ot
import openturns.testing as ott
ot.TESTPREAMBLE()
h = 1e-4
for factory in ot.DistributionFactory.GetContinuousUniVariateFactories():
dist = factory.build()
if dist.getName() == "MeixnerDistribution":
# unstable
continue
p = dist.getParameter()
n = len(p)
x = dist.computeQuantile(0.51)
pdfgrad = dist.computePDFGradient(x)
cdfgrad = dist.computeCDFGradient(x)
pdf_ref = dist.computePDF(x)
cdf_ref = dist.computeCDF(x)
pdfgrad_fd = ot.Point(n)
for j in range(n):
p_tmp = ot.Point(p)
p_tmp[j] = p_tmp[j] + h
dist.setParameter(p_tmp)
pdfgrad_fd[j] = (dist.computePDF(x) - pdf_ref) / h
print(dist.getName(), "PDF", pdfgrad, pdfgrad_fd)
ott.assert_almost_equal(pdfgrad_fd, pdfgrad, 1e-3, 1e-3, dist.getName() + ".pdf")
cdfgrad_fd = ot.Point(n)
for j in range(n):
p_tmp = ot.Point(p)
p_tmp[j] = p_tmp[j] + h
dist.setParameter(p_tmp)
cdfgrad_fd[j] = (dist.computeCDF(x) - cdf_ref) / h
print(dist.getName(), "CDF", cdfgrad, cdfgrad_fd)
ott.assert_almost_equal(cdfgrad_fd, cdfgrad, 1e-3, 1e-3, dist.getName() + ".cdf")
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