ngboost-rs 1.1.1

Natural Gradient Boosting for Probabilistic Prediction - A Rust implementation of NGBoost
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
//! Tests for DistributionMethods trait implementations across all distributions.

use approx::assert_relative_eq;
use ndarray::{Array1, Array2};
use ngboost_rs::dist::{
   Cauchy, CauchyFixedVar, Distribution, DistributionMethods, Exponential,
    Gamma, HalfNormal, Laplace, LogNormal, Normal, NormalFixedMean, NormalFixedVar, Poisson,
    StudentT, TFixedDf, TFixedDfFixedVar, Weibull,
};

// ============================================================================
// Normal Distribution Tests
// ============================================================================

#[test]
fn test_normal_methods_basic() {
    // params: [loc, log(scale)]
    // First obs: loc=0, scale=1 (log(scale)=0)
    // Second obs: loc=1, scale=1 (log(scale)=0)
    // Third obs: loc=-1, scale=2 (log(scale)=ln(2))
    let params =
        Array2::from_shape_vec((3, 2), vec![0.0, 0.0, 1.0, 0.0, -1.0, 2.0_f64.ln()]).unwrap();
    let dist = Normal::from_params(&params);

    // Mean should equal loc
    let mean = dist.mean();
    assert_relative_eq!(mean[0], 0.0, epsilon = 1e-10);
    assert_relative_eq!(mean[1], 1.0, epsilon = 1e-10);
    assert_relative_eq!(mean[2], -1.0, epsilon = 1e-10);

    // Variance should equal scale^2
    let var = dist.variance();
    assert_relative_eq!(var[0], 1.0, epsilon = 1e-10);
    assert_relative_eq!(var[1], 1.0, epsilon = 1e-10);
    assert_relative_eq!(var[2], 4.0, epsilon = 1e-10); // scale=2, var=4

    // Mode equals mean for Normal
    let mode = dist.mode();
    assert_relative_eq!(mode[0], mean[0], epsilon = 1e-10);
}

#[test]
fn test_normal_cdf_ppf_roundtrip() {
    let params = Array2::from_shape_vec((2, 2), vec![0.0, 0.0, 5.0, 1.0_f64.ln()]).unwrap();
    let dist = Normal::from_params(&params);

    // Test that ppf(cdf(x)) ≈ x
    let y = Array1::from_vec(vec![0.5, 6.0]);
    let cdf_y = dist.cdf(&y);
    let ppf_cdf_y = dist.ppf(&cdf_y);
    assert_relative_eq!(ppf_cdf_y[0], y[0], epsilon = 1e-6);
    assert_relative_eq!(ppf_cdf_y[1], y[1], epsilon = 1e-6);

    // Test that cdf(ppf(q)) ≈ q
    let q = Array1::from_vec(vec![0.25, 0.75]);
    let ppf_q = dist.ppf(&q);
    let cdf_ppf_q = dist.cdf(&ppf_q);
    assert_relative_eq!(cdf_ppf_q[0], q[0], epsilon = 1e-6);
    assert_relative_eq!(cdf_ppf_q[1], q[1], epsilon = 1e-6);
}

#[test]
fn test_normal_sample_statistics() {
    let params = Array2::from_shape_vec((1, 2), vec![10.0, 0.5_f64.ln()]).unwrap();
    let dist = Normal::from_params(&params);

    let samples = dist.sample(10000);
    assert_eq!(samples.shape(), &[10000, 1]);

    let sample_mean: f64 = samples.column(0).mean().unwrap();
    let sample_var: f64 = samples.column(0).var(0.0);

    // Sample mean should be close to theoretical mean
    assert!((sample_mean - 10.0).abs() < 0.1);
    // Sample variance should be close to theoretical variance (0.5^2 = 0.25... wait, exp(0.5*ln)=sqrt(e)
    // Actually exp(ln(0.5)) = 0.5, so scale = 0.5, var = 0.25
    // Hmm, params[1] = ln(0.5), so scale = exp(ln(0.5)) = 0.5
    // Actually ln(0.5) ≈ -0.693, so I wrote 0.5_f64.ln() which is ln(0.5)
    // Let me reconsider: if params[1] = ln(scale), and I set it to ln(0.5),
    // then scale = 0.5, and variance = 0.25
    assert!((sample_var - 0.25).abs() < 0.05);
}

#[test]
fn test_normal_pdf_integrates() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = Normal::from_params(&params);

    // PDF at mean should be 1/sqrt(2*pi*var) = 1/sqrt(2*pi) ≈ 0.399
    let y = Array1::from_vec(vec![0.0]);
    let pdf = dist.pdf(&y);
    assert_relative_eq!(
        pdf[0],
        1.0 / (2.0 * std::f64::consts::PI).sqrt(),
        epsilon = 1e-10
    );
}

#[test]
fn test_normal_interval() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = Normal::from_params(&params);

    // 95% interval for standard normal should be approximately (-1.96, 1.96)
    let (lower, upper) = dist.interval(0.05);
    assert_relative_eq!(lower[0], -1.96, epsilon = 0.01);
    assert_relative_eq!(upper[0], 1.96, epsilon = 0.01);
}

// ============================================================================
// LogNormal Distribution Tests
// ============================================================================

#[test]
fn test_lognormal_methods_basic() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = LogNormal::from_params(&params);

    // Mean of lognormal is exp(mu + sigma^2/2) = exp(0 + 0.5) = exp(0.5)
    let mean = dist.mean();
    assert_relative_eq!(mean[0], (0.5_f64).exp(), epsilon = 1e-10);

    // Median is exp(mu) = exp(0) = 1
    let median = dist.median();
    assert_relative_eq!(median[0], 1.0, epsilon = 1e-10);

    // Mode is exp(mu - sigma^2) = exp(0 - 1) = exp(-1)
    let mode = dist.mode();
    assert_relative_eq!(mode[0], (-1.0_f64).exp(), epsilon = 1e-10);
}

#[test]
fn test_lognormal_samples_positive() {
    let params = Array2::from_shape_vec((1, 2), vec![1.0, 0.5_f64.ln()]).unwrap();
    let dist = LogNormal::from_params(&params);

    let samples = dist.sample(1000);
    assert!(samples.iter().all(|&x| x > 0.0));
}

// ============================================================================
// Exponential Distribution Tests
// ============================================================================

#[test]
fn test_exponential_methods_basic() {
    let params = Array2::from_shape_vec((1, 1), vec![2.0_f64.ln()]).unwrap();
    let dist = Exponential::from_params(&params);

    // Mean = scale = 2
    let mean = dist.mean();
    assert_relative_eq!(mean[0], 2.0, epsilon = 1e-10);

    // Variance = scale^2 = 4
    let var = dist.variance();
    assert_relative_eq!(var[0], 4.0, epsilon = 1e-10);

    // Mode = 0
    let mode = dist.mode();
    assert_relative_eq!(mode[0], 0.0, epsilon = 1e-10);

    // Median = ln(2) * scale = ln(2) * 2
    let median = dist.median();
    assert_relative_eq!(median[0], std::f64::consts::LN_2 * 2.0, epsilon = 1e-10);
}

#[test]
fn test_exponential_memoryless_property() {
    // Test the memoryless property: P(X > s + t | X > s) = P(X > t)
    let params = Array2::from_shape_vec((1, 1), vec![0.0]).unwrap();
    let dist = Exponential::from_params(&params);

    let s = 1.0;
    let t = 0.5;

    // P(X > s) = 1 - CDF(s) = SF(s)
    let sf_s = dist.sf(&Array1::from_vec(vec![s]))[0];
    // P(X > s + t) = SF(s + t)
    let sf_s_plus_t = dist.sf(&Array1::from_vec(vec![s + t]))[0];
    // P(X > t) = SF(t)
    let sf_t = dist.sf(&Array1::from_vec(vec![t]))[0];

    // P(X > s + t | X > s) = P(X > s + t) / P(X > s) should equal P(X > t)
    assert_relative_eq!(sf_s_plus_t / sf_s, sf_t, epsilon = 1e-10);
}

// ============================================================================
// Gamma Distribution Tests
// ============================================================================

#[test]
fn test_gamma_methods_basic() {
    // shape=2, rate=1 -> mean=2, var=2
    let params = Array2::from_shape_vec((1, 2), vec![2.0_f64.ln(), 0.0]).unwrap();
    let dist = Gamma::from_params(&params);

    let mean = dist.mean();
    assert_relative_eq!(mean[0], 2.0, epsilon = 1e-10);

    let var = dist.variance();
    assert_relative_eq!(var[0], 2.0, epsilon = 1e-10);

    // Mode = (shape - 1) / rate = 1
    let mode = dist.mode();
    assert_relative_eq!(mode[0], 1.0, epsilon = 1e-10);
}

#[test]
fn test_gamma_samples_positive() {
    let params = Array2::from_shape_vec((1, 2), vec![2.0_f64.ln(), 0.5_f64.ln()]).unwrap();
    let dist = Gamma::from_params(&params);

    let samples = dist.sample(1000);
    assert!(samples.iter().all(|&x| x >= 0.0));
}

// ============================================================================
// Laplace Distribution Tests
// ============================================================================

#[test]
fn test_laplace_methods_basic() {
    let params = Array2::from_shape_vec((1, 2), vec![5.0, 0.0]).unwrap();
    let dist = Laplace::from_params(&params);

    // Mean = loc = 5
    let mean = dist.mean();
    assert_relative_eq!(mean[0], 5.0, epsilon = 1e-10);

    // Variance = 2 * scale^2 = 2 * 1 = 2
    let var = dist.variance();
    assert_relative_eq!(var[0], 2.0, epsilon = 1e-10);

    // Median = Mode = loc = 5
    assert_relative_eq!(dist.median()[0], 5.0, epsilon = 1e-10);
    assert_relative_eq!(dist.mode()[0], 5.0, epsilon = 1e-10);
}

#[test]
fn test_laplace_symmetry() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = Laplace::from_params(&params);

    // PDF should be symmetric around loc
    let y_pos = Array1::from_vec(vec![1.0]);
    let y_neg = Array1::from_vec(vec![-1.0]);

    assert_relative_eq!(dist.pdf(&y_pos)[0], dist.pdf(&y_neg)[0], epsilon = 1e-10);

    // CDF at -x and SF at x should be equal
    assert_relative_eq!(dist.cdf(&y_neg)[0], dist.sf(&y_pos)[0], epsilon = 1e-10);
}

// ============================================================================
// Cauchy Distribution Tests
// ============================================================================

#[test]
fn test_cauchy_undefined_moments() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = Cauchy::from_params(&params);

    // Mean and variance should be NaN for Cauchy
    assert!(dist.mean()[0].is_nan());
    assert!(dist.variance()[0].is_nan());

    // But median and mode are well-defined and equal to loc
    assert_relative_eq!(dist.median()[0], 0.0, epsilon = 1e-10);
    assert_relative_eq!(dist.mode()[0], 0.0, epsilon = 1e-10);
}

#[test]
fn test_cauchy_heavy_tails() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = Cauchy::from_params(&params);

    // Cauchy has very heavy tails
    // P(|X| > 10) should be substantial
    let sf_10 = dist.sf(&Array1::from_vec(vec![10.0]))[0];
    assert!(sf_10 > 0.01); // Should be noticeable probability in tail
}

// ============================================================================
// Weibull Distribution Tests
// ============================================================================

#[test]
fn test_weibull_methods_basic() {
    // shape=1, scale=1 -> Exponential(1)
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = Weibull::from_params(&params);

    // For shape=1 (exponential), mean = scale = 1
    let mean = dist.mean();
    assert_relative_eq!(mean[0], 1.0, epsilon = 1e-6);

    // Mode = 0 for shape <= 1
    let mode = dist.mode();
    assert_relative_eq!(mode[0], 0.0, epsilon = 1e-10);
}

#[test]
fn test_weibull_rayleigh_case() {
    // shape=2, scale=1 -> Rayleigh distribution
    let params = Array2::from_shape_vec((1, 2), vec![2.0_f64.ln(), 0.0]).unwrap();
    let dist = Weibull::from_params(&params);

    // Mode = scale * ((k-1)/k)^(1/k) = 1 * (0.5)^0.5 ≈ 0.707
    let mode = dist.mode();
    assert_relative_eq!(mode[0], 0.5_f64.sqrt(), epsilon = 1e-6);
}

// ============================================================================
// HalfNormal Distribution Tests
// ============================================================================

#[test]
fn test_halfnormal_methods_basic() {
    let params = Array2::from_shape_vec((1, 1), vec![0.0]).unwrap();
    let dist = HalfNormal::from_params(&params);

    // Mean = scale * sqrt(2/pi)
    let expected_mean = (2.0 / std::f64::consts::PI).sqrt();
    assert_relative_eq!(dist.mean()[0], expected_mean, epsilon = 1e-10);

    // Mode = 0
    assert_relative_eq!(dist.mode()[0], 0.0, epsilon = 1e-10);
}

#[test]
fn test_halfnormal_samples_positive() {
    let params = Array2::from_shape_vec((1, 1), vec![1.0_f64.ln()]).unwrap();
    let dist = HalfNormal::from_params(&params);

    let samples = dist.sample(1000);
    assert!(samples.iter().all(|&x| x >= 0.0));
}

// ============================================================================
// Poisson Distribution Tests
// ============================================================================

#[test]
fn test_poisson_methods_basic() {
    let params = Array2::from_shape_vec((2, 1), vec![1.0_f64.ln(), 5.0_f64.ln()]).unwrap();
    let dist = Poisson::from_params(&params);

    // Mean = Variance = rate
    assert_relative_eq!(dist.mean()[0], 1.0, epsilon = 1e-10);
    assert_relative_eq!(dist.variance()[0], 1.0, epsilon = 1e-10);
    assert_relative_eq!(dist.mean()[1], 5.0, epsilon = 1e-10);
    assert_relative_eq!(dist.variance()[1], 5.0, epsilon = 1e-10);

    // Mode = floor(rate) - for integer rate, mode can be rate or rate-1
    assert_relative_eq!(dist.mode()[0], 1.0, epsilon = 1e-10);
    // Due to floating point, exp(ln(5)) ≈ 5 but floor might give 4
    assert!(dist.mode()[1] == 4.0 || dist.mode()[1] == 5.0);
}

#[test]
fn test_poisson_samples_integers() {
    let params = Array2::from_shape_vec((1, 1), vec![3.0_f64.ln()]).unwrap();
    let dist = Poisson::from_params(&params);

    let samples = dist.sample(1000);
    // All samples should be non-negative integers
    assert!(samples.iter().all(|&x| x >= 0.0 && x.fract() == 0.0));
}

// ============================================================================
// Student's T Distribution Tests
// ============================================================================

#[test]
fn test_studentt_methods_basic() {
    // loc=0, scale=1, df=5
    let params = Array2::from_shape_vec((1, 3), vec![0.0, 0.0, 5.0_f64.ln()]).unwrap();
    let dist = StudentT::from_params(&params);

    // Mean = loc for df > 1
    assert_relative_eq!(dist.mean()[0], 0.0, epsilon = 1e-10);

    // Variance = scale^2 * df / (df - 2) for df > 2
    // = 1 * 5 / 3 = 5/3
    let expected_var = 5.0 / 3.0;
    assert_relative_eq!(dist.variance()[0], expected_var, epsilon = 1e-10);

    // Mode = Median = loc
    assert_relative_eq!(dist.mode()[0], 0.0, epsilon = 1e-10);
    assert_relative_eq!(dist.median()[0], 0.0, epsilon = 1e-10);
}

#[test]
fn test_studentt_approaches_normal() {
    // As df -> infinity, T distribution approaches Normal
    let params_t = Array2::from_shape_vec((1, 3), vec![0.0, 0.0, 100.0_f64.ln()]).unwrap();
    let dist_t = StudentT::from_params(&params_t);

    let params_n = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist_n = Normal::from_params(&params_n);

    // PDF at 0 should be very close
    let y = Array1::from_vec(vec![0.0]);
    let pdf_t = dist_t.pdf(&y)[0];
    let pdf_n = dist_n.pdf(&y)[0];
    assert!((pdf_t - pdf_n).abs() < 0.01);

    // CDF at 1 should be very close
    let y = Array1::from_vec(vec![1.0]);
    let cdf_t = dist_t.cdf(&y)[0];
    let cdf_n = dist_n.cdf(&y)[0];
    assert!((cdf_t - cdf_n).abs() < 0.01);
}

// ============================================================================
// Fixed Variance/Mean Distribution Tests
// ============================================================================

#[test]
fn test_normal_fixed_var() {
    let params = Array2::from_shape_vec((1, 1), vec![5.0]).unwrap();
    let dist = NormalFixedVar::from_params(&params);

    assert_relative_eq!(dist.mean()[0], 5.0, epsilon = 1e-10);
    assert_relative_eq!(dist.variance()[0], 1.0, epsilon = 1e-10);
}

#[test]
fn test_normal_fixed_mean() {
    // params = [log(scale)] for NormalFixedMean
    // log(scale) = 1.0, so scale = e
    let params = Array2::from_shape_vec((1, 1), vec![1.0]).unwrap();
    let dist = NormalFixedMean::from_params(&params);

    assert_relative_eq!(dist.mean()[0], 0.0, epsilon = 1e-10);
    assert_relative_eq!(dist.std()[0], std::f64::consts::E, epsilon = 1e-10);
}

#[test]
fn test_tfixeddf() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let dist = TFixedDf::from_params(&params);

    // Default df = 3
    assert_relative_eq!(dist.mean()[0], 0.0, epsilon = 1e-10);
    // Variance = scale^2 * df / (df - 2) = 1 * 3 / 1 = 3
    assert_relative_eq!(dist.variance()[0], 3.0, epsilon = 1e-10);
}

#[test]
fn test_tfixeddfvar() {
    let params = Array2::from_shape_vec((1, 1), vec![2.0]).unwrap();
    let dist = TFixedDfFixedVar::from_params(&params);

    assert_relative_eq!(dist.mean()[0], 2.0, epsilon = 1e-10);
    assert_relative_eq!(dist.median()[0], 2.0, epsilon = 1e-10);
}

#[test]
fn test_cauchy_fixed_var() {
    let params = Array2::from_shape_vec((1, 1), vec![3.0]).unwrap();
    let dist = CauchyFixedVar::from_params(&params);

    // Mean undefined but median = loc
    assert!(dist.mean()[0].is_nan());
    assert_relative_eq!(dist.median()[0], 3.0, epsilon = 1e-10);
}

// ============================================================================
// Cross-Distribution Consistency Tests
// ============================================================================

#[test]
fn test_cdf_sf_sum_to_one() {
    // For all distributions, CDF(x) + SF(x) should equal 1

    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let normal = Normal::from_params(&params);
    let laplace = Laplace::from_params(&params);
    let cauchy = Cauchy::from_params(&params);

    let y = Array1::from_vec(vec![0.5]);

    assert_relative_eq!(normal.cdf(&y)[0] + normal.sf(&y)[0], 1.0, epsilon = 1e-10);
    assert_relative_eq!(laplace.cdf(&y)[0] + laplace.sf(&y)[0], 1.0, epsilon = 1e-10);
    assert_relative_eq!(cauchy.cdf(&y)[0] + cauchy.sf(&y)[0], 1.0, epsilon = 1e-10);
}

#[test]
fn test_interval_contains_median() {
    // The confidence interval should contain the median for any distribution

    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let normal = Normal::from_params(&params);
    let laplace = Laplace::from_params(&params);

    for alpha in [0.1, 0.2, 0.3, 0.4] {
        let (lower, upper) = normal.interval(alpha);
        let median = normal.median()[0];
        assert!(lower[0] <= median && median <= upper[0]);

        let (lower, upper) = laplace.interval(alpha);
        let median = laplace.median()[0];
        assert!(lower[0] <= median && median <= upper[0]);
    }
}

#[test]
fn test_pdf_logpdf_consistency() {
    let params = Array2::from_shape_vec((1, 2), vec![1.0, 0.5_f64.ln()]).unwrap();
    let normal = Normal::from_params(&params);

    let y = Array1::from_vec(vec![0.5]);
    let pdf = normal.pdf(&y)[0];
    let logpdf = normal.logpdf(&y)[0];

    assert_relative_eq!(pdf.ln(), logpdf, epsilon = 1e-10);
}

// ============================================================================
// Sample Statistics Tests
// ============================================================================

#[test]
fn test_samples_have_correct_mean_variance() {
    let n_samples = 10000;
    let tolerance = 0.1; // 10% relative tolerance for sample statistics

    // Normal
    let params = Array2::from_shape_vec((1, 2), vec![5.0, 1.0_f64.ln()]).unwrap();
    let normal = Normal::from_params(&params);
    let samples = normal.sample(n_samples);
    let sample_mean = samples.column(0).mean().unwrap();
    let sample_var = samples.column(0).var(0.0);

    let expected_mean = normal.mean()[0];
    let expected_var = normal.variance()[0];

    assert!(
        (sample_mean - expected_mean).abs() / expected_mean.abs().max(1.0) < tolerance,
        "Normal sample mean {} differs from expected {}",
        sample_mean,
        expected_mean
    );
    assert!(
        (sample_var - expected_var).abs() / expected_var < tolerance,
        "Normal sample variance {} differs from expected {}",
        sample_var,
        expected_var
    );

    // Exponential
    let params = Array2::from_shape_vec((1, 1), vec![2.0_f64.ln()]).unwrap();
    let exp = Exponential::from_params(&params);
    let samples = exp.sample(n_samples);
    let sample_mean = samples.column(0).mean().unwrap();

    let expected_mean = exp.mean()[0];
    assert!(
        (sample_mean - expected_mean).abs() / expected_mean < tolerance,
        "Exponential sample mean {} differs from expected {}",
        sample_mean,
        expected_mean
    );
}

// ============================================================================
// Edge Cases
// ============================================================================

#[test]
fn test_cdf_at_extremes() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let normal = Normal::from_params(&params);

    // CDF at very negative should be close to 0
    let y = Array1::from_vec(vec![-10.0]);
    assert!(normal.cdf(&y)[0] < 0.001);

    // CDF at very positive should be close to 1
    let y = Array1::from_vec(vec![10.0]);
    assert!(normal.cdf(&y)[0] > 0.999);
}

#[test]
fn test_ppf_at_boundaries() {
    let params = Array2::from_shape_vec((1, 2), vec![0.0, 0.0]).unwrap();
    let normal = Normal::from_params(&params);

    // PPF at 0.5 should be the median
    let q = Array1::from_vec(vec![0.5]);
    assert_relative_eq!(normal.ppf(&q)[0], normal.median()[0], epsilon = 1e-10);

    // PPF should handle values close to 0 and 1
    let q_low = Array1::from_vec(vec![0.001]);
    let q_high = Array1::from_vec(vec![0.999]);
    assert!(normal.ppf(&q_low)[0].is_finite());
    assert!(normal.ppf(&q_high)[0].is_finite());
}

#[test]
fn test_multiple_observations() {
    // Test that methods work correctly with multiple observations
    let params = Array2::from_shape_vec(
        (5, 2),
        vec![
            0.0,
            0.0,
            1.0,
            0.0,
            2.0,
            0.0,
            -1.0,
            0.5_f64.ln(),
            0.0,
            1.0_f64.ln(),
        ],
    )
    .unwrap();
    let normal = Normal::from_params(&params);

    let mean = normal.mean();
    assert_eq!(mean.len(), 5);
    assert_relative_eq!(mean[0], 0.0, epsilon = 1e-10);
    assert_relative_eq!(mean[1], 1.0, epsilon = 1e-10);
    assert_relative_eq!(mean[2], 2.0, epsilon = 1e-10);
    assert_relative_eq!(mean[3], -1.0, epsilon = 1e-10);
    assert_relative_eq!(mean[4], 0.0, epsilon = 1e-10);

    let samples = normal.sample(100);
    assert_eq!(samples.shape(), &[100, 5]);
}