Changeset 462

Timestamp:

07/31/09 15:17:20 (15 years ago)

Author:

vbarta

Message:

moved test of marginal & condition to epdf_harness

Location:

library

Files:

• bdm/base/bdmbase.cpp (modified) (1 diff)
• bdm/base/bdmbase.h (modified) (1 diff)
• tests/CMakeLists.txt (modified) (1 diff)
• tests/enorm.cfg (modified) (2 diffs)
• tests/epdf_harness.cpp (modified) (4 diffs)
• tests/epdf_harness.h (modified) (1 diff)
• tests/mepdf_test.cpp (deleted)
• tests/mlnorm.cfg (modified) (1 diff)
• tests/mpdf_test.cpp (modified) (1 diff)

library/bdm/base/bdmbase.cpp

@@ -318 +318 @@
 }
 
+void mepdf::condition(const vec &cond) {
+}
+
+void mepdf::from_setting(const Setting &set) {
+    shared_ptr<epdf> e(UI::build<epdf>(set, "epdf"));
+    set_ep(e);
+}
+
 RV compositepdf::getrv ( bool checkoverlap ) {
         RV rv; //empty rv

library/bdm/base/bdmbase.h

@@ -611 +611 @@
 class mepdf : public mpdf {
 public:
-        //!Default constructor
-        mepdf() { }
-
-        mepdf(shared_ptr<epdf> em) :mpdf ( ) { set_ep(em); dimc=0; }
-
-        void condition ( const vec &cond ) {}
-
-  //! Load from structure with elements:
-  //!  \code
-  //! { class = "mepdf",         
-  //!   epdfs = {class="epdfs",...}
-  //! }
-  //! \endcode
-  //!@}
-        void from_setting(const Setting &set){
-                epdf *e = UI::build<epdf>(set, "epdf");
-                set_ep(e);
-        }
+    //!Default constructor
+    mepdf() { }
+
+    mepdf(shared_ptr<epdf> em) {
+        set_ep(em);
+        dimc = 0;
+    }
+
+    //! empty
+    void condition(const vec &cond);
+
+    //! Load from structure with elements:
+    //!  \code
+    //! { class = "mepdf",         
+    //!   epdfs = {class="epdfs",...}
+    //! }
+    //! \endcode
+    //!@}
+    void from_setting(const Setting &set);
 };
 UIREGISTER(mepdf);

library/tests/CMakeLists.txt

@@ -33 +33 @@
 
 # using UnitTest++
-add_executable(testsuite datalink_test.cpp egiw_test.cpp epdf_test.cpp loggers_test.cpp mepdf_test.cpp mpdf_test.cpp rv_test.cpp square_mat_test.cpp testsuite.cpp test_user_info.cpp test_shared_ptr.cpp)
+add_executable(testsuite datalink_test.cpp egiw_test.cpp epdf_test.cpp loggers_test.cpp mpdf_test.cpp rv_test.cpp square_mat_test.cpp testsuite.cpp test_user_info.cpp test_shared_ptr.cpp)
 target_link_libraries(testsuite bdm itpp testutil unittest)
 

library/tests/enorm.cfg

@@ -18 +18 @@
   marginal_rv =     {
       class = "RV";
-      names = ( "x" );
+      names = ( "y" );
     };
-  tolerance = 0.2;
+  tolerance = 0.3;
 },
 {
@@ -39 +39 @@
   R = ( "matrix", 2, 2, [ 5.0, -0.05, -0.05, 5.2 ] );
   nbins = [ 200, 200 ];
-  tolerance = 0.5;
+  tolerance = 0.8;
 },
 {

library/tests/epdf_harness.cpp

@@ -3 +3 @@
 #include "base/user_info.h"
 #include "stat/exp_family.h"
+#include "stat/emix.h"
 #include "mat_checks.h"
 #include "test_util.h"
 #include "UnitTest++.h"
+#include <memory>
 
 namespace bdm {
@@ -47 +49 @@
     }
 
+    if (set.exists("marginal_rv")) {
+        mrv = shared_ptr<RV>(UI::build<RV>(set, "marginal_rv"));
+    }
+
     if (set.exists("tolerance")) {
         UI::get(tolerance, set, "tolerance");
@@ -73 +79 @@
         }
 
-        CHECK_CLOSE_EX(mean, num_mean2(hepdf.get(), xb, yb, nbins(0), nbins(1)), 0.1);
-        CHECK_CLOSE_EX(1.0, normcoef(hepdf.get(), xb, yb, nbins(0), nbins(1)), 0.1);
+        CHECK_CLOSE_EX(mean, num_mean2(hepdf.get(), xb, yb, nbins(0), nbins(1)), tolerance);
+        CHECK_CLOSE_EX(1.0, normcoef(hepdf.get(), xb, yb, nbins(0), nbins(1)), tolerance);
     }
 
@@ -85 +91 @@
         CHECK_CLOSE_EX(R, er, tolerance);
     }
+
+    if (mrv.get()) {
+        RV crv = hepdf->_rv().subt(*mrv);
+        shared_ptr<epdf> m = hepdf->marginal(*mrv);
+        shared_ptr<mpdf> c = hepdf->condition(crv);
+        mepdf mm(m);
+
+        Array<mpdf *> aa(2);
+        aa(0) = c.get();
+        aa(1) = &mm;
+        mprod mEp(aa);
+
+        int n = nsamples;
+        mat smp = mEp.samplecond(vec(0), n);
+        vec emu = sum(smp, 2) / n;
+        CHECK_CLOSE_EX(mean, emu, tolerance);
+
+        if (R.rows() > 0) {
+            mat er = (smp * smp.T()) / n - outer_product(emu, emu);
+            CHECK_CLOSE_EX(R, er, tolerance);
+        }
+
+        // test of pdflog at zero
+        vec zero(0);
+        vec zeron(hepdf->dimension());
+        for (int i = 0; i < zeron.size(); ++i) {
+            zeron(i) = 0;
+        }
+
+        CHECK_CLOSE_EX(hepdf->evallog(zeron), mEp.evallogcond(zeron, zero), tolerance);
+    }
 }
 

library/tests/epdf_harness.h

@@ -35 +35 @@
     int nsamples;
     mat R;
+    shared_ptr<RV> mrv;
     double tolerance;
 

library/tests/mlnorm.cfg

@@ -11 +11 @@
   mean = [ 1.5, 1.7 ];
   R = ( "matrix", 2, 2, [ 1.26402, 0.378231, 0.378231, 5.15925 ] );
-  tolerance = 0.4;
+  tolerance = 0.6;
 } );
 

library/tests/mpdf_test.cpp

@@ -18 +18 @@
     ParticularUI<mlnorm<ldmat> >("mlnorm<ldmat>"));
 
+TEST(test_mepdf) {
+    mpdf_harness::test_config("mepdf.cfg");
+}
+
 TEST(test_mgamma) {
     mpdf_harness::test_config("mgamma.cfg");