It seems quite uncommon to write the statistical unit test for this sort of algorithm; I suppose most languages lacking statistical programming toolchain makes

It seems quite uncommon to write the statistical unit test for this sort of algorithm; I suppose most languages lacking statistical programming toolchain makes it less appealing. I wonder if there’s a cheap Frankenstein approach to create a test-only interface into your code with a CLI / FFI and wrap it with some Python to easily test the result distributions. Then you can use tools like scipy or newer probabilistic programming frameworks like pyro. Not sure what the FFI story is in R, maybe something similar could be done there.