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mathnet-numerics/src/Managed.UnitTests/DistributionTests/Continuous/GammaTests.cs

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// <copyright file="GammaTests.cs" company="Math.NET">
// 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.
// </copyright>
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<double>(shape, n.Shape);
AssertEx.AreEqual<double>(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<double>(shape, n.Shape);
AssertEx.AreEqual<double>(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<double>(shape, n.Shape);
AssertEx.AreEqual<double>(scale, n.Scale);
}
[Test]
public void ValidateToString()
{
var n = new Gamma(1.0, 2.0);
AssertEx.AreEqual<string>("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<double>(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<double>(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<double>(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<double>(0.0, n.Minimum);
}
[Test]
public void ValidateMaximum()
{
var n = new Gamma(1.0, 1.0);
AssertEx.AreEqual<double>(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);
}
}
}