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408 lines
16 KiB
408 lines
16 KiB
// <copyright file="BetaTests.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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//
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// Copyright (c) 2009-2016 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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using Random = System.Random;
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/// <summary>
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/// Beta distribution tests.
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/// </summary>
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[TestFixture, Category("Distributions")]
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public class BetaTests
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{
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/// <summary>
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/// Can create Beta distribution.
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/// </summary>
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/// <param name="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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[TestCase(0.0, 0.0)]
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[TestCase(0.0, 0.1)]
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[TestCase(1.0, 0.0)]
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[TestCase(1.0, 1.0)]
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[TestCase(9.0, 1.0)]
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[TestCase(5.0, 100.0)]
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[TestCase(1.0, Double.PositiveInfinity)]
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[TestCase(Double.PositiveInfinity, 1.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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[TestCase(Double.PositiveInfinity, 0.0)]
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public void CanCreateBeta(double a, double b)
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{
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var n = new Beta(a, b);
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Assert.AreEqual(a, n.A);
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Assert.AreEqual(b, n.B);
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}
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/// <summary>
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/// Beta create fails with bad parameters.
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/// </summary>
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[Test]
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public void BetaCreateFailsWithBadParameters()
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{
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Assert.That(() => new Beta(Double.NaN, 1.0), Throws.ArgumentException);
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Assert.That(() => new Beta(1.0, Double.NaN), Throws.ArgumentException);
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Assert.That(() => new Beta(Double.NaN, Double.NaN), Throws.ArgumentException);
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Assert.That(() => new Beta(1.0, -1.0), Throws.ArgumentException);
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Assert.That(() => new Beta(-1.0, 1.0), Throws.ArgumentException);
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Assert.That(() => new Beta(-1.0, -1.0), Throws.ArgumentException);
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}
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/// <summary>
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/// Validate to string.
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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 Beta(1d, 2d);
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Assert.AreEqual("Beta(α = 1, β = 2)", n.ToString());
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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="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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/// <param name="mean">Mean value.</param>
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[TestCase(0.0, 0.0, 0.5)]
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[TestCase(0.0, 0.1, 0.0)]
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[TestCase(1.0, 0.0, 1.0)]
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[TestCase(1.0, 1.0, 0.5)]
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[TestCase(9.0, 1.0, 0.9)]
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[TestCase(5.0, 100.0, 0.047619047619047619047616)]
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[TestCase(1.0, Double.PositiveInfinity, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 1.0)]
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[TestCase(0.0, Double.PositiveInfinity, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 1.0)]
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public void ValidateMean(double a, double b, double mean)
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{
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var n = new Beta(a, b);
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Assert.AreEqual(mean, n.Mean);
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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="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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/// <param name="entropy">Entropy value.</param>
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[TestCase(0.0, 0.0, 0.693147180559945309417232121458176568075500134360255)]
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[TestCase(0.0, 0.1, 0.0)]
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[TestCase(1.0, 0.0, 0.0)]
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[TestCase(1.0, 1.0, 0.0)]
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[TestCase(9.0, 1.0, -1.3083356884473304939016015849561625204060922267565917)]
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[TestCase(5.0, 100.0, -2.5201623187602743679459255108827601222133603091753153)]
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[TestCase(1.0, Double.PositiveInfinity, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.0)]
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[TestCase(0.0, Double.PositiveInfinity, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.0)]
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public void ValidateEntropy(double a, double b, double entropy)
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{
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var n = new Beta(a, b);
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AssertHelpers.AlmostEqualRelative(entropy, n.Entropy, 13);
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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="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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/// <param name="skewness">Skewness value.</param>
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[TestCase(0.0, 0.0, 0.0)]
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[TestCase(0.0, 0.1, 2.0)]
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[TestCase(1.0, 0.0, -2.0)]
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[TestCase(1.0, 1.0, 0.0)]
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[TestCase(9.0, 1.0, -1.4740554623801777107177478829647496373009282424841579)]
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[TestCase(5.0, 100.0, 0.81759410927553430354583159143895018978562196953345572)]
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[TestCase(1.0, Double.PositiveInfinity, 2.0)]
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[TestCase(Double.PositiveInfinity, 1.0, -2.0)]
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[TestCase(0.0, Double.PositiveInfinity, 2.0)]
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[TestCase(Double.PositiveInfinity, 0.0, -2.0)]
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public void ValidateSkewness(double a, double b, double skewness)
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{
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var n = new Beta(a, b);
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AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, 14);
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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="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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/// <param name="mode">Mode value.</param>
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[TestCase(0.0, 0.0, 0.5)]
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[TestCase(0.0, 0.1, 0.0)]
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[TestCase(1.0, 0.0, 1.0)]
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[TestCase(1.0, 1.0, 0.5)]
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[TestCase(9.0, 1.0, 1.0)]
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[TestCase(5.0, 100.0, 0.038834951456310676243255386452801758423447608947753906)]
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[TestCase(1.0, Double.PositiveInfinity, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 1.0)]
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[TestCase(0.0, Double.PositiveInfinity, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 1.0)]
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public void ValidateMode(double a, double b, double mode)
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{
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var n = new Beta(a, b);
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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 Beta(0.0, 1.0);
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Assert.Throws<NotSupportedException>(() => { var m = 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 Beta(1.0, 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 Beta(1.0, 1.0);
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Assert.AreEqual(1.0, n.Maximum);
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}
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/// <summary>
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/// Can sample static.
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/// </summary>
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[Test]
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public void CanSampleStatic()
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{
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Beta.Sample(new Random(0), 2.0, 3.0);
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}
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/// <summary>
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/// Can sample sequence static.
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/// </summary>
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[Test]
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public void CanSampleSequenceStatic()
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{
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var ied = Beta.Samples(new Random(0), 2.0, 3.0);
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GC.KeepAlive(ied.Take(5).ToArray());
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}
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/// <summary>
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/// Fail sample static with wrong parameters.
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/// </summary>
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[Test]
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public void FailSampleStatic()
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{
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Assert.That(() => Beta.Sample(new Random(0), 1.0, -1.0), Throws.ArgumentException);
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}
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/// <summary>
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/// Fail sample sequence static with wrong parameters.
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/// </summary>
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[Test]
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public void FailSampleSequenceStatic()
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{
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Assert.That(() => Beta.Samples(new Random(0), 1.0, -1.0).First(), Throws.ArgumentException);
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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 Beta(2.0, 3.0);
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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 Beta(2.0, 3.0);
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var ied = n.Samples();
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GC.KeepAlive(ied.Take(5).ToArray());
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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="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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/// <param name="x">Input value X.</param>
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/// <param name="pdf">Density value.</param>
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[TestCase(0.0, 0.0, 0.0, Double.PositiveInfinity)]
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[TestCase(0.0, 0.0, 0.5, 0.0)]
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[TestCase(0.0, 0.0, 1.0, Double.PositiveInfinity)]
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[TestCase(0.0, 0.1, 0.0, Double.PositiveInfinity)]
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[TestCase(0.0, 0.1, 0.5, 0.0)]
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[TestCase(0.0, 0.1, 1.0, 0.0)]
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[TestCase(1.0, 0.0, 0.0, 0.0)]
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[TestCase(1.0, 0.0, 0.5, 0.0)]
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[TestCase(1.0, 0.0, 1.0, Double.PositiveInfinity)]
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[TestCase(1.0, 1.0, 0.0, 1.0)]
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[TestCase(1.0, 1.0, 0.5, 1.0)]
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[TestCase(1.0, 1.0, 1.0, 1.0)]
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[TestCase(9.0, 1.0, 0.0, 0.0)]
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[TestCase(9.0, 1.0, 0.5, 0.03515625)]
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[TestCase(9.0, 1.0, 1.0, 9.0)]
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[TestCase(9.0, 1.0, -1.0, 0.0)]
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[TestCase(9.0, 1.0, 2.0, 0.0)]
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[TestCase(5.0, 100, 0.0, 0.0)]
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[TestCase(5.0, 100, 0.5, 1.0881845516040810386311829462908430145307026037926335e-21)]
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[TestCase(5.0, 100, 1.0, 0.0)]
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[TestCase(1.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
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[TestCase(1.0, Double.PositiveInfinity, 0.5, 0.0)]
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[TestCase(1.0, Double.PositiveInfinity, 1.0, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.0, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.5, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 1.0, Double.PositiveInfinity)]
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[TestCase(0.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
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[TestCase(0.0, Double.PositiveInfinity, 0.5, 0.0)]
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[TestCase(0.0, Double.PositiveInfinity, 1.0, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.0, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.5, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 1.0, Double.PositiveInfinity)]
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public void ValidateDensity(double a, double b, double x, double pdf)
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{
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var n = new Beta(a, b);
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AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 12);
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AssertHelpers.AlmostEqualRelative(pdf, Beta.PDF(a, b, x), 12);
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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="a">Parameter A.</param>
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/// <param name="b">Parameter B.</param>
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/// <param name="x">Input value X.</param>
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/// <param name="pdfln">Density log value.</param>
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[TestCase(0.0, 0.0, 0.0, Double.PositiveInfinity)]
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[TestCase(0.0, 0.0, 0.5, Double.NegativeInfinity)]
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[TestCase(0.0, 0.0, 1.0, Double.PositiveInfinity)]
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[TestCase(0.0, 0.1, 0.0, Double.PositiveInfinity)]
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[TestCase(0.0, 0.1, 0.5, Double.NegativeInfinity)]
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[TestCase(0.0, 0.1, 1.0, Double.NegativeInfinity)]
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[TestCase(1.0, 0.0, 0.0, Double.NegativeInfinity)]
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[TestCase(1.0, 0.0, 0.5, Double.NegativeInfinity)]
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[TestCase(1.0, 0.0, 1.0, Double.PositiveInfinity)]
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[TestCase(1.0, 1.0, 0.0, 0.0)]
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[TestCase(1.0, 1.0, 0.5, 0.0)]
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[TestCase(1.0, 1.0, 1.0, 0.0)]
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[TestCase(9.0, 1.0, 0.0, Double.NegativeInfinity)]
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[TestCase(9.0, 1.0, 0.5, -3.3479528671433430925473664978203611353090199592365458)]
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[TestCase(9.0, 1.0, 1.0, 2.1972245773362193827904904738450514092949811156454996)]
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[TestCase(9.0, 1.0, -1.0, Double.NegativeInfinity)]
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[TestCase(9.0, 1.0, 2.0, Double.NegativeInfinity)]
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[TestCase(5.0, 100, 0.0, Double.NegativeInfinity)]
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[TestCase(5.0, 100, 0.5, -51.447830024537682154565870837960406410586196074573801)]
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[TestCase(5.0, 100, 1.0, Double.NegativeInfinity)]
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[TestCase(1.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
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[TestCase(1.0, Double.PositiveInfinity, 0.5, Double.NegativeInfinity)]
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[TestCase(1.0, Double.PositiveInfinity, 1.0, Double.NegativeInfinity)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.0, Double.NegativeInfinity)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.5, Double.NegativeInfinity)]
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[TestCase(Double.PositiveInfinity, 1.0, 1.0, Double.PositiveInfinity)]
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[TestCase(0.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
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[TestCase(0.0, Double.PositiveInfinity, 0.5, Double.NegativeInfinity)]
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[TestCase(0.0, Double.PositiveInfinity, 1.0, Double.NegativeInfinity)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.0, Double.NegativeInfinity)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.5, Double.NegativeInfinity)]
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[TestCase(Double.PositiveInfinity, 0.0, 1.0, Double.PositiveInfinity)]
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public void ValidateDensityLn(double a, double b, double x, double pdfln)
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{
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var n = new Beta(a, b);
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AssertHelpers.AlmostEqualRelative(pdfln, n.DensityLn(x), 13);
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AssertHelpers.AlmostEqualRelative(pdfln, Beta.PDFLn(a, b, x), 13);
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}
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[TestCase(0.0, 0.0, 0.0, 0.5)]
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[TestCase(0.0, 0.0, 0.5, 0.5)]
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[TestCase(0.0, 0.0, 1.0, 1.0)]
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[TestCase(0.0, 0.1, 0.0, 1.0)]
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[TestCase(0.0, 0.1, 0.5, 1.0)]
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[TestCase(0.0, 0.1, 1.0, 1.0)]
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[TestCase(1.0, 0.0, 0.0, 0.0)]
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[TestCase(1.0, 0.0, 0.5, 0.0)]
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[TestCase(1.0, 0.0, 1.0, 1.0)]
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[TestCase(1.0, 1.0, 0.0, 0.0)]
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[TestCase(1.0, 1.0, 0.5, 0.5)]
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[TestCase(1.0, 1.0, 1.0, 1.0)]
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[TestCase(9.0, 1.0, 0.0, 0.0)]
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[TestCase(9.0, 1.0, 0.5, 0.001953125)]
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[TestCase(9.0, 1.0, 1.0, 1.0)]
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[TestCase(5.0, 100, 0.0, 0.0)]
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[TestCase(5.0, 100, 0.5, 1.0)]
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[TestCase(5.0, 100, 1.0, 1.0)]
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[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0)]
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[TestCase(1.0, Double.PositiveInfinity, 0.5, 1.0)]
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[TestCase(1.0, Double.PositiveInfinity, 1.0, 1.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.0, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 0.5, 0.0)]
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[TestCase(Double.PositiveInfinity, 1.0, 1.0, 1.0)]
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[TestCase(0.0, Double.PositiveInfinity, 0.0, 1.0)]
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[TestCase(0.0, Double.PositiveInfinity, 0.5, 1.0)]
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[TestCase(0.0, Double.PositiveInfinity, 1.0, 1.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.0, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 0.5, 0.0)]
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[TestCase(Double.PositiveInfinity, 0.0, 1.0, 1.0)]
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public void ValidateCumulativeDistribution(double a, double b, double x, double p)
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{
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var dist = new Beta(a, b);
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Assert.That(dist.CumulativeDistribution(x), Is.EqualTo(p).Within(1e-13));
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Assert.That(Beta.CDF(a, b, x), Is.EqualTo(p).Within(1e-13));
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}
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[TestCase(1.0, 1.0, 1.0, 1.0)]
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[TestCase(9.0, 1.0, 0.0, 0.0)]
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[TestCase(9.0, 1.0, 0.5, 0.001953125)]
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[TestCase(9.0, 1.0, 1.0, 1.0)]
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[TestCase(5.0, 100, 0.0, 0.0)]
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public void ValidateInverseCumulativeDistribution(double a, double b, double x, double p)
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{
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var dist = new Beta(a, b);
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Assert.That(dist.InverseCumulativeDistribution(p), Is.EqualTo(x).Within(1e-6));
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Assert.That(Beta.InvCDF(a, b, p), Is.EqualTo(x).Within(1e-6));
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}
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|
}
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|
}
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|