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More distribution tests

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This commit is contained in:
Dennis Eichhorn 2018-10-06 21:47:45 +02:00
parent c491d2a4ff
commit cd875f52cd
9 changed files with 365 additions and 18 deletions
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6
Math/Stochastic/Distribution/LaplaceDistribution.php
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@ -121,14 +121,14 @@ class LaplaceDistribution
*
* @return float
*
* @throws \Exception
* @throws \OutOfBoundsException
*
* @since 1.0.0
*/
public static function getMgf(float $t, float $mu, float $b) : float
{
if ($t >= 1 / $b) {
throw new \Exception('Out of bounds');
if (\abs($t) >= 1 / $b) {
throw new \OutOfBoundsException('Out of bounds');
}
return \exp($mu * $t) / (1 - $b ** 2 * $t ** 2);

36
Math/Stochastic/Distribution/NormalDistribution.php
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@ -41,6 +41,42 @@ class NormalDistribution
return 1 / ($sig * \sqrt(2 * pi())) * \exp(-($x - $mu) ** 2 / (2 * $sig ** 2));
}
/**
* Get probability density function.
*
* @param float $x Value x
* @param float $mu Value mu
* @param float $sig Sigma
*
* @return float
*
* @since 1.0.0
*/
public static function getCdf(float $x, float $mu, float $sig) : float
{
return 1 / 2 * (1 + self::erf(($x - $mu) / ($sig * \sqrt(2))));
}
/**
* Error function approximation
*
* @param float $x Value x
*
* @return float
*
* @since 1.0.0
*/
private static function erf(float $x) : float
{
if ($x < 0) {
return -self::erf(-$x);
}
$a = 8 * (pi() - 3) / (3 * pi() * (4 - pi()));
return \sqrt(1 - \exp(-($x ** 2) * (4 / pi() + $a * $x ** 2) / (1 + $a * $x ** 2)));
}
/**
* Get mode.
*

4
Math/Stochastic/Distribution/PoissonDistribution.php
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@ -76,7 +76,7 @@ class PoissonDistribution
*/
public static function getMode(float $lambda) : float
{
return floor($lambda);
return \floor($lambda);
}
/**
@ -104,7 +104,7 @@ class PoissonDistribution
*/
public static function getMedian(float $lambda) : float
{
return floor($lambda + 1 / 3 - 0.02 / $lambda);
return \floor($lambda + 1 / 3 - 0.02 / $lambda);
}
/**

6
Math/Stochastic/Distribution/UniformDistributionDiscrete.php
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@ -43,20 +43,20 @@ class UniformDistributionDiscrete
/**
* Get cumulative distribution function.
*
* @param float $k Value k
* @param float $k Value k element of [a, b]
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @throws \Exception
* @throws \OutOfBoundsException
*
* @since 1.0.0
*/
public static function getCdf(float $k, float $a, float $b) : float
{
if ($k > $b || $k < $a) {
throw new \Exception('Out of bounds');
throw new \OutOfBoundsException('Out of bounds');
}
return (\floor($k) - $a + 1) / ($b - $a + 1);

66
tests/Math/Stochastic/Distribution/LaplaceDistributionTest.php
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@ -17,8 +17,70 @@ use phpOMS\Math\Stochastic\Distribution\LaplaceDistribution;
class LaplaceDistributionTest extends \PHPUnit\Framework\TestCase
{
public function testPlaceholder()
public function testPdf()
{
self::markTestIncomplete();
$x = 2;
$m = 1;
$b = 0.7;
self::assertEquals(0.17118, LaplaceDistribution::getPdf($x, $m, $b), '', 0.01);
}
public function testCdf()
{
$x = 2;
$m = 1;
$b = 0.7;
self::assertEquals(0.88017, LaplaceDistribution::getCdf($x, $m, $b), '', 0.01);
}
public function testMode()
{
self::assertEquals(2, LaplaceDistribution::getMode(2));
}
public function testMean()
{
self::assertEquals(2, LaplaceDistribution::getMean(2));
}
public function testMedian()
{
self::assertEquals(2, LaplaceDistribution::getMedian(2));
}
public function testExKurtosis()
{
self::assertEquals(3, LaplaceDistribution::getExKurtosis());
}
public function testSkewness()
{
self::assertEquals(0, LaplaceDistribution::getSkewness());
}
public function testVariance()
{
$b = 3;
self::assertEquals(2 * $b ** 2, LaplaceDistribution::getVariance($b));
}
public function testMgf()
{
$t = 2;
$b = 0.4;
$m = 2;
self::assertEquals(\exp($m * $t) / (1 - $b ** 2 * $t ** 2), LaplaceDistribution::getMgf($t, $m, $b));
}
/**
* @expectedException \OutOfBoundsException
*/
public function testMgfException()
{
LaplaceDistribution::getMgf(3, 2, 4);
}
}

55
tests/Math/Stochastic/Distribution/NormalDistributionTest.php
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@ -17,8 +17,59 @@ use phpOMS\Math\Stochastic\Distribution\NormalDistribution;
class NormalDistributionTest extends \PHPUnit\Framework\TestCase
{
public function testPlaceholder()
public function testPdf()
{
self::markTestIncomplete();
$mean = 2;
$sig = 1;
$x = 3;
self::assertEquals(0.24197, NormalDistribution::getPdf($x, $mean, $sig), '', 0.01);
}
public function testCdf()
{
$mean = 2;
$sig = 1;
$x = 3;
self::assertEquals(0.84134, NormalDistribution::getCdf($x, $mean, $sig), '', 0.01);
}
public function testMean()
{
$mu = 4;
self::assertEquals($mu, NormalDistribution::getMean($mu));
}
public function testMedian()
{
$mu = 4;
self::assertEquals($mu, NormalDistribution::getMedian($mu));
}
public function testMode()
{
$mu = 4;
self::assertEquals($mu, NormalDistribution::getMode($mu));
}
public function testSkewness()
{
self::assertEquals(0, NormalDistribution::getSkewness());
}
public function testExKurtosis()
{
self::assertEquals(0, NormalDistribution::getExKurtosis());
}
public function testVariance()
{
$sig = 0.8;
self::assertEquals($sig ** 2, NormalDistribution::getVariance($sig));
}
}

72
tests/Math/Stochastic/Distribution/PoissonDistributionTest.php
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@ -17,8 +17,76 @@ use phpOMS\Math\Stochastic\Distribution\PoissonDistribution;
class PoissonDistributionTest extends \PHPUnit\Framework\TestCase
{
public function testPlaceholder()
public function testPmf()
{
self::markTestIncomplete();
$k = 4;
$l = 3;
self::assertEquals(0.16803, PoissonDistribution::getPmf(4, 3), '', 0.01);
}
public function testCdf()
{
$k = 4;
$l = 3;
self::assertEquals(0.81526, PoissonDistribution::getCdf(4, 3), '', 0.01);
}
public function testMode()
{
$l = 4.6;
self::assertEquals(4, PoissonDistribution::getMode($l), '', 0.01);
}
public function testMean()
{
$l = 4.6;
self::assertEquals($l, PoissonDistribution::getMean($l));
}
public function testVariance()
{
$l = 4.6;
self::assertEquals($l, PoissonDistribution::getVariance($l));
}
public function testSkewness()
{
$l = 4.6;
self::assertEquals(1 / sqrt($l), PoissonDistribution::getSkewness($l));
}
public function testExKurtosis()
{
$l = 4.6;
self::assertEquals(1 / $l, PoissonDistribution::getExKurtosis($l));
}
public function testMedian()
{
$l = 4.6;
self::assertEquals(\floor($l + 1 / 3 - 0.02 / $l), PoissonDistribution::getMedian($l));
}
public function testFisherInformation()
{
$l = 4.6;
self::assertEquals(1 / $l, PoissonDistribution::getFisherInformation($l));
}
public function testMgf()
{
$l = 4.6;
$t = 3;
self::assertEquals(exp($l * (\exp($t) - 1)), PoissonDistribution::getMgf($l, $t));
}
}

68
tests/Math/Stochastic/Distribution/UniformDistributionContinuousTest.php
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@ -17,8 +17,72 @@ use phpOMS\Math\Stochastic\Distribution\UniformDistributionContinuous;
class UniformDistributionContinuousTest extends \PHPUnit\Framework\TestCase
{
public function testPlaceholder()
public function testPdf()
{
self::markTestIncomplete();
$a = 1;
$b = 4;
self::assertEquals(1 / ($b - $a), UniformDistributionContinuous::getPdf(3, $a, $b));
self::assertEquals(0, UniformDistributionContinuous::getPdf(0, $a, $b));
self::assertEquals(0, UniformDistributionContinuous::getPdf(5, $a, $b));
}
public function testCdf()
{
$a = 1;
$b = 4;
$x = 3;
self::assertEquals(($x - $a) / ($b - $a), UniformDistributionContinuous::getCdf($x, $a, $b));
self::assertEquals(0, UniformDistributionContinuous::getCdf(0, $a, $b));
self::assertEquals(1, UniformDistributionContinuous::getCdf(5, $a, $b));
}
public function testMode()
{
$a = 1;
$b = 4;
self::assertThat(
UniformDistributionContinuous::getMode($a, $b),
self::logicalAnd(
self::greaterThan($a),
self::lessThan($b)
)
);
}
public function testMean()
{
$a = 1;
$b = 4;
self::assertEquals(1 / 2 * ($b + $a), UniformDistributionContinuous::getMean($a, $b));
}
public function testMedian()
{
$a = 1;
$b = 4;
self::assertEquals(1 / 2 * ($b + $a), UniformDistributionContinuous::getMedian($a, $b));
}
public function testVariance()
{
$a = 1;
$b = 4;
self::assertEquals(1 / 12 * ($b - $a) ** 2, UniformDistributionContinuous::getVariance($a, $b));
}
public function testSkewness()
{
self::assertEquals(0, UniformDistributionContinuous::getSkewness());
}
public function testExKurtosis()
{
self::assertEquals(-6 / 5, UniformDistributionContinuous::getExKurtosis());
}
}

70
tests/Math/Stochastic/Distribution/UniformDistributionDiscreteTest.php
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@ -17,8 +17,74 @@ use phpOMS\Math\Stochastic\Distribution\UniformDistributionDiscrete;
class UniformDistributionDiscreteTest extends \PHPUnit\Framework\TestCase
{
public function testPlaceholder()
public function testPmf()
{
self::markTestIncomplete();
$a = 1;
$b = 4;
self::assertEquals(1 / ($b - $a + 1), UniformDistributionDiscrete::getPmf($a, $b));
}
public function testCdf()
{
$a = 1;
$b = 4;
$k = 3;
self::assertEquals(($k - $a + 1) / ($b - $a + 1), UniformDistributionDiscrete::getCdf($k, $a, $b));
}
public function testSkewness()
{
self::assertEquals(0, UniformDistributionDiscrete::getSkewness());
}
public function testMean()
{
$a = 1;
$b = 4;
self::assertEquals(1 / 2 * ($a + $b), UniformDistributionDiscrete::getMean($a, $b));
}
public function testMedian()
{
$a = 1;
$b = 4;
self::assertEquals(1 / 2 * ($a + $b), UniformDistributionDiscrete::getMedian($a, $b));
}
public function testVariance()
{
$a = 1;
$b = 4;
self::assertEquals((($b - $a + 1) ** 2 - 1) / 12, UniformDistributionDiscrete::getVariance($a, $b));
}
public function testExKurtosis()
{
$a = 1;
$b = 4;
$n = $b - $a + 1;
self::assertEquals(-(6 * ($n ** 2 + 1)) / (5 * ($n ** 2 - 1)), UniformDistributionDiscrete::getExKurtosis($a, $b));
}
/**
* @expectedException \OutOfBoundsException
*/
public function testCdfExceptionUpper()
{
UniformDistributionDiscrete::getCdf(5, 2, 4);
}
/**
* @expectedException \OutOfBoundsException
*/
public function testCdfExceptionLower()
{
UniformDistributionDiscrete::getCdf(1, 2, 4);
}
}