ChiSquareDistributionTest.java

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.statistics.distribution;

import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;

import org.testng.annotations.Test;

/**
 * Test.
 */
@Test
public class ChiSquareDistributionTest extends ProbabilityDistributionTestCase {
  private static final double[] X = new double[] {1.9, 5.8, 9.0, 15.5, 39 };
  private static final double[] DOF = new double[] {3, 6, 7, 16, 28 };
  private static final double[] Q = new double[] {0.59342, 0.44596, 0.25266, 0.48837, 0.08092 };
  private static final ChiSquareDistribution DIST = new ChiSquareDistribution(1, ENGINE);

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNegativeDOF1() {
    new ChiSquareDistribution(-2);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNegativeDOF2() {
    new ChiSquareDistribution(-2, ENGINE);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullEngine() {
    new ChiSquareDistribution(2, null);
  }

  @Test
  public void testObject() {
    assertEquals(1, DIST.getDegreesOfFreedom(), 0);
    ChiSquareDistribution other = new ChiSquareDistribution(1);
    assertEquals(DIST, other);
    assertEquals(DIST.hashCode(), other.hashCode());
    other = new ChiSquareDistribution(1, ENGINE);
    assertEquals(DIST, other);
    assertEquals(DIST.hashCode(), other.hashCode());
    other = new ChiSquareDistribution(2);
    assertFalse(other.equals(DIST));
  }

  @Test
  public void test() {
    assertCDFWithNull(DIST);
    assertPDFWithNull(DIST);
    assertInverseCDFWithNull(DIST);
    ChiSquareDistribution dist;
    for (int i = 0; i < 5; i++) {
      dist = new ChiSquareDistribution(DOF[i], ENGINE);
      assertEquals(1 - dist.getCDF(X[i]), Q[i], EPS);
      assertEquals(dist.getInverseCDF(dist.getCDF(X[i])), X[i], EPS);
    }
  }
}