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