als-statistics/tests/golden/edge-cdf.test.js

Modular JS statistics toolkit for Node.js and the browser: descriptive stats, correlations (Pearson/Spearman/Kendall), t-tests & ANOVA (Student/Welch), reliability (Cronbach’s alpha), regression (linear/logistic), clustering (DBSCAN/HDBSCAN), and table/co

import test from 'node:test';
import assert from 'node:assert/strict';
import CDF from '../../lib/analyze/cdf/index.js';

test('phi: symmetry and infinities', () => {
  assert.equal(CDF.phi(-Infinity), 0);
  assert.equal(CDF.phi(Infinity), 1);
  assert.ok(Math.abs(CDF.phi(0) - 0.5) < 1e-6);
  const x = 1.2345;
  assert.ok(Math.abs(CDF.phi(-x) - (1 - CDF.phi(x))) < 1e-12);
});

test('t CDF: df behavior', () => {
  assert.ok(Math.abs(CDF.t(0, 1) - 0.5) < 1e-12);
  assert.ok(Math.abs(CDF.t(0, 30) - 0.5) < 1e-12);
  assert.ok(CDF.t(5, 1) > 0.93);
  assert.ok(CDF.t(-5, 1) < 0.07);
});

test('F CDF: tails and df>0', () => {
  // Right tail ~ 0 at huge x
  const c = CDF.f(1e9, 5, 10);
  assert.ok(1 - c < 1e-12);
  // Left tail ~ 0 at x ~ 0
  assert.ok(CDF.f(1e-9, 5, 10) < 1e-6);
});