/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.distribution;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import org.testng.Assert;
import org.testng.annotations.Test;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class GeneralizedExtremeValueDistributionTest extends ProbabilityDistributionTestCase {
private static final double MU = 1.5;
private static final double SIGMA = 0.6;
private static final double KSI = 0.7;
private static final GeneralizedExtremeValueDistribution DIST = new GeneralizedExtremeValueDistribution(MU, SIGMA, KSI);
private static final double LARGE_X = 1e10;
@Test(expectedExceptions = IllegalArgumentException.class)
public void testBadConstructor() {
new GeneralizedExtremeValueDistribution(MU, -SIGMA, KSI);
}
@Test
public void testBadInputs() {
assertCDFWithNull(DIST);
assertPDFWithNull(DIST);
}
@Test
public void testObject() {
assertEquals(MU, DIST.getMu(), 0);
assertEquals(SIGMA, DIST.getSigma(), 0);
assertEquals(KSI, DIST.getKsi(), 0);
GeneralizedExtremeValueDistribution other = new GeneralizedExtremeValueDistribution(MU, SIGMA, KSI);
assertEquals(DIST, other);
assertEquals(DIST.hashCode(), other.hashCode());
other = new GeneralizedExtremeValueDistribution(MU + 1, SIGMA, KSI);
assertFalse(other.equals(DIST));
other = new GeneralizedExtremeValueDistribution(MU, SIGMA + 1, KSI);
assertFalse(other.equals(DIST));
other = new GeneralizedExtremeValueDistribution(MU, SIGMA, KSI + 1);
assertFalse(other.equals(DIST));
}
@Test
public void testSupport() {
ProbabilityDistribution<Double> dist = new GeneralizedExtremeValueDistribution(MU, SIGMA, KSI);
double limit = MU - SIGMA / KSI;
assertLimit(dist, limit - EPS);
assertEquals(dist.getCDF(limit + EPS), 0, EPS);
assertEquals(dist.getCDF(LARGE_X), 1, EPS);
dist = new GeneralizedExtremeValueDistribution(MU, SIGMA, -KSI);
limit = MU + SIGMA / KSI;
assertLimit(dist, limit + EPS);
assertEquals(dist.getCDF(-LARGE_X), 0, EPS);
assertEquals(dist.getCDF(limit - EPS), 1, EPS);
dist = new GeneralizedExtremeValueDistribution(MU, SIGMA, 0);
assertEquals(dist.getCDF(-LARGE_X), 0, EPS);
assertEquals(dist.getCDF(LARGE_X), 1, EPS);
}
private void assertLimit(final ProbabilityDistribution<Double> dist, final double limit) {
try {
dist.getCDF(limit);
Assert.fail();
} catch (final IllegalArgumentException e) {
// Expected
}
try {
dist.getPDF(limit);
Assert.fail();
} catch (final IllegalArgumentException e) {
// Expected
}
}
}