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require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
describe Distribution::Normal do
shared_examples_for "gaussian engine(with rng)" do
it "should return correct rng" do
samples=100
sum=0
ss=0
exp_mean=rand(10)-5
exp_sd=1
rng=@engine.rng(exp_mean,exp_sd)
samples.times do
v=rng.call
sum+=v
ss+=(v-exp_mean)**2
end
mean=sum.to_f/samples
sd=Math::sqrt(ss.to_f/samples)
mean.should be_within(0.5).of(exp_mean)
sd.should be_within(0.3).of(exp_sd)
end
end
shared_examples_for "gaussian engine(with pdf)" do
it "should return correct pdf" do
if @engine.respond_to? :pdf
10.times do |i|
x=(i-5)/2.0
pdf=(1.0 / Distribution::SQ2PI)*Math::exp(-(x**2/2.0))
@engine.pdf(x).should be_within(1e-10).of(pdf)
end
else
pending("No #{@engine}.pdf")
end
end
end
shared_examples_for "gaussian engine" do
it "should return correct cdf" do
if @engine.respond_to? :cdf
@engine.cdf(1.96).should be_within(1e-10).of(0.97500210485178)
@engine.cdf(0).should be_within(1e-10).of(0.5)
else
pending("No #{@engine}.cdf")
end
end
it "should return correct p_value" do
if @engine.respond_to? :p_value
@engine.p_value(0.5).should be_within(1e-3).of(0)
10.times do |i|
x=(i-5) / 2.0
cdf=@engine.cdf(x)
@engine.p_value(cdf).should be_within(1e-6).of(x)
end
else
pending("No #{@engine}.p_value")
end
end
end
describe "singleton" do
before do
@engine=Distribution::Normal
end
it_should_behave_like "gaussian engine"
it_should_behave_like "gaussian engine(with rng)"
it_should_behave_like "gaussian engine(with pdf)"
end
describe Distribution::Normal::Ruby_ do
before do
@engine=Distribution::Normal::Ruby_
end
it_should_behave_like "gaussian engine"
it_should_behave_like "gaussian engine(with rng)"
it_should_behave_like "gaussian engine(with pdf)"
end
if Distribution.has_gsl?
describe Distribution::Normal::GSL_ do
before do
@engine=Distribution::Normal::GSL_
end
it_should_behave_like "gaussian engine"
it_should_behave_like "gaussian engine(with rng)"
it_should_behave_like "gaussian engine(with pdf)"
end
end
if Distribution.has_statistics2?
describe Distribution::Normal::Statistics2_ do
before do
@engine=Distribution::Normal::Statistics2_
end
it_should_behave_like "gaussian engine"
end
end
if Distribution.has_java?
describe Distribution::Normal::Java_ do
before do
@engine=Distribution::Normal::Java_
end
it_should_behave_like "gaussian engine"
end
end
end
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