Changeset 500

Timestamp:

08/11/09 11:27:10 (15 years ago)

Author:

vbarta

Message:

moved emix_test to testsuite

Location:

library/tests

Files:

• CMakeLists.txt (modified) (2 diffs)
• emix_test.cpp (modified) (6 diffs)

library/tests/CMakeLists.txt

@@ -20 +20 @@
 LINK_EXEC(square_mat_prep)
 
-EXEC(emix_test)
 EXEC(testResample)
 
@@ -40 +39 @@
 
 # using UnitTest++
-add_executable(testsuite datalink_test.cpp egiw_test.cpp epdf_test.cpp loggers_test.cpp mpdf_test.cpp rv_test.cpp shared_ptr_test.cpp square_mat_test.cpp testsuite.cpp user_info_test.cpp)
+add_executable(testsuite datalink_test.cpp egiw_test.cpp emix_test.cpp epdf_test.cpp loggers_test.cpp mpdf_test.cpp rv_test.cpp shared_ptr_test.cpp square_mat_test.cpp testsuite.cpp user_info_test.cpp)
 target_link_libraries(testsuite testutil unittest)
 LINK_EXEC(testsuite)

library/tests/emix_test.cpp

@@ -2 +2 @@
 #include "stat/exp_family.h"
 #include "stat/emix.h"
+#include "mat_checks.h"
+#include "UnitTest++.h"
+#include "test_util.h"
+
+const double epsilon = 0.00001;
 
 using namespace bdm;
@@ -9 +14 @@
 using std::endl;
 
-double normcoef ( const epdf* ep, const vec &xb, const vec &yb, int Ngr = 100 ) {
-        mat PPdf ( Ngr + 1, Ngr + 1 );
-        vec rgr ( 2 );
-
-        int i = 0, j = 0;
-        double xstep = ( xb ( 1 ) - xb ( 0 ) ) / Ngr;
-        double ystep = ( yb ( 1 ) - yb ( 0 ) ) / Ngr;
-
-        for ( double x = xb ( 0 ); x <= xb ( 1 ); x += xstep, i++ ) {
-                rgr ( 0 ) = x;
-                j = 0;
-                for ( double y = yb ( 0 ); y <= yb ( 1 ); y += ystep, j++ ) {
-                        rgr ( 1 ) = y;
-                        PPdf ( i, j ) = exp ( ep->evallog ( rgr ) );
-                }
-        }
-        return sumsum ( PPdf ) *xstep*ystep;
-}
-
-int main() {
-        RNG_randomize();
-
+TEST ( test_emix_old ) {
         RV x ( "{x }" );
         RV y ( "{y }" );
@@ -49 +33 @@
         M1.set_rv ( xy );
         M1.set_parameters ( vec ( "1" ), A1, false );
-        cout << "======== test if ARX and emix with one ARX are the same ===" << endl;
 
+        // test if ARX and emix with one ARX are the same
         epdf* Mm = M1.marginal ( y );
         epdf* Am = E1.marginal ( y );
@@ -56 +40 @@
         mpdf* Ac = E1.condition ( y );
 
-        cout << * ( ( mlnorm<ldmat>* ) Ac ) << endl;
+        mlnorm<ldmat> *wacnd = dynamic_cast<mlnorm<ldmat> *>(Ac);
+        CHECK(wacnd);
+        if ( wacnd ) {
+                CHECK_CLOSE ( mat ( "-0.349953" ), wacnd->_A(), epsilon );
+                CHECK_CLOSE ( vec ( "1.39564" ), wacnd->_mu_const(), epsilon );
+                CHECK_CLOSE ( mat ( "0.939557" ), wacnd->_R(), epsilon );
+        }
 
-        cout << "Mix marg at 0: " << Mm->evallog ( vec_1 ( 0.0 ) ) << endl;
-        cout << "ARX marg at 0: " << Am->evallog ( vec_1 ( 0.0 ) ) << endl;
-        cout << "Mix cond at 0,0: " << Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ) << endl;
-        cout << "ARX cond at 0,0: " << Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ) << endl;
+        double same = -1.46433;
+        CHECK_CLOSE ( same, Mm->evallog ( vec_1 ( 0.0 ) ), epsilon );
+        CHECK_CLOSE ( same, Am->evallog ( vec_1 ( 0.0 ) ), epsilon );
+        CHECK_CLOSE ( 0.145974, Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon );
+        CHECK_CLOSE ( -1.92433, Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ), epsilon );
 
-        cout << "======== Mixture with two components ===" << endl;
+        // mixture with two components
         Array<epdf*> A2 ( 2 );
         A2 ( 0 ) = &E1;
@@ -73 +64 @@
 
 
-        cout << "Mixture normalization: " << normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ) << endl;
+        // mixture normalization
+        CHECK_CLOSE ( 1.0, normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ), 0.1 );
 
         int N = 3;
-        vec ll ( N );
         vec ll2 ( N );
         mat Smp = M2.sample_m ( N );
-        ll = M2.evallog_m ( Smp );
+        vec ll = M2.evallog_m ( Smp );
 
         vec Emu = sum ( Smp, 2 ) / N;
+        CHECK_CLOSE ( vec ( "1.00054 1.0455" ), Emu, 1.0 );
+
         mat Er = ( Smp * Smp.transpose() ) / N - outer_product ( Emu, Emu );
+        CHECK_CLOSE ( mat ( "0.740142 -0.259015; -0.259015 1.0302" ), Er, 2.0 );
 
-        cout << "original empirical mean: " << Emu << endl;
-        cout << "original empirical variance: " << Er << endl;
+        epdf *nm2mrg = M2.marginal ( y );
+        CHECK ( nm2mrg );
+        shared_ptr<epdf> Mg ( nm2mrg );
+        mpdf *Cn = M2.condition ( x );
+        CHECK ( Cn );
 
-        shared_ptr<epdf> Mg ( dynamic_cast<epdf *> ( M2.marginal ( y ) ) );
-        mpdf* Cn = ( mpdf* ) M2.condition ( x );
-
+#if false
         it_file it ( "emix_test.it" );
         it << Name ( "Smp" ) << Smp;
+#endif
 
-        cout << "marginal mean: " << Mg->mean() << endl;
+        // marginal mean
+        CHECK_CLOSE ( vec ( "1.0" ), Mg->mean(), 0.1 );
 
-        cout << "========== putting them back together ======= " << endl;
+#if false
+        // putting them back together
         mepdf mMg ( Mg );
         Array<mpdf*> AA ( 2 );
@@ -107 +105 @@
         it << Name ( "ll" ) << ll;
         it << Name ( "ll2" ) << ll2;
-
-
+#endif
 }