#include #include #include #include #include #include "../distribution/binomial_distribution.h" #include "../distribution/chi_squared_distribution.h" #include "../distribution/geometric_distribution.h" #include "../distribution/student_distribution.h" #include "../distribution/fisher_distribution.h" void assert_cumulative_distributive_function_direct_and_inverse_is(Probability::Distribution * distribution, double x, double result) { double r = distribution->cumulativeDistributiveFunctionAtAbscissa(x); quiz_assert(!std::isnan(r)); quiz_assert(!std::isinf(r)); quiz_assert(std::fabs(r-result) < FLT_EPSILON || std::fabs(r-result)/result < FLT_EPSILON); r = distribution->cumulativeDistributiveInverseForProbability(&result); quiz_assert(!std::isnan(r)); quiz_assert(!std::isinf(r)); quiz_assert(std::fabs(r-x) < FLT_EPSILON || std::fabs(r-x)/x < FLT_EPSILON); } void assert_finite_integral_between_abscissas_is(Probability::Distribution * distribution, double a, double b, double result) { double r = distribution->finiteIntegralBetweenAbscissas(a, b); quiz_assert(!std::isnan(r)); quiz_assert(!std::isinf(r)); quiz_assert(std::fabs(r-result) < FLT_EPSILON || std::fabs(r-result)/result < FLT_EPSILON); } //TODO other distributions QUIZ_CASE(binomial_distribution) { // B(32, 0.6) Probability::BinomialDistribution distribution; distribution.setParameterAtIndex(32.0, 0); distribution.setParameterAtIndex(0.6, 1); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 19.0, 0.53819340022502382137048471122398041188716888427734375); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 10.0, 0.00094770581410635293569122428181117356871254742145538330078125); // B(17, 0.1) distribution.setParameterAtIndex(17.0, 0); distribution.setParameterAtIndex(0.1, 1); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 0.0, 0.166771816996665822596668249389040283858776092529296875); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.0, 0.4817852491014791294077213024138472974300384521484375); // B(21, 0.2) distribution.setParameterAtIndex(21.0, 0); distribution.setParameterAtIndex(0.2, 1); assert_finite_integral_between_abscissas_is(&distribution, 4.0, 4.0, 0.21563235015849934848); assert_finite_integral_between_abscissas_is(&distribution, 5.0, 4.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 4.0, 5.0, 0.398919847793223794688); } QUIZ_CASE(chi_squared_distribution) { // Chi Squared distribution with 1 degree of freedom Probability::ChiSquaredDistribution distribution; distribution.setParameterAtIndex(1.0, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.3, 0.7457867763960355222963016785797663033008575439453125); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.9874567, 0.91608813616541218127764523160294629633426666259765625); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 4.987, 0.97446155200631878745554104170878417789936065673828125); // Chi Squared distribution with 1.3 degrees of freedom distribution.setParameterAtIndex(1.3, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.3, 0.66209429400375563457004091105773113667964935302734375); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.9874567, 0.878804860316481750714956433512270450592041015625); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 4.987, 0.96090315938362369507785842870362102985382080078125); // Chi Squared distribution with 5.4 degrees of freedom distribution.setParameterAtIndex(5.4, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.3, 0.047059684573231390369851823152202996425330638885498046875); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.9874567, 0.250530060451470470983537097708904184401035308837890625); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 4.987, 0.53051693435084168459781039928202517330646514892578125); // Chi Squared distribution with 6 degrees of freedom distribution.setParameterAtIndex(6.0, 0); assert_finite_integral_between_abscissas_is(&distribution, 4.0, 4.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 5.0, 4.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 4.0, 5.0, 0.1328633002997339414718); } QUIZ_CASE(student_distribution) { // Student distribution with 1 degree of freedom Probability::StudentDistribution distribution; distribution.setParameterAtIndex(1.0, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, -2.0, 0.1475836176504332741754010762247405259511345238869178945999223128627); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 0.0, 0.5); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 3.4567, 0.9103622230304611040452300585457123816013336181640625); // Student distribution with 1.3 degrees of freedom distribution.setParameterAtIndex(1.3, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, -4.987, 0.041958035438260647687069848643659497611224651336669921875); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.3, 0.8111769751474751100062121622613631188869476318359375); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.9874567, 0.92143912473359812498330256858025677502155303955078125); // Student distribution with 5.4 degrees of freedom distribution.setParameterAtIndex(5.4, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, -4.987, 0.00167496657737900025118837898929768925881944596767425537109375); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.3, 0.876837383157582639370275501278229057788848876953125); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.9874567, 0.98612148076325445433809591122553683817386627197265625); // Student distribution with 6 degrees of freedom distribution.setParameterAtIndex(6.0, 0); assert_finite_integral_between_abscissas_is(&distribution, 4.0, 4.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 5.0, 4.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 4.0, 5.0, 0.002333318101494775250); } QUIZ_CASE(geometric_distribution) { // Geometric distribution with probability of success 0.5 Probability::GeometricDistribution distribution; distribution.setParameterAtIndex(0.5, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.0, 0.5); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.0, 0.75); // Geometric distribution with probability of success 0.2 distribution.setParameterAtIndex(0.2, 0); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 6.0, 0.737856); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.0, 0.36); // Geometric distribution with probability of success 0.4 distribution.setParameterAtIndex(0.4, 0); assert_finite_integral_between_abscissas_is(&distribution, 1.0, 1.0, 0.4); assert_finite_integral_between_abscissas_is(&distribution, 2.0, 1.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 2.0, 3.0, 0.384); } QUIZ_CASE(fisher_distribution) { // Fisher distribution with d1 = 1 and d2 = 1 Probability::FisherDistribution distribution; distribution.setParameterAtIndex(1.0, 0); distribution.setParameterAtIndex(1.0, 1); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.7, 0.5834784097728860); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 3.3, 0.6796445888753); // Fisher distribution with d1 = 3 and d2 = 2 distribution.setParameterAtIndex(3.0, 0); distribution.setParameterAtIndex(2.0, 1); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 2.0, 0.6495190528383); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 3.0, 0.7400733003272); // Fisher distribution with d1 = 100 and d2 = 87 distribution.setParameterAtIndex(100.0, 0); distribution.setParameterAtIndex(87.0, 1); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 0.6, 0.00688477308162587); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.4, 0.94560850441205857); assert_cumulative_distributive_function_direct_and_inverse_is(&distribution, 1.425, 0.95425004959692871775); // Fisher distribution with d1 = 4 and d2 = 2 distribution.setParameterAtIndex(4.0, 0); distribution.setParameterAtIndex(2.0, 1); assert_finite_integral_between_abscissas_is(&distribution, 1.0, 1.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 2.0, 1.0, 0.0); assert_finite_integral_between_abscissas_is(&distribution, 1.0, 2.0, 0.19555555555555555); }