Changeset 520

Timestamp:

08/13/09 10:16:25 (15 years ago)

Author:

vbarta

Message:

repeating emix mean & covariance tests

Files:

• library/tests/emix_test.cpp (modified) (3 diffs)

library/tests/emix_test.cpp

@@ -10 +10 @@
 using namespace bdm;
 
+static void check_mean ( emix &distrib_obj, int nsamples, const vec &mean, double tolerance );
+
+static void check_covariance ( emix &distrib_obj, int nsamples, const mat &R, double tolerance);
+
 TEST ( test_emix_old ) {
         RV x ( "{x }" );
         RV y ( "{y }" );
         RV xy = concat ( x, y );
+        vec mu0 ( "1.00054 1.0455" );
 
         shared_ptr<enorm<ldmat> > E1 = new enorm<ldmat>();
         E1->set_rv ( xy );
-        E1->set_parameters ( "1.00054 1.0455" , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) );
+        E1->set_parameters ( mu0 , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) );
 
         shared_ptr<enorm<ldmat> > E2 = new enorm<ldmat>();
@@ -64 +69 @@
 
         int N = 3;
-        vec ll2 ( N );
         mat Smp = M2.sample_m ( N );
+
+        vec exp_ll ( "-5.0 -2.53563 -2.62171" );
         vec ll = M2.evallog_m ( Smp );
+        CHECK_CLOSE ( exp_ll, ll, 5.0 );
 
-        vec Emu = sum ( Smp, 2 ) / N;
-        CHECK_CLOSE ( vec ( "1.00054 1.0455" ), Emu, 1.0 );
+        check_mean ( M2, N, mu0, 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 );
+        mat observedR ( "0.740142 -0.259015; -0.259015 1.0302" );
+        check_covariance ( M2, N, observedR, 2.0);
 
         shared_ptr<epdf> Mg = M2.marginal ( y );
@@ -82 +88 @@
         CHECK_CLOSE ( vec ( "1.0" ), Mg->mean(), 0.1 );
 }
+
+static void check_mean ( emix &distrib_obj, int nsamples, const vec &mean, double tolerance ) {
+        int tc = 0;
+        Array<vec> actual(CurrentContext::max_trial_count);
+        do {
+                mat smp = distrib_obj.sample_m ( nsamples );
+                vec emu = sum ( smp, 2 ) / nsamples;
+                actual( tc ) = emu;
+                ++tc;
+        } while ( ( tc < CurrentContext::max_trial_count ) &&
+                  !UnitTest::AreClose ( mean, actual( tc - 1 ), tolerance ) );
+        if ( ( tc == CurrentContext::max_trial_count ) &&
+             ( !UnitTest::AreClose ( mean, actual( CurrentContext::max_trial_count - 1 ), tolerance ) ) ) {
+                UnitTest::MemoryOutStream stream;
+                UnitTest::TestDetails details(*UnitTest::CurrentTest::Details(), __LINE__);
+                stream << "Expected " << mean << " +/- " << tolerance << " but was " << actual;
+
+                UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
+        }
+}
+
+static void check_covariance ( emix &distrib_obj, int nsamples, const mat &R, double tolerance) {
+        int tc = 0;
+        Array<mat> actual(CurrentContext::max_trial_count);
+        do {
+                mat smp = distrib_obj.sample_m ( nsamples );
+                vec emu = sum ( smp, 2 ) / 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;
+                UnitTest::TestDetails details(*UnitTest::CurrentTest::Details(), __LINE__);
+                stream << "Expected " << R << " +/- " << tolerance << " but was " << actual;
+
+                UnitTest::CurrentTest::Results()->OnTestFailure ( details, stream.GetText() );
+       }
+}