/*
* 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.junit.Assert;
import org.junit.Test;
import org.apache.commons.math4.TestUtils;
import org.apache.commons.math4.distribution.TDistribution;
import org.apache.commons.math4.exception.NotStrictlyPositiveException;
/**
* Test cases for TDistribution.
* Extends ContinuousDistributionAbstractTest. See class javadoc for
* ContinuousDistributionAbstractTest for details.
*
*/
public class TDistributionTest extends RealDistributionAbstractTest {
//-------------- Implementations for abstract methods -----------------------
/** Creates the default continuous distribution instance to use in tests. */
@Override
public TDistribution makeDistribution() {
return new TDistribution(5.0);
}
/** Creates the default cumulative probability distribution test input values */
@Override
public double[] makeCumulativeTestPoints() {
// quantiles computed using R version 2.9.2
return new double[] {-5.89342953136, -3.36492999891, -2.57058183564, -2.01504837333, -1.47588404882,
5.89342953136, 3.36492999891, 2.57058183564, 2.01504837333, 1.47588404882};
}
/** Creates the default cumulative probability density test expected values */
@Override
public double[] makeCumulativeTestValues() {
return new double[] {0.001, 0.01, 0.025, 0.05, 0.1, 0.999,
0.990, 0.975, 0.950, 0.900};
}
/** Creates the default probability density test expected values */
@Override
public double[] makeDensityTestValues() {
return new double[] {0.000756494565517, 0.0109109752919, 0.0303377878006, 0.0637967988952, 0.128289492005,
0.000756494565517, 0.0109109752919, 0.0303377878006, 0.0637967988952, 0.128289492005};
}
// --------------------- Override tolerance --------------
@Override
public void setUp() {
super.setUp();
setTolerance(1E-9);
}
//---------------------------- Additional test cases -------------------------
/**
* @see <a href="http://issues.apache.org/bugzilla/show_bug.cgi?id=27243">
* Bug report that prompted this unit test.</a>
*/
@Test
public void testCumulativeProbabilityAgainstStackOverflow() {
TDistribution td = new TDistribution(5.);
td.cumulativeProbability(.1);
td.cumulativeProbability(.01);
}
@Test
public void testSmallDf() {
setDistribution(new TDistribution(1d));
// quantiles computed using R version 2.9.2
setCumulativeTestPoints(new double[] {-318.308838986, -31.8205159538, -12.7062047362,
-6.31375151468, -3.07768353718, 318.308838986, 31.8205159538, 12.7062047362,
6.31375151468, 3.07768353718});
setDensityTestValues(new double[] {3.14158231817e-06, 0.000314055924703, 0.00195946145194,
0.00778959736375, 0.0303958893917, 3.14158231817e-06, 0.000314055924703,
0.00195946145194, 0.00778959736375, 0.0303958893917});
setInverseCumulativeTestValues(getCumulativeTestPoints());
verifyCumulativeProbabilities();
verifyInverseCumulativeProbabilities();
verifyDensities();
}
@Test
public void testInverseCumulativeProbabilityExtremes() {
setInverseCumulativeTestPoints(new double[] {0, 1});
setInverseCumulativeTestValues(
new double[] {Double.NEGATIVE_INFINITY, Double.POSITIVE_INFINITY});
verifyInverseCumulativeProbabilities();
}
@Test
public void testCumulativeProbablilityExtremes() {
TDistribution dist;
for (int i = 1; i < 11; i++) {
dist = new TDistribution(i * 5);
Assert.assertEquals(1,
dist.cumulativeProbability(Double.POSITIVE_INFINITY), Double.MIN_VALUE);
Assert.assertEquals(0,
dist.cumulativeProbability(Double.NEGATIVE_INFINITY), Double.MIN_VALUE);
}
}
@Test
public void testDfAccessors() {
TDistribution dist = (TDistribution) getDistribution();
Assert.assertEquals(5d, dist.getDegreesOfFreedom(), Double.MIN_VALUE);
}
@Test(expected=NotStrictlyPositiveException.class)
public void testPreconditions() {
new TDistribution(0);
}
@Test
public void testMoments() {
final double tol = 1e-9;
TDistribution dist;
dist = new TDistribution(1);
Assert.assertTrue(Double.isNaN(dist.getNumericalMean()));
Assert.assertTrue(Double.isNaN(dist.getNumericalVariance()));
dist = new TDistribution(1.5);
Assert.assertEquals(dist.getNumericalMean(), 0, tol);
Assert.assertTrue(Double.isInfinite(dist.getNumericalVariance()));
dist = new TDistribution(5);
Assert.assertEquals(dist.getNumericalMean(), 0, tol);
Assert.assertEquals(dist.getNumericalVariance(), 5d / (5d - 2d), tol);
}
/*
* Adding this test to benchmark against tables published by NIST
* http://itl.nist.gov/div898/handbook/eda/section3/eda3672.htm
* Have chosen tabulated results for degrees of freedom 2,10,30,100
* Have chosen problevels from 0.10 to 0.001
*/
@Test
public void nistData(){
double[] prob = new double[]{ 0.10,0.05,0.025,0.01,0.005,0.001};
double[] args2 = new double[]{1.886,2.920,4.303,6.965,9.925,22.327};
double[] args10 = new double[]{1.372,1.812,2.228,2.764,3.169,4.143};
double[] args30 = new double[]{1.310,1.697,2.042,2.457,2.750,3.385};
double[] args100= new double[]{1.290,1.660,1.984,2.364,2.626,3.174};
TestUtils.assertEquals(prob, makeNistResults(args2, 2), 1.0e-4);
TestUtils.assertEquals(prob, makeNistResults(args10, 10), 1.0e-4);
TestUtils.assertEquals(prob, makeNistResults(args30, 30), 1.0e-4);
TestUtils.assertEquals(prob, makeNistResults(args100, 100), 1.0e-4);
return;
}
private double[] makeNistResults(double[] args, int df){
TDistribution td = new TDistribution(df);
double[] res = new double[ args.length ];
for( int i = 0 ; i < res.length ; i++){
res[i] = 1.0 - td.cumulativeProbability(args[i]);
}
return res;
}
}