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Add a test harness for nonlinear functions #5

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Merged
timholy merged 1 commit into from
Apr 18, 2025
Merged

Add a test harness for nonlinear functions #5

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4 changes: 3 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -9,10 +9,12 @@ ThickNumbers = "b57aa878-5b76-4266-befc-f8e007760995"

[compat]
SpecialFunctions = "2"
ThickNumbers = "1"
julia = "1"

[extras]
HypothesisTests = "09f84164-cd44-5f33-b23f-e6b0d136a0d5"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["Test"]
test = ["HypothesisTests", "Test"]
18 changes: 18 additions & 0 deletions test/runtests.jl
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@@ -1,7 +1,17 @@
using GaussianRandomVariables
using ThickNumbers
using HypothesisTests
using Test

function testscalar(f, μ, σ; n=1000, pval = 0.001)
x = μ .+ σ .* randn(n)
y = f.(x)
g = GVar(μ, σ)
fg = f(g)
z = mid(fg) .+ rad(fg) .* randn(n)
return pvalue(EqualVarianceTTest(y, z)) > pval && pvalue(LeveneTest(y, z)) > pval
end

@testset "GaussianRandomVariables.jl" begin
x = 3 ± 1
e = GVar(0, -1) # empty
Expand All @@ -19,4 +29,12 @@ using Test
@test rad(1/x)^2 ≈ rad(x)^2 / mid(x)^4 + 2 * rad(x)^4 / mid(x)^6
@test sqrt(x) ⩪ exp(0.5 * log(x)) rtol=1e-3
@test sqrt(x) ⩪ x^0.5

for μ in (2, 3, 10), σ in (0.25,)
@test testscalar(x -> x^2, μ, σ)
@test testscalar(x -> x^1.8, μ, σ)
@test testscalar(exp, μ, σ)
@test testscalar(log, μ, σ)
@test testscalar(sqrt, μ, σ)
end
end
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