rs-stats 2.0.3

Statistics library in rust
Documentation 
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use crate::error::StatsResult;
use crate::prob::erf;
use crate::utils::constants::SQRT_2;

/// CDF return the CDF for the zscore given
/// <https://en.wikipedia.org/wiki/Cumulative_distribution_function#Definition>
#[inline]
pub fn normal_cumulative_distrib(z: f64) -> StatsResult<f64> {
    Ok((1.0 + erf(z / SQRT_2)?) / 2.0)
}

#[cfg(test)]
mod tests {
    use super::*;

    const EPSILON: f64 = 1e-5;

    #[test]
    fn test_cdf_z_zero() {
        let z = 0.0;
        let result = normal_cumulative_distrib(z).unwrap();
        let expected = 0.5; // CDF(0) = 0.5 for a standard normal distribution
        assert!(
            (result - expected).abs() < EPSILON,
            "CDF for z = 0.0 should be 0.5"
        );
    }

    #[test]
    fn test_cdf_positive_z() {
        let z = 1.0;
        let result = normal_cumulative_distrib(z).unwrap();
        let expected = 0.841344746; // CDF(1.0) in a standard normal distribution
        assert!(
            (result - expected).abs() < EPSILON,
            "CDF for z = 1.0 should match expected"
        );
    }

    #[test]
    fn test_cdf_negative_z() {
        let z = -1.0;
        let result = normal_cumulative_distrib(z).unwrap();
        let expected = 0.158655254; // CDF(-1.0) in a standard normal distribution
        assert!(
            (result - expected).abs() < EPSILON,
            "CDF for z = -1.0 should match expected"
        );
    }

    #[test]
    fn test_cdf_large_positive_z() {
        let z = 3.0;
        let result = normal_cumulative_distrib(z).unwrap();
        let expected = 0.998650102; // CDF(3.0) in a standard normal distribution
        assert!(
            (result - expected).abs() < EPSILON,
            "CDF for z = 3.0 should match expected"
        );
    }

    #[test]
    fn test_cdf_large_negative_z() {
        let z = -3.0;
        let result = normal_cumulative_distrib(z).unwrap();
        let expected = 0.001349898; // CDF(-3.0) in a standard normal distribution
        assert!(
            (result - expected).abs() < EPSILON,
            "CDF for z = -3.0 should match expected"
        );
    }

    // Note: Error propagation from erf is tested indirectly through the erf tests
    // The ? operator will propagate errors, but since erf accepts f64 directly,
    // conversion errors won't occur in normal_cumulative_distrib
}