diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/REQUIRE index 98be20b58ed3..308c3be89c85 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/REQUIRE +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/REQUIRE @@ -1,3 +1,2 @@ -Distributions 0.23.8 julia 1.5 JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/data.json b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/data.json index a8b172ae41b0..0c410f48b7b5 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/data.json +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/data.json @@ -1 +1 @@ -{"sigma":[4.372448161181262,4.507779737981885,2.308292309093838,1.7741874189836637,0.31507521564566265,1.7945498757493117,2.484120101875779,1.8014970499175265,2.4955804577203144,2.185131411239958,2.805319026010679,0.8251792272092917,0.6749340206857746,0.6095685925273664,1.9222550510739178,3.610927283846249,4.363709627043577,0.8365430160947551,4.9582552039481005,3.944801044938724,1.4085253337087922,3.3578824067227595,0.8757806166602033,4.277911759657698,3.2398177086236357,2.6767355318357424,3.3005646996079396,4.075667020413391,2.1165984455816735,2.573158653777754,3.551529690803654,1.2656405632837509,1.49593156919257,2.3017718957908526,0.4823234640018226,1.1587034896771775,3.0831569181573784,1.1545926583806598,4.824989369186914,4.786962945045098,0.6786152774438026,3.760384015938966,4.197561605952372,1.6217772164357158,0.3640416335603147,1.010091708991523,0.9201385774137683,4.548798603750895,0.04081842516157064,4.36036983426966,4.42320519400549,2.9001714869597017,2.719448199461083,3.3350595840950925,0.9892978690118837,0.10336309764470086,3.9839675215599524,0.3181352586162056,3.762680927232196,0.5074452632699933,2.2006988264529337,2.3496823648832854,1.8428977548334557,0.05438641951580503,0.2733675289242188,0.12663328098316273,4.337325360579709,0.6957303538011506,2.4567548125520733,2.186112925258655,3.6404386228430505,3.7957019241094034,3.743686451322273,3.180827357760939,1.2192110149492374,3.8783824760250054,3.8717090528182863,0.6895675822024083,4.494831697610012,1.9754053512532177,0.43643372611896103,0.5541016454684644,4.333418678833584,4.434437046160502,2.546510808354628,4.153832150411521,2.91332028910133,1.5850106767162986,2.3151923474597047,2.271606850151444,3.683739031658267,2.1709264877425682,3.8551971556157505,3.8786127818556047,4.876192597625505,4.7692510203664185,4.456683646975332,2.5868300814009473,3.1274279753790735,0.052954852877593606],"expected":[3.7253726724275597e6,4.4392569855739765e7,10.26500714995574,0.7583755550911014,0.012537993106318921,0.5250924012496011,19.945929770815166,0.8873932670524205,58.99800429028618,3.0793004645544086,58.23330167244097,0.052983799885807085,0.017694546738403205,0.04276089588170603,0.8861449918044398,25583.978170436756,5.210435247142238e6,0.07726731625142313,2.282205332465917e9,300845.87106584816,0.8489915870937841,7565.624030014332,0.04688564423039902,2.8379738551656352e6,1628.5115935804004,26.04438879060696,2390.226993800247,1.7739110064637365e6,3.915078109264716,21.609887191480563,9902.176511368612,0.23019215723072528,1.1432560967366912,19.020885943664922,0.010549872754361192,0.29304804573033955,1112.5169174009964,0.06463114112942038,1.602215893135758e9,7.821441527583933e8,0.02053177262761622,43793.567353101695,4.00382637761903e6,0.7804898213066502,0.014548072766927071,0.15712050504826136,0.0899250239220967,1.0340983850597422e8,0.002763382281651077,1.3338991378090415e7,1.2029968926432032e7,91.86674114343772,159.76746685609865,2549.6102702632184,0.20540391898584445,0.002524152003730183,594826.9212999693,0.02660417850135068,138348.6954692866,0.07583186352353789,2.5705608582387764,5.481392903582849,2.1002074295351214,0.0045927964728261,0.025922792877743284,0.01222987029480063,1.347241934059741e7,0.0859996285048383,20.615755428435122,2.287552869097583,14659.7842284774,45355.90857710304,132266.81647678112,1381.6538970405961,0.09730611375029731,192589.6471404916,265528.09538348403,0.03066748818694898,3.4273557183928795e7,3.758030539779181,0.00980282677955075,0.028303354996340083,1.0851358083880417e7,1.1553346602298357e7,12.573809763433625,1.491836658643478e6,255.36686025510437,1.4931403273243335,16.442152836251903,9.241619100448267,59708.1223714079,2.986079715753444,214244.36162821326,255664.89844212984,5.993919604195529e8,1.7851854780063e8,8.4554828010827e6,16.592714898506497,389.34647776778627,0.002318327498523008],"mu":[-3.98762546864778,-2.7114954976045658,-2.997040364725514,-3.4023682391911962,-3.2987074965588783,-3.844211209781736,-3.176781759756721,-3.344992506860999,-2.1494304536902606,-3.6458590378443763,-3.805166363852011,-3.2659273608231563,-3.9873261256888033,-2.9386809425324363,-3.803359315774366,-2.8890731802426646,-3.575787755508017,-2.9170213642141847,-3.035886603959496,-2.947101840583809,-2.073674585671807,-2.343997804721533,-3.514844081636834,-3.4419280935348042,-3.100983223431985,-3.904723991270577,-3.1145744321206705,-2.222364355617197,-3.109454573305522,-3.5473281111037314,-3.4128516194375234,-2.958161607778441,-2.0475190459440453,-2.350109542871997,-3.998105101373435,-2.418670542756289,-2.4914391526522905,-3.919109563390459,-2.0858689714614504,-2.437464617091938,-3.847880314063043,-3.4532453645627728,-2.4167623683807977,-2.840597135985702,-3.3195702902127096,-2.6474993350078573,-2.975384923350693,-2.237358071496792,-2.693927848449905,-2.6066231020886623,-3.261832681743491,-3.890544375966013,-2.3213719533114814,-3.278919250986675,-2.3258485877939834,-3.7203581683573184,-2.5759713952532715,-2.5575292634904265,-2.3202348491098905,-2.09537642863399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+{"expected":[33.296135828493554,0.22173877252337126,0.013167428204015966,245032.75895561316,656.814378786937,249951.5999778303,7.659955682026986,11.542903151272373,89305.9960918289,454801.3819156509,4696.100883668945,0.7408522314096593,1.3730765628719777e6,74756.42508083694,41.69754771144814,6.588056830372515e8,0.007544663341414214,0.0117661674868273,1.6171013514751928,0.11078470468761034,1054.3698135035088,3.944865302736056e8,1.2532263736746825,0.200132908362691,0.008124246222514637,1.2245906207901391e8,0.5014545211361671,0.15634630987068773,0.023430653313371057,0.1824216848250615,0.6357328391653366,0.00037864708785296966,99.5823145841211,0.012247956810828959,0.4360550521903704,0.17529754611163834,10.905280777310786,1.9843014279781194e9,4726.682196805757,0.020128826829171415,1.2340702762573578e6,30.03498339038285,0.05619076943734589,0.03765312415013708,0.00516382613215025,0.09040426942333746,0.034588226822355,1.757089130927487e7,0.10400255846462461,12.426307869652987,1.6387153683505628e7,5852.4972113960785,2306.2726180834024,1358.8184355829092,0.35996639831620353,571947.2853510635,1.324617877041741,0.528809567592436,0.12108900592447447,1.0124764325805196e6,3.6947881912426888,0.010463019668770472,1.8174734331538746e9,59463.658906825,1.3364736552839202e8,2.262519809022253,31535.96892722234,812.4005187630886,1.750794323895859e7,4.0530973042918006e6,1.0671320833196738e9,3.14167431418941,4493.122346608968,4.5177471019424087e8,0.8898387538115177,0.006470918617154905,5168.720751324912,1.1607244024862802e8,1.1882843293722134e7,7.394307476726226,0.011027608928167364,1.5163690677262183,0.0038385597786708514,168.8381925925224,1.2717574187343803,2.9091751459136534e8,1.5922412764745876e8,0.01445590562591941,0.07070948946021414,8.707662911813906e8,5535.651907696916,295496.4039345913,8.496806365375681e8,8.707300599794542e6,28384.691766091943,0.08320738369251311,0.14160488787951922,11728.89706046313,187.21173344773524,12.214834497197263],"mu":[-2.3915137116259975,-3.1019086374707423,-3.3190550833873314,-3.7088258654322095,-2.9518718244550994,-3.131055537176037,-3.327589575011668,-2.723841786480249,-3.724109634675675,-2.5341098033027567,-2.566209347269961,-3.3738514531109765,-3.8054077622439078,-2.4792978609967253,-2.2835116101237167,-2.6464174708053827,-3.5973283520267776,-2.7221774220364,-3.0933050409993728,-2.325939674630099,-3.6345212318142166,-3.413010024222376,-3.291322711128439,-3.190289164519498,-3.696232417534511,-3.7396300910070246,-2.3587732712529066,-2.7466091456069543,-2.2357697328227815,-3.3298066848676227,-2.289717533578983,-3.945205081002607,-3.257073029540999,-3.185457319678708,-3.9152786713896335,-3.209061556746237,-2.2248815112503513,-2.793505501911589,-2.8544004791848483,-3.649128852537258,-2.301913725278803,-2.086525471964408,-3.7821591417850784,-2.450640211173785,-3.6984440328453156,-2.001251938480629,-2.254563114488544,-3.491292699302009,-3.6626105657903265,-3.1955019645413754,-2.578588873202553,-2.712739911641811,-2.4791694243707973,-3.6452357146661445,-2.377459077233824,-3.8365797948488094,-2.4567483474873324,-2.8270893401321753,-3.0592780567354856,-2.7574761834137385,-2.4301906245644416,-3.4179554232063922,-2.8105562358070744,-2.477790083935151,-2.1636237495478063,-2.137028858732631,-3.5203955587819964,-2.373784346957203,-2.752073466682835,-2.7868760361941876,-3.720758122224696,-2.054555128690262,-2.9692149488619206,-2.3568130395485123,-2.1068007385665353,-2.6660652153851068,-3.8405500114502376,-2.304671537791454,-3.5403181738427656,-3.4361722233613623,-3.6169622365901306,-3.205766993715338,-3.7131714187797,-3.245084398315777,-3.9370099477013145,-3.1875578195908725,-2.818485597993085,-3.291298516224983,-3.889821333593931,-3.248648087946874,-3.0559437657810653,-2.336687533515765,-3.6522172047416004,-2.384723618028466,-3.0270043982458317,-2.8408411575174624,-2.5006360885689465,-2.322949779683995,-3.281349709225946,-3.5499631349619207],"sigma":[2.428647557746435,1.3026390303506012,0.33449597700119404,4.014719555093447,3.072346504486987,3.9446264972173335,2.31644939239025,2.2743691692118873,3.888950202804642,3.944835353964213,3.319744775013356,1.759833968269946,4.235324334303149,3.701525207710345,2.452585601164514,4.790861786091988,0.26158309524542567,0.17493834424797572,1.894191754702993,0.7439872519001911,3.2550318406702914,4.817271590655677,1.8793315356206426,1.2977545157191765,0.30522061887207463,4.728944642950482,1.3276497220544403,1.0462565353345699,0.21189646544084062,1.3139025632354047,1.3843137595736348,0.019565489946410386,2.803257199403109,0.27927421836600463,1.7629941145409718,1.2580757661760589,2.1492054451690477,4.919556714341288,3.3638349198923434,0.5929140546368278,4.040760101467751,2.34327858003246,1.0509227670634902,0.3894778813760663,0.20223163811526113,0.5375736317084284,0.30709595388205724,4.491441515603629,1.233834772459782,2.3910176375294516,4.380707380022288,3.37451764011574,3.197276264264819,3.2953931674312265,1.2182946530434058,4.134414338372601,1.664397989123389,1.4986306256818822,1.0679909735294557,4.072515931948811,1.9362399005757658,0.2985106625905809,4.912358841314619,3.6702740251795007,4.568844387655472,1.7261469420068343,3.7254905813830113,3.012280719247251,4.407974444547788,4.2428608222618625,4.950656392163446,1.7943535725047033,3.3733549771158544,4.720752823906282,1.4347036264419744,0.09247771305556873,3.520075651106116,4.568850684503092,4.453192602259016,2.3321790630038746,0.37024404143983225,1.9066852752897268,0.15452386655736672,2.893810741337581,2.0457464906858225,4.761943736501316,4.658788358966976,0.35364010706120885,1.176752020217583,4.881959879430762,3.416857128332323,3.8643368956882673,4.920628854108375,4.285369996214496,3.6442571956969765,0.8356964415533435,0.9119598432958065,3.4194685064654355,2.9178228717578,2.460445110772552]} diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/runner.jl index d477b01d2615..0b182d9442b9 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/runner.jl +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/runner.jl @@ -16,7 +16,6 @@ # See the License for the specific language governing permissions and # limitations under the License. -import Distributions: var, LogNormal import JSON """ @@ -39,9 +38,10 @@ julia> gen( mu, sigma, "data.json" ); ``` """ function gen( mu, sigma, name ) - z = Array{Float64}( undef, length(mu) ); - for i in eachindex(mu) - z[ i ] = sqrt( var( LogNormal( mu[i], sigma[i] ) ) ); + # The standard deviation is evaluated in extended precision using the textbook formula `sqrt((exp(sigma^2) - 1) * exp(2*mu + sigma^2))`, as subtracting `1` from `exp(sigma^2)` in double-precision cancels for small `sigma`... + z = setprecision( BigFloat, 2048 ) do + s2 = BigFloat.( sigma ) .^ 2; + Float64.( sqrt.( ( exp.( s2 ) .- 1 ) .* exp.( ( 2 .* BigFloat.( mu ) ) .+ s2 ) ) ); end # Store data to be written to file as a collection: @@ -71,3 +71,8 @@ dir = dirname( file ); mu = rand( 100 ) .* 2.0 .- 4.0; sigma = rand( 100 ) .* 5.0; gen( mu, sigma, "data.json" ); + +# Small `sigma`: +mu = ( rand( 1000 ) .* 4.0 ) .- 2.0; +sigma = exp10.( range( -150.0, stop = -1.0, length = 1000 ) ); +gen( mu, sigma, "small_sigma.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/small_sigma.json b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/small_sigma.json new file mode 100644 index 000000000000..5f80ea2270db --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/fixtures/julia/small_sigma.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.js b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.js index 9e10fe566b9d..5c1e14dc35b2 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.js +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.js @@ -31,6 +31,7 @@ var stdev = require( './../lib' ); // FIXTURES // var data = require( './fixtures/julia/data.json' ); +var smallSigma = require( './fixtures/julia/small_sigma.json' ); // TESTS // @@ -86,7 +87,26 @@ tape( 'the function returns the standard deviation of a lognormal distribution', for ( i = 0; i < mu.length; i++ ) { y = stdev( mu[i], sigma[i] ); if ( expected[i] !== null ) { - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 18 ), true, 'returns expected value' ); + } + } + t.end(); +}); + +tape( 'the function returns the standard deviation of a lognormal distribution with a small `sigma`', function test( t ) { + var expected; + var sigma; + var mu; + var y; + var i; + + expected = smallSigma.expected; + mu = smallSigma.mu; + sigma = smallSigma.sigma; + for ( i = 0; i < mu.length; i++ ) { + y = stdev( mu[i], sigma[i] ); + if ( expected[i] !== null ) { + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } } t.end(); diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.native.js index 70d37989a07e..d368789c1e93 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/stdev/test/test.native.js @@ -32,6 +32,7 @@ var NINF = require( '@stdlib/constants/float64/ninf' ); // FIXTURES // var data = require( './fixtures/julia/data.json' ); +var smallSigma = require( './fixtures/julia/small_sigma.json' ); // VARIABLES // @@ -98,7 +99,26 @@ tape( 'the function returns the standard deviation of a lognormal distribution', for ( i = 0; i < mu.length; i++ ) { y = stdev( mu[i], sigma[i] ); if ( expected[i] !== null ) { - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 18 ), true, 'returns expected value' ); + } + } + t.end(); +}); + +tape( 'the function returns the standard deviation of a lognormal distribution with a small `sigma`', opts, function test( t ) { + var expected; + var sigma; + var mu; + var y; + var i; + + expected = smallSigma.expected; + mu = smallSigma.mu; + sigma = smallSigma.sigma; + for ( i = 0; i < mu.length; i++ ) { + y = stdev( mu[i], sigma[i] ); + if ( expected[i] !== null ) { + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } } t.end(); diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/lib/main.js index 66eccf638415..ff804b9ff57e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/lib/main.js @@ -22,6 +22,7 @@ var isnan = require( '@stdlib/math/base/assert/is-nan' ); var exp = require( '@stdlib/math/base/special/exp' ); +var expm1 = require( '@stdlib/math/base/special/expm1' ); // MAIN // @@ -63,7 +64,7 @@ function variance( mu, sigma ) { return NaN; } s2 = sigma*sigma; - return ( exp( s2 ) - 1.0 ) * exp( ( 2.0*mu ) + s2 ); + return expm1( s2 ) * exp( ( 2.0*mu ) + s2 ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/manifest.json index 5731f15bcc8e..7acc3fc8ac61 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/manifest.json @@ -40,6 +40,7 @@ "dependencies": [ "@stdlib/math/base/napi/binary", "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/expm1", "@stdlib/math/base/special/exp" ] }, @@ -56,6 +57,7 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/expm1", "@stdlib/constants/float64/eps", "@stdlib/math/base/special/exp" ] @@ -73,6 +75,7 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/expm1", "@stdlib/math/base/special/exp" ] } diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/src/main.c index ab4ad5eb1476..c73d55a738e3 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/src/main.c @@ -19,6 +19,7 @@ #include "stdlib/stats/base/dists/lognormal/variance.h" #include "stdlib/math/base/assert/is_nan.h" #include "stdlib/math/base/special/exp.h" +#include "stdlib/math/base/special/expm1.h" /** * Returns the variance for a lognormal distribution with location `mu` and scale `sigma`. @@ -41,5 +42,5 @@ double stdlib_base_dists_lognormal_variance( const double mu, const double sigma return 0.0 / 0.0; // NaN } s2 = sigma * sigma; - return ( stdlib_base_exp( s2 ) - 1.0 ) * stdlib_base_exp( ( 2.0 * mu ) + s2 ); + return stdlib_base_expm1( s2 ) * stdlib_base_exp( ( 2.0 * mu ) + s2 ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/REQUIRE index 98be20b58ed3..308c3be89c85 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/REQUIRE +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/REQUIRE @@ -1,3 +1,2 @@ -Distributions 0.23.8 julia 1.5 JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/data.json b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/data.json index 2174ffb94739..69e2e5ef0c36 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/data.json +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/data.json @@ -1 +1 @@ -{"sigma":[4.944763046171503,3.6321981868083575,0.87285834926076,4.697684154902561,2.4266044348576568,2.081600801467982,0.4479585668818986,3.0202883268656953,4.466670504984024,4.641985847325685,2.60337858450609,4.2359144487023945,4.433731078812918,4.777895027196969,2.8588386235274097,3.6010499280012787,4.942104928732773,0.46859879603166843,4.722296827443802,4.655648306653605,0.4113398908361465,0.8574532386741518,1.084924172723002,3.0198750086673263,4.823363765103967,3.4750893886231102,4.112407520789287,1.4810608077984988,1.5818890052709478,0.2415889020485229,1.369423906091305,4.460973487638421,0.9774039011219327,4.023963993657679,0.9483838794014721,4.162342589213807,0.9172984858543398,1.202413969783953,4.061988348326513,4.385803617889002,1.1385543469175474,2.9020527997584775,3.5627094696413963,3.973555316408005,3.2316874954600983,3.3758320281433187,3.3551990733785275,4.714552278181088,1.1100020702182145,4.674974069182615,2.8905968215866373,4.59621522965635,4.0521772285038935,4.3174576807271325,1.3428696055171296,1.523130849530927,2.2555895459609,0.6241787003740196,2.6671673551654216,4.399192348074582,4.050553117263017,3.402029371584787,4.475679277983479,3.881540712386892,2.702022910806099,1.6264715367549465,2.6887689939748984,2.757343770613969,0.11347659553922695,3.602540297275075,1.105968581535668,3.844363294512677,2.4336758286432323,3.2056897194777934,2.589276397183613,4.553850184639813,0.25009244164537203,1.289627548890644,4.9354785038439575,1.6541148027546715,1.0869960867423978,0.5107155242206829,3.4615484142147155,4.791133825916724,1.1322453880859096,2.5319958524501676,0.7551745720719794,3.040321395530916,3.892390863277212,0.6186778404326321,4.550626286810598,4.110091301665405,4.801723471657919,3.6314528884682575,3.184785553487809,4.430024218878531,2.1322841166107787,0.631061562050842,1.8504657422528425,4.301489266036274],"expected":[3.434533079574511e18,1.549915905665968e9,0.0033408718855071013,1.8237952653085944e16,1992.5004905104317,47.29166704037344,0.00027924964341482513,294824.69372362684,4.754105871008548e14,2.4669285730026605e15,651.4103969829238,1.2835950390480865e13,3.331261878609696e14,1.799373231432387e17,7298.749676853886,9.210824556048375e8,2.586358944161306e18,0.00021372856739273842,4.833440160750339e16,2.500478950482932e15,0.00015006631670653746,0.0036452850313588863,0.0026244455293120525,116111.00472302389,9.911364159304778e16,1.229042299304309e7,4.485117129477577e12,0.02606258870806416,0.05052027238706093,0.00018212592434174808,0.11626877745006203,3.4396794539341056e14,0.016981769362887235,1.8485110193385032e12,0.03619993557519316,3.180334175612098e12,0.0192664238465749,0.021344795535069884,2.550760013932108e12,7.689603793373508e13,0.004413458606150753,39325.564121024756,8.657570499890815e7,8.309435239158298e11,6.727074279588871e6,3.0637584256808273e7,5.517612527130024e7,3.312888157756559e17,0.07607407093599247,1.1927918882194278e16,97428.21184557496,3.7145152148634965e15,9.774900682606323e11,3.806058385502516e13,0.27146431242943947,0.23310416314422533,250.14853103304748,0.0007855999161569022,22507.782908374706,1.234744697293009e14,4.183258302165645e11,1.2884655881105676e7,5.0223645318070575e14,8.395129648271848e9,4718.880998020074,1.947623802938317,5119.010988814871,1778.9394735880842,5.419923286981851e-6,4.465283582076376e8,0.006690359507738342,5.3902377189434364e10,47.961426217652544,1.1464043604963148e7,373.2937293507639,9.709351360023178e15,0.00032787272736905745,0.09131310969740196,1.0350503575801311e18,3.1660240424329364,0.011391278505064956,0.0033199135166333852,4.327651907395601e8,1.0960587634729528e18,0.01964062754010573,2888.7442626030347,0.007498414935022784,76825.25204722642,1.5176905424166592e11,0.00040686228857607555,1.782973715244173e15,2.047100940881922e12,5.830645217710459e17,4.9338575591830707e8,605760.242107947,1.3242381893153165e15,71.0686601466276,0.0005671553565624637,2.3069962018250623,8.056437525590833e13],"mu":[-3.110475252734801,-2.612129480327239,-3.298226042076586,-3.347095854912144,-2.088448640039641,-2.3982877349711944,-3.43998643981745,-2.8250188640992486,-3.0535454287688277,-3.8271574670225346,-3.5374402888486127,-2.8513357215163415,-2.9382000394537937,-2.9625884006507257,-3.7250879967956916,-2.647029357250852,-3.226009752863987,-3.6330862917630316,-3.0916273510609322,-3.9474318107391184,-3.641377874532063,-3.2160025810317676,-3.9642861368275737,-3.2884393433177714,-3.6973162696800665,-3.9140779630310876,-2.3460027309761995,-3.9580460924119056,-3.9523438365666217,-2.9287332247201823,-2.868039457267921,-3.1644996627920947,-2.75031158798732,-2.069585387559742,-2.297668558646016,-2.9310921180935,-2.534114981962882,-3.2349686537032496,-2.216043070117953,-3.2485356380768207,-3.8480681227895577,-3.131985407041996,-3.5546323329177003,-2.0662279491291824,-2.582964064527764,-2.777367234920213,-2.344333913763353,-2.0561197110682374,-2.347700203400068,-3.3465534615041164,-2.611996878555859,-3.1996821516979015,-2.6160132700366727,-3.0053406618245764,-2.3652462804035714,-2.99633651773323,-2.32356105479727,-3.3985704161401107,-2.1025664113012885,-3.129365549496144,-3.0272172863412012,-3.388025293028047,-3.106658924874087,-3.640899373352257,-3.0709267535552978,-2.2752941270704916,-2.958757855637929,-3.8608087849236985,-3.8962169359128067,-3.0197887042846308,-3.5524300755179694,-2.4239087406469437,-3.986238833976007,-2.1490663338699365,-3.7425563081060167,-2.3316185667765708,-2.6725090327237857,-2.7547911568185612,-3.6184571848459317,-2.1263478055834772,-3.2357960458601496,-2.3790050253869266,-2.039461369925023,-2.185837099145359,-3.084546895587558,-2.425892045491578,-2.600199289427527,-3.6188614853031305,-2.2778935897829284,-3.7134675132441557,-3.149670105797958,-2.719127618479856,-2.6030111746575946,-3.17904819797461,-3.4857195699168217,-2.2153077095806477,-2.40948261320319,-3.5790654971153617,-2.9896918326485795,-2.492771064524885]} +{"expected":[0.006848902896740102,2.4867769914330412e14,3.917615761635653e16,1.0419733960464622e16,679575.3564333556,0.0022979751942036877,1.8819140269071648e17,2.3463092613114727,3460.5813227131184,22202.17795782918,0.02941279160233601,7.959497604847863e-6,1.7896676591908833e10,0.002487112570204388,39877.893481348714,2.946944234974384e11,5.418453638191002e12,2.0265986337947596e16,0.0003677421412947793,213305.27861523745,7.060227953805043e17,0.002939287408242937,3.946976627142402e12,0.0011597755728248301,136.5885552886489,5137.365635310438,3.7515341059045517e6,8.538189901021312e13,3.3527420699774375e9,534213.4369834951,1.3514609123477232e8,76.21278420156632,2.2423535207871627e6,0.0004224836129557757,2.510835544029393e7,1.457900997270851e15,11.428411661220872,5594.0625733150555,3.2737745329439842e10,8.38282965326246e9,0.005666747999930471,1.259496929545238e6,16.777827358212953,5.695211237201951e7,0.000775262739701919,3.539011389419031e6,6.293501863055182e-5,41230.46184147818,3.6710298123480855e15,0.018508651289057494,933831.2394126853,1.8858880726194832e8,0.18732766862495154,0.010052274938234892,0.13498536962672694,0.00015176930193630493,26115.58651009397,9.775836978592288e10,1.7289971856210485e15,0.05100215960151048,2.342745317399145,0.0015708458082137292,31.63191005073442,4.3749200536762666e12,59591.404665235634,1.1986761011717873e18,5.139356949100837e10,2.97832718400512e7,0.0005939187028886613,9.54317588521244e16,0.5478983820693248,2.1622735532908424,0.002037740840684732,0.006525027388609961,0.3735156829830588,0.0001525112901122528,3.491813371356267e-5,0.0010150913613026283,0.05482043342076758,0.0034078921426820936,78.96965249868299,0.004790449243256682,0.00020550437447605286,0.0011976886907074014,4.822292386614962e15,5.314635503951585e6,5.558460132085067e-5,10.419057963837957,5.649744617284703e15,1.6728901784545196,83.7490389033616,5.221478843547473e7,1.5051795520319347e14,5.566170213883068e7,1.3649925826323616e19,57.89919839106481,0.03594995678365657,4552.048838554486,1.2461059080810777,5.9181932102345525e-5],"mu":[-2.2084580971949803,-2.5131922637774364,-2.3811418559243442,-2.8770818551736252,-2.430326597649361,-3.790583615762029,-3.6373971622153984,-2.7355911495170577,-2.4601606948258654,-3.0659829928319766,-2.7936777440540665,-3.5672629407619407,-2.8612024908260048,-2.085381973596749,-2.9961573703677926,-2.002723282911706,-2.6481268097096304,-3.1544008179100573,-2.9782840053952366,-3.9577673038310417,-2.5362963718577514,-3.9379238265507914,-3.288447037986088,-3.787275740382639,-3.1657743351252474,-3.9547721340414057,-3.8460715431082226,-3.157691474189522,-3.6613247834642086,-2.0726640020997724,-3.4377330862805238,-2.417121394430798,-3.289760899537661,-3.4996235481166353,-2.473344649731357,-3.8193253380547167,-2.4117223634125096,-3.414188059566027,-3.1661956436049605,-2.0537421868722463,-2.7687080243447992,-3.404030446463146,-2.545053050021336,-2.754097386866388,-3.594662161980687,-3.258065952569723,-2.753110279260534,-2.694740951675901,-2.5736154886342435,-3.0834705992616964,-2.98452827355375,-3.1171120008427415,-3.8295136709593454,-2.856626902406987,-3.869254506717141,-3.493946975879007,-2.057662257804439,-2.361316978885583,-3.954926926225611,-3.6061163440738406,-2.9126125335924535,-2.5809644704813324,-3.1420489987596025,-3.1828335677785793,-3.54866265689712,-2.989131517510419,-2.37411135129524,-3.270934296975736,-3.535007742349936,-3.8454292393430176,-3.9766085615681863,-3.582362066784098,-2.9673109421382566,-2.3311199554268383,-3.350637687054246,-2.1790516543338034,-3.688333528001613,-3.4854119836982362,-3.1222381195159192,-3.6907716717619863,-3.647205226500084,-3.9658375562506163,-3.152894574766637,-2.5542393551869527,-3.1569571153459646,-3.158945502499895,-2.2461788848150315,-3.4707523720195397,-3.1073073394607853,-3.1536107670187676,-2.2321230216240684,-3.178623551455845,-2.680984461438201,-2.2759155745324815,-2.5071410512798558,-3.7497316969046857,-3.6567566622681458,-3.1898521199320706,-2.010055310302838,-3.9797525408908774],"sigma":[0.5825670857730469,4.368842142129881,4.635144466190186,4.6171767136521575,3.0240687294082678,0.9930440741453095,4.8503108283768315,1.784147293568123,2.5564590098600504,2.8407942949127163,1.0990875015928543,0.09919270475739816,3.829509516669387,0.36337234930642226,2.8797692978804394,3.899657139949368,4.160353664887962,4.682762110225107,0.3446686917099112,3.1769525985617877,4.804738112726164,1.0963165329341478,4.217870617128272,0.8569218301137388,2.3719328678246865,2.868284097798276,3.378596567009824,4.38141176972985,3.824636870806923,2.943981226358701,3.577522595708142,2.142193628946128,3.2559624717133007,0.5439904098694803,3.3155254001668237,4.61272288349134,1.9086734455287058,2.7801328293997574,3.9079525368681822,3.671303388201572,0.7665988306382421,3.2291108255569236,1.9911455391689055,3.418034855656857,0.699078949307812,3.2859937863817077,0.12307528323853678,2.829906999464922,4.526945968252897,1.120826518907014,3.1397579433949945,3.555932142660461,1.7369959392810381,0.9162031515096741,1.7018706181633048,0.3665035790064375,2.672676808525203,3.874816054725393,4.636602841886125,1.4758936639117048,1.831944980525636,0.4495431643080172,2.2074809657728913,4.21144728789929,3.0077158913438162,4.878832463187422,3.8347752220731524,3.446108892494065,0.6228442104586451,4.8367368286239465,1.9205312739841462,1.9943415457185538,0.6419465151260823,0.6206736208775288,1.6990941502770545,0.10819003887426182,0.22724967425353737,0.7092633790567865,1.328284743745588,1.0305661819258733,2.415202586002969,1.1965615475087954,0.31184213940159966,0.395608166795432,4.605754012108083,3.301808929681317,0.07020607272351598,2.1557799325425235,4.60895874455844,1.8513217862240194,2.1099520884405525,3.4733362335044378,4.359304556069493,3.3456425249533543,4.9535112730325865,2.4042939171369633,1.4359558615523516,2.720629271871724,1.4764968158406977,0.37107163749993455]} diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/runner.jl index 6412bb7b8fe5..4c52072ce5bd 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/runner.jl +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/runner.jl @@ -16,7 +16,6 @@ # See the License for the specific language governing permissions and # limitations under the License. -import Distributions: var, LogNormal import JSON """ @@ -39,9 +38,10 @@ julia> gen( mu, sigma, "data.json" ); ``` """ function gen( mu, sigma, name ) - z = Array{Float64}( undef, length(mu) ); - for i in eachindex(mu) - z[ i ] = var( LogNormal( mu[i], sigma[i] ) ); + # The variance is evaluated in extended precision using the textbook formula `(exp(sigma^2) - 1) * exp(2*mu + sigma^2)`, as subtracting `1` from `exp(sigma^2)` in double precision cancels for small `sigma`... + z = setprecision( BigFloat, 2048 ) do + s2 = BigFloat.( sigma ) .^ 2; + Float64.( ( exp.( s2 ) .- 1 ) .* exp.( ( 2 .* BigFloat.( mu ) ) .+ s2 ) ); end # Store data to be written to file as a collection: @@ -71,3 +71,8 @@ dir = dirname( file ); mu = rand( 100 ) .* 2.0 .- 4.0; sigma = rand( 100 ) .* 5.0; gen( mu, sigma, "data.json" ); + +# Small `sigma`: +mu = ( rand( 1000 ) .* 4.0 ) .- 2.0; +sigma = exp10.( range( -150.0, stop = -1.0, length = 1000 ) ); +gen( mu, sigma, "small_sigma.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/small_sigma.json b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/small_sigma.json new file mode 100644 index 000000000000..1ed00b7eb885 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/fixtures/julia/small_sigma.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.js b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.js index eddff1ee831b..ed4fd80a0c44 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.js +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.js @@ -31,6 +31,7 @@ var variance = require( './../lib' ); // FIXTURES // var data = require( './fixtures/julia/data.json' ); +var smallSigma = require( './fixtures/julia/small_sigma.json' ); // TESTS // @@ -86,7 +87,26 @@ tape( 'the function returns the variance of a lognormal distribution', function for ( i = 0; i < mu.length; i++ ) { y = variance( mu[i], sigma[i] ); if ( expected[i] !== null ) { - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 24 ), true, 'returns expected value' ); + } + } + t.end(); +}); + +tape( 'the function returns the variance of a lognormal distribution with a small `sigma`', function test( t ) { + var expected; + var sigma; + var mu; + var y; + var i; + + expected = smallSigma.expected; + mu = smallSigma.mu; + sigma = smallSigma.sigma; + for ( i = 0; i < mu.length; i++ ) { + y = variance( mu[i], sigma[i] ); + if ( expected[i] !== null ) { + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); } } t.end(); diff --git a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.native.js index f0435a75d155..8d74ef605104 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/lognormal/variance/test/test.native.js @@ -40,6 +40,7 @@ var opts = { // FIXTURES // var data = require( './fixtures/julia/data.json' ); +var smallSigma = require( './fixtures/julia/small_sigma.json' ); // TESTS // @@ -98,7 +99,26 @@ tape( 'the function returns the variance of a lognormal distribution', opts, fun for ( i = 0; i < mu.length; i++ ) { y = variance( mu[i], sigma[i] ); if ( expected[i] !== null ) { - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 24 ), true, 'returns expected value' ); + } + } + t.end(); +}); + +tape( 'the function returns the variance of a lognormal distribution with a small `sigma`', opts, function test( t ) { + var expected; + var sigma; + var mu; + var y; + var i; + + expected = smallSigma.expected; + mu = smallSigma.mu; + sigma = smallSigma.sigma; + for ( i = 0; i < mu.length; i++ ) { + y = variance( mu[i], sigma[i] ); + if ( expected[i] !== null ) { + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); } } t.end();