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require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
include ExampleWithGSL
describe Distribution::Gamma do
shared_examples_for "Gamma engine" do
it_only_with_gsl "should return correct pdf" do
if @engine.respond_to? :pdf
1.upto(101) do |x|
a=rand * x
b=1 + rand * 5
g=GSL::Ran.gamma_pdf(x,a,b)
@engine.pdf(x,a,b).should be_within(1e-10).of(g)
end
else
pending("No #{@engine}.pdf")
end
end
it_only_with_gsl "should return correct cdf" do
if @engine.respond_to? :cdf
# From GSL-1.9.
tol = 1048576.0*Float::EPSILON
@engine.cdf(0.0, 1.0, 1.0).should eq(0.0)
@engine.cdf(1e-100, 1.0, 1.0).should be_within(tol).of(1e-100)
@engine.cdf(0.001, 1.0, 1.0).should be_within(tol).of(9.99500166625008332e-4)
@engine.cdf(0.01, 1.0, 1.0).should be_within(tol).of(9.95016625083194643e-3)
@engine.cdf(0.1, 1.0, 1.0).should be_within(tol).of(9.51625819640404268e-2)
@engine.cdf(0.325, 1.0, 1.0).should be_within(tol).of(2.77472646357927811e-1)
@engine.cdf(1.0, 1.0, 1.0).should be_within(tol).of(6.32120558828557678e-1)
@engine.cdf(1.5, 1.0, 1.0).should be_within(tol).of(7.76869839851570171e-1)
@engine.cdf(2.0, 1.0, 1.0).should be_within(tol).of(8.64664716763387308e-1)
@engine.cdf(10.0, 1.0, 1.0).should be_within(tol).of(9.99954600070237515e-1)
@engine.cdf(20.0, 1.0, 1.0).should be_within(tol).of(9.99999997938846378e-1)
@engine.cdf(100.0, 1.0, 1.0).should be_within(tol).of(1e0)
@engine.cdf(1000.0, 1.0, 1.0).should be_within(tol).of(1e0)
@engine.cdf(10000.0, 1.0, 1.0).should be_within(tol).of(1e0)
else
pending("No #{@engine}.cdf")
end
end
it "should return correct p_value" do
if @engine.respond_to? :p_value
1.upto(20) do |x|
a=rand()*0.5
b=1 + rand() * 5
pr=@engine.cdf(x,a,b)
@engine.p_value(pr,a,b).should be_within(1e-3).of(x)
end
else
skip("No #{@engine}.p_value")
end
end
end
describe "singleton" do
before do
@engine=Distribution::Gamma
end
it_should_behave_like "Gamma engine"
end
describe Distribution::Gamma::Ruby_ do
before do
@engine=Distribution::Gamma::Ruby_
end
it_should_behave_like "Gamma engine"
end
if Distribution.has_gsl?
describe Distribution::Gamma::GSL_ do
before do
@engine=Distribution::Gamma::GSL_
end
it_should_behave_like "Gamma engine"
end
end
if Distribution.has_java?
describe Distribution::Gamma::Java_ do
before do
@engine=Distribution::Gamma::Java_
end
it_should_behave_like "Gamma engine"
end
end
end
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