test_ndtr.py 2.6 KB

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  1. import numpy as np
  2. from numpy.testing import assert_equal, assert_allclose
  3. import scipy.special as sc
  4. def test_ndtr():
  5. assert_equal(sc.ndtr(0), 0.5)
  6. assert_allclose(sc.ndtr(1), 0.8413447460685429)
  7. class TestNdtri:
  8. def test_zero(self):
  9. assert sc.ndtri(0.5) == 0.0
  10. def test_asymptotes(self):
  11. assert_equal(sc.ndtri([0.0, 1.0]), [-np.inf, np.inf])
  12. def test_outside_of_domain(self):
  13. assert all(np.isnan(sc.ndtri([-1.5, 1.5])))
  14. class TestLogNdtr:
  15. # The expected values in these tests were computed with mpmath:
  16. #
  17. # def log_ndtr_mp(x):
  18. # return mpmath.log(mpmath.ncdf(x))
  19. #
  20. def test_log_ndtr_moderate_le8(self):
  21. x = np.array([-0.75, -0.25, 0, 0.5, 1.5, 2.5, 3, 4, 5, 7, 8])
  22. expected = np.array([-1.4844482299196562,
  23. -0.9130617648111351,
  24. -0.6931471805599453,
  25. -0.3689464152886564,
  26. -0.06914345561223398,
  27. -0.006229025485860002,
  28. -0.0013508099647481938,
  29. -3.167174337748927e-05,
  30. -2.866516129637636e-07,
  31. -1.279812543886654e-12,
  32. -6.220960574271786e-16])
  33. y = sc.log_ndtr(x)
  34. assert_allclose(y, expected, rtol=1e-14)
  35. def test_log_ndtr_values_8_16(self):
  36. x = np.array([8.001, 8.06, 8.15, 8.5, 10, 12, 14, 16])
  37. expected = [-6.170639424817055e-16,
  38. -3.814722443652823e-16,
  39. -1.819621363526629e-16,
  40. -9.479534822203318e-18,
  41. -7.619853024160525e-24,
  42. -1.776482112077679e-33,
  43. -7.7935368191928e-45,
  44. -6.388754400538087e-58]
  45. y = sc.log_ndtr(x)
  46. assert_allclose(y, expected, rtol=5e-14)
  47. def test_log_ndtr_values_16_31(self):
  48. x = np.array([16.15, 20.3, 21.4, 26.2, 30.9])
  49. expected = [-5.678084565148492e-59,
  50. -6.429244467698346e-92,
  51. -6.680402412553295e-102,
  52. -1.328698078458869e-151,
  53. -5.972288641838264e-210]
  54. y = sc.log_ndtr(x)
  55. assert_allclose(y, expected, rtol=2e-13)
  56. def test_log_ndtr_values_gt31(self):
  57. x = np.array([31.6, 32.8, 34.9, 37.1])
  58. expected = [-1.846036234858162e-219,
  59. -2.9440539964066835e-236,
  60. -3.71721649450857e-267,
  61. -1.4047119663106221e-301]
  62. y = sc.log_ndtr(x)
  63. assert_allclose(y, expected, rtol=3e-13)