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
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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