Changeset 523

Timestamp:

08/13/09 12:22:27 (15 years ago)

Author:

vbarta

Message:

moved Wishart tests from testSmp to epdf_test

Files:

• library/tests/epdf_test.cpp (modified) (2 diffs)

library/tests/epdf_test.cpp

@@ -1 +1 @@
 #include "base/user_info.h"
 #include "stat/exp_family.h"
+#include "itpp_ext.h"
 #include "epdf_harness.h"
+#include "mat_checks.h"
 #include "UnitTest++.h"
 
@@ -13 +15 @@
         epdf_harness::test_config ( "enorm.cfg" );
 }
+
+TEST ( test_ewishart ) {
+        mat wM = "1.0 0.9; 0.9 1.0";
+        eWishartCh eW;
+        eW.set_parameters ( wM / 100, 100 );
+        mat mea = zeros ( 2, 2 );
+        mat Ch;
+        for ( int i = 0; i < 100; i++ ) {
+                Ch = eW.sample_mat();
+                mea += Ch.T() * Ch;
+        }
+
+        mat observed ( "0.978486 0.88637; 0.88637 0.992141" );
+        mat actual = mea / 100;
+        CHECK_CLOSE ( observed, actual, 0.1 );
+}
+
+TEST ( test_rwiwishart ) {
+        mat wM = "1.0 0.9; 0.9 1.0";
+        rwiWishartCh rwW;
+        rwW.set_parameters ( 2, 0.1, "1 1", 0.9 );
+        mat mea = zeros ( 2, 2 );
+        mat wMch = chol ( wM );
+        mat Ch ( 2, 2 );
+        for ( int i = 0; i < 100; i++ ) {
+                vec tmp = rwW.samplecond ( vec ( wMch._data(), 4 ) );
+                copy_vector ( 4, tmp._data(), Ch._data() );
+                mea += Ch.T() * Ch;
+        }
+
+        mat observed ( "0.99464 0.885458; 0.885458 1.01853" );
+        mat actual = mea / 100;
+        CHECK_CLOSE ( observed, actual, 0.1 );
+}