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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)
expect(@engine.pdf(x, a, b)).to 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 = 1_048_576.0 * Float::EPSILON
expect(@engine.cdf(0.0, 1.0, 1.0)).to eq(0.0)
expect(@engine.cdf(1e-100, 1.0, 1.0)).to be_within(tol).of(1e-100)
expect(@engine.cdf(0.001, 1.0, 1.0)).to be_within(tol).of(9.99500166625008332e-4)
expect(@engine.cdf(0.01, 1.0, 1.0)).to be_within(tol).of(9.95016625083194643e-3)
expect(@engine.cdf(0.1, 1.0, 1.0)).to be_within(tol).of(9.51625819640404268e-2)
expect(@engine.cdf(0.325, 1.0, 1.0)).to be_within(tol).of(2.77472646357927811e-1)
expect(@engine.cdf(1.0, 1.0, 1.0)).to be_within(tol).of(6.32120558828557678e-1)
expect(@engine.cdf(1.5, 1.0, 1.0)).to be_within(tol).of(7.76869839851570171e-1)
expect(@engine.cdf(2.0, 1.0, 1.0)).to be_within(tol).of(8.64664716763387308e-1)
expect(@engine.cdf(10.0, 1.0, 1.0)).to be_within(tol).of(9.99954600070237515e-1)
expect(@engine.cdf(20.0, 1.0, 1.0)).to be_within(tol).of(9.99999997938846378e-1)
expect(@engine.cdf(100.0, 1.0, 1.0)).to be_within(tol).of(1e0)
expect(@engine.cdf(1000.0, 1.0, 1.0)).to be_within(tol).of(1e0)
expect(@engine.cdf(10_000.0, 1.0, 1.0)).to 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)
expect(@engine.p_value(pr, a, b)).to 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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