78 lines
2.6 KiB
Python
78 lines
2.6 KiB
Python
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import numpy as np
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from numpy.testing import assert_equal, assert_allclose
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import scipy.special as sc
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def test_ndtr():
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assert_equal(sc.ndtr(0), 0.5)
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assert_allclose(sc.ndtr(1), 0.8413447460685429)
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class TestNdtri:
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def test_zero(self):
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assert sc.ndtri(0.5) == 0.0
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def test_asymptotes(self):
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assert_equal(sc.ndtri([0.0, 1.0]), [-np.inf, np.inf])
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def test_outside_of_domain(self):
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assert all(np.isnan(sc.ndtri([-1.5, 1.5])))
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class TestLogNdtr:
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# The expected values in these tests were computed with mpmath:
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#
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# def log_ndtr_mp(x):
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# return mpmath.log(mpmath.ncdf(x))
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#
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def test_log_ndtr_moderate_le8(self):
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x = np.array([-0.75, -0.25, 0, 0.5, 1.5, 2.5, 3, 4, 5, 7, 8])
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expected = np.array([-1.4844482299196562,
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-0.9130617648111351,
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-0.6931471805599453,
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-0.3689464152886564,
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-0.06914345561223398,
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-0.006229025485860002,
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-0.0013508099647481938,
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-3.167174337748927e-05,
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-2.866516129637636e-07,
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-1.279812543886654e-12,
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-6.220960574271786e-16])
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y = sc.log_ndtr(x)
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assert_allclose(y, expected, rtol=1e-14)
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def test_log_ndtr_values_8_16(self):
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x = np.array([8.001, 8.06, 8.15, 8.5, 10, 12, 14, 16])
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expected = [-6.170639424817055e-16,
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-3.814722443652823e-16,
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-1.819621363526629e-16,
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-9.479534822203318e-18,
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-7.619853024160525e-24,
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-1.776482112077679e-33,
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-7.7935368191928e-45,
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-6.388754400538087e-58]
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y = sc.log_ndtr(x)
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assert_allclose(y, expected, rtol=5e-14)
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def test_log_ndtr_values_16_31(self):
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x = np.array([16.15, 20.3, 21.4, 26.2, 30.9])
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expected = [-5.678084565148492e-59,
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-6.429244467698346e-92,
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-6.680402412553295e-102,
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-1.328698078458869e-151,
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-5.972288641838264e-210]
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y = sc.log_ndtr(x)
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assert_allclose(y, expected, rtol=2e-13)
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def test_log_ndtr_values_gt31(self):
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x = np.array([31.6, 32.8, 34.9, 37.1])
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expected = [-1.846036234858162e-219,
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-2.9440539964066835e-236,
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-3.71721649450857e-267,
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-1.4047119663106221e-301]
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y = sc.log_ndtr(x)
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assert_allclose(y, expected, rtol=3e-13)
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