26 | | hepdf = UI::build<epdf> ( set, "epdf", UI::compulsory ); |
27 | | UI::get ( mean, set, "mean", UI::compulsory ); |
28 | | UI::get ( variance, set, "variance", UI::compulsory ); |
29 | | |
30 | | support = UI::build<rectangular_support> ( set, "support", UI::optional ); |
31 | | UI::get ( nsamples, set, "nsamples", UI::optional ); |
32 | | UI::get ( R, set, "R", UI::optional ); |
33 | | |
34 | | mrv = UI::build<RV> ( set, "marginal_rv", UI::optional ); |
35 | | |
36 | | UI::get ( tolerance, set, "tolerance", UI::optional ); |
| 26 | hepdf = UI::build<epdf> ( set, "epdf", UI::compulsory ); |
| 27 | UI::get ( mean, set, "mean", UI::compulsory ); |
| 28 | UI::get ( variance, set, "variance", UI::compulsory ); |
| 29 | |
| 30 | support = UI::build<rectangular_support> ( set, "support", UI::optional ); |
| 31 | UI::get ( nsamples, set, "nsamples", UI::optional ); |
| 32 | UI::get ( R, set, "R", UI::optional ); |
| 33 | |
| 34 | mrv = UI::build<RV> ( set, "marginal_rv", UI::optional ); |
| 35 | |
| 36 | UI::get ( tolerance, set, "tolerance", UI::optional ); |
40 | | CurrentContext cc ( config_name, idx ); |
41 | | |
42 | | CHECK_CLOSE_EX ( mean, hepdf->mean(), tolerance ); |
43 | | CHECK_CLOSE_EX ( variance, hepdf->variance(), tolerance ); |
44 | | |
45 | | if ( support ) { // support is given |
46 | | grid_fnc ep_disc; |
47 | | ep_disc.set_support ( *support ); |
48 | | ep_disc.set_values ( *hepdf ); |
49 | | // ep_disc is discretized at support points |
50 | | |
51 | | double point_volume = prod ( support->_steps() ); |
52 | | CHECK_CLOSE ( 1.0, sum ( ep_disc._values() ) *point_volume, 0.01 ); |
53 | | |
54 | | vec pdf = ep_disc._values(); |
55 | | pdf /= sum ( pdf ); // normalize |
56 | | |
57 | | vec mea = pdf ( 0 ) * support->first_vec(); |
58 | | mat Remp = pdf ( 0 ) * outer_product ( support->act_vec(), support->act_vec() ); |
59 | | |
60 | | // run through all points |
61 | | for ( int i = 1; i < support->points(); i++ ) { |
62 | | mea += pdf ( i ) * support->next_vec(); |
63 | | Remp += pdf ( i ) * outer_product ( support->act_vec(), support->act_vec() ); |
64 | | } |
65 | | CHECK_CLOSE ( mean, mea, tolerance ); |
66 | | CHECK_CLOSE ( R, Remp - outer_product ( mea, mea ), tolerance ); |
67 | | } |
68 | | |
69 | | if ( variance.length() > 0 ) { |
70 | | check_sample_mean(); |
71 | | } |
72 | | if ( R.rows() > 0 ) { |
73 | | check_covariance(); |
74 | | } |
75 | | |
76 | | if ( mrv ) { |
77 | | RV crv = hepdf->_rv().subt ( *mrv ); |
78 | | epdf_ptr m = hepdf->marginal ( *mrv ); |
79 | | pdf_ptr c = hepdf->condition ( crv ); |
80 | | |
81 | | pdf_array aa ( 2 ); |
82 | | aa ( 0 ) = c; |
83 | | aa ( 1 ) = m; |
84 | | mprod mEp ( aa ); |
85 | | |
86 | | check_cond_mean ( mEp ); |
87 | | if ( R.rows() > 0 ) { |
88 | | check_cond_covariance ( mEp ); |
89 | | } |
90 | | |
91 | | // test of pdflog at zero |
92 | | vec zero ( 0 ); |
93 | | vec zeron = zeros ( hepdf->dimension() ); |
94 | | |
95 | | double lpz = hepdf->evallog ( zeron ); |
96 | | double lpzc = mEp.evallogcond ( zeron, zero ); |
97 | | CHECK_CLOSE_EX ( lpz, lpzc, tolerance ); |
98 | | |
99 | | vec lpzv ( 1 ); |
100 | | lpzv ( 0 ) = lpz; |
101 | | |
102 | | mat zero1n ( hepdf->dimension(), 1 ); |
103 | | for ( int i = 0; i < zero1n.rows(); ++i ) { |
104 | | zero1n ( i, 0 ) = 0; |
105 | | } |
106 | | |
107 | | vec lpzv_act = hepdf->evallog_mat ( zero1n ); |
108 | | CHECK_CLOSE_EX ( lpzv, lpzv_act, tolerance ); |
109 | | |
110 | | Array<vec> zeroa ( 3 ); |
111 | | lpzv = vec ( zeroa.size() ); |
112 | | for ( int i = 0; i < zeroa.size(); ++i ) { |
113 | | zeroa ( i ) = zeron; |
114 | | lpzv ( i ) = lpz; |
115 | | } |
116 | | |
117 | | lpzv_act = hepdf->evallog_mat ( zeroa ); |
118 | | CHECK_CLOSE_EX ( lpzv, lpzv_act, tolerance ); |
119 | | } |
| 40 | CurrentContext cc ( config_name, idx ); |
| 41 | |
| 42 | CHECK_CLOSE_EX ( mean, hepdf->mean(), tolerance ); |
| 43 | CHECK_CLOSE_EX ( variance, hepdf->variance(), tolerance ); |
| 44 | |
| 45 | if ( support ) { // support is given |
| 46 | grid_fnc ep_disc; |
| 47 | ep_disc.set_support ( *support ); |
| 48 | ep_disc.set_values ( *hepdf ); |
| 49 | // ep_disc is discretized at support points |
| 50 | |
| 51 | double point_volume = prod ( support->_steps() ); |
| 52 | CHECK_CLOSE ( 1.0, sum ( ep_disc._values() ) *point_volume, 0.01 ); |
| 53 | |
| 54 | vec pdf = ep_disc._values(); |
| 55 | pdf /= sum ( pdf ); // normalize |
| 56 | |
| 57 | vec mea = pdf ( 0 ) * support->first_vec(); |
| 58 | mat Remp = pdf ( 0 ) * outer_product ( support->act_vec(), support->act_vec() ); |
| 59 | |
| 60 | // run through all points |
| 61 | for ( int i = 1; i < support->points(); i++ ) { |
| 62 | mea += pdf ( i ) * support->next_vec(); |
| 63 | Remp += pdf ( i ) * outer_product ( support->act_vec(), support->act_vec() ); |
| 64 | } |
| 65 | CHECK_CLOSE ( mean, mea, tolerance ); |
| 66 | CHECK_CLOSE ( R, Remp - outer_product ( mea, mea ), tolerance ); |
| 67 | } |
| 68 | |
| 69 | if ( variance.length() > 0 ) { |
| 70 | check_sample_mean(); |
| 71 | } |
| 72 | if ( R.rows() > 0 ) { |
| 73 | check_covariance(); |
| 74 | } |
| 75 | |
| 76 | if ( mrv ) { |
| 77 | RV crv = hepdf->_rv().subt ( *mrv ); |
| 78 | epdf_ptr m = hepdf->marginal ( *mrv ); |
| 79 | pdf_ptr c = hepdf->condition ( crv ); |
| 80 | |
| 81 | pdf_array aa ( 2 ); |
| 82 | aa ( 0 ) = c; |
| 83 | aa ( 1 ) = m; |
| 84 | mprod mEp ( aa ); |
| 85 | |
| 86 | check_cond_mean ( mEp ); |
| 87 | if ( R.rows() > 0 ) { |
| 88 | check_cond_covariance ( mEp ); |
| 89 | } |
| 90 | |
| 91 | // test of pdflog at zero |
| 92 | vec zero ( 0 ); |
| 93 | vec zeron = zeros ( hepdf->dimension() ); |
| 94 | |
| 95 | double lpz = hepdf->evallog ( zeron ); |
| 96 | double lpzc = mEp.evallogcond ( zeron, zero ); |
| 97 | CHECK_CLOSE_EX ( lpz, lpzc, tolerance ); |
| 98 | |
| 99 | vec lpzv ( 1 ); |
| 100 | lpzv ( 0 ) = lpz; |
| 101 | |
| 102 | mat zero1n ( hepdf->dimension(), 1 ); |
| 103 | for ( int i = 0; i < zero1n.rows(); ++i ) { |
| 104 | zero1n ( i, 0 ) = 0; |
| 105 | } |
| 106 | |
| 107 | vec lpzv_act = hepdf->evallog_mat ( zero1n ); |
| 108 | CHECK_CLOSE_EX ( lpzv, lpzv_act, tolerance ); |
| 109 | |
| 110 | Array<vec> zeroa ( 3 ); |
| 111 | lpzv = vec ( zeroa.size() ); |
| 112 | for ( int i = 0; i < zeroa.size(); ++i ) { |
| 113 | zeroa ( i ) = zeron; |
| 114 | lpzv ( i ) = lpz; |
| 115 | } |
| 116 | |
| 117 | lpzv_act = hepdf->evallog_mat ( zeroa ); |
| 118 | CHECK_CLOSE_EX ( lpzv, lpzv_act, tolerance ); |
| 119 | } |
124 | | vec delta = make_close_tolerance ( variance, nsamples ); |
125 | | |
126 | | int tc = 0; |
127 | | Array<vec> actual ( CurrentContext::max_trial_count ); |
128 | | do { |
129 | | mat smp = hepdf->sample_mat ( nsamples ); |
130 | | vec emu = smp * ones ( nsamples ) / nsamples; |
131 | | actual ( tc ) = emu; |
132 | | ++tc; |
133 | | } while ( ( tc < CurrentContext::max_trial_count ) && |
134 | | !UnitTest::AreClose ( mean, actual ( tc - 1 ), delta ) ); |
135 | | |
136 | | if ( ( tc == CurrentContext::max_trial_count ) && |
137 | | ( !UnitTest::AreClose ( mean, actual ( CurrentContext::max_trial_count - 1 ), delta ) ) ) { |
138 | | UnitTest::MemoryOutStream stream; |
139 | | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << mean << " +/- " << delta << " but was " << actual; |
140 | | |
141 | | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
142 | | |
143 | | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
144 | | } |
| 124 | vec delta = make_close_tolerance ( variance, nsamples ); |
| 125 | |
| 126 | int tc = 0; |
| 127 | Array<vec> actual ( CurrentContext::max_trial_count ); |
| 128 | do { |
| 129 | mat smp = hepdf->sample_mat ( nsamples ); |
| 130 | vec emu = smp * ones ( nsamples ) / nsamples; |
| 131 | actual ( tc ) = emu; |
| 132 | ++tc; |
| 133 | } while ( ( tc < CurrentContext::max_trial_count ) && |
| 134 | !UnitTest::AreClose ( mean, actual ( tc - 1 ), delta ) ); |
| 135 | |
| 136 | if ( ( tc == CurrentContext::max_trial_count ) && |
| 137 | ( !UnitTest::AreClose ( mean, actual ( CurrentContext::max_trial_count - 1 ), delta ) ) ) { |
| 138 | UnitTest::MemoryOutStream stream; |
| 139 | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << mean << " +/- " << delta << " but was " << actual; |
| 140 | |
| 141 | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
| 142 | |
| 143 | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
| 144 | } |
148 | | int tc = 0; |
149 | | Array<mat> actual ( CurrentContext::max_trial_count ); |
150 | | do { |
151 | | mat smp = hepdf->sample_mat ( nsamples ); |
152 | | vec emu = smp * ones ( nsamples ) / nsamples; |
153 | | mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); |
154 | | actual ( tc ) = er; |
155 | | ++tc; |
156 | | } while ( ( tc < CurrentContext::max_trial_count ) && |
157 | | !UnitTest::AreClose ( R, actual ( tc - 1 ), tolerance ) ); |
158 | | |
159 | | if ( ( tc == CurrentContext::max_trial_count ) && |
160 | | ( !UnitTest::AreClose ( R, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) { |
161 | | UnitTest::MemoryOutStream stream; |
162 | | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << R << " +/- " << tolerance << " but was " << actual; |
163 | | |
164 | | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
165 | | |
166 | | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
167 | | } |
| 148 | int tc = 0; |
| 149 | Array<mat> actual ( CurrentContext::max_trial_count ); |
| 150 | do { |
| 151 | mat smp = hepdf->sample_mat ( nsamples ); |
| 152 | vec emu = smp * ones ( nsamples ) / nsamples; |
| 153 | mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); |
| 154 | actual ( tc ) = er; |
| 155 | ++tc; |
| 156 | } while ( ( tc < CurrentContext::max_trial_count ) && |
| 157 | !UnitTest::AreClose ( R, actual ( tc - 1 ), tolerance ) ); |
| 158 | |
| 159 | if ( ( tc == CurrentContext::max_trial_count ) && |
| 160 | ( !UnitTest::AreClose ( R, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) { |
| 161 | UnitTest::MemoryOutStream stream; |
| 162 | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << R << " +/- " << tolerance << " but was " << actual; |
| 163 | |
| 164 | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
| 165 | |
| 166 | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
| 167 | } |
171 | | vec delta = make_close_tolerance ( variance, nsamples ); |
172 | | |
173 | | int tc = 0; |
174 | | Array<vec> actual ( CurrentContext::max_trial_count ); |
175 | | do { |
176 | | mat smp = mep.samplecond_mat ( vec ( 0 ), nsamples ); |
177 | | vec emu = sum ( smp, 2 ) / nsamples; |
178 | | actual ( tc ) = emu; |
179 | | ++tc; |
180 | | } while ( ( tc < CurrentContext::max_trial_count ) && |
181 | | !UnitTest::AreClose ( mean, actual ( tc - 1 ), delta ) ); |
182 | | if ( ( tc == CurrentContext::max_trial_count ) && |
183 | | ( !UnitTest::AreClose ( mean, actual ( CurrentContext::max_trial_count - 1 ), delta ) ) ) { |
184 | | UnitTest::MemoryOutStream stream; |
185 | | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << mean << " +/- " << delta << " but was " << actual; |
186 | | |
187 | | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
188 | | |
189 | | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
190 | | } |
| 171 | vec delta = make_close_tolerance ( variance, nsamples ); |
| 172 | |
| 173 | int tc = 0; |
| 174 | Array<vec> actual ( CurrentContext::max_trial_count ); |
| 175 | do { |
| 176 | mat smp = mep.samplecond_mat ( vec ( 0 ), nsamples ); |
| 177 | vec emu = sum ( smp, 2 ) / nsamples; |
| 178 | actual ( tc ) = emu; |
| 179 | ++tc; |
| 180 | } while ( ( tc < CurrentContext::max_trial_count ) && |
| 181 | !UnitTest::AreClose ( mean, actual ( tc - 1 ), delta ) ); |
| 182 | if ( ( tc == CurrentContext::max_trial_count ) && |
| 183 | ( !UnitTest::AreClose ( mean, actual ( CurrentContext::max_trial_count - 1 ), delta ) ) ) { |
| 184 | UnitTest::MemoryOutStream stream; |
| 185 | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << mean << " +/- " << delta << " but was " << actual; |
| 186 | |
| 187 | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
| 188 | |
| 189 | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
| 190 | } |
194 | | int tc = 0; |
195 | | Array<mat> actual ( CurrentContext::max_trial_count ); |
196 | | do { |
197 | | mat smp = mep.samplecond_mat ( vec ( 0 ), nsamples ); |
198 | | vec emu = sum ( smp, 2 ) / nsamples; |
199 | | mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); |
200 | | actual ( tc ) = er; |
201 | | ++tc; |
202 | | } while ( ( tc < CurrentContext::max_trial_count ) && |
203 | | !UnitTest::AreClose ( R, actual ( tc - 1 ), tolerance ) ); |
204 | | if ( ( tc == CurrentContext::max_trial_count ) && |
205 | | ( !UnitTest::AreClose ( R, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) { |
206 | | UnitTest::MemoryOutStream stream; |
207 | | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << mean << " +/- " << tolerance << " but was " << actual; |
208 | | |
209 | | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
210 | | |
211 | | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
212 | | } |
213 | | } |
214 | | |
215 | | } |
| 194 | int tc = 0; |
| 195 | Array<mat> actual ( CurrentContext::max_trial_count ); |
| 196 | do { |
| 197 | mat smp = mep.samplecond_mat ( vec ( 0 ), nsamples ); |
| 198 | vec emu = sum ( smp, 2 ) / nsamples; |
| 199 | mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); |
| 200 | actual ( tc ) = er; |
| 201 | ++tc; |
| 202 | } while ( ( tc < CurrentContext::max_trial_count ) && |
| 203 | !UnitTest::AreClose ( R, actual ( tc - 1 ), tolerance ) ); |
| 204 | if ( ( tc == CurrentContext::max_trial_count ) && |
| 205 | ( !UnitTest::AreClose ( R, actual ( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) { |
| 206 | UnitTest::MemoryOutStream stream; |
| 207 | stream << CurrentContext::format_context ( __LINE__ ) << "expected " << mean << " +/- " << tolerance << " but was " << actual; |
| 208 | |
| 209 | UnitTest::TestDetails details ( *UnitTest::CurrentTest::Details(), 0, false ); |
| 210 | |
| 211 | UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); |
| 212 | } |
| 213 | } |
| 214 | |
| 215 | } |