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Add logpdf to inverse gamma distribution

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This commit is contained in:
Matt Borland
2022-02-24 13:08:50 +01:00
parent 208a1bef46
commit 570b40e14a
2 changed files with 41 additions and 0 deletions
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3
test/test_inverse_gamma_distribution.cpp
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@@ -72,6 +72,9 @@ void test_spot(
BOOST_CHECK_CLOSE_FRACTION( // Compare to naive formula (might be less accurate).
pdf(dist, x), naive_pdf(dist.shape(), dist.scale(), x), tol);
BOOST_CHECK_CLOSE_FRACTION( // Compare direct logpdf to naive log(pdf())
logpdf(dist, x), log(pdf(dist,x)), tol);
BOOST_CHECK_CLOSE_FRACTION( // Compare to expected CDF.
cdf(dist, x), P, tol);