/** * 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.robust; import static org.testng.AssertJUnit.assertEquals; import org.testng.annotations.Test; import cern.jet.random.engine.MersenneTwister; import cern.jet.random.engine.MersenneTwister64; import cern.jet.random.engine.RandomEngine; import com.opengamma.analytics.math.function.Function1D; import com.opengamma.analytics.math.statistics.distribution.NormalDistribution; import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT) public class InterquartileRangeCalculatorTest { private static final Function1D<double[], Double> IQR = new InterquartileRangeCalculator(); private static final RandomEngine RANDOM = new MersenneTwister64(MersenneTwister.DEFAULT_SEED); private static final ProbabilityDistribution<Double> NORMAL = new NormalDistribution(0, 1); private static final double[] UNIFORM_DATA; private static final double[] NORMAL_DATA; private static final double EPS = 1e-2; static { final int n = 500000; UNIFORM_DATA = new double[n]; NORMAL_DATA = new double[n]; for (int i = 0; i < n; i++) { UNIFORM_DATA[i] = RANDOM.nextDouble(); NORMAL_DATA[i] = NORMAL.nextRandom(); } } @Test(expectedExceptions = IllegalArgumentException.class) public void testNull() { IQR.evaluate((double[]) null); } @Test(expectedExceptions = IllegalArgumentException.class) public void testInsufficientData() { IQR.evaluate(new double[] {1., 2.}); } @Test public void test() { final double[] x1 = new double[] {1., 2., 3., 4., 5., 6., 7., 8., 9., 10.}; final double[] x2 = new double[] {1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11., 12., 13.}; assertEquals(IQR.evaluate(x1), 5, 1e-15); assertEquals(IQR.evaluate(x2), 6, 1e-15); assertEquals(IQR.evaluate(UNIFORM_DATA), 0.5, EPS); assertEquals(IQR.evaluate(NORMAL_DATA), 2 * NORMAL.getInverseCDF(0.75), EPS); } }