| 1 | #include "epdf_harness.h" |
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| 2 | #include "base/bdmbase.h" |
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| 3 | #include "base/user_info.h" |
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| 4 | #include "stat/exp_family.h" |
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| 5 | #include "stat/emix.h" |
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| 6 | #include "mat_checks.h" |
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| 7 | #include "test_util.h" |
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| 8 | #include "UnitTest++.h" |
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| 9 | #include <memory> |
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| 10 | |
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| 11 | namespace bdm { |
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| 12 | |
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| 13 | template<> |
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| 14 | const ParticularUI<epdf_harness> &ParticularUI<epdf_harness>::factory ( |
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| 15 | ParticularUI<epdf_harness> ( "epdf_harness" ) ); |
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| 16 | |
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| 17 | void epdf_harness::test_config ( const char *config_file_name ) { |
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| 18 | RV::clear_all(); |
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| 19 | |
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| 20 | UIFile in ( config_file_name ); |
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| 21 | Array<epdf_harness *> input; |
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| 22 | UI::get ( input, in, "data" ); |
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| 23 | int sz = input.size(); |
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| 24 | CHECK ( sz > 0 ); |
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| 25 | for ( int i = 0; i < sz; ++i ) { |
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| 26 | input ( i )->test ( config_file_name, i ); |
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| 27 | } |
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| 28 | } |
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| 29 | |
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| 30 | void epdf_harness::from_setting ( const Setting &set ) { |
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| 31 | hepdf = UI::build<epdf> ( set, "epdf", UI::compulsory ); |
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| 32 | UI::get ( mean, set, "mean", UI::compulsory ); |
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| 33 | UI::get ( variance, set, "variance", UI::compulsory ); |
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| 34 | |
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| 35 | |
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| 36 | UI::get ( support, set, "support" ); |
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| 37 | UI::get ( nbins, set, "nbins" ); |
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| 38 | UI::get ( nsamples, set, "nsamples" ); |
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| 39 | UI::get ( R, set, "R" ); |
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| 40 | |
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| 41 | RV* rv = UI::build<RV> ( set, "marginal_rv" ); |
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| 42 | if ( rv ) |
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| 43 | mrv = shared_ptr<RV> ( rv ); |
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| 44 | |
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| 45 | UI::get ( tolerance, set, "tolerance" ); |
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| 46 | } |
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| 47 | |
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| 48 | void epdf_harness::test ( const char *config_name, int idx ) { |
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| 49 | CurrentContext cc ( config_name, idx ); |
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| 50 | |
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| 51 | CHECK_CLOSE_EX ( mean, hepdf->mean(), tolerance ); |
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| 52 | CHECK_CLOSE_EX ( variance, hepdf->variance(), tolerance ); |
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| 53 | |
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| 54 | if ( support.rows() == 2 ) { |
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| 55 | vec xb = support.get_row ( 0 ); |
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| 56 | vec yb = support.get_row ( 1 ); |
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| 57 | |
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| 58 | int old_size = nbins.size(); |
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| 59 | if ( old_size < 2 ) { |
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| 60 | vec new_nbins ( "100 100" ); |
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| 61 | for ( int i = 0; i < old_size; ++i ) { |
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| 62 | new_nbins ( i ) = nbins ( i ); |
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| 63 | } |
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| 64 | |
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| 65 | nbins = new_nbins; |
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| 66 | } |
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| 67 | |
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| 68 | CHECK_CLOSE_EX ( mean, num_mean2 ( hepdf.get(), xb, yb, nbins ( 0 ), nbins ( 1 ) ), tolerance ); |
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| 69 | CHECK_CLOSE_EX ( 1.0, normcoef ( hepdf.get(), xb, yb, nbins ( 0 ), nbins ( 1 ) ), tolerance ); |
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| 70 | } |
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| 71 | |
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| 72 | if ( R.rows() > 0 ) { |
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| 73 | mat smp = hepdf->sample_m ( nsamples ); |
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| 74 | vec emu = smp * ones ( nsamples ) / nsamples; |
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| 75 | mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); |
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| 76 | |
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| 77 | // simplify overloading for Visual Studio |
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| 78 | vec delta = sqrt ( variance ) / sqrt ( static_cast<double> ( nsamples ) ); |
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| 79 | CHECK_CLOSE_EX ( mean, emu, delta ); |
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| 80 | |
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| 81 | CHECK_CLOSE_EX ( R, er, tolerance ); |
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| 82 | } |
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| 83 | |
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| 84 | if ( mrv.get() ) { |
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| 85 | RV crv = hepdf->_rv().subt ( *mrv ); |
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| 86 | shared_ptr<epdf> m = hepdf->marginal ( *mrv ); |
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| 87 | shared_ptr<mpdf> c = hepdf->condition ( crv ); |
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| 88 | mepdf mm ( m ); |
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| 89 | |
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| 90 | Array<mpdf *> aa ( 2 ); |
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| 91 | aa ( 0 ) = c.get(); |
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| 92 | aa ( 1 ) = &mm; |
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| 93 | mprod mEp ( aa ); |
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| 94 | |
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| 95 | mat smp = mEp.samplecond ( vec ( 0 ), nsamples ); |
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| 96 | vec emu = sum ( smp, 2 ) / nsamples; |
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| 97 | |
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| 98 | // simplify overloading for Visual Studio |
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| 99 | vec delta = sqrt ( variance ) / sqrt ( static_cast<double> ( nsamples ) ); |
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| 100 | CHECK_CLOSE_EX ( mean, emu, delta ); |
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| 101 | |
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| 102 | if ( R.rows() > 0 ) { |
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| 103 | mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); |
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| 104 | CHECK_CLOSE_EX ( R, er, tolerance ); |
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| 105 | } |
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| 106 | |
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| 107 | // test of pdflog at zero |
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| 108 | vec zero ( 0 ); |
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| 109 | vec zeron ( hepdf->dimension() ); |
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| 110 | for ( int i = 0; i < zeron.size(); ++i ) { |
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| 111 | zeron ( i ) = 0; |
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| 112 | } |
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| 113 | |
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| 114 | CHECK_CLOSE_EX ( hepdf->evallog ( zeron ), mEp.evallogcond ( zeron, zero ), tolerance ); |
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| 115 | } |
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| 116 | } |
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| 117 | |
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| 118 | } |
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