// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.UnitTests.DistributionTests { using System; using System.Linq; using MbUnit.Framework; using MathNet.Numerics.Distributions; [TestFixture] public class GammaTests { [SetUp] public void SetUp() { Control.CheckDistributionParameters = true; } [Test, MultipleAsserts] [Row(0.0, 0.0)] [Row(1.0, 0.1)] [Row(1.0, 1.0)] [Row(10.0, 10.0)] [Row(10.0, 1.0)] [Row(10.0, Double.PositiveInfinity)] public void CanCreateGamma(double shape, double invScale) { var n = new Gamma(shape, invScale); AssertEx.AreEqual(shape, n.Shape); AssertEx.AreEqual(invScale, n.InvScale); } [Test] [ExpectedException(typeof(ArgumentOutOfRangeException))] [Row(Double.NaN, 1.0)] [Row(1.0, Double.NaN)] [Row(Double.NaN, Double.NaN)] [Row(1.0, -1.0)] [Row(-1.0, 1.0)] [Row(-1.0, -1.0)] public void GammaCreateFailsWithBadParameters(double shape, double invScale) { var n = new Gamma(shape, invScale); } [Test, MultipleAsserts] [Row(0.0, 0.0)] [Row(1.0, 0.1)] [Row(1.0, 1.0)] [Row(10.0, 10.0)] [Row(10.0, 1.0)] [Row(10.0, Double.PositiveInfinity)] public void CanCreateGammaWithShapeInvScale(double shape, double invScale) { var n = Gamma.WithShapeInvScale(shape, invScale); AssertEx.AreEqual(shape, n.Shape); AssertEx.AreEqual(invScale, n.InvScale); } [Test, MultipleAsserts] [Row(0.0, 0.0)] [Row(1.0, 0.1)] [Row(1.0, 1.0)] [Row(10.0, 10.0)] [Row(10.0, 1.0)] [Row(10.0, Double.PositiveInfinity)] public void CanCreateGammaWithShapeScale(double shape, double scale) { var n = Gamma.WithShapeScale(shape, scale); AssertEx.AreEqual(shape, n.Shape); AssertEx.AreEqual(scale, n.Scale); } [Test] public void ValidateToString() { var n = new Gamma(1.0, 2.0); AssertEx.AreEqual("Gamma(Shape = 1, Inverse Scale = 2)", n.ToString()); } [Test] [Row(-0.0)] [Row(0.0)] [Row(0.1)] [Row(1.0)] [Row(10.0)] [Row(Double.PositiveInfinity)] public void CanSetShape(double shape) { var n = new Gamma(1.0, 1.0); n.Shape = shape; } [Test] [ExpectedException(typeof(ArgumentOutOfRangeException))] public void SetShapeFailsWithNegativeShape() { var n = new Gamma(1.0, 1.0); n.Shape = -1.0; } [Test] [Row(-0.0)] [Row(0.0)] [Row(0.1)] [Row(1.0)] [Row(10.0)] [Row(Double.PositiveInfinity)] public void CanSetScale(double scale) { var n = new Gamma(1.0, 1.0); n.Scale = scale; } [Test] [ExpectedException(typeof(ArgumentOutOfRangeException))] public void SetScaleFailsWithNegativeScale() { var n = new Gamma(1.0, 1.0); n.Scale = -1.0; } [Test] [Row(-0.0)] [Row(0.0)] [Row(0.1)] [Row(1.0)] [Row(10.0)] [Row(Double.PositiveInfinity)] public void CanSetInvScale(double invScale) { var n = new Gamma(1.0, 1.0); n.InvScale = invScale; } [Test] [ExpectedException(typeof(ArgumentOutOfRangeException))] public void SetInvScaleFailsWithNegativeInvScale() { var n = new Gamma(1.0, 1.0); n.InvScale = -1.0; } [Test] [Row(0.0, 0.0, Double.NaN)] [Row(1.0, 0.1, 10.0)] [Row(1.0, 1.0, 1.0)] [Row(10.0, 10.0, 1.0)] [Row(10.0, 1.0, 10.0)] [Row(10.0, Double.PositiveInfinity, 10.0)] public void ValidateMean(double shape, double invScale, double mean) { var n = new Gamma(shape, invScale); AssertEx.AreEqual(mean, n.Mean); } [Test] [Row(0.0, 0.0, 0.0)] [Row(1.0, 0.1, 100.0)] [Row(1.0, 1.0, 1.0)] [Row(10.0, 10.0, 0.1)] [Row(10.0, 1.0, 10.0)] [Row(10.0, Double.PositiveInfinity, 0.0)] public void ValidateVariance(double shape, double invScale, double var) { var n = new Gamma(shape, invScale); AssertEx.AreEqual(var, n.Variance); } [Test] [Row(0.0, 0.0, 0.0)] [Row(1.0, 0.1, 10.0)] [Row(1.0, 1.0, 1.0)] [Row(10.0, 10.0, 0.31622776601683794197697302588502426416723164097476643)] [Row(10.0, 1.0, 3.1622776601683793319988935444327185337195551393252168)] [Row(10.0, Double.PositiveInfinity, 0.0)] public void ValidateStdDev(double shape, double invScale, double sdev) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(sdev, n.StdDev, 15); } [Test, Ignore("Depending on Special Functions")] [Row(0.0, 0.0, Double.PositiveInfinity)] [Row(1.0, 0.1, 3.3025850929940456285068402234265387271634735938763824)] [Row(1.0, 1.0, 1.0)] [Row(10.0, 10.0, 0.23346908548693395836262094490967812177376750477943892)] [Row(10.0, 1.0, 2.5360541784809796423806123995940423293748689934081866)] [Row(10.0, Double.PositiveInfinity, 0.0)] public void ValidateEntropy(double shape, double invScale, double entropy) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(entropy, n.Entropy, 15); } [Test] [Row(0.0, 0.0, Double.PositiveInfinity)] [Row(1.0, 0.1, 2.0)] [Row(1.0, 1.0, 2.0)] [Row(10.0, 10.0, 0.63245553203367586639977870888654370674391102786504337)] [Row(10.0, 1.0, 0.63245553203367586639977870888654370674391102786504337)] [Row(10.0, Double.PositiveInfinity, 0.0)] public void ValidateSkewness(double shape, double invScale, double skewness) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(skewness, n.Skewness, 15); } [Test] [Row(0.0, 0.0, Double.PositiveInfinity)] [Row(1.0, 0.1, 0.0)] [Row(1.0, 1.0, 0.0)] [Row(10.0, 10.0, 0.9)] [Row(10.0, 1.0, 9.0)] [Row(10.0, Double.PositiveInfinity, 10.0)] public void ValidateMode(double shape, double invScale, double mode) { var n = new Gamma(shape, invScale); AssertEx.AreEqual(mode, n.Mode); } [Test] [ExpectedException(typeof(NotSupportedException))] [Row(0.0, 0.0)] [Row(1.0, 0.1)] [Row(1.0, 1.0)] [Row(10.0, 10.0)] [Row(10.0, 1.0)] [Row(10.0, Double.PositiveInfinity)] public void ValidateMedian(double shape, double invScale, double mode) { var n = new Gamma(shape, invScale); var median = n.Median; } [Test] public void ValidateMinimum() { var n = new Gamma(1.0,1.0); AssertEx.AreEqual(0.0, n.Minimum); } [Test] public void ValidateMaximum() { var n = new Gamma(1.0, 1.0); AssertEx.AreEqual(System.Double.PositiveInfinity, n.Maximum); } [Test] [Row(0.0, 0.0, 0.0, 0.0)] [Row(0.0, 0.0, 1.0, 0.0)] [Row(0.0, 0.0, 10.0, 0.0)] [Row(1.0, 0.1, 0.0, 0.10000000000000000555111512312578270211815834045410156)] [Row(1.0, 0.1, 1.0, 0.099004983374916810660915381324116279472953858297127391)] [Row(1.0, 0.1, 10.0, 0.036787944117144234201693506390001264039984687455876246)] [Row(1.0, 1.0, 0.0, 1.0)] [Row(1.0, 1.0, 1.0, 0.36787944117144232159552377016146086744581113103176804)] [Row(1.0, 1.0, 10.0, 0.000045399929762484851535591515560550610237918088866564953)] [Row(10.0, 10.0, 0.0, 0.0)] [Row(10.0, 10.0, 1.0, 1.2511003572113329898476497894772544708420990097708588)] [Row(10.0, 10.0, 10.0, 1.0251532120868705806216092933926141802686541811003037e-30)] [Row(10.0, 1.0, 0.0, 0.0)] [Row(10.0, 1.0, 1.0, 0.0000010137771196302974029859010421116095333052555418644397)] [Row(10.0, 1.0, 10.0, 0.12511003572113329898476497894772544708420990097708601)] [Row(10.0, Double.PositiveInfinity, 0.0, 0.0)] [Row(10.0, Double.PositiveInfinity, 1.0, 0.0)] [Row(10.0, Double.PositiveInfinity, 10.0, Double.PositiveInfinity)] public void ValidateDensity(double shape, double invScale, double x, double pdf) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(pdf, n.Density(x), 15); } [Test] [Row(0.0, 0.0, 0.0, Double.NegativeInfinity)] [Row(0.0, 0.0, 1.0, Double.NegativeInfinity)] [Row(0.0, 0.0, 10.0, Double.NegativeInfinity)] [Row(1.0, 0.1, 0.0, -2.3025850929940456285068402234265387271634735938763824)] [Row(1.0, 0.1, 1.0, -2.312585092994045630449730516520562672904829013035318)] [Row(1.0, 0.1, 10.0, -3.3025850929940456285068402234265387271634735938763824)] [Row(1.0, 1.0, 0.0, 0.0)] [Row(1.0, 1.0, 1.0, -1.0)] [Row(1.0, 1.0, 10.0, -10.0)] [Row(10.0, 10.0, 0.0, Double.NegativeInfinity)] [Row(10.0, 10.0, 1.0, 0.22402344985898722897219667227693591172986563062456522)] [Row(10.0, 10.0, 10.0, -69.052710713194601614865880235563786219860220971716511)] [Row(10.0, 1.0, 0.0, Double.NegativeInfinity)] [Row(10.0, 1.0, 1.0, -13.801827480081469611207717874566706164281149255663166)] [Row(10.0, 1.0, 10.0, -2.0785616431350584550457947824074282958712358580042068)] [Row(10.0, Double.PositiveInfinity, 0.0, Double.NegativeInfinity)] [Row(10.0, Double.PositiveInfinity, 1.0, Double.NegativeInfinity)] [Row(10.0, Double.PositiveInfinity, 10.0, Double.PositiveInfinity)] public void ValidateDensityLn(double shape, double invScale, double x, double pdfln) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 15); } [Test] public void CanSampleStatic() { var d = Gamma.Sample(new Random(), 1.0, 1.0); } [Test] public void CanSampleSequenceStatic() { var ied = Gamma.Samples(new Random(), 1.0, 1.0); var arr = ied.Take(5).ToArray(); } [Test] [ExpectedException(typeof(ArgumentOutOfRangeException))] public void FailSampleStatic() { var d = Normal.Sample(new Random(), 1.0, -1.0); } [Test] [ExpectedException(typeof(ArgumentOutOfRangeException))] public void FailSampleSequenceStatic() { var ied = Normal.Samples(new Random(), 1.0, -1.0).First(); } [Test] public void CanSample() { var n = new Normal(); var d = n.Sample(); } [Test] public void CanSampleSequence() { var n = new Normal(); var ied = n.Samples(); var e = ied.Take(5).ToArray(); } [Test, Ignore("Depending on Special Functions")] [Row(0.0, 0.0, 0.0, 0.0)] [Row(0.0, 0.0, 1.0, 0.0)] [Row(0.0, 0.0, 10.0, 0.0)] [Row(1.0, 0.1, 0.0, 0.0)] [Row(1.0, 0.1, 1.0, 0.095162581964040431858607615783064404690935346242622848)] [Row(1.0, 0.1, 10.0, 0.63212055882855767840447622983853913255418886896823196)] [Row(1.0, 1.0, 0.0, 0.0)] [Row(1.0, 1.0, 1.0, 0.63212055882855767840447622983853913255418886896823196)] [Row(1.0, 1.0, 10.0, 0.99995460007023751514846440848443944938976208191113396)] [Row(10.0, 10.0, 0.0, 0.0)] [Row(10.0, 10.0, 1.0, 0.54207028552814779168583514294066541824736464003242184)] [Row(10.0, 10.0, 10.0, 0.99999999999999999999999999999988746526039157266114706)] [Row(10.0, 1.0, 0.0, 0.0)] [Row(10.0, 1.0, 1.0, 0.00000011142547833872067735305068724025236288094949815466035)] [Row(10.0, 1.0, 10.0, 0.54207028552814779168583514294066541824736464003242184)] [Row(10.0, Double.PositiveInfinity, 0.0, 0.0)] [Row(10.0, Double.PositiveInfinity, 1.0, 0.0)] [Row(10.0, Double.PositiveInfinity, 10.0, 1.0)] public void ValidateCumulativeDistribution(double shape, double invScale, double x, double cdf) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 15); } } }