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- import pytest
- import numpy as np
- from numpy.testing import assert_equal, assert_allclose
- from scipy.special import log_ndtr, ndtri_exp
- from scipy.special._testutils import assert_func_equal
- def log_ndtr_ndtri_exp(y):
- return log_ndtr(ndtri_exp(y))
- @pytest.fixture(scope="class")
- def uniform_random_points():
- random_state = np.random.RandomState(1234)
- points = random_state.random_sample(1000)
- return points
- class TestNdtriExp:
- """Tests that ndtri_exp is sufficiently close to an inverse of log_ndtr.
- We have separate tests for the five intervals (-inf, -10),
- [-10, -2), [-2, -0.14542), [-0.14542, -1e-6), and [-1e-6, 0).
- ndtri_exp(y) is computed in three different ways depending on if y
- is in (-inf, -2), [-2, log(1 - exp(-2))], or [log(1 - exp(-2), 0).
- Each of these intervals is given its own test with two additional tests
- for handling very small values and values very close to zero.
- """
- @pytest.mark.parametrize(
- "test_input", [-1e1, -1e2, -1e10, -1e20, -np.finfo(float).max]
- )
- def test_very_small_arg(self, test_input, uniform_random_points):
- scale = test_input
- points = scale * (0.5 * uniform_random_points + 0.5)
- assert_func_equal(
- log_ndtr_ndtri_exp,
- lambda y: y, points,
- rtol=1e-14,
- nan_ok=True
- )
- @pytest.mark.parametrize(
- "interval,expected_rtol",
- [
- ((-10, -2), 1e-14),
- ((-2, -0.14542), 1e-12),
- ((-0.14542, -1e-6), 1e-10),
- ((-1e-6, 0), 1e-6),
- ],
- )
- def test_in_interval(self, interval, expected_rtol, uniform_random_points):
- left, right = interval
- points = (right - left) * uniform_random_points + left
- assert_func_equal(
- log_ndtr_ndtri_exp,
- lambda y: y, points,
- rtol=expected_rtol,
- nan_ok=True
- )
- def test_extreme(self):
- # bigneg is not quite the largest negative double precision value.
- # Here's why:
- # The round-trip calculation
- # y = ndtri_exp(bigneg)
- # bigneg2 = log_ndtr(y)
- # where bigneg is a very large negative value, would--with infinite
- # precision--result in bigneg2 == bigneg. When bigneg is large enough,
- # y is effectively equal to -sqrt(2)*sqrt(-bigneg), and log_ndtr(y) is
- # effectively -(y/sqrt(2))**2. If we use bigneg = np.finfo(float).min,
- # then by construction, the theoretical value is the most negative
- # finite value that can be represented with 64 bit float point. This
- # means tiny changes in how the computation proceeds can result in the
- # return value being -inf. (E.g. changing the constant representation
- # of 1/sqrt(2) from 0.7071067811865475--which is the value returned by
- # 1/np.sqrt(2)--to 0.7071067811865476--which is the most accurate 64
- # bit floating point representation of 1/sqrt(2)--results in the
- # round-trip that starts with np.finfo(float).min returning -inf. So
- # we'll move the bigneg value a few ULPs towards 0 to avoid this
- # sensitivity.
- # Use the reduce method to apply nextafter four times.
- bigneg = np.nextafter.reduce([np.finfo(float).min, 0, 0, 0, 0])
- # tinyneg is approx. -2.225e-308.
- tinyneg = -np.finfo(float).tiny
- x = np.array([tinyneg, bigneg])
- result = log_ndtr_ndtri_exp(x)
- assert_allclose(result, x, rtol=1e-12)
- def test_asymptotes(self):
- assert_equal(ndtri_exp([-np.inf, 0.0]), [-np.inf, np.inf])
- def test_outside_domain(self):
- assert np.isnan(ndtri_exp(1.0))
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