/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.descriptive;
import static org.testng.AssertJUnit.assertEquals;
import org.testng.annotations.Test;
import cern.jet.random.engine.MersenneTwister;
import cern.jet.random.engine.MersenneTwister64;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class SemiStandardDeviationCalculatorTest {
private static final Function1D<double[], Double> UPSIDE = new SemiStandardDeviationCalculator(false);
private static final Function1D<double[], Double> DOWNSIDE = new SemiStandardDeviationCalculator();
private static final int N = 1000000;
private static final double[] X = new double[N];
static {
final MersenneTwister64 engine = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
for (int i = 0; i < N; i++) {
X[i] = engine.nextDouble() - 0.5;
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullArray() {
UPSIDE.evaluate((double[]) null);
}
@Test
public void test() {
final double eps = 1e-3;
PartialMomentCalculator pm = new PartialMomentCalculator(0, true);
assertEquals(UPSIDE.evaluate(X), pm.evaluate(X), eps);
pm = new PartialMomentCalculator(0, false);
assertEquals(DOWNSIDE.evaluate(X), pm.evaluate(X), eps);
}
}