[461] | 1 | #include "shared_ptr.h" |
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[386] | 2 | #include "stat/exp_family.h" |
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[394] | 3 | #include "stat/emix.h" |
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[500] | 4 | #include "mat_checks.h" |
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| 5 | #include "UnitTest++.h" |
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| 6 | #include "test_util.h" |
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[461] | 7 | |
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[500] | 8 | const double epsilon = 0.00001; |
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| 9 | |
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[254] | 10 | using namespace bdm; |
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[193] | 11 | |
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| 12 | //These lines are needed for use of cout and endl |
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| 13 | using std::cout; |
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| 14 | using std::endl; |
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| 15 | |
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[500] | 16 | TEST ( test_emix_old ) { |
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[193] | 17 | RV x ( "{x }" ); |
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| 18 | RV y ( "{y }" ); |
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[477] | 19 | RV xy = concat ( x, y ); |
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[193] | 20 | |
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[477] | 21 | enorm<ldmat> E1; |
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| 22 | E1.set_rv ( xy ); |
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| 23 | |
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| 24 | E1.set_parameters ( "1.00054 1.0455" , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) ); |
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| 25 | enorm<ldmat> E2; |
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| 26 | E2.set_rv ( xy ); |
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| 27 | E2.set_parameters ( "-1.2 -0.1" , mat ( "1 0.4; 0.4 0.5" ) ); |
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| 28 | |
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| 29 | Array<epdf*> A1 ( 1 ); |
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| 30 | A1 ( 0 ) = &E1; |
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| 31 | |
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| 32 | emix M1; |
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| 33 | M1.set_rv ( xy ); |
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| 34 | M1.set_parameters ( vec ( "1" ), A1, false ); |
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| 35 | |
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[500] | 36 | // test if ARX and emix with one ARX are the same |
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[477] | 37 | epdf* Mm = M1.marginal ( y ); |
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| 38 | epdf* Am = E1.marginal ( y ); |
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| 39 | mpdf* Mc = M1.condition ( y ); |
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| 40 | mpdf* Ac = E1.condition ( y ); |
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| 41 | |
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[500] | 42 | mlnorm<ldmat> *wacnd = dynamic_cast<mlnorm<ldmat> *>(Ac); |
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| 43 | CHECK(wacnd); |
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| 44 | if ( wacnd ) { |
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| 45 | CHECK_CLOSE ( mat ( "-0.349953" ), wacnd->_A(), epsilon ); |
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| 46 | CHECK_CLOSE ( vec ( "1.39564" ), wacnd->_mu_const(), epsilon ); |
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| 47 | CHECK_CLOSE ( mat ( "0.939557" ), wacnd->_R(), epsilon ); |
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| 48 | } |
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[477] | 49 | |
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[500] | 50 | double same = -1.46433; |
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| 51 | CHECK_CLOSE ( same, Mm->evallog ( vec_1 ( 0.0 ) ), epsilon ); |
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| 52 | CHECK_CLOSE ( same, Am->evallog ( vec_1 ( 0.0 ) ), epsilon ); |
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| 53 | CHECK_CLOSE ( 0.145974, Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon ); |
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| 54 | CHECK_CLOSE ( -1.92433, Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon ); |
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[477] | 55 | |
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[500] | 56 | // mixture with two components |
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[477] | 57 | Array<epdf*> A2 ( 2 ); |
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| 58 | A2 ( 0 ) = &E1; |
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| 59 | A2 ( 1 ) = &E2; |
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| 60 | |
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| 61 | emix M2; |
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| 62 | M2.set_rv ( xy ); |
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| 63 | M2.set_parameters ( vec ( "1" ), A2, false ); |
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| 64 | |
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| 65 | |
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[500] | 66 | // mixture normalization |
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| 67 | CHECK_CLOSE ( 1.0, normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ), 0.1 ); |
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[477] | 68 | |
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| 69 | int N = 3; |
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[193] | 70 | vec ll2 ( N ); |
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[477] | 71 | mat Smp = M2.sample_m ( N ); |
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[500] | 72 | vec ll = M2.evallog_m ( Smp ); |
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[193] | 73 | |
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[477] | 74 | vec Emu = sum ( Smp, 2 ) / N; |
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[500] | 75 | CHECK_CLOSE ( vec ( "1.00054 1.0455" ), Emu, 1.0 ); |
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| 76 | |
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[477] | 77 | mat Er = ( Smp * Smp.transpose() ) / N - outer_product ( Emu, Emu ); |
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[500] | 78 | CHECK_CLOSE ( mat ( "0.740142 -0.259015; -0.259015 1.0302" ), Er, 2.0 ); |
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[193] | 79 | |
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[500] | 80 | epdf *nm2mrg = M2.marginal ( y ); |
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| 81 | CHECK ( nm2mrg ); |
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| 82 | shared_ptr<epdf> Mg ( nm2mrg ); |
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| 83 | mpdf *Cn = M2.condition ( x ); |
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| 84 | CHECK ( Cn ); |
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[193] | 85 | |
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[500] | 86 | #if false |
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[477] | 87 | it_file it ( "emix_test.it" ); |
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| 88 | it << Name ( "Smp" ) << Smp; |
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[500] | 89 | #endif |
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[193] | 90 | |
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[500] | 91 | // marginal mean |
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| 92 | CHECK_CLOSE ( vec ( "1.0" ), Mg->mean(), 0.1 ); |
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[477] | 93 | |
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[500] | 94 | #if false |
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| 95 | // putting them back together |
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[203] | 96 | mepdf mMg ( Mg ); |
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[193] | 97 | Array<mpdf*> AA ( 2 ); |
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| 98 | AA ( 0 ) = Cn; |
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| 99 | AA ( 1 ) = &mMg; |
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| 100 | mprod mEp ( AA ); |
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| 101 | |
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[477] | 102 | for ( int j = 0; j < N; j++ ) { |
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| 103 | ll2 ( j ) = mEp.evallogcond ( Smp.get_col ( j ), vec ( 0 ) ); |
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[193] | 104 | } |
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[477] | 105 | it << Name ( "ll" ) << ll; |
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| 106 | it << Name ( "ll2" ) << ll2; |
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[500] | 107 | #endif |
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[193] | 108 | } |
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