root/library/tests/testsuite/emix_test.cpp @ 1432

Revision 1064, 4.6 kB (checked in by mido, 14 years ago)

astyle applied all over the library

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1#include "stat/exp_family.h"
2#include "stat/emix.h"
3#include "../mat_checks.h"
4#include "UnitTest++.h"
5#include "../test_util.h"
6#include "../pdf_harness.h"
7
8
9const double epsilon = 0.00001;
10
11using namespace bdm;
12
13static void check_mean ( emix &distrib_obj, int nsamples, const vec &mean, double tolerance );
14
15static void check_covariance ( emix &distrib_obj, int nsamples, const mat &R, double tolerance );
16
17TEST ( emix_test ) {
18    pdf_harness::test_config ( "emix.cfg" );
19}
20
21TEST ( emix_1_test ) {
22    RV x ( "{emixx }" );
23    RV y ( "{emixy }" );
24    RV xy = concat ( x, y );
25    vec mu0 ( "1.00054 1.0455" );
26
27    enorm_ldmat_ptr E1;
28    E1->set_rv ( xy );
29    E1->set_parameters ( mu0 , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) );
30
31    enorm_ldmat_ptr E2;
32    E2->set_rv ( xy );
33    E2->set_parameters ( "-1.2 -0.1" , mat ( "1 0.4; 0.4 0.5" ) );
34
35    epdf_array A1 ( 1 );
36    A1 ( 0 ) = E1;
37
38    emix M1;
39    M1.set_rv ( xy );
40    M1._Coms() = A1;
41    M1._w() = vec_1(1.0);
42    M1.validate();
43
44    // test if ARX and emix with one ARX are the same
45    epdf_ptr Mm = M1.marginal ( y );
46    epdf_ptr Am = E1->marginal ( y );
47    pdf_ptr Mc = M1.condition ( y );
48    pdf_ptr Ac = E1->condition ( y );
49
50    mlnorm<ldmat> *wacnd = dynamic_cast<mlnorm<ldmat> *> ( Ac.get() );
51    CHECK ( wacnd );
52    if ( wacnd ) {
53        CHECK_CLOSE ( mat ( "-0.349953" ), wacnd->_A(), epsilon );
54        CHECK_CLOSE ( vec ( "1.39564" ), wacnd->_mu_const(), epsilon );
55        CHECK_CLOSE ( mat ( "0.939557" ), wacnd->_R(), epsilon );
56    }
57
58    double same = -1.46433;
59    CHECK_CLOSE ( same, Mm->evallog ( vec_1 ( 0.0 ) ), epsilon );
60    CHECK_CLOSE ( same, Am->evallog ( vec_1 ( 0.0 ) ), epsilon );
61    CHECK_CLOSE ( 0.145974, Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon );
62    CHECK_CLOSE ( -1.92433, Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon );
63
64    // mixture with two components
65    epdf_array A2 ( 2 );
66    A2 ( 0 ) = E1;
67    A2 ( 1 ) = E2;
68
69    emix M2;
70    M2.set_rv ( xy );
71    M2._Coms() = A2;
72    M2._w() = vec_2(.5,.5);
73    M2.validate();
74
75    // mixture normalization
76    CHECK_CLOSE ( 1.0, normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ), 0.1 );
77
78    int N = 6;
79    mat Smp = M2.sample_mat ( N );
80
81    vec exp_ll ( "-5.0 -2.53563 -2.62171 -5.0 -2.53563 -2.62171" );
82    vec ll = M2.evallog_mat ( Smp );
83    CHECK_CLOSE ( exp_ll, ll, 5.0 );
84
85    check_mean ( M2, N, 0.5*mu0+0.5*vec("-1.2 -0.1"), 1.0 );
86
87    mat observedR ( "0.740142 -0.259015; -0.259015 1.0302" );
88    check_covariance ( M2, N, observedR, 2.0 );
89
90    epdf_ptr Mg = M2.marginal ( y );
91    CHECK ( Mg.get() );
92    pdf_ptr Cn = M2.condition ( x );
93    CHECK ( Cn.get() );
94
95    // marginal mean
96    CHECK_CLOSE ( vec ( "0.5" ), Mg->mean(), 0.1 );
97}
98
99
100static void check_mean ( emix &distrib_obj, int nsamples, const vec &mean, double tolerance ) {
101    int tc = 0;
102    Array<vec> actual ( CurrentContext::max_trial_count );
103    do {
104        mat smp = distrib_obj.sample_mat ( nsamples );
105        vec emu = sum ( smp, 2 ) / nsamples;
106        actual ( tc ) = emu;
107        ++tc;
108    } while ( ( tc < CurrentContext::max_trial_count ) &&
109              !UnitTest::AreClose ( mean, actual ( tc - 1 ), tolerance ) );
110    if ( ( tc == CurrentContext::max_trial_count ) &&
111            ( !UnitTest::AreClose ( mean, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) {
112        UnitTest::MemoryOutStream stream;
113        UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), __LINE__ );
114        stream << "Expected " << mean << " +/- " << tolerance << " but was " << actual;
115
116        UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
117    }
118}
119
120static void check_covariance ( emix &distrib_obj, int nsamples, const mat &R, double tolerance ) {
121    int tc = 0;
122    Array<mat> actual ( CurrentContext::max_trial_count );
123    do {
124        mat smp = distrib_obj.sample_mat ( nsamples );
125        vec emu = sum ( smp, 2 ) / nsamples;
126        mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );
127        actual ( tc ) = er;
128        ++tc;
129    } while ( ( tc < CurrentContext::max_trial_count ) &&
130              !UnitTest::AreClose ( R, actual ( tc - 1 ), tolerance ) );
131    if ( ( tc == CurrentContext::max_trial_count ) &&
132            ( !UnitTest::AreClose ( R, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) {
133        UnitTest::MemoryOutStream stream;
134        UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), __LINE__ );
135        stream << "Expected " << R << " +/- " << tolerance << " but was " << actual;
136
137        UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
138    }
139}
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