time-to-botec

Benchmark sampling in different programming languages
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normal-test.js (923B)

      1 var vows = require('vows');
      2 var assert = require('assert');
      3 var suite = vows.describe('jStat.distribution');
      4 
      5 require('../env.js');
      6 
      7 suite.addBatch({
      8   'normal pdf': {
      9     'topic': function() {
     10       return jStat;
     11     },
     12 
     13     //Checked against R's dnorm(x, mean, sd)
     14     'check pdf calculation': function(jStat) {
     15       var tol = 0.000001;
     16       assert.epsilon(tol, jStat.normal.pdf(0, 0, 1.0), 0.3989423);
     17       assert.epsilon(tol, jStat.normal.pdf(5, 10, 3.0), 0.03315905);
     18       assert.epsilon(tol, jStat.normal.pdf(-1, 1, 0.5), 0.00026766);
     19     },
     20 
     21     //Checked against R's qnorm(p, mean, sd)
     22     'check inv calculation': function(jStat) {
     23       var tol = 0.000001;
     24       assert.epsilon(tol, jStat.normal.inv(0.3989423, 0, 1.0), -0.2560858);
     25       assert.epsilon(tol, jStat.normal.inv(0.05, 10, 3.0), 5.065439);
     26       assert.epsilon(tol, jStat.normal.inv(0.65, -2, .5), -1.80734);
     27     }
     28   }
     29 });
     30 
     31 suite.export(module);