test_stats.py

# -*- coding: utf-8 -*-
"""Copyright 2015 Roger R Labbe Jr.

FilterPy library.
http://github.com/rlabbe/filterpy

Documentation at:
https://filterpy.readthedocs.org

Supporting book at:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

This is licensed under an MIT license. See the readme.MD file
for more information.
"""

from filterpy.common import norm_cdf


def test_norm_cdf():
    # test using the 68-95-99.7 rule

    mu = 5
    std = 3
    var = std*std

    std_1 = (norm_cdf((mu-std, mu+std), mu, var))
    assert abs(std_1 - .6827) < .0001

    std_1 = (norm_cdf((mu+std, mu-std), mu, std=std))
    assert abs(std_1 - .6827) < .0001

    std_1half = (norm_cdf((mu+std, mu), mu, var))
    assert abs(std_1half - .6827/2) < .0001

    std_2 = (norm_cdf((mu-2*std, mu+2*std), mu, var))
    assert abs(std_2 - .9545) < .0001

    std_3 = (norm_cdf((mu-3*std, mu+3*std), mu, var))
    assert abs(std_3 - .9973) < .0001