Changeset 484

Timestamp:

08/07/09 09:57:52 (15 years ago)

Author:

vbarta

Message:

repeating failing mpdf tests; mpdf_harness configs now have optional cond (0 by default) and mandatory variance

Location:

library/tests

Files:

• epdf_harness.cpp (modified) (3 diffs)
• mat_checks.h (modified) (1 diff)
• mepdf.cfg (modified) (1 diff)
• mgamma.cfg (modified) (1 diff)
• mlnorm.cfg (modified) (1 diff)
• mpdf_harness.cpp (modified) (2 diffs)
• mpdf_harness.h (modified) (2 diffs)
• testsuite.cpp (modified) (1 diff)

library/tests/epdf_harness.cpp

@@ -142 +142 @@
 
 void epdf_harness::check_sample_mean() {
-        // simplify overloading for Visual Studio
-        vec delta = 2 * ( sqrt ( variance ) / sqrt ( static_cast<double> ( nsamples ) ) );
+        vec delta = make_close_tolerance ( variance, nsamples );
 
         int tc = 0;
@@ -164 +163 @@
        }
 }
-
 
 void epdf_harness::check_covariance() {
@@ -189 +187 @@
 
 void epdf_harness::check_cond_mean( mprod &mep ) {
-        // simplify overloading for Visual Studio
-        vec delta = 2 * ( sqrt ( variance ) / sqrt ( static_cast<double> ( nsamples ) ) );
+        vec delta = make_close_tolerance ( variance, nsamples );
 
         int tc = 0;

library/tests/mat_checks.h

@@ -51 +51 @@
 }
 
+}
+
+/*! Constructs the multiple of standard deviation used for sample
+  tests (currently 2). */
+inline itpp::vec make_close_tolerance ( const itpp::vec & variance, int nsamples ) {
+        // simplify overloading for Visual Studio
+        return 2 * ( sqrt ( variance ) / sqrt ( static_cast<double> ( nsamples ) ) );
 }
 

library/tests/mepdf.cfg

@@ -18 +18 @@
   mean = [ 1.1, -1.0 ];
   R = ( "matrix", 2, 2, [ 1.0, -0.5, -0.5, 2.0 ] );
-  tolerance = 0.3;
+  tolerance = 0.1;
+  variance = [ 0.3, 0.3 ];
 } );
 

library/tests/mgamma.cfg

@@ -20 +20 @@
   mean = [ 1.5, 1.7 ];
   R = ( "matrix", 2, 2, [ 2.25, 0.0, 0.0, 2.89 ] );
-  tolerance = 0.5;
+  variance = [ 0.4, 0.4 ];
+  tolerance = 0.4;
 } );
 

library/tests/mlnorm.cfg

@@ -12 +12 @@
   R = ( "matrix", 2, 2, [ 1.26402, 0.378231, 0.378231, 5.15925 ] );
   tolerance = 0.6;
+  variance = [ 0.2, 0.2 ];
 } );
 

library/tests/mpdf_harness.cpp

@@ -28 +28 @@
 void mpdf_harness::from_setting ( const Setting &set ) {
         hmpdf = UI::build<mpdf> ( set, "mpdf", UI::compulsory );
-        UI::get ( cond, set, "cond", UI::compulsory );
         UI::get ( mean, set, "mean", UI::compulsory );
+        UI::get ( variance, set, "variance", UI::compulsory );
+
+        if ( !UI::get ( cond, set, "cond", UI::optional ) ) {
+                cond = zeros ( hmpdf->dimensionc() );
+        }
 
         UI::get ( nsamples, set, "nsamples", UI::optional );
@@ -38 +42 @@
 void mpdf_harness::test ( const char *config_name, int idx ) {
         CurrentContext cc ( config_name, idx );
-
-        mat smp = hmpdf->samplecond_m ( cond, nsamples );
-        int n = smp.cols();
-        vec emu = smp * ones ( n ) / n;
-        mat er = ( smp * smp.T() ) / n - outer_product ( emu, emu );
-        CHECK_CLOSE_EX ( mean, emu, tolerance );
-
+        check_mean();
         if ( R.rows() > 0 ) {
-                CHECK_CLOSE_EX ( R, er, tolerance );
+                check_covariance();
         }
 }
 
+void mpdf_harness::check_mean() {
+        vec delta = make_close_tolerance ( variance, nsamples );
+
+        int tc = 0;
+        Array<vec> actual(CurrentContext::max_trial_count);
+        do {
+                mat smp = hmpdf->samplecond_m ( cond, nsamples );
+                vec emu = smp * ones ( nsamples ) / nsamples;
+                actual( tc ) = emu;
+                ++tc;
+        } while ( ( tc < CurrentContext::max_trial_count ) &&
+                  !UnitTest::AreClose ( mean, actual( tc - 1 ), delta ) );
+        if ( ( tc == CurrentContext::max_trial_count ) &&
+             ( !UnitTest::AreClose ( mean, actual( CurrentContext::max_trial_count - 1 ), delta ) ) ) {
+                UnitTest::MemoryOutStream stream;
+                stream << CurrentContext::format_context(__LINE__) << "expected " << mean << " +/- " << delta << " but was " << actual;
+
+                UnitTest::TestDetails details(*UnitTest::CurrentTest::Details(), 0, false);
+
+                UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
+       }
 }
+
+void mpdf_harness::check_covariance() {
+        int tc = 0;
+        Array<mat> actual(CurrentContext::max_trial_count);
+        do {
+                mat smp = hmpdf->samplecond_m ( cond, nsamples );
+                vec emu = smp * ones ( nsamples ) / 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;
+                stream << CurrentContext::format_context(__LINE__) << "expected " << R << " +/- " << tolerance << " but was " << actual;
+
+                UnitTest::TestDetails details(*UnitTest::CurrentTest::Details(), 0, false);
+
+                UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
+       }
+}
+
+}

library/tests/mpdf_harness.h

@@ -29 +29 @@
         vec cond;
         vec mean;
+        vec variance;
         int nsamples;
         mat R;
@@ -46 +47 @@
                 return hmpdf.get();
         }
+
+private:
+        void check_mean();
+
+        // assumes R is valid
+        void check_covariance();
 };
 

library/tests/testsuite.cpp

@@ -1 +1 @@
 #include "UnitTest++.h"
 #include "itpp_ext.h"
+#include <iostream>
+#include <iomanip>
 
 int main ( int, char const *[] ) {
         itpp::RNG_randomize();
-        return UnitTest::RunAllTests();
+        try {
+          return UnitTest::RunAllTests();
+        } catch ( std::exception const& e ) {
+          std::cerr << e.what() << std::endl;
+          return -1;
+        }
 }