Revision 456, 1.2 kB
(checked in by vbarta, 15 years ago)
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custom test location for harness tests (extended UnitTest?++), configurable tolerance - all tests pass (most of the time)
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[448] | 1 | #define BDMLIB // not an ideal way to prevent double registration of UI factories... |
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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 "itpp_ext.h" |
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| 7 | #include "mpdf_harness.h" |
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| 8 | #include "mat_checks.h" |
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| 9 | #include "UnitTest++.h" |
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| 10 | |
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| 11 | using namespace bdm; |
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| 12 | |
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| 13 | const double epsilon = 0.00001; |
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| 14 | |
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| 15 | TEST(test_mepdf) { |
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[456] | 16 | mpdf_harness::test_config("mepdf.cfg"); |
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[448] | 17 | } |
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| 18 | |
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| 19 | TEST(test_mepdf_sample) { |
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| 20 | // Setup model |
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| 21 | vec mu("1.1 -1"); |
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| 22 | ldmat R(mat("1 -0.5; -0.5 2")); |
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| 23 | |
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| 24 | RV x("{x }"); |
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| 25 | RV y("{y }"); |
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| 26 | |
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| 27 | enorm<ldmat> E; |
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| 28 | E.set_rv(concat(x, y)); |
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| 29 | E.set_parameters(mu, R); |
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| 30 | |
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| 31 | epdf *Mg = E.marginal(y); |
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| 32 | CHECK_CLOSE(vec("-1"), Mg->mean(), epsilon); |
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| 33 | |
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| 34 | // putting them back together |
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| 35 | mpdf *Cn = E.condition(x); |
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| 36 | mepdf mMg(Mg); |
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| 37 | Array<mpdf *> A(2); |
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| 38 | A(0) = Cn; |
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| 39 | A(1) = &mMg; |
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| 40 | mprod mEp(A); |
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| 41 | |
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| 42 | int n = 1000; |
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| 43 | mat smp = mEp.samplecond(vec(0), n); |
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| 44 | vec emu = sum(smp, 2) / n; |
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| 45 | CHECK_CLOSE(mu, emu, 0.3); |
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| 46 | |
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| 47 | mat er = (smp * smp.T()) / n - outer_product(emu, emu); |
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| 48 | CHECK_CLOSE(R.to_mat(), er, 0.3); |
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| 49 | |
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| 50 | // test of pdflog at zero |
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| 51 | vec zero(0); |
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| 52 | vec zero2("0 0"); |
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| 53 | CHECK_CLOSE(E.evallog(zero2), mEp.evallogcond(zero2, zero), epsilon); |
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| 54 | } |
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