#include "base/bdmbase.h" #include "base/user_info.h" #include "stat/exp_family.h" #include "stat/discrete.h" #include "itpp_ext.h" #include "epdf_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; rectangular_support Sup; Sup.set_parameters("{[-2.,4.], [1.,5.], [0.,2.]} ", n*ones_i(E.dimension())); double summ = exp(E.evallog(Sup.first_vec())); // sum all likelihood at all points of support for ( int k = 1; k < Sup.points(); k++ ) { // ALL b summ += exp (E.evallog(Sup.next_vec())); } CHECK_CLOSE ( 1.0, summ*prod(Sup._steps()), 0.01 ); }