/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.distribution; import org.apache.commons.math4.distribution.LevyDistribution; import org.apache.commons.numbers.core.Precision; import org.junit.Assert; import org.junit.Test; public class LevyDistributionTest extends RealDistributionAbstractTest { @Test public void testParameters() { LevyDistribution d = makeDistribution(); Assert.assertEquals(1.2, d.getLocation(), Precision.EPSILON); Assert.assertEquals(0.4, d.getScale(), Precision.EPSILON); } @Test public void testSupport() { LevyDistribution d = makeDistribution(); Assert.assertEquals(d.getLocation(), d.getSupportLowerBound(), Precision.EPSILON); Assert.assertTrue(Double.isInfinite(d.getSupportUpperBound())); Assert.assertTrue(d.isSupportConnected()); } @Override public LevyDistribution makeDistribution() { return new LevyDistribution(1.2, 0.4); } @Override public double[] makeCumulativeTestPoints() { return new double[] { 1.2001, 1.21, 1.225, 1.25, 1.3, 1.9, 3.4, 5.6 }; } @Override public double[] makeCumulativeTestValues() { // values computed with R and function plevy from rmutil package return new double[] { 0, 2.53962850749e-10, 6.33424836662e-05, 0.00467773498105, 0.0455002638964, 0.449691797969, 0.669815357599, 0.763024600553 }; } @Override public double[] makeDensityTestValues() { // values computed with R and function dlevy from rmutil package return new double[] { 0, 5.20056373765e-07, 0.0214128361224, 0.413339707082, 1.07981933026, 0.323749319161, 0.0706032550094, 0.026122839884 }; } /** * Creates the default logarithmic probability density test expected values. * Reference values are from R, version 2.14.1. */ @Override public double[] makeLogDensityTestValues() { return new double[] { -1987.561573341398d, -14.469328620160d, -3.843764717971d, -0.883485488811d, 0.076793740349d, -1.127785768948d, -2.650679030597d, -3.644945255983d}; } }