test_that("Inverse Gaussian distribution", { dist <- dist_inverse_gaussian(3, .2) expect_equal(format(dist), "IG(3, 0.2)") # Require package installed skip_if_not_installed("actuar", "2.0.0") # quantiles expect_equal(quantile(dist, 0.1), actuar::qinvgauss(0.1, 3, .2)) expect_equal(quantile(dist, 0.5), actuar::qinvgauss(0.5, 3, .2)) # pdf expect_equal(density(dist, 0), actuar::dinvgauss(0, 3, .2)) expect_equal(density(dist, 3), actuar::dinvgauss(3, 3, .2)) # cdf expect_equal(cdf(dist, 0), actuar::pinvgauss(0, 3, .2)) expect_equal(cdf(dist, 3), actuar::pinvgauss(3, 3, .2)) # F(Finv(a)) ~= a expect_equal(cdf(dist, quantile(dist, 0.4)), 0.4, tolerance = 1e-3) # stats expect_equal(mean(dist), actuar::minvgauss(1, 3, .2)) expect_equal(variance(dist), actuar::minvgauss(2, 3, .2) - actuar::minvgauss(1, 3, .2)^2) })