Changeset 462 for library/tests/epdf_harness.cpp

Timestamp:

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

Author:

vbarta

Message:

moved test of marginal & condition to epdf_harness

Files:

• library/tests/epdf_harness.cpp (modified) (4 diffs)

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);
+    }
 }