[436] | 1 | #include "base/bdmbase.h" |
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| 2 | #include "base/user_info.h" |
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[386] | 3 | #include "stat/exp_family.h" |
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[436] | 4 | #include "itpp_ext.h" |
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| 5 | #include "epdf_harness.h" |
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[440] | 6 | #include "egiw_harness.h" |
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[436] | 7 | #include "mat_checks.h" |
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| 8 | #include "UnitTest++.h" |
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[188] | 9 | |
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[436] | 10 | const double epsilon = 0.00001; |
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[188] | 11 | |
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[436] | 12 | using namespace bdm; |
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[188] | 13 | |
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[477] | 14 | TEST ( test_egiw ) { |
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| 15 | epdf_harness::test_config ( "egiw.cfg" ); |
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[436] | 16 | } |
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[188] | 17 | |
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[477] | 18 | TEST ( test_egiw_1_2 ) { |
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| 19 | // Setup model |
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| 20 | double mu = 1.1; //unit step parametr |
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| 21 | double b = 3.0; // sequence of <1 -1 1 -1...> |
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| 22 | double s = 0.1; |
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[188] | 23 | |
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| 24 | |
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[477] | 25 | // TEST 1x1 EGIW |
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| 26 | mat V ( 3, 3 ); |
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| 27 | V ( 0, 0 ) = pow ( mu, 2 ) + pow ( b, 2 ) + s; |
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| 28 | V ( 1, 0 ) = mu; |
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| 29 | V ( 2, 0 ) = b; |
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[188] | 30 | |
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[477] | 31 | V ( 0, 1 ) = V ( 1, 0 ); |
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| 32 | V ( 1, 1 ) = 1.0; |
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| 33 | V ( 2, 1 ) = 0.0; |
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[188] | 34 | |
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[477] | 35 | V ( 0, 2 ) = V ( 2, 0 ); |
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| 36 | V ( 1, 2 ) = V ( 2, 1 ); |
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| 37 | V ( 2, 2 ) = 1.0; |
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[188] | 38 | |
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[477] | 39 | double nu = 20; |
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[188] | 40 | |
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[477] | 41 | egiw E ( 1, nu * V, nu ); |
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| 42 | CHECK_CLOSE ( vec ( "1.1 3.0 0.142857" ), E.mean(), epsilon ); |
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| 43 | CHECK_CLOSE ( 7.36731, E.lognc(), epsilon ); |
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[188] | 44 | |
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[477] | 45 | int n = 100; |
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| 46 | vec rgr ( 3 ); |
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[188] | 47 | |
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[477] | 48 | mat Tmp ( 2 * n, n ); |
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[188] | 49 | |
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[477] | 50 | double summ = 0.0; |
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| 51 | for ( int k = 0; k < n; k++ ) { // ALL b |
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| 52 | rgr ( 1 ) = 1 + k * ( 1.0 / n ) * 4.0; |
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| 53 | for ( int i = 0; i < 2*n; i++ ) { //ALL mu |
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| 54 | rgr ( 0 ) = -2 + i * ( 1.0 / n ) * 3.0; |
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| 55 | for ( int j = 0; j < n; j++ ) { // All sigma |
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| 56 | rgr ( 2 ) = ( j + 1 ) * ( 1.0 / n ) * 2.0; |
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[188] | 57 | |
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[477] | 58 | Tmp ( i, j ) = E.evallog ( rgr ); |
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| 59 | } |
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| 60 | } |
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| 61 | summ += sumsum ( exp ( Tmp ) ) / n / n / n * 3.0 * 2.0 * 4.0; |
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[188] | 62 | } |
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[436] | 63 | |
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[477] | 64 | CHECK_CLOSE ( 1.0, summ, 0.1 ); |
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[188] | 65 | } |
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