test_that("Gumbel distribution", { dist <- dist_gumbel(1, 2) expect_equal(format(dist), "Gumbel(1, 2)") # Require package installed skip_if_not_installed("actuar", "2.0.0") # quantiles expect_equal(quantile(dist, 0.1), actuar::qgumbel(0.1, 1, 2)) expect_equal(quantile(dist, 0.5), actuar::qgumbel(0.5, 1, 2)) # pdf expect_equal(density(dist, 0), actuar::dgumbel(0, 1, 2)) expect_equal(density(dist, 3), actuar::dgumbel(3, 1, 2)) # cdf expect_equal(cdf(dist, 0), actuar::pgumbel(0, 1, 2)) expect_equal(cdf(dist, 3), actuar::pgumbel(3, 1, 2)) # F(Finv(a)) ~= a expect_equal(cdf(dist, quantile(dist, 0.4)), 0.4, tolerance = 1e-3) # stats expect_equal(mean(dist), actuar::mgumbel(1, 1, 2)) expect_equal(variance(dist), actuar::mgumbel(2, 1, 2) - actuar::mgumbel(1, 1, 2)^2) })