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459 lines
18 KiB
459 lines
18 KiB
// <copyright file="ErlangTests.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2014 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System;
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using System.Linq;
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using MathNet.Numerics.Distributions;
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using NUnit.Framework;
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namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
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{
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/// <summary>
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/// Erlang distribution tests.
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/// </summary>
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[TestFixture, Category("Distributions")]
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public class ErlangTests
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{
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/// <summary>
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/// Can create Erlang.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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[TestCase(0, 0.0)]
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[TestCase(1, 0.1)]
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[TestCase(1, 1.0)]
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[TestCase(10, 10.0)]
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[TestCase(10, 1.0)]
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[TestCase(10, Double.PositiveInfinity)]
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public void CanCreateErlang(int shape, double invScale)
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{
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var n = new Erlang(shape, invScale);
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Assert.AreEqual(shape, n.Shape);
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Assert.AreEqual(invScale, n.Rate);
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}
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/// <summary>
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/// Create Erlang fails with bad parameters.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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[TestCase(1, Double.NaN)]
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[TestCase(1, -1.0)]
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[TestCase(-1, 1.0)]
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[TestCase(-1, -1.0)]
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[TestCase(-1, Double.NaN)]
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public void ErlangCreateFailsWithBadParameters(int shape, double invScale)
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{
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Assert.That(() => new Erlang(shape, invScale), Throws.ArgumentException);
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}
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/// <summary>
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/// Can create Erlang with inverse scale.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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[TestCase(0, 0.0)]
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[TestCase(1, 0.1)]
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[TestCase(1, 1.0)]
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[TestCase(10, 10.0)]
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[TestCase(10, 1.0)]
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[TestCase(10, Double.PositiveInfinity)]
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public void CanCreateErlangWithShapeInvScale(int shape, double invScale)
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{
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var n = Erlang.WithShapeRate(shape, invScale);
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Assert.AreEqual(shape, n.Shape);
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Assert.AreEqual(invScale, n.Rate);
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}
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/// <summary>
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/// Can create Erlang with shape and scale.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="scale">Scale value.</param>
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[TestCase(0, 0.0)]
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[TestCase(1, 0.1)]
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[TestCase(1, 1.0)]
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[TestCase(10, 10.0)]
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[TestCase(10, 1.0)]
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[TestCase(10, Double.PositiveInfinity)]
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public void CanCreateErlangWithShapeScale(int shape, double scale)
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{
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var n = Erlang.WithShapeScale(shape, scale);
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Assert.AreEqual(shape, n.Shape);
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Assert.AreEqual(scale, n.Scale);
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}
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/// <summary>
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/// Validate ToString.
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/// </summary>
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[Test]
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public void ValidateToString()
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{
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var n = new Erlang(1, 2d);
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Assert.AreEqual("Erlang(k = 1, λ = 2)", n.ToString());
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}
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/// <summary>
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/// Can set shape.
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/// </summary>
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/// <param name="shape">New shape value.</param>
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[TestCase(-0)]
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[TestCase(0)]
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[TestCase(1)]
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[TestCase(10)]
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public void CanSetShape(int shape)
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{
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new Erlang(1, 1.0)
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{
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Shape = shape
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};
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}
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/// <summary>
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/// Set shape fails with negative shape.
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/// </summary>
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[Test]
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public void SetShapeFailsWithNegativeShape()
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{
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var n = new Erlang(1, 1.0);
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Assert.That(() => n.Shape = -1, Throws.ArgumentException);
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}
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/// <summary>
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/// Can set scale
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/// </summary>
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/// <param name="scale">New scale value.</param>
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[TestCase(-0.0)]
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[TestCase(0.0)]
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[TestCase(0.1)]
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[TestCase(1.0)]
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[TestCase(10.0)]
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[TestCase(Double.PositiveInfinity)]
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public void CanSetScale(double scale)
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{
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new Erlang(1, 1.0)
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{
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Scale = scale
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};
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}
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/// <summary>
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/// Set scale fails with negative scale.
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/// </summary>
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[Test]
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public void SetScaleFailsWithNegativeScale()
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{
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var n = new Erlang(1, 1.0);
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Assert.That(() => n.Scale = -1.0, Throws.ArgumentException);
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}
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/// <summary>
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/// Can set inverse scale.
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/// </summary>
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/// <param name="invScale">Inverse scale value.</param>
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[TestCase(-0.0)]
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[TestCase(0.0)]
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[TestCase(0.1)]
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[TestCase(1.0)]
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[TestCase(10.0)]
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[TestCase(Double.PositiveInfinity)]
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public void CanSetInvScale(double invScale)
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{
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new Erlang(1, 1.0)
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{
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Rate = invScale
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};
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}
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/// <summary>
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/// Set inverse scale fails with negative inverse scale.
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/// </summary>
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[Test]
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public void SetInvScaleFailsWithNegativeInvScale()
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{
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var n = new Erlang(1, 1.0);
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Assert.That(() => n.Rate = -1.0, Throws.ArgumentException);
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}
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/// <summary>
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/// Validate mean.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="mean">Expected mean.</param>
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[TestCase(0, 0.0, Double.NaN)]
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[TestCase(1, 0.1, 10.0)]
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[TestCase(1, 1.0, 1.0)]
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[TestCase(10, 10.0, 1.0)]
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[TestCase(10, 1.0, 10.0)]
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[TestCase(10, Double.PositiveInfinity, 10.0)]
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public void ValidateMean(int shape, double invScale, double mean)
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{
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var n = new Erlang(shape, invScale);
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Assert.AreEqual(mean, n.Mean);
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}
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/// <summary>
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/// Validate variance.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="var">Expected variance.</param>
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[TestCase(0, 0.0, Double.NaN)]
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[TestCase(1, 0.1, 100.0)]
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[TestCase(1, 1.0, 1.0)]
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[TestCase(10, 10.0, 0.1)]
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[TestCase(10, 1.0, 10.0)]
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[TestCase(10, Double.PositiveInfinity, 0.0)]
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public void ValidateVariance(int shape, double invScale, double var)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(var, n.Variance, 15);
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}
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/// <summary>
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/// Validate standard deviation.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="sdev">Expected value.</param>
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[TestCase(0, 0.0, Double.NaN)]
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[TestCase(1, 0.1, 10.0)]
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[TestCase(1, 1.0, 1.0)]
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[TestCase(10, 10.0, 0.31622776601683794197697302588502426416723164097476643)]
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[TestCase(10, 1.0, 3.1622776601683793319988935444327185337195551393252168)]
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[TestCase(10, Double.PositiveInfinity, 0.0)]
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public void ValidateStdDev(int shape, double invScale, double sdev)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(sdev, n.StdDev, 15);
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}
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/// <summary>
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/// Validate entropy.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="entropy">Expected value.</param>
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[TestCase(0, 0.0, Double.NaN)]
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[TestCase(1, 0.1, 3.3025850929940456285068402234265387271634735938763824)]
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[TestCase(1, 1.0, 1.0)]
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[TestCase(10, 10.0, 0.23346908548693395836262094490967812177376750477943892)]
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[TestCase(10, 1.0, 2.5360541784809796423806123995940423293748689934081866)]
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[TestCase(10, Double.PositiveInfinity, 0.0)]
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public void ValidateEntropy(int shape, double invScale, double entropy)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(entropy, n.Entropy, 12);
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}
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/// <summary>
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/// Validate skewness
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="skewness">Expected value.</param>
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[TestCase(0, 0.0, Double.NaN)]
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[TestCase(1, 0.1, 2.0)]
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[TestCase(1, 1.0, 2.0)]
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[TestCase(10, 10.0, 0.63245553203367586639977870888654370674391102786504337)]
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[TestCase(10, 1.0, 0.63245553203367586639977870888654370674391102786504337)]
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[TestCase(10, Double.PositiveInfinity, 0.0)]
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public void ValidateSkewness(int shape, double invScale, double skewness)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, 15);
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}
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/// <summary>
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/// Validate mode.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="mode">Expected value.</param>
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[TestCase(1, 0.1, 0.0)]
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[TestCase(1, 1.0, 0.0)]
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[TestCase(10, 10.0, 0.9)]
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[TestCase(10, 1.0, 9.0)]
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[TestCase(10, Double.PositiveInfinity, 10.0)]
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public void ValidateMode(int shape, double invScale, double mode)
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{
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var n = new Erlang(shape, invScale);
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Assert.AreEqual(mode, n.Mode);
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}
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/// <summary>
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/// Validate median throws <c>NotSupportedException</c>.
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/// </summary>
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[Test]
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public void ValidateMedianThrowsNotSupportedException()
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{
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var n = new Erlang(1, 1.0);
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Assert.Throws<NotSupportedException>(() => { var median = n.Median; });
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}
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/// <summary>
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/// Validate minimum.
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/// </summary>
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[Test]
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public void ValidateMinimum()
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{
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var n = new Erlang(1, 1.0);
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Assert.AreEqual(0.0, n.Minimum);
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}
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/// <summary>
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/// Validate maximum.
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/// </summary>
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[Test]
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public void ValidateMaximum()
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{
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var n = new Erlang(1, 1.0);
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Assert.AreEqual(Double.PositiveInfinity, n.Maximum);
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}
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/// <summary>
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/// Validate density.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="x">Input X value.</param>
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/// <param name="pdf">Expected value.</param>
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[TestCase(0, 0.0, 0.0, 0.0)]
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[TestCase(0, 0.0, 1.0, 0.0)]
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[TestCase(0, 0.0, 10.0, 0.0)]
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[TestCase(1, 0.1, 0.0, 0.10000000000000000555111512312578270211815834045410156)]
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[TestCase(1, 0.1, 1.0, 0.090483741803595961836995913651194571475319347018875963)]
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[TestCase(1, 0.1, 10.0, 0.036787944117144234201693506390001264039984687455876246)]
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[TestCase(1, 1.0, 0.0, 1.0)]
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[TestCase(1, 1.0, 1.0, 0.36787944117144232159552377016146086744581113103176804)]
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[TestCase(1, 1.0, 10.0, 0.000045399929762484851535591515560550610237918088866564953)]
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[TestCase(10, 10.0, 0.0, 0.0)]
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[TestCase(10, 10.0, 1.0, 1.2511003572113329898476497894772544708420990097708588)]
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[TestCase(10, 10.0, 10.0, 1.0251532120868705806216092933926141802686541811003037e-30)]
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[TestCase(10, 1.0, 0.0, 0.0)]
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[TestCase(10, 1.0, 1.0, 0.0000010137771196302974029859010421116095333052555418644397)]
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[TestCase(10, 1.0, 10.0, 0.12511003572113329898476497894772544708420990097708601)]
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[TestCase(10, Double.PositiveInfinity, 0.0, 0.0)]
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[TestCase(10, Double.PositiveInfinity, 1.0, 0.0)]
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[TestCase(10, Double.PositiveInfinity, 10.0, Double.PositiveInfinity)]
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public void ValidateDensity(int shape, double invScale, double x, double pdf)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 13);
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AssertHelpers.AlmostEqualRelative(pdf, Erlang.PDF(shape, invScale, x), 13);
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}
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/// <summary>
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/// Validate density log.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="x">Input X value.</param>
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/// <param name="pdfln">Expected value.</param>
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[TestCase(0, 0.0, 0.0, Double.NegativeInfinity)]
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[TestCase(0, 0.0, 1.0, Double.NegativeInfinity)]
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[TestCase(0, 0.0, 10.0, Double.NegativeInfinity)]
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[TestCase(1, 0.1, 0.0, -2.3025850929940456285068402234265387271634735938763824)]
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[TestCase(1, 0.1, 1.0, -2.402585092994045634057955346552321429281631934330484)]
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[TestCase(1, 0.1, 10.0, -3.3025850929940456285068402234265387271634735938763824)]
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[TestCase(1, 1.0, 0.0, 0.0)]
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[TestCase(1, 1.0, 1.0, -1.0)]
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[TestCase(1, 1.0, 10.0, -10.0)]
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[TestCase(10, 10.0, 0.0, Double.NegativeInfinity)]
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[TestCase(10, 10.0, 1.0, 0.22402344985898722897219667227693591172986563062456522)]
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[TestCase(10, 10.0, 10.0, -69.052710713194601614865880235563786219860220971716511)]
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[TestCase(10, 1.0, 0.0, Double.NegativeInfinity)]
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[TestCase(10, 1.0, 1.0, -13.801827480081469611207717874566706164281149255663166)]
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[TestCase(10, 1.0, 10.0, -2.0785616431350584550457947824074282958712358580042068)]
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[TestCase(10, Double.PositiveInfinity, 0.0, Double.NegativeInfinity)]
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[TestCase(10, Double.PositiveInfinity, 1.0, Double.NegativeInfinity)]
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[TestCase(10, Double.PositiveInfinity, 10.0, Double.PositiveInfinity)]
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public void ValidateDensityLn(int shape, double invScale, double x, double pdfln)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(pdfln, n.DensityLn(x), 13);
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AssertHelpers.AlmostEqualRelative(pdfln, Erlang.PDFLn(shape, invScale, x), 13);
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}
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/// <summary>
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/// Can sample.
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/// </summary>
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[Test]
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public void CanSample()
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{
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var n = new Erlang(1, 2.0);
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n.Sample();
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}
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/// <summary>
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/// Can sample sequence.
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/// </summary>
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[Test]
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public void CanSampleSequence()
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{
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var n = new Erlang(1, 2.0);
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var ied = n.Samples();
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ied.Take(5).ToArray();
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}
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/// <summary>
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/// Validate cumulative distribution.
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/// </summary>
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/// <param name="shape">Shape value.</param>
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/// <param name="invScale">Inverse scale value.</param>
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/// <param name="x">Input X value.</param>
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/// <param name="cdf">Expected value.</param>
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[TestCase(0, 0.0, 0.0, 0.0)]
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[TestCase(0, 0.0, 1.0, 0.0)]
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[TestCase(0, 0.0, 10.0, 0.0)]
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[TestCase(1, 0.1, 0.0, 0.0)]
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[TestCase(1, 0.1, 1.0, 0.095162581964040431858607615783064404690935346242622848)]
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[TestCase(1, 0.1, 10.0, 0.63212055882855767840447622983853913255418886896823196)]
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[TestCase(1, 1.0, 0.0, 0.0)]
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[TestCase(1, 1.0, 1.0, 0.63212055882855767840447622983853913255418886896823196)]
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[TestCase(1, 1.0, 10.0, 0.99995460007023751514846440848443944938976208191113396)]
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[TestCase(10, 10.0, 0.0, 0.0)]
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[TestCase(10, 10.0, 1.0, 0.54207028552814779168583514294066541824736464003242184)]
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[TestCase(10, 10.0, 10.0, 0.99999999999999999999999999999988746526039157266114706)]
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[TestCase(10, 1.0, 0.0, 0.0)]
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|
[TestCase(10, 1.0, 1.0, 0.00000011142547833872067735305068724025236288094949815466035)]
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|
[TestCase(10, 1.0, 10.0, 0.54207028552814779168583514294066541824736464003242184)]
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|
[TestCase(10, Double.PositiveInfinity, 0.0, 0.0)]
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[TestCase(10, Double.PositiveInfinity, 1.0, 0.0)]
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[TestCase(10, Double.PositiveInfinity, 10.0, 1.0)]
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public void ValidateCumulativeDistribution(int shape, double invScale, double x, double cdf)
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{
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var n = new Erlang(shape, invScale);
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AssertHelpers.AlmostEqualRelative(cdf, n.CumulativeDistribution(x), 13);
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AssertHelpers.AlmostEqualRelative(cdf, Erlang.CDF(shape, invScale, x), 13);
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}
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|
}
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|
}
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|