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Bug fix for CF and MGF of discretenonparametric #1606

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Merged
devmotion merged 3 commits into from
Aug 23, 2022
Merged

Bug fix for CF and MGF of discretenonparametric #1606

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3bb19fa
Bug fix for CF and MGF of discretenonparametric
Aug 22, 2022
a87b5d9
added test
Aug 23, 2022
7643187
Update test/univariate/discrete/categorical.jl
Aug 23, 2022
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6 changes: 4 additions & 2 deletions src/univariate/discrete/discretenonparametric.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -215,7 +215,8 @@ function modes(d::DiscreteNonParametric)
end

function mgf(d::DiscreteNonParametric, t::Real)
x, p = params(d)
x = support(d)
p = probs(d)
s = zero(Float64)
for i in 1:length(x)
s += p[i] * exp(t*x[i])
Expand All @@ -224,7 +225,8 @@ function mgf(d::DiscreteNonParametric, t::Real)
end

function cf(d::DiscreteNonParametric, t::Real)
x, p = params(d)
x = support(d)
p = probs(d)
s = zero(Complex{Float64})
for i in 1:length(x)
s += p[i] * cis(t*x[i])
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6 changes: 6 additions & 0 deletions test/univariate/discrete/categorical.jl
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Expand Up @@ -57,6 +57,12 @@ for p in Any[
@test pdf.(d, support(d)) == p
@test pdf.(d, 1:k) == p

@test cf(d, 0) ≈ 1.0
@test cf(d, 1) ≈ p' * cis.(1:length(p))

@test mgf(d, 0) ≈ 1.0
@test mgf(d, 1) ≈ p' * exp.(1:length(p))

# The test utilities are currently only able to handle Float64s
if partype(d) === Float64
test_distr(d, 10^6)
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