root/library/tests/testsuite/egiw_test.cpp

#include "base/bdmbase.h"
#include "base/user_info.h"
#include "stat/exp_family.h"
#include "stat/discrete.h"
#include "itpp_ext.h"
#include "../epdf_harness.h"
#include "../mat_checks.h"
#include "UnitTest++.h"

const double epsilon = 0.00001;

using namespace bdm;

TEST ( egiw_test ) {
    epdf_harness::test_config ( "egiw.cfg" );
}

TEST ( egiw_1_2_test ) {
    // Setup model
    double mu = 1.1; //unit step parametr
    double b = 3.0; // sequence of <1 -1 1 -1...>
    double s = 0.1;


    // TEST 1x1 EGIW
    mat V ( 3, 3 );
    V ( 0, 0 ) = pow ( mu, 2 ) + pow ( b, 2 ) + s;
    V ( 1, 0 ) = mu;
    V ( 2, 0 ) = b;

    V ( 0, 1 ) = V ( 1, 0 );
    V ( 1, 1 ) = 1.0;
    V ( 2, 1 ) = 0.0;

    V ( 0, 2 ) = V ( 2, 0 );
    V ( 1, 2 ) = V ( 2, 1 );
    V ( 2, 2 ) = 1.0;

    double nu = 20;

    egiw E ( 1, nu * V, nu );
    CHECK_CLOSE ( vec ( "1.1 3.0 0.142857" ), E.mean(), epsilon );
    CHECK_CLOSE ( 7.36731, E.lognc(), epsilon );

    int n = 100;
    rectangular_support Sup;
    Sup.set_parameters ( "{[-2.,4.], [1.,5.], [0.,2.]} ", n*ones_i ( E.dimension() ) );

    double summ = exp ( E.evallog ( Sup.first_vec() ) );
    // sum all likelihood at all points of support
    for ( int k = 1; k < Sup.points(); k++ ) { // ALL b
        summ += exp ( E.evallog ( Sup.next_vec() ) );
    }

    CHECK_CLOSE ( 1.0, summ*prod ( Sup._steps() ), 0.01 );
}