/**
* 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 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.analytics.math.function.Function1D;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class StudentTOneTailedCriticalValueCalculatorTest {
private static final RandomEngine RANDOM = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
private static final double NU = 3;
private static final Function1D<Double, Double> F = new StudentTOneTailedCriticalValueCalculator(NU);
private static final ProbabilityDistribution<Double> T = new StudentTDistribution(NU);
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNu1() {
new StudentTOneTailedCriticalValueCalculator(-3);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNu2() {
new StudentTOneTailedCriticalValueCalculator(-3, null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testEngine() {
new StudentTDistribution(3, null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNull() {
F.evaluate((Double) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegative() {
F.evaluate(-4.);
}
@Test
public void test() {
double x;
final double eps = 1e-5;
for (int i = 0; i < 100; i++) {
x = RANDOM.nextDouble();
assertEquals(x, F.evaluate(T.getCDF(x)), eps);
}
}
}