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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)))
expect(@engine.pdf(x, u, s)).to 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)
expect(@engine.cdf(x, u, s)).to 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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