/**
* 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 com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.descriptive.SampleStandardDeviationCalculator;
import com.opengamma.analytics.math.statistics.distribution.NormalDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
import com.opengamma.util.test.TestGroup;
/**
*/
@Test(groups = TestGroup.UNIT)
public class SampleMedianAbsoluteDeviationCalculatorTest {
private static final double MEAN = 3.5;
private static final double STD = 0.2;
private static final Function1D<double[], Double> MAD_CALC = new SampleMedianAbsoluteDeviationCalculator();
private static final Function1D<double[], Double> STD_CALC = new SampleStandardDeviationCalculator();
private static final ProbabilityDistribution<Double> NORMAL = new NormalDistribution(MEAN, STD);
private static final double[] NORMAL_DATA = new double[50000];
private static final double EPS = 1e-2;
static {
for (int i = 0; i < 50000; i++) {
NORMAL_DATA[i] = NORMAL.nextRandom();
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNull() {
MAD_CALC.evaluate((double[]) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testInsufficientData() {
MAD_CALC.evaluate(new double[] {3.});
}
@Test
public void test() {
assertEquals(STD_CALC.evaluate(NORMAL_DATA), MAD_CALC.evaluate(NORMAL_DATA) / .6745, EPS);
}
}