[436] | 1 | #include "epdf_harness.h" |
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| 2 | #include "stat/exp_family.h" |
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| 3 | #include "mat_checks.h" |
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| 4 | #include "test_util.h" |
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| 5 | #include "UnitTest++.h" |
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| 6 | |
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| 7 | const double epsilon = 0.00001; |
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| 8 | |
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| 9 | namespace UnitTest |
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| 10 | { |
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| 11 | |
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| 12 | inline void CheckClose(TestResults &results, const itpp::vec &expected, |
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| 13 | const itpp::vec &actual, double tolerance, |
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| 14 | TestDetails const &details) { |
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| 15 | if (!AreClose(expected, actual, tolerance)) { |
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| 16 | MemoryOutStream stream; |
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| 17 | stream << "Expected " << expected << " +/- " << tolerance << " but was " << actual; |
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| 18 | |
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| 19 | results.OnTestFailure(details, stream.GetText()); |
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| 20 | } |
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| 21 | } |
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| 22 | |
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| 23 | inline void CheckClose(TestResults &results, const itpp::mat &expected, |
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| 24 | const itpp::mat &actual, double tolerance, |
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| 25 | TestDetails const &details) { |
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| 26 | if (!AreClose(expected, actual, tolerance)) { |
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| 27 | MemoryOutStream stream; |
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| 28 | stream << "Expected " << expected << " +/- " << tolerance << " but was " << actual; |
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| 29 | |
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| 30 | results.OnTestFailure(details, stream.GetText()); |
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| 31 | } |
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| 32 | } |
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| 33 | |
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| 34 | } |
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| 35 | |
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| 36 | namespace bdm { |
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| 37 | |
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| 38 | template<> |
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| 39 | const ParticularUI<epdf_harness> &ParticularUI<epdf_harness>::factory( |
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| 40 | ParticularUI<epdf_harness>("epdf_harness")); |
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| 41 | |
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| 42 | void epdf_harness::from_setting(const Setting &set) { |
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| 43 | hepdf = UI::build<epdf>(set, "epdf"); |
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| 44 | UI::get(mean, set, "mean"); |
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| 45 | UI::get(variance, set, "variance"); |
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| 46 | |
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[441] | 47 | if (set.exists("support")) { |
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| 48 | UI::get(support, set, "support"); |
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| 49 | } |
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| 50 | |
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[436] | 51 | if (set.exists("nsamples")) { |
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| 52 | UI::get(nsamples, set, "nsamples"); |
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| 53 | } |
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| 54 | |
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[441] | 55 | if (set.exists("integral")) { |
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| 56 | UI::get(integral, set, "integral"); |
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| 57 | } |
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| 58 | |
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| 59 | if (set.exists("R")) { |
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| 60 | UI::get(R, set, "R"); |
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| 61 | } |
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[436] | 62 | } |
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| 63 | |
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| 64 | void epdf_harness::test() |
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| 65 | { |
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| 66 | CHECK_CLOSE(mean, hepdf->mean(), epsilon); |
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| 67 | CHECK_CLOSE(variance, hepdf->variance(), epsilon); |
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| 68 | |
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[441] | 69 | if (support.rows() == 2) { |
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| 70 | vec xb = support.get_row(0); |
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| 71 | vec yb = support.get_row(1); |
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| 72 | CHECK_CLOSE(mean, num_mean2(hepdf.get(), xb, yb, nsamples, nsamples), 0.1); |
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| 73 | CHECK_CLOSE(integral, normcoef(hepdf.get(), xb, yb, nsamples, nsamples), 0.1); |
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| 74 | } |
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| 75 | |
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| 76 | if (R.rows() > 0) { |
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| 77 | mat Smp = hepdf->sample_m(10000); |
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| 78 | int N = Smp.cols(); |
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| 79 | vec Emu = Smp*ones(N) /N ; |
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| 80 | mat Er = (Smp*Smp.transpose())/N - outer_product(Emu,Emu); |
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| 81 | CHECK_CLOSE(mean, Emu, 0.1); |
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| 82 | CHECK_CLOSE(R, Er, 0.1); |
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| 83 | } |
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[436] | 84 | } |
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| 85 | |
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| 86 | } |
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