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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|
expect(@engine.pdf(0, 0, rho, 1, 1)).to 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
expect(@engine.cdf(2, 0.5, 0.5)).to be_within(1e-3).of(0.686)
expect(@engine.cdf(2, 0.0, 0.5)).to be_within(1e-3).of(0.498)
expect(@engine.cdf(1.5, 0.5, 0.5)).to be_within(1e-3).of(0.671)
v = rand
expect(@engine.cdf(10, 0, v)).to 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|
expect(@engine.cdf_hull(x, x, 0.5)).to 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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