154 |
|
|
155 |
/* Tests for student's T distribution */ |
/* Tests for student's T distribution */ |
156 |
|
|
157 |
|
/* p(x,nu) = (1/2)*(1+sign(x)*betaI(x^2/(nu+x^2),1/2,nu/2)) |
158 |
|
q(x,nu) = (1/2)*(1-sign(x)*betaI(x^2/(nu+x^2),1/2,nu/2)) */ |
159 |
|
|
160 |
TEST(gsl_cdf_tdist_P, (0.0, 1), 0.5, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (0.0, 1), 0.5, TEST_TOL6); |
161 |
TEST(gsl_cdf_tdist_P, (1e-100, 1), 0.5, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (1e-100, 1), 0.5, TEST_TOL6); |
162 |
TEST(gsl_cdf_tdist_P, (0.001, 1), 5.00318309780080559e-1, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (0.001, 1), 5.00318309780080559e-1, TEST_TOL6); |
172 |
TEST(gsl_cdf_tdist_P, (1000.0, 1), 9.99681690219919441e-1, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (1000.0, 1), 9.99681690219919441e-1, TEST_TOL6); |
173 |
TEST(gsl_cdf_tdist_P, (10000.0, 1), 9.99968169011487724e-1, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (10000.0, 1), 9.99968169011487724e-1, TEST_TOL6); |
174 |
|
|
175 |
|
TEST(gsl_cdf_tdist_Q, (0.0, 1), 0.5, TEST_TOL6); |
176 |
|
TEST(gsl_cdf_tdist_Q, (1e-100, 1), 0.5, TEST_TOL6); |
177 |
|
TEST(gsl_cdf_tdist_Q, (0.001, 1), 4.99681690219919441e-1, TEST_TOL6); |
178 |
|
TEST(gsl_cdf_tdist_Q, (0.01, 1), 4.96817007235091745e-1, TEST_TOL6); |
179 |
|
TEST(gsl_cdf_tdist_Q, (0.1, 1), 4.68274482569446430e-1, TEST_TOL6); |
180 |
|
TEST(gsl_cdf_tdist_Q, (0.325, 1), 3.99976879967147876e-1, TEST_TOL6); |
181 |
|
TEST(gsl_cdf_tdist_Q, (1.0, 1), 2.5e-1, TEST_TOL6); |
182 |
|
TEST(gsl_cdf_tdist_Q, (1.5, 1), 1.87167041810998816e-1, TEST_TOL6); |
183 |
|
TEST(gsl_cdf_tdist_Q, (2.0, 1), 1.47583617650433274e-1, TEST_TOL6); |
184 |
|
TEST(gsl_cdf_tdist_Q, (10.0, 1), 3.17255174305535695e-2, TEST_TOL6); |
185 |
|
TEST(gsl_cdf_tdist_Q, (20.0, 1), 1.59022512561763752e-2, TEST_TOL6); |
186 |
|
TEST(gsl_cdf_tdist_Q, (100.0, 1), 3.18299276490825515e-3, TEST_TOL6); |
187 |
|
TEST(gsl_cdf_tdist_Q, (1000.0, 1), 3.18309780080558939e-4, TEST_TOL6); |
188 |
|
TEST(gsl_cdf_tdist_Q, (10000.0, 1), 3.18309885122757724e-5, TEST_TOL6); |
189 |
|
|
190 |
TEST(gsl_cdf_tdist_P, (-1e-100, 1), 0.5, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-1e-100, 1), 0.5, TEST_TOL6); |
191 |
TEST(gsl_cdf_tdist_P, (-0.001, 1), 4.99681690219919441e-1, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-0.001, 1), 4.99681690219919441e-1, TEST_TOL6); |
192 |
TEST(gsl_cdf_tdist_P, (-0.01, 1), 4.96817007235091744e-1, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-0.01, 1), 4.96817007235091744e-1, TEST_TOL6); |
201 |
TEST(gsl_cdf_tdist_P, (-1000.0, 1), 3.18309780080558938e-4, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-1000.0, 1), 3.18309780080558938e-4, TEST_TOL6); |
202 |
TEST(gsl_cdf_tdist_P, (-10000.0, 1), 3.18309885122757724e-5, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-10000.0, 1), 3.18309885122757724e-5, TEST_TOL6); |
203 |
|
|
204 |
|
TEST(gsl_cdf_tdist_Q, (-1e-100, 1), 0.5, TEST_TOL6); |
205 |
|
TEST(gsl_cdf_tdist_Q, (-0.001, 1), 5.00318309780080559e-1, TEST_TOL6); |
206 |
|
TEST(gsl_cdf_tdist_Q, (-0.01, 1), 5.03182992764908255e-1, TEST_TOL6); |
207 |
|
TEST(gsl_cdf_tdist_Q, (-0.1, 1), 5.31725517430553570e-1, TEST_TOL6); |
208 |
|
TEST(gsl_cdf_tdist_Q, (-0.325, 1), 6.00023120032852124e-1, TEST_TOL6); |
209 |
|
TEST(gsl_cdf_tdist_Q, (-1.0, 1), 7.5e-1, TEST_TOL6); |
210 |
|
TEST(gsl_cdf_tdist_Q, (-1.5, 1), 8.12832958189001184e-1, TEST_TOL6); |
211 |
|
TEST(gsl_cdf_tdist_Q, (-2.0, 1), 8.52416382349566726e-1, TEST_TOL6); |
212 |
|
TEST(gsl_cdf_tdist_Q, (-10.0, 1), 9.68274482569446430e-1, TEST_TOL6); |
213 |
|
TEST(gsl_cdf_tdist_Q, (-20.0, 1), 9.84097748743823625e-1, TEST_TOL6); |
214 |
|
TEST(gsl_cdf_tdist_Q, (-100.0, 1), 9.96817007235091745e-1, TEST_TOL6); |
215 |
|
TEST(gsl_cdf_tdist_Q, (-1000.0, 1), 9.99681690219919441e-1, TEST_TOL6); |
216 |
|
TEST(gsl_cdf_tdist_Q, (-10000.0, 1), 9.99968169011487724e-1, TEST_TOL6); |
217 |
|
|
218 |
TEST(gsl_cdf_tdist_P, (0.0, 2), 5.00000000000000000e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (0.0, 2), 5.00000000000000000e-01, TEST_TOL6); |
219 |
TEST(gsl_cdf_tdist_P, (1e-100, 2), 5.00000000000000000e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (1e-100, 2), 5.00000000000000000e-01, TEST_TOL6); |
220 |
TEST(gsl_cdf_tdist_P, (0.001, 2), 5.00353553302204959e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (0.001, 2), 5.00353553302204959e-01, TEST_TOL6); |
230 |
TEST(gsl_cdf_tdist_P, (1000.0, 2), 9.99999500000749945e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (1000.0, 2), 9.99999500000749945e-01, TEST_TOL6); |
231 |
TEST(gsl_cdf_tdist_P, (10000.0, 2), 9.999999950000000739e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (10000.0, 2), 9.999999950000000739e-01, TEST_TOL6); |
232 |
|
|
233 |
|
TEST(gsl_cdf_tdist_Q, (0.0, 2), 5.00000000000000000e-01, TEST_TOL6); |
234 |
|
TEST(gsl_cdf_tdist_Q, (1e-100, 2), 5.00000000000000000e-01, TEST_TOL6); |
235 |
|
TEST(gsl_cdf_tdist_Q, (0.001, 2), 4.99646446697795041e-1, TEST_TOL6); |
236 |
|
TEST(gsl_cdf_tdist_Q, (0.01, 2), 4.96464554479100486e-1, TEST_TOL6); |
237 |
|
TEST(gsl_cdf_tdist_Q, (0.1, 2), 4.64732719207070087e-1, TEST_TOL6); |
238 |
|
TEST(gsl_cdf_tdist_Q, (0.325, 2), 3.88014227253126233e-1, TEST_TOL6); |
239 |
|
TEST(gsl_cdf_tdist_Q, (1.0, 2), 2.11324865405187118e-1, TEST_TOL6); |
240 |
|
TEST(gsl_cdf_tdist_Q, (1.5, 2), 1.36196562445500540e-1, TEST_TOL6); |
241 |
|
TEST(gsl_cdf_tdist_Q, (2.0, 2), 9.17517095361369836e-2, TEST_TOL6); |
242 |
|
TEST(gsl_cdf_tdist_Q, (10.0, 2), 4.92622851166284542e-3, TEST_TOL6); |
243 |
|
TEST(gsl_cdf_tdist_Q, (20.0, 2), 1.24533194618354849e-3, TEST_TOL6); |
244 |
|
TEST(gsl_cdf_tdist_Q, (100.0, 2), 4.99925012497812894e-5, TEST_TOL6); |
245 |
|
TEST(gsl_cdf_tdist_Q, (1000.0, 2), 4.99999250001249998e-7, TEST_TOL6); |
246 |
|
TEST(gsl_cdf_tdist_Q, (10000.0, 2), 4.99999992500000125e-9, TEST_TOL6); |
247 |
|
|
248 |
TEST(gsl_cdf_tdist_P, (-1e-100, 2), 5.00000000000000000e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-1e-100, 2), 5.00000000000000000e-01, TEST_TOL6); |
249 |
TEST(gsl_cdf_tdist_P, (-0.001, 2), 4.99646446697795041e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-0.001, 2), 4.99646446697795041e-01, TEST_TOL6); |
250 |
TEST(gsl_cdf_tdist_P, (-0.01, 2), 4.96464554479100486e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-0.01, 2), 4.96464554479100486e-01, TEST_TOL6); |
259 |
TEST(gsl_cdf_tdist_P, (-1000.0, 2), 4.99999250001249998e-07, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-1000.0, 2), 4.99999250001249998e-07, TEST_TOL6); |
260 |
TEST(gsl_cdf_tdist_P, (-10000.0, 2), 4.99999992500000125e-09, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-10000.0, 2), 4.99999992500000125e-09, TEST_TOL6); |
261 |
|
|
262 |
|
TEST(gsl_cdf_tdist_Q, (-1e-100, 2), 5.00000000000000000e-01, TEST_TOL6); |
263 |
|
TEST(gsl_cdf_tdist_Q, (-0.001, 2), 5.00353553302204959e-1, TEST_TOL6); |
264 |
|
TEST(gsl_cdf_tdist_Q, (-0.01, 2), 5.03535445520899514e-1, TEST_TOL6); |
265 |
|
TEST(gsl_cdf_tdist_Q, (-0.1, 2), 5.35267280792929913e-1, TEST_TOL6); |
266 |
|
TEST(gsl_cdf_tdist_Q, (-0.325, 2), 6.11985772746873767e-1, TEST_TOL6); |
267 |
|
TEST(gsl_cdf_tdist_Q, (-1.0, 2), 7.88675134594812882e-1, TEST_TOL6); |
268 |
|
TEST(gsl_cdf_tdist_Q, (-1.5, 2), 8.63803437554499460e-1, TEST_TOL6); |
269 |
|
TEST(gsl_cdf_tdist_Q, (-2.0, 2), 9.08248290463863016e-1, TEST_TOL6); |
270 |
|
TEST(gsl_cdf_tdist_Q, (-10.0, 2), 9.95073771488337155e-1, TEST_TOL6); |
271 |
|
TEST(gsl_cdf_tdist_Q, (-20.0, 2), 9.98754668053816452e-1, TEST_TOL6); |
272 |
|
TEST(gsl_cdf_tdist_Q, (-100.0, 2), 9.99950007498750219e-1, TEST_TOL6); |
273 |
|
TEST(gsl_cdf_tdist_Q, (-1000.0, 2), 9.99999500000749999e-1, TEST_TOL6); |
274 |
|
TEST(gsl_cdf_tdist_Q, (-10000.0, 2), 9.99999995000000075e-1, TEST_TOL6); |
275 |
|
|
276 |
TEST(gsl_cdf_tdist_P, (0.0, 300), 5.00000000000000000e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (0.0, 300), 5.00000000000000000e-01, TEST_TOL6); |
277 |
TEST(gsl_cdf_tdist_P, (1e-100, 300), 5.00000000000000000e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (1e-100, 300), 5.00000000000000000e-01, TEST_TOL6); |
278 |
TEST(gsl_cdf_tdist_P, (0.001, 300), 5.00398609900942949e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (0.001, 300), 5.00398609900942949e-01, TEST_TOL6); |
288 |
TEST(gsl_cdf_tdist_P, (1000.0, 300), 1.00000000000000000e+00, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (1000.0, 300), 1.00000000000000000e+00, TEST_TOL6); |
289 |
TEST(gsl_cdf_tdist_P, (10000.0, 300), 1.00000000000000000e+00, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (10000.0, 300), 1.00000000000000000e+00, TEST_TOL6); |
290 |
|
|
291 |
|
TEST(gsl_cdf_tdist_Q, (0.0, 300), 5.00000000000000000e-01, TEST_TOL6); |
292 |
|
TEST(gsl_cdf_tdist_Q, (1e-100, 300), 5.00000000000000000e-01, TEST_TOL6); |
293 |
|
TEST(gsl_cdf_tdist_Q, (0.001, 300), 4.99601390099057051e-1, TEST_TOL6); |
294 |
|
TEST(gsl_cdf_tdist_Q, (0.01, 300), 4.96013966979440912e-1, TEST_TOL6); |
295 |
|
TEST(gsl_cdf_tdist_Q, (0.1, 300), 4.60205558822231806e-1, TEST_TOL6); |
296 |
|
TEST(gsl_cdf_tdist_Q, (0.325, 300), 3.72703798457476188e-1, TEST_TOL6); |
297 |
|
TEST(gsl_cdf_tdist_Q, (1.0, 300), 1.59058202215313138e-1, TEST_TOL6); |
298 |
|
TEST(gsl_cdf_tdist_Q, (1.5, 300), 6.73330165746308628e-2, TEST_TOL6); |
299 |
|
TEST(gsl_cdf_tdist_Q, (2.0, 300), 2.32007604915745452e-2, TEST_TOL6); |
300 |
|
TEST(gsl_cdf_tdist_Q, (10.0, 300), 8.279313677e-21, TEST_TOL6); |
301 |
|
TEST(gsl_cdf_tdist_Q, (20.0, 300), 1.93159812815803978e-57, TEST_TOL6); |
302 |
|
TEST(gsl_cdf_tdist_Q, (100.0, 300), 1.02557519997736154e-232, TEST_TOL6); |
303 |
|
TEST(gsl_cdf_tdist_Q, (1000.0, 300), 0.00000000000000000e+00, TEST_TOL6); |
304 |
|
TEST(gsl_cdf_tdist_Q, (10000.0, 300), 0.00000000000000000e+00, TEST_TOL6); |
305 |
|
|
306 |
TEST(gsl_cdf_tdist_P, (-1e-100, 300), 5.00000000000000000e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-1e-100, 300), 5.00000000000000000e-01, TEST_TOL6); |
307 |
TEST(gsl_cdf_tdist_P, (-0.001, 300), 4.99601390099057051e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-0.001, 300), 4.99601390099057051e-01, TEST_TOL6); |
308 |
TEST(gsl_cdf_tdist_P, (-0.01, 300), 4.96013966979440912e-01, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-0.01, 300), 4.96013966979440912e-01, TEST_TOL6); |
317 |
TEST(gsl_cdf_tdist_P, (-1000.0, 300), 0.0, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-1000.0, 300), 0.0, TEST_TOL6); |
318 |
TEST(gsl_cdf_tdist_P, (-10000.0, 300), 0.0, TEST_TOL6); |
TEST(gsl_cdf_tdist_P, (-10000.0, 300), 0.0, TEST_TOL6); |
319 |
|
|
320 |
|
TEST(gsl_cdf_tdist_Q, (-1e-100, 300), 5.00000000000000000e-01, TEST_TOL6); |
321 |
|
TEST(gsl_cdf_tdist_Q, (-0.001, 300), 5.00398609900942949e-1, TEST_TOL6); |
322 |
|
TEST(gsl_cdf_tdist_Q, (-0.01, 300), 5.03986033020559088e-1, TEST_TOL6); |
323 |
|
TEST(gsl_cdf_tdist_Q, (-0.1, 300), 5.39794441177768194e-1, TEST_TOL6); |
324 |
|
TEST(gsl_cdf_tdist_Q, (-0.325, 300), 6.27296201542523812e-1, TEST_TOL6); |
325 |
|
TEST(gsl_cdf_tdist_Q, (-1.0, 300), 8.40941797784686862e-1, TEST_TOL6); |
326 |
|
TEST(gsl_cdf_tdist_Q, (-1.5, 300), 9.32666983425369137e-1, TEST_TOL6); |
327 |
|
TEST(gsl_cdf_tdist_Q, (-2.0, 300), 9.76799239508425455e-1, TEST_TOL6); |
328 |
|
TEST(gsl_cdf_tdist_Q, (-10.0, 300), 1.000000000000000000e0, TEST_TOL6); |
329 |
|
TEST(gsl_cdf_tdist_Q, (-20.0, 300), 1.0, TEST_TOL6); |
330 |
|
TEST(gsl_cdf_tdist_Q, (-100.0, 300), 1.0, TEST_TOL6); |
331 |
|
TEST(gsl_cdf_tdist_Q, (-1000.0, 300), 1.0, TEST_TOL6); |
332 |
|
TEST(gsl_cdf_tdist_Q, (-10000.0, 300), 1.0, TEST_TOL6); |
333 |
|
|
334 |
/* Tests for F distribution */ |
/* Tests for F distribution */ |
335 |
|
|
336 |
/* p(x, nu1, nu2) := betaI(1 / (1 + nu2 / nu1 * x), nu1 / 2, nu2 / 2) */ |
/* p(x, nu1, nu2) := betaI(1 / (1 + nu2 / nu1 * x), nu1 / 2, nu2 / 2) */ |