/**
* 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 com.opengamma.analytics.math.function.Function1D;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class PartialMomentCalculatorTest {
private static final Function1D<double[], Double> UPSIDE1 = new PartialMomentCalculator(0, false);
private static final Function1D<double[], Double> DOWNSIDE1 = new PartialMomentCalculator();
private static final Function1D<double[], Double> UPSIDE2 = new PartialMomentCalculator(0.5, false);
private static final Function1D<double[], Double> DOWNSIDE2 = new PartialMomentCalculator(-0.5, true);
private static final int N = 100;
private static final double[] POSITIVE_X = new double[N];
private static final double[] NEGATIVE_X = new double[N];
private static final double[] X1 = new double[N];
private static final double[] X2 = new double[N];
static {
for (int i = 0; i < N; i++) {
POSITIVE_X[i] = 0.5;
NEGATIVE_X[i] = -0.5;
if (i % 10 == 0) {
X1[i] = 0.64;
X2[i] = -0.6;
}
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullArray() {
UPSIDE1.evaluate((double[]) null);
}
@Test
public void test() {
final double eps = 1e-15;
assertEquals(UPSIDE1.evaluate(POSITIVE_X), 0.5, eps);
assertEquals(DOWNSIDE1.evaluate(POSITIVE_X), 0, eps);
assertEquals(UPSIDE1.evaluate(NEGATIVE_X), 0, eps);
assertEquals(DOWNSIDE1.evaluate(NEGATIVE_X), 0.5, eps);
assertEquals(UPSIDE2.evaluate(X1), 0.14, eps);
assertEquals(DOWNSIDE2.evaluate(X2), 0.1, eps);
}
}