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