| 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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| 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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| 51 | if (set.exists("nbins")) { |
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| 52 | UI::get(nbins, set, "nbins"); |
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| 53 | } |
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| 54 | |
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| 55 | if (set.exists("nsamples")) { |
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| 56 | UI::get(nsamples, set, "nsamples"); |
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| 57 | } |
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| 58 | |
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| 59 | if (set.exists("integral")) { |
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| 60 | UI::get(integral, set, "integral"); |
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| 61 | } |
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| 62 | |
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| 63 | if (set.exists("R")) { |
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| 64 | UI::get(R, set, "R"); |
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| 65 | } |
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| 66 | } |
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| 67 | |
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| 68 | void epdf_harness::test() |
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| 69 | { |
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| 70 | CHECK_CLOSE(mean, hepdf->mean(), epsilon); |
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| 71 | CHECK_CLOSE(variance, hepdf->variance(), epsilon); |
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| 72 | |
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| 73 | if (support.rows() == 2) { |
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| 74 | vec xb = support.get_row(0); |
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| 75 | vec yb = support.get_row(1); |
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| 76 | |
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| 77 | int old_size = nbins.size(); |
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| 78 | if (old_size < 2) { |
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| 79 | vec new_nbins("100 100"); |
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| 80 | for (int i = 0; i < old_size; ++i) { |
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| 81 | new_nbins(i) = nbins(i); |
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| 82 | } |
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| 83 | |
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| 84 | nbins = new_nbins; |
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| 85 | } |
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| 86 | |
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| 87 | CHECK_CLOSE(mean, num_mean2(hepdf.get(), xb, yb, nbins(0), nbins(1)), 0.1); |
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| 88 | CHECK_CLOSE(integral, normcoef(hepdf.get(), xb, yb, nbins(0), nbins(1)), 0.1); |
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| 89 | } |
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| 90 | |
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| 91 | if (R.rows() > 0) { |
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| 92 | mat smp = hepdf->sample_m(nsamples); |
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| 93 | int n = smp.cols(); |
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| 94 | vec Emu = smp * ones(n) / n; |
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| 95 | mat Er = (smp*smp.transpose())/n - outer_product(Emu,Emu); |
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| 96 | CHECK_CLOSE(mean, Emu, 0.1); |
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| 97 | CHECK_CLOSE(R, Er, 0.1); |
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| 98 | } |
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| 99 | } |
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| 100 | |
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| 101 | } |
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