/**
* 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.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 PearsonSkewnessCoefficientCalculatorTest {
private static final double STD = 2.;
private static final Function1D<double[], Double> FIRST = new PearsonFirstSkewnessCoefficientCalculator();
private static final Function1D<double[], Double> SECOND = new PearsonSecondSkewnessCoefficientCalculator();
private static final ProbabilityDistribution<Double> NORMAL = new NormalDistribution(0, STD, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
private static final double[] NORMAL_DATA = new double[50000];
static {
for (int i = 0; i < 50000; i++) {
NORMAL_DATA[i] = ((int) (100 * NORMAL.nextRandom())) / 100.;
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullFirst() {
FIRST.evaluate((double[]) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullSecond() {
SECOND.evaluate((double[]) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testEmptyFirst() {
FIRST.evaluate(new double[0]);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testEmptySecond() {
SECOND.evaluate(new double[0]);
}
@Test
public void test() {
final Double t1 = FIRST.evaluate(NORMAL_DATA);
final Double t2 = SECOND.evaluate(NORMAL_DATA);
assertEquals(t1, 0, 0.1);
assertEquals(t2, 0, 0.1);
}
}