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79 lines
4.3 KiB
C++
79 lines
4.3 KiB
C++
#include <quiz.h>
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#include <string.h>
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#include <assert.h>
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#include <float.h>
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#include <cmath>
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#include "../law/chi_squared_law.h"
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#include "../law/geometric_law.h"
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#include "../law/student_law.h"
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void assert_cumulative_distributive_function_direct_and_inverse_is(Probability::Law * law, double x, double result) {
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double r = law->cumulativeDistributiveFunctionAtAbscissa(x);
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quiz_assert(!std::isnan(r));
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quiz_assert(!std::isinf(r));
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quiz_assert(std::abs(r-result)/result < FLT_EPSILON);
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r = law->cumulativeDistributiveInverseForProbability(&result);
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quiz_assert(!std::isnan(r));
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quiz_assert(!std::isinf(r));
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quiz_assert(std::abs(r-x) < FLT_EPSILON || std::abs(r-x)/x < FLT_EPSILON);
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}
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//TODO other laws
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QUIZ_CASE(chi_squared_law) {
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// Chi Squared law with 1 degree of freedom
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Probability::ChiSquaredLaw law;
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law.setParameterAtIndex(1.0, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 1.3, 0.7457867763960355222963016785797663033008575439453125);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 2.9874567, 0.91608813616541218127764523160294629633426666259765625);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 4.987, 0.97446155200631878745554104170878417789936065673828125);
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// Chi Squared law with 1.3 degrees of freedom
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law.setParameterAtIndex(1.3, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 1.3, 0.66209429400375563457004091105773113667964935302734375);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 2.9874567, 0.878804860316481750714956433512270450592041015625);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 4.987, 0.96090315938362369507785842870362102985382080078125);
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// Chi Squared law with 5.4 degrees of freedom
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law.setParameterAtIndex(5.4, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 1.3, 0.047059684573231390369851823152202996425330638885498046875);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 2.9874567, 0.250530060451470470983537097708904184401035308837890625);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 4.987, 0.53051693435084168459781039928202517330646514892578125);
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}
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QUIZ_CASE(student_law) {
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// Student law with 1 degree of freedom
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Probability::StudentLaw law;
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law.setParameterAtIndex(1.0, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, -2.0, 0.1475836176504332741754010762247405259511345238869178945999223128627);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 0.0, 0.5);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 3.4567, 0.9103622230304611040452300585457123816013336181640625);
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// Student law with 1.3 degrees of freedom
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law.setParameterAtIndex(1.3, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, -4.987, 0.041958035438260647687069848643659497611224651336669921875);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 1.3, 0.8111769751474751100062121622613631188869476318359375);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 2.9874567, 0.92143912473359812498330256858025677502155303955078125);
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// Student law with 5.4 degrees of freedom
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law.setParameterAtIndex(5.4, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, -4.987, 0.00167496657737900025118837898929768925881944596767425537109375);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 1.3, 0.876837383157582639370275501278229057788848876953125);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 2.9874567, 0.98612148076325445433809591122553683817386627197265625);
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}
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QUIZ_CASE(geometric_law) {
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// Geometric law with probability of success 0.5
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Probability::GeometricLaw law;
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law.setParameterAtIndex(0.5, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 2.0, 0.875);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 3.0, 0.9375);
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// Geometric law with probability of success 0.2
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law.setParameterAtIndex(0.2, 0);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 7.0, 0.8322278399999998299563230830244719982147216796875);
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assert_cumulative_distributive_function_direct_and_inverse_is(&law, 3.0, 0.5904);
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}
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