root/library/tests/egiw_test.cpp @ 572

#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 "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;
        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 );
}