/* * 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.mahout.math.random; import org.apache.mahout.common.RandomUtils; import org.apache.mahout.math.DenseVector; import org.apache.mahout.math.MahoutTestCase; import org.apache.mahout.math.Vector; import org.apache.mahout.math.stats.OnlineSummarizer; import org.junit.Before; import org.junit.Test; public class MultiNormalTest extends MahoutTestCase { @Override @Before public void setUp() { RandomUtils.useTestSeed(); } @Test public void testDiagonal() { DenseVector offset = new DenseVector(new double[]{6, 3, 0}); MultiNormal n = new MultiNormal( new DenseVector(new double[]{1, 2, 5}), offset); OnlineSummarizer[] s = { new OnlineSummarizer(), new OnlineSummarizer(), new OnlineSummarizer() }; OnlineSummarizer[] cross = { new OnlineSummarizer(), new OnlineSummarizer(), new OnlineSummarizer() }; for (int i = 0; i < 10000; i++) { Vector v = n.sample(); for (int j = 0; j < 3; j++) { s[j].add(v.get(j) - offset.get(j)); int k1 = j % 2; int k2 = (j + 1) / 2 + 1; cross[j].add((v.get(k1) - offset.get(k1)) * (v.get(k2) - offset.get(k2))); } } for (int j = 0; j < 3; j++) { assertEquals(0, s[j].getMean() / s[j].getSD(), 0.04); assertEquals(0, cross[j].getMean() / cross[j].getSD(), 0.04); } } @Test public void testRadius() { MultiNormal gen = new MultiNormal(0.1, new DenseVector(10)); OnlineSummarizer s = new OnlineSummarizer(); for (int i = 0; i < 10000; i++) { double x = gen.sample().norm(2) / Math.sqrt(10); s.add(x); } assertEquals(0.1, s.getMean(), 0.01); } }