93 |
/* Test values from Abramowitz & Stegun, Handbook of Mathematical |
/* Test values from Abramowitz & Stegun, Handbook of Mathematical |
94 |
Functions, Table 26.1. Error term is given by dx = dP / Z(x) */ |
Functions, Table 26.1. Error term is given by dx = dP / Z(x) */ |
95 |
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|
96 |
TEST (gsl_cdf_ugaussian_P_inv, (0.9999997133), 5.0, 1e-4); |
TEST (gsl_cdf_ugaussian_Pinv, (0.9999997133), 5.0, 1e-4); |
97 |
TEST (gsl_cdf_ugaussian_P_inv, (0.9999683288), 4.0, 1e-6); |
TEST (gsl_cdf_ugaussian_Pinv, (0.9999683288), 4.0, 1e-6); |
98 |
TEST (gsl_cdf_ugaussian_P_inv, (0.9986501020), 3.0, 1e-8); |
TEST (gsl_cdf_ugaussian_Pinv, (0.9986501020), 3.0, 1e-8); |
99 |
TEST (gsl_cdf_ugaussian_P_inv, (0.977249868051821), 2.0, 1e-14); |
TEST (gsl_cdf_ugaussian_Pinv, (0.977249868051821), 2.0, 1e-14); |
100 |
TEST (gsl_cdf_ugaussian_P_inv, (0.841344746068543), 1.0, TEST_TOL3); |
TEST (gsl_cdf_ugaussian_Pinv, (0.841344746068543), 1.0, TEST_TOL3); |
101 |
TEST (gsl_cdf_ugaussian_P_inv, (0.691462461274013), 0.5, TEST_TOL2); |
TEST (gsl_cdf_ugaussian_Pinv, (0.691462461274013), 0.5, TEST_TOL2); |
102 |
TEST (gsl_cdf_ugaussian_P_inv, (0.655421741610324), 0.4, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (0.655421741610324), 0.4, TEST_TOL1); |
103 |
TEST (gsl_cdf_ugaussian_P_inv, (0.617911422188953), 0.3, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (0.617911422188953), 0.3, TEST_TOL1); |
104 |
TEST (gsl_cdf_ugaussian_P_inv, (0.579259709439103), 0.2, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (0.579259709439103), 0.2, TEST_TOL1); |
105 |
TEST (gsl_cdf_ugaussian_P_inv, (0.539827837277029), 0.1, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (0.539827837277029), 0.1, TEST_TOL1); |
106 |
TEST (gsl_cdf_ugaussian_P_inv, (0.5), 0.0, TEST_TOL0); |
TEST (gsl_cdf_ugaussian_Pinv, (0.5), 0.0, TEST_TOL0); |
107 |
TEST (gsl_cdf_ugaussian_P_inv, (4.60172162722971e-1), -0.1, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (4.60172162722971e-1), -0.1, TEST_TOL1); |
108 |
TEST (gsl_cdf_ugaussian_P_inv, (4.20740290560897e-1), -0.2, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (4.20740290560897e-1), -0.2, TEST_TOL1); |
109 |
TEST (gsl_cdf_ugaussian_P_inv, (3.82088577811047e-1), -0.3, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (3.82088577811047e-1), -0.3, TEST_TOL1); |
110 |
TEST (gsl_cdf_ugaussian_P_inv, (3.44578258389676e-1), -0.4, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Pinv, (3.44578258389676e-1), -0.4, TEST_TOL1); |
111 |
TEST (gsl_cdf_ugaussian_P_inv, (3.08537538725987e-1), -0.5, TEST_TOL2); |
TEST (gsl_cdf_ugaussian_Pinv, (3.08537538725987e-1), -0.5, TEST_TOL2); |
112 |
TEST (gsl_cdf_ugaussian_P_inv, (1.58655253931457e-1), -1.0, TEST_TOL3); |
TEST (gsl_cdf_ugaussian_Pinv, (1.58655253931457e-1), -1.0, TEST_TOL3); |
113 |
TEST (gsl_cdf_ugaussian_P_inv, (2.2750131948179e-2), -2.0, 1e-14); |
TEST (gsl_cdf_ugaussian_Pinv, (2.2750131948179e-2), -2.0, 1e-14); |
114 |
TEST (gsl_cdf_ugaussian_P_inv, (1.349898e-3), -3.0, 1e-8); |
TEST (gsl_cdf_ugaussian_Pinv, (1.349898e-3), -3.0, 1e-8); |
115 |
TEST (gsl_cdf_ugaussian_P_inv, (3.16712e-5), -4.0, 1e-6); |
TEST (gsl_cdf_ugaussian_Pinv, (3.16712e-5), -4.0, 1e-6); |
116 |
TEST (gsl_cdf_ugaussian_P_inv, (2.86648e-7), -5.0, 1e-4); |
TEST (gsl_cdf_ugaussian_Pinv, (2.86648e-7), -5.0, 1e-4); |
117 |
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118 |
TEST (gsl_cdf_ugaussian_Q_inv, (2.86648e-7), 5.0, 1e-4); |
TEST (gsl_cdf_ugaussian_Qinv, (2.86648e-7), 5.0, 1e-4); |
119 |
TEST (gsl_cdf_ugaussian_Q_inv, (3.16712e-5), 4.0, 1e-6); |
TEST (gsl_cdf_ugaussian_Qinv, (3.16712e-5), 4.0, 1e-6); |
120 |
TEST (gsl_cdf_ugaussian_Q_inv, (1.349898e-3), 3.0, 1e-8); |
TEST (gsl_cdf_ugaussian_Qinv, (1.349898e-3), 3.0, 1e-8); |
121 |
TEST (gsl_cdf_ugaussian_Q_inv, (2.2750131948179e-2), 2.0, 1e-14); |
TEST (gsl_cdf_ugaussian_Qinv, (2.2750131948179e-2), 2.0, 1e-14); |
122 |
TEST (gsl_cdf_ugaussian_Q_inv, (1.58655253931457e-1), 1.0, TEST_TOL3); |
TEST (gsl_cdf_ugaussian_Qinv, (1.58655253931457e-1), 1.0, TEST_TOL3); |
123 |
TEST (gsl_cdf_ugaussian_Q_inv, (3.08537538725987e-1), 0.5, TEST_TOL2); |
TEST (gsl_cdf_ugaussian_Qinv, (3.08537538725987e-1), 0.5, TEST_TOL2); |
124 |
TEST (gsl_cdf_ugaussian_Q_inv, (3.44578258389676e-1), 0.4, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (3.44578258389676e-1), 0.4, TEST_TOL1); |
125 |
TEST (gsl_cdf_ugaussian_Q_inv, (3.82088577811047e-1), 0.3, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (3.82088577811047e-1), 0.3, TEST_TOL1); |
126 |
TEST (gsl_cdf_ugaussian_Q_inv, (4.20740290560897e-1), 0.2, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (4.20740290560897e-1), 0.2, TEST_TOL1); |
127 |
TEST (gsl_cdf_ugaussian_Q_inv, (4.60172162722971e-1), 0.1, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (4.60172162722971e-1), 0.1, TEST_TOL1); |
128 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.5), 0.0, TEST_TOL0); |
TEST (gsl_cdf_ugaussian_Qinv, (0.5), 0.0, TEST_TOL0); |
129 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.539827837277029), -0.1, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (0.539827837277029), -0.1, TEST_TOL1); |
130 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.579259709439103), -0.2, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (0.579259709439103), -0.2, TEST_TOL1); |
131 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.617911422188953), -0.3, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (0.617911422188953), -0.3, TEST_TOL1); |
132 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.655421741610324), -0.4, TEST_TOL1); |
TEST (gsl_cdf_ugaussian_Qinv, (0.655421741610324), -0.4, TEST_TOL1); |
133 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.691462461274013), -0.5, TEST_TOL2); |
TEST (gsl_cdf_ugaussian_Qinv, (0.691462461274013), -0.5, TEST_TOL2); |
134 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.841344746068543), -1.0, TEST_TOL3); |
TEST (gsl_cdf_ugaussian_Qinv, (0.841344746068543), -1.0, TEST_TOL3); |
135 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.977249868051821), -2.0, 1e-14); |
TEST (gsl_cdf_ugaussian_Qinv, (0.977249868051821), -2.0, 1e-14); |
136 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.9986501020), -3.0, 1e-8); |
TEST (gsl_cdf_ugaussian_Qinv, (0.9986501020), -3.0, 1e-8); |
137 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.9999683288), -4.0, 1e-6); |
TEST (gsl_cdf_ugaussian_Qinv, (0.9999683288), -4.0, 1e-6); |
138 |
TEST (gsl_cdf_ugaussian_Q_inv, (0.9999997133), -5.0, 1e-4); |
TEST (gsl_cdf_ugaussian_Qinv, (0.9999997133), -5.0, 1e-4); |
139 |
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|
140 |
/* Tests for exponential cumulative distribution function |
/* Tests for exponential cumulative distribution function |
141 |
Function values computed with PARI, 28 digits precision */ |
Function values computed with PARI, 28 digits precision */ |
148 |
TEST (gsl_cdf_exponential_Q, (1e-32, 0.7), 1.0, TEST_TOL0); |
TEST (gsl_cdf_exponential_Q, (1e-32, 0.7), 1.0, TEST_TOL0); |
149 |
TEST (gsl_cdf_exponential_Q, (1000.0, 0.7), 0.0, TEST_TOL6); |
TEST (gsl_cdf_exponential_Q, (1000.0, 0.7), 0.0, TEST_TOL6); |
150 |
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151 |
TEST (gsl_cdf_exponential_P_inv, (0.13, 0.7), 9.74834471334553546e-2, TEST_TOL0); |
TEST (gsl_cdf_exponential_Pinv, (0.13, 0.7), 9.74834471334553546e-2, TEST_TOL0); |
152 |
TEST (gsl_cdf_exponential_P_inv, (1.42e-32, 0.7), 9.94000000000000000e-33, TEST_TOL0); |
TEST (gsl_cdf_exponential_Pinv, (1.42e-32, 0.7), 9.94000000000000000e-33, TEST_TOL0); |
153 |
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154 |
TEST (gsl_cdf_exponential_Q_inv, (0.86, 0.7), 1.05576022814208545e-1, TEST_TOL0); |
TEST (gsl_cdf_exponential_Qinv, (0.86, 0.7), 1.05576022814208545e-1, TEST_TOL0); |
155 |
TEST (gsl_cdf_exponential_Q_inv, (0.99999, 0.7), 7.00003500023333508e-6, TEST_TOL6); |
TEST (gsl_cdf_exponential_Qinv, (0.99999, 0.7), 7.00003500023333508e-6, TEST_TOL6); |
156 |
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157 |
/* Tests for student's T distribution */ |
/* Tests for student's T distribution */ |
158 |
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