#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; 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 ); }