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require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
describe Distribution::LogNormal do
shared_examples_for "log-normal engine" do
it "should return correct pdf" do
if @engine.respond_to? :pdf
1.upto(10) {
u=rand()
s=rand()*100
x=rand()*50
exp=(1.0/(x*s*Math.sqrt(2*Math::PI)))*Math.exp(-((Math.log(x)-u)**2 / (2*s**2)))
@engine.pdf(x,u,s).should be_within(1e-10).of(exp)
}
else
pending("No #{@engine}.pdf")
end
end
it "should return correct cdf" do
if @engine.respond_to? :cdf
1.upto(10) {
u=rand()
s=rand()*100
x=rand()*50
exp=Distribution::Normal.cdf((Math.log(x) - u) / s)
@engine.cdf(x,u,s).should be_within(1e-10).of(exp)
}
else
pending("No #{@engine}.cdf")
end
end
end
describe "singleton" do
before do
@engine=Distribution::LogNormal
end
it_should_behave_like "log-normal engine"
end
describe Distribution::LogNormal::Ruby_ do
before do
@engine=Distribution::LogNormal::Ruby_
end
it_should_behave_like "log-normal engine"
end
if Distribution.has_gsl?
describe Distribution::LogNormal::GSL_ do
before do
@engine=Distribution::LogNormal::GSL_
end
it_should_behave_like "log-normal engine"
end
end
end
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