#include "shared_ptr.h" #include "stat/exp_family.h" #include "stat/emix.h" #include "mat_checks.h" #include "UnitTest++.h" #include "test_util.h" const double epsilon = 0.00001; using namespace bdm; TEST ( test_emix_old ) { RV x ( "{x }" ); RV y ( "{y }" ); RV xy = concat ( x, y ); shared_ptr > E1 = new enorm(); E1->set_rv ( xy ); E1->set_parameters ( "1.00054 1.0455" , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) ); shared_ptr > E2 = new enorm(); E2->set_rv ( xy ); E2->set_parameters ( "-1.2 -0.1" , mat ( "1 0.4; 0.4 0.5" ) ); Array > A1 ( 1 ); A1 ( 0 ) = E1; emix M1; M1.set_rv ( xy ); M1.set_parameters ( vec ( "1" ), A1 ); // test if ARX and emix with one ARX are the same shared_ptr Mm = M1.marginal ( y ); shared_ptr Am = E1->marginal ( y ); shared_ptr Mc = M1.condition ( y ); shared_ptr Ac = E1->condition ( y ); mlnorm *wacnd = dynamic_cast *>( Ac.get() ); CHECK(wacnd); if ( wacnd ) { CHECK_CLOSE ( mat ( "-0.349953" ), wacnd->_A(), epsilon ); CHECK_CLOSE ( vec ( "1.39564" ), wacnd->_mu_const(), epsilon ); CHECK_CLOSE ( mat ( "0.939557" ), wacnd->_R(), epsilon ); } double same = -1.46433; CHECK_CLOSE ( same, Mm->evallog ( vec_1 ( 0.0 ) ), epsilon ); CHECK_CLOSE ( same, Am->evallog ( vec_1 ( 0.0 ) ), epsilon ); CHECK_CLOSE ( 0.145974, Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon ); CHECK_CLOSE ( -1.92433, Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon ); // mixture with two components Array > A2 ( 2 ); A2 ( 0 ) = E1; A2 ( 1 ) = E2; emix M2; M2.set_rv ( xy ); M2.set_parameters ( vec ( "1" ), A2 ); // mixture normalization CHECK_CLOSE ( 1.0, normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ), 0.1 ); int N = 3; vec ll2 ( N ); mat Smp = M2.sample_m ( N ); vec ll = M2.evallog_m ( Smp ); vec Emu = sum ( Smp, 2 ) / N; CHECK_CLOSE ( vec ( "1.00054 1.0455" ), Emu, 1.0 ); mat Er = ( Smp * Smp.transpose() ) / N - outer_product ( Emu, Emu ); CHECK_CLOSE ( mat ( "0.740142 -0.259015; -0.259015 1.0302" ), Er, 2.0 ); shared_ptr Mg = M2.marginal ( y ); CHECK ( Mg.get() ); shared_ptr Cn = M2.condition ( x ); CHECK ( Cn.get() ); // marginal mean CHECK_CLOSE ( vec ( "1.0" ), Mg->mean(), 0.1 ); }