Revision dce87cf92e69aec4c14078c3f37b3325c618bb5b authored by Sebastian Weber on 03 October 2019, 19:17:09 UTC, committed by Sebastian Weber on 05 October 2019, 08:27:08 UTC
1 parent 4a8cd90
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normal_cdf_test.hpp
// Arguments: Doubles, Doubles, Doubles
#include <stan/math/prim/scal.hpp>

using stan::math::var;
using std::numeric_limits;
using std::vector;

class AgradCdfNormal : public AgradCdfTest {
 public:
  void valid_values(vector<vector<double> >& parameters, vector<double>& cdf) {
    vector<double> param(3);

    param[0] = 0.1;  // y
    param[1] = 0.5;  // mu
    param[2] = 1;    // sigma
    parameters.push_back(param);
    cdf.push_back(0.3445782583896758177744);  // expected cdf

    param[0] = 1;    // y
    param[1] = 0.1;  // mu
    param[2] = 1;    // sigma
    parameters.push_back(param);
    cdf.push_back(0.8159398746532404711473);  // expected cdf

    param[0] = -2;   // y
    param[1] = 0.1;  // mu
    param[2] = 1;    // sigma
    parameters.push_back(param);
    cdf.push_back(0.01786442056281655615946);  // expected cdf

    param[0] = -3.5;  // y
    param[1] = 1.9;   // mu
    param[2] = 7.2;   // sigma
    parameters.push_back(param);
    cdf.push_back(0.22662735237686821);  // expected cdf
  }

  void invalid_values(vector<size_t>& index, vector<double>& value) {
    // y

    // mu
    index.push_back(1U);
    value.push_back(numeric_limits<double>::infinity());

    index.push_back(1U);
    value.push_back(-numeric_limits<double>::infinity());

    // sigma
    index.push_back(2U);
    value.push_back(0.0);

    index.push_back(2U);
    value.push_back(-1.0);

    index.push_back(2U);
    value.push_back(-numeric_limits<double>::infinity());
  }

  bool has_lower_bound() { return false; }

  bool has_upper_bound() { return false; }

  template <typename T_y, typename T_loc, typename T_scale, typename T3,
            typename T4, typename T5>
  typename stan::return_type<T_y, T_loc, T_scale>::type cdf(
      const T_y& y, const T_loc& mu, const T_scale& sigma, const T3&, const T4&,
      const T5&) {
    return stan::math::normal_cdf(y, mu, sigma);
  }

  template <typename T_y, typename T_loc, typename T_scale, typename T3,
            typename T4, typename T5>
  typename stan::return_type<T_y, T_loc, T_scale>::type cdf_function(
      const T_y& y, const T_loc& mu, const T_scale& sigma, const T3&, const T4&,
      const T5&) {
    using stan::math::SQRT_2;
    return (0.5 + 0.5 * erf((y - mu) / (sigma * SQRT_2)));
  }
};
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