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require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
include ExampleWithGSL
describe Distribution::BivariateNormal do
shared_examples_for "all pdf normal capables engines" do
it_only_with_gsl "should return correct pdf" do
if @engine.respond_to? :pdf
[0.2,0.4,0.6,0.8,0.9, 0.99,0.999,0.999999].each {|rho|
@engine.pdf(0,0, rho , 1,1).should be_within(1e-8).of(GSL::Ran::bivariate_gaussian_pdf(0, 0, 1,1,rho))
}
else
pending("No #{@engine}.pdf")
end
end
end
shared_examples_for "all cdf normal capables engines" do
it "should return correct cdf" do
if @engine.respond_to? :cdf
@engine.cdf(2,0.5,0.5).should be_within(1e-3).of(0.686)
@engine.cdf(2,0.0,0.5).should be_within(1e-3).of(0.498)
@engine.cdf(1.5,0.5,0.5).should be_within(1e-3).of(0.671)
v=rand
@engine.cdf(10,0,v).should be_within(1e-3).of(Distribution::Normal.cdf(0))
else
pending("No #{@engine}.cdf")
end
end
end
describe "singleton" do
before do
@engine=Distribution::BivariateNormal
end
it_should_behave_like "all pdf normal capables engines"
it_should_behave_like "all cdf normal capables engines"
end
describe Distribution::Normal::Ruby_ do
before do
@engine=Distribution::BivariateNormal::Ruby_
end
it_should_behave_like "all pdf normal capables engines"
it_should_behave_like "all cdf normal capables engines"
it "Ganz method should return similar method to Hull one" do
[-3,-2,-1,0,1,1.5].each {|x|
@engine.cdf_hull(x,x,0.5).should be_within(0.001).of(@engine.cdf_genz(x,x,0.5))
}
end
end
describe Distribution::Normal::GSL_ do
before do
@engine=Distribution::BivariateNormal::GSL_
end
it_should_behave_like "all pdf normal capables engines"
end
end
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