#define BDMLIB // not an ideal way to prevent double registration of UI factories... #include "base/bdmbase.h" #include "base/user_info.h" #include "stat/exp_family.h" #include "itpp_ext.h" #include "epdf_harness.h" #include "egiw_harness.h" #include "mat_checks.h" #include "UnitTest++.h" const double epsilon = 0.00001; using namespace bdm; template<> const ParticularUI &ParticularUI::factory( ParticularUI("egiw")); template<> const ParticularUI &ParticularUI::factory( ParticularUI("egiw_harness")); TEST(test_egiw) { epdf_harness::test_config("egiw.cfg"); } TEST(test_egiw_1_2) { // Setup model double mu = 1.1; //unit step parametr double b = 3.0; // sequence of <1 -1 1 -1...> double s = 0.1; // TEST 1x1 EGIW mat V(3, 3); V(0, 0) = pow(mu, 2) + pow(b, 2) + s; V(1, 0) = mu; V(2, 0) = b; V(0, 1) = V(1, 0); V(1, 1) = 1.0; V(2, 1) = 0.0; V(0, 2) = V(2, 0); V(1, 2) = V(2, 1); V(2, 2) = 1.0; double nu = 20; egiw E(1, nu * V, nu); CHECK_CLOSE(vec("1.1 3.0 0.142857"), E.mean(), epsilon); CHECK_CLOSE(7.36731, E.lognc(), epsilon); int n = 100; vec rgr(3); mat Tmp(2 * n, n); double summ = 0.0; for (int k = 0; k < n; k++) { // ALL b rgr(1) = 1 + k * (1.0 / n) * 4.0; for (int i = 0; i < 2*n; i++) { //ALL mu rgr(0) = -2 + i * (1.0 / n) * 3.0; for (int j = 0; j < n; j++) { // All sigma rgr(2) = (j + 1) * (1.0 / n) * 2.0; Tmp(i, j) = E.evallog(rgr); } } summ += sumsum(exp(Tmp)) / n / n / n * 3.0 * 2.0 * 4.0; } CHECK_CLOSE(1.0, summ, 0.1); }