root/library/tests/testsuite/emix_test.cpp @ 1383

#include "stat/exp_family.h"
#include "stat/emix.h"
#include "../mat_checks.h"
#include "UnitTest++.h"
#include "../test_util.h"
#include "../pdf_harness.h"


const double epsilon = 0.00001;

using namespace bdm;

static void check_mean ( emix &distrib_obj, int nsamples, const vec &mean, double tolerance );

static void check_covariance ( emix &distrib_obj, int nsamples, const mat &R, double tolerance );

TEST ( emix_test ) {
    pdf_harness::test_config ( "emix.cfg" );
}

TEST ( emix_1_test ) {
    RV x ( "{emixx }" );
    RV y ( "{emixy }" );
    RV xy = concat ( x, y );
    vec mu0 ( "1.00054 1.0455" );

    enorm_ldmat_ptr E1;
    E1->set_rv ( xy );
    E1->set_parameters ( mu0 , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) );

    enorm_ldmat_ptr E2;
    E2->set_rv ( xy );
    E2->set_parameters ( "-1.2 -0.1" , mat ( "1 0.4; 0.4 0.5" ) );

    epdf_array A1 ( 1 );
    A1 ( 0 ) = E1;

    emix M1;
    M1.set_rv ( xy );
    M1._Coms() = A1;
    M1._w() = vec_1(1.0);
    M1.validate();

    // test if ARX and emix with one ARX are the same
    epdf_ptr Mm = M1.marginal ( y );
    epdf_ptr Am = E1->marginal ( y );
    pdf_ptr Mc = M1.condition ( y );
    pdf_ptr Ac = E1->condition ( y );

    mlnorm<ldmat> *wacnd = dynamic_cast<mlnorm<ldmat> *> ( Ac.get() );
    CHECK ( wacnd );
    if ( wacnd ) {
        CHECK_CLOSE ( mat ( "-0.349953" ), wacnd->_A(), epsilon );
        CHECK_CLOSE ( vec ( "1.39564" ), wacnd->_mu_const(), epsilon );
        CHECK_CLOSE ( mat ( "0.939557" ), wacnd->_R(), epsilon );
    }

    double same = -1.46433;
    CHECK_CLOSE ( same, Mm->evallog ( vec_1 ( 0.0 ) ), epsilon );
    CHECK_CLOSE ( same, Am->evallog ( vec_1 ( 0.0 ) ), epsilon );
    CHECK_CLOSE ( 0.145974, Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon );
    CHECK_CLOSE ( -1.92433, Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon );

    // mixture with two components
    epdf_array A2 ( 2 );
    A2 ( 0 ) = E1;
    A2 ( 1 ) = E2;

    emix M2;
    M2.set_rv ( xy );
    M2._Coms() = A2;
    M2._w() = vec_2(.5,.5);
    M2.validate();

    // mixture normalization
    CHECK_CLOSE ( 1.0, normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ), 0.1 );

    int N = 6;
    mat Smp = M2.sample_mat ( N );

    vec exp_ll ( "-5.0 -2.53563 -2.62171 -5.0 -2.53563 -2.62171" );
    vec ll = M2.evallog_mat ( Smp );
    CHECK_CLOSE ( exp_ll, ll, 5.0 );

    check_mean ( M2, N, 0.5*mu0+0.5*vec("-1.2 -0.1"), 1.0 );

    mat observedR ( "0.740142 -0.259015; -0.259015 1.0302" );
    check_covariance ( M2, N, observedR, 2.0 );

    epdf_ptr Mg = M2.marginal ( y );
    CHECK ( Mg.get() );
    pdf_ptr Cn = M2.condition ( x );
    CHECK ( Cn.get() );

    // marginal mean
    CHECK_CLOSE ( vec ( "0.5" ), Mg->mean(), 0.1 );
}


static void check_mean ( emix &distrib_obj, int nsamples, const vec &mean, double tolerance ) {
    int tc = 0;
    Array<vec> actual ( CurrentContext::max_trial_count );
    do {
        mat smp = distrib_obj.sample_mat ( nsamples );
        vec emu = sum ( smp, 2 ) / nsamples;
        actual ( tc ) = emu;
        ++tc;
    } while ( ( tc < CurrentContext::max_trial_count ) &&
              !UnitTest::AreClose ( mean, actual ( tc - 1 ), tolerance ) );
    if ( ( tc == CurrentContext::max_trial_count ) &&
            ( !UnitTest::AreClose ( mean, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) {
        UnitTest::MemoryOutStream stream;
        UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), __LINE__ );
        stream << "Expected " << mean << " +/- " << tolerance << " but was " << actual;

        UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
    }
}

static void check_covariance ( emix &distrib_obj, int nsamples, const mat &R, double tolerance ) {
    int tc = 0;
    Array<mat> actual ( CurrentContext::max_trial_count );
    do {
        mat smp = distrib_obj.sample_mat ( nsamples );
        vec emu = sum ( smp, 2 ) / nsamples;
        mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );
        actual ( tc ) = er;
        ++tc;
    } while ( ( tc < CurrentContext::max_trial_count ) &&
              !UnitTest::AreClose ( R, actual ( tc - 1 ), tolerance ) );
    if ( ( tc == CurrentContext::max_trial_count ) &&
            ( !UnitTest::AreClose ( R, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) {
        UnitTest::MemoryOutStream stream;
        UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), __LINE__ );
        stream << "Expected " << R << " +/- " << tolerance << " but was " << actual;

        UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
    }
}