root/library/tests/egiw_test.cpp @ 538

#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 );
}