Adding CDF method to ChiSquared
@@ -27,6 +27,28 @@ func TestChiSquaredProb(t *testing.T) {
}
}
+func TestChiSquaredCDF(t *testing.T) {
+ for _, test := range []struct {
+ x, k, want float64
+ }{
+ {0, 1, 0},
+ {0.01, 5, 5.3002700426865167e-07},
+ {0.05, 3, 0.002929332764619924},
+ {0.5, 2, 0.22119921692859512},
+ {0.95, 3, 0.1866520918701263},
+ {0.99, 5, 0.036631697220869196},
+ {1, 1, 0.68268949213708596},
+ {1.5, 4, 0.17335853270322427},
+ {10, 10, 0.55950671493478743},
+ {25, 15, 0.95005656637357172},
+ } {
+ cdf := ChiSquared{test.k, nil}.CDF(test.x)
+ if !floats.EqualWithinAbsOrRel(cdf, test.want, 1e-10, 1e-10) {
+ t.Errorf("CDF mismatch, x = %v, K = %v. Got %v, want %v", test.x, test.k, cdf, test.want)
+ }
+ }
+}
+
func TestChiSquared(t *testing.T) {
src := rand.New(rand.NewSource(1))
for i, b := range []ChiSquared{
