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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)
expect(mean).to be_within(0.5).of(exp_mean)
expect(sd).to be_within(0.3).of(exp_sd)
end
end
shared_examples_for 'gaussian engine(with rng)' do
it 'rng with a specified seed should be reproducible' do
seed = rand(10)
rng1 = @engine.rng(0, 1, seed)
rng2 = @engine.rng(0, 1, seed)
expect((rng1.call)).to eq(rng2.call)
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))
expect(@engine.pdf(x)).to 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
expect(@engine.cdf(1.96)).to be_within(1e-10).of(0.97500210485178)
expect(@engine.cdf(0)).to 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
expect(@engine.p_value(0.5)).to be_within(1e-3).of(0)
10.times do |i|
x = (i - 5) / 2.0
cdf = @engine.cdf(x)
expect(@engine.p_value(cdf)).to 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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