#### d|ensity #### p|robability (cumulative) #### q|uantile #### r|andom number generation #### #### Functions for ``d/p/q/r'' if(!interactive()) .Random.seed <- c(0,rep(7654, 3)) ###--- Discrete Distributions: Simple Consistency Checks pZZ = cumsum(dZZ) ## Currently, just Wilcoxon [should do this for all !] is.sym <- TRUE for(n in rpois(5, lam=6)) for(m in rpois(15, lam=8)) { x <- -1:(n*m + 1) fx <- dwilcox(x, n, m) Fx <- pwilcox(x, n, m) is.sym <- is.sym & all(fx == dwilcox(x, m, n)) eq <- all.equal(Fx, cumsum(fx), tol= 1e-14) if(!is.logical(eq) || !eq) print(eq) } is.sym ##--- Cumulative Poisson '==' Cumulative Chi^2 : ##--- Abramowitz & Stegun, p.941 : 26.4.21 (26.4.2) n1 <- 20; n2 <- 16 for(lambda in rexp(n1)) for(k in rpois(n2, lambda)) { tst <- all.equal(1 - pchisq(2*lambda, 2*(k+1)), sum(dpois(0:k, lambda=lambda))) if(!(is.logical(tst) && tst)) cat("lambda=", format(lambda),". k =",k, " --> tst=", tst,"\n") } ##--- Cumulative Binomial '==' Cumulative F : ##--- Abramowitz & Stegun, p.945-6; 26.5.24 AND 26.5.28 : n0 <- 50; n1 <- 16; n2 <- 20; n3 <- 8 for(n in rbinom(n1, size = 2*n0, p = .4)) { cat("n=",n,": ") for(p in c(0,1,rbeta(n2, 2,4))) { cat(".") for(k in rbinom(n3, size = n, prob = runif(1))) { ## For X ~ Bin(n,p), compute 1 - P[X > k] = P[X <= k] in two ways: tst <- all.equal(if(k==n || p==0) 1 else pf((k+1)/(n-k)*(1-p)/p, df1=2*(n-k), df2=2*(k+1)), sum(dbinom(0:k, size = n, prob = p))) if(!(is.logical(tst) && tst)) cat("n=", n,"; p =",format(p),". k =",k, " --> tst=",tst,"\n") } } cat("\n") } ##--- Gamma (incl. chi^2) Density : x <- round(rgamma(100, shape = 2),2) for(sh in round(rlnorm(30),2)) { Ga <- gamma(sh) for(sig in round(rlnorm(30),2)) { tst <- all.equal((d1 <- dgamma( x, shape = sh, scale = sig)), (d2 <- dgamma(x/sig, shape = sh, scale = 1) / sig), tol = 1e-15) if(!(is.logical(tst) && tst)) cat("ERROR: dgamma() doesn't scale:",tst,"\n", " x =", formatC(x),"\n shape,scale=",formatC(c(sh, sig)),"\n") tst <- all.equal(d1, (d3 <- 1/(Ga * sig^sh) * x^(sh-1) * exp(-x/sig)), tol= 1e-14) if(!(is.logical(tst) && tst)) cat("NOT Equal:",tst,"\n x =", formatC(x), "\n shape,scale=",formatC(c(sh, sig)),"\n") } }