Changeset 516 for library

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Timestamp:
08/13/09 09:15:39 (15 years ago)
Author:
vbarta
Message:

testing mmix

Location:
library
Files:
2 modified

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Unmodified
Added
Removed

  • library/system/SetBdmEnv.cmake

    r509 r516  
    9191                        target_link_libraries (${FN} ${FRAMEWORK_VECLIB}) 
    9292                ENDIF(APPLE) 
    93                 IF(ITPP_LIBRARY_DEBUG) 
    94                         target_link_libraries (${FN} debug itpp_debug) 
    95                         target_link_libraries (${FN} optimized itpp) 
    96                 ELSE(ITPP_LIBRARY_DEBUG) 
    97                         target_link_libraries (${FN} itpp_debug)         
    98                 ENDIF(ITPP_LIBRARY_DEBUG) 
     93                target_link_libraries (${FN} itpp)       
     94#               target_link_libraries (${FN} debug itpp_debug) 
     95#               target_link_libraries (${FN} optimized itpp) 
    9996        ENDIF(WIN32) 
    10097        target_link_libraries (${FN} bdm) 
    … …  
    111108                        target_link_libraries (${FN} ${FRAMEWORK_VECLIB}) 
    112109                ENDIF(APPLE) 
    113                 IF(ITPP_LIBRARY_DEBUG) 
    114                         target_link_libraries (${FN} debug itpp_debug) 
    115                         target_link_libraries (${FN} optimized itpp) 
    116                 ELSE(ITPP_LIBRARY_DEBUG) 
    117                         target_link_libraries (${FN} itpp_debug)         
    118                 ENDIF(ITPP_LIBRARY_DEBUG) 
     110                target_link_libraries (${FN} itpp)       
    119111        ENDIF(WIN32) 
    120112        target_link_libraries (${FN} bdm) 

  • library/tests/mpdf_test.cpp

    r505 r516  
    11#include "base/bdmbase.h" 
    22#include "base/user_info.h" 
    3 #include "stat/exp_family.h" 
     3#include "stat/emix.h" 
    44#include "itpp_ext.h" 
    55#include "mpdf_harness.h" 
    … …  
    88 
    99using namespace bdm; 
     10 
     11static void check_mean(mmix &mMix, const vec &mu0, int nsamples, const vec &mean, double tolerance); 
     12 
     13static void check_covariance(mmix &mMix, const vec &mu0, int nsamples, const mat &R, double tolerance); 
    1014 
    1115TEST ( test_mepdf ) { 
    … …  
    2428        mpdf_harness::test_config ( "mprod.cfg" ); 
    2529} 
     30 
     31// not using mpdf_harness because mmix isn't configurable (yet?) 
     32TEST ( test_mmix ) { 
     33        RV x ( "{mmixx }", "2" ); 
     34        RV y ( "{mmixy }", "2" ); 
     35        int N = 10000; //number of samples 
     36        vec mu0 ( "1.5 1.7" ); 
     37        mat V0 ( "1.2 0.3; 0.3 5" ); 
     38        ldmat R = ldmat ( V0 ); 
     39 
     40        shared_ptr<enorm<ldmat> > eN = new enorm<ldmat>(); 
     41        eN->set_parameters ( mu0, R ); 
     42 
     43        shared_ptr<mgamma> mG = new mgamma(); 
     44        double k = 10.0; 
     45        mG->set_parameters ( k, mu0 ); 
     46 
     47        mmix mMix; 
     48        Array<shared_ptr<mpdf> > mComs ( 2 ); 
     49 
     50        // mmix::set_parameters requires the first mpdf to be named 
     51        mG->set_rv(x); 
     52        mG->set_rvc(y); 
     53        mComs ( 0 ) = mG; 
     54 
     55        eN->set_mu ( vec_2 ( 0.0, 0.0 ) ); 
     56        shared_ptr<mepdf> mEnorm = new mepdf ( eN ); 
     57        mComs ( 1 ) = mEnorm; 
     58 
     59        mMix.set_parameters ( vec_2 ( 0.5, 0.5 ), mComs ); 
     60 
     61        double tolerance = 0.1; 
     62 
     63        vec tmu = 0.5 * eN->mean() + 0.5 * mu0; 
     64        check_mean ( mMix, mu0, N, tmu, tolerance ); 
     65 
     66        mat observedR ( "1.27572 0.778247; 0.778247 3.33129" ); 
     67        check_covariance( mMix, mu0, N, observedR, tolerance); 
     68} 
     69 
     70static void check_mean(mmix &mMix, const vec &mu0, int nsamples, const vec &mean, double tolerance) { 
     71        int tc = 0; 
     72        Array<vec> actual(CurrentContext::max_trial_count); 
     73        do { 
     74                mat smp = mMix.samplecond_m ( mu0, nsamples ); 
     75                vec emu = smp * ones ( nsamples ) / nsamples ; 
     76                actual( tc ) = emu; 
     77                ++tc; 
     78        } while ( ( tc < CurrentContext::max_trial_count ) && 
     79                  !UnitTest::AreClose ( mean, actual( tc - 1 ), tolerance ) ); 
     80        if ( ( tc == CurrentContext::max_trial_count ) && 
     81             ( !UnitTest::AreClose ( mean, actual( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) { 
     82                UnitTest::MemoryOutStream stream; 
     83                UnitTest::TestDetails details(*UnitTest::CurrentTest::Details(), __LINE__); 
     84                stream << "Expected " << mean << " +/- " << tolerance << " but was " << actual; 
     85 
     86                UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); 
     87        } 
     88} 
     89 
     90static void check_covariance(mmix &mMix, const vec &mu0, int nsamples, const mat &R, double tolerance) { 
     91        int tc = 0; 
     92        Array<mat> actual(CurrentContext::max_trial_count); 
     93        do { 
     94                mat smp = mMix.samplecond_m ( mu0, nsamples ); 
     95                vec emu = smp * ones ( nsamples ) / nsamples ; 
     96                mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu ); 
     97                actual( tc ) = er; 
     98                ++tc; 
     99        } while ( ( tc < CurrentContext::max_trial_count ) && 
     100                  !UnitTest::AreClose ( R, actual( tc - 1 ), tolerance ) ); 
     101        if ( ( tc == CurrentContext::max_trial_count ) && 
     102             ( !UnitTest::AreClose ( R, actual( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) { 
     103                UnitTest::MemoryOutStream stream; 
     104                UnitTest::TestDetails details(*UnitTest::CurrentTest::Details(), __LINE__); 
     105                stream << "Expected " << R << " +/- " << tolerance << " but was " << actual; 
     106 
     107                UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() ); 
     108       } 
     109}