/**
* 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 java.util.Arrays;
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.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class PercentileCalculatorTest {
private static final PercentileCalculator CALCULATOR = new PercentileCalculator(0.1);
private static final RandomEngine RANDOM = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
private static final int N = 100;
private static final double[] X = new double[N];
static {
for (int i = 0; i < N; i++) {
X[i] = RANDOM.nextDouble();
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testHighPercentile() {
new PercentileCalculator(1);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testLowPercentile() {
new PercentileCalculator(0);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testSetHighPercentile() {
CALCULATOR.setPercentile(1);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testSetLowPercentile() {
CALCULATOR.setPercentile(0);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullArray() {
CALCULATOR.evaluate((double[]) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testEmptyArray() {
CALCULATOR.evaluate(new double[0]);
}
@Test
public void testExtremes() {
final double[] y = Arrays.copyOf(X, X.length);
Arrays.sort(y);
CALCULATOR.setPercentile(1e-15);
assertEquals(CALCULATOR.evaluate(X), y[0], 0);
CALCULATOR.setPercentile(1 - 1e-15);
assertEquals(CALCULATOR.evaluate(X), y[N - 1], 0);
}
@Test
public void test() {
assertResult(X, 10);
assertResult(X, 99);
assertResult(X, 50);
}
private void assertResult(final double[] x, final int percentile) {
final double[] copy = Arrays.copyOf(x, N);
Arrays.sort(copy);
int count = 0;
CALCULATOR.setPercentile(((double) percentile) / N);
final double value = CALCULATOR.evaluate(x);
while (copy[count++] < value) {
//intended
}
assertEquals(count - 1, percentile);
}
}