//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
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//
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using System;
using System.Linq;
using MathNet.Numerics.Distributions;
using NUnit.Framework;
namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
{
using Random = System.Random;
///
/// BetaScaled distribution tests.
///
[TestFixture, Category("Distributions")]
public class BetaScaledTests
{
///
/// Can create BetaScaled distribution.
///
[TestCase(1.0, 1.0, -1.0, 1.0)]
[TestCase(9.0, 1.0, 0.0, 1.0)]
[TestCase(5.0, 100.0, 0.0, 1.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
[TestCase(Double.PositiveInfinity, 1.0, Double.PositiveInfinity, 1.0)]
public void CanCreateBetaScaled(double a, double b, double location, double scale)
{
var n = new BetaScaled(a, b, location, scale);
Assert.AreEqual(a, n.A);
Assert.AreEqual(b, n.B);
Assert.AreEqual(location, n.Location);
Assert.AreEqual(scale, n.Scale);
}
///
/// BetaScaled create fails with bad parameters.
///
[Test]
public void BetaScaledCreateFailsWithBadParameters()
{
Assert.That(() => new BetaScaled(Double.NaN, 1.0, 0.0, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(1.0, Double.NaN, 0.0, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(Double.NaN, Double.NaN, 0.0, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(1.0, 1.0, Double.NaN, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(1.0, 1.0, 1.0, Double.NaN), Throws.ArgumentException);
Assert.That(() => new BetaScaled(1.0, 0.0, 0.0, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(0.0, 1.0, 0.0, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(-1.0, -1.0, 0.0, 1.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(1.0, 1.0, 1.0, 0.0), Throws.ArgumentException);
Assert.That(() => new BetaScaled(1.0, 1.0, 1.0, -1.0), Throws.ArgumentException);
}
///
/// Validate to string.
///
[Test]
public void ValidateToString()
{
var n = new BetaScaled(1d, 2d, 0.0, 1.0);
Assert.AreEqual("BetaScaled(α = 1, β = 2, μ = 0, σ = 1)", n.ToString());
}
///
/// Validate mean.
///
[TestCase(1.0, 1.0, 0.0, 1.0, 0.5)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.9)]
[TestCase(5.0, 100.0, 0.0, 1.0, 0.047619047619047619047616)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 1.0)]
public void ValidateMean(double a, double b, double location, double scale, double mean)
{
var n = new BetaScaled(a, b, location, scale);
Assert.AreEqual(mean, n.Mean);
}
///
/// Validate skewness.
///
[TestCase(1.0, 1.0, 0.0, 1.0, 0.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, -1.4740554623801777107177478829647496373009282424841579)]
[TestCase(5.0, 100.0, 0.0, 1.0, 0.81759410927553430354583159143895018978562196953345572)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 2.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, -2.0)]
public void ValidateSkewness(double a, double b, double location, double scale, double skewness)
{
var n = new BetaScaled(a, b, location, scale);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, 14);
}
///
/// Validate mode.
///
[TestCase(1.0, 1.0, 0.0, 1.0, 0.5)]
[TestCase(9.0, 1.0, 0.0, 1.0, 1.0)]
[TestCase(5.0, 100.0, 0.0, 1.0, 0.038834951456310676243255386452801758423447608947753906)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 1.0)]
public void ValidateMode(double a, double b, double location, double scale, double mode)
{
var n = new BetaScaled(a, b, location, scale);
Assert.AreEqual(mode, n.Mode);
}
///
/// Validate median throws NotSupportedException.
///
[Test]
public void ValidateMedianThrowsNotSupportedException()
{
var n = new BetaScaled(1.0, 1.0, 0.0, 1.0);
Assert.Throws(() => { var m = n.Median; });
}
///
/// Validate minimum.
///
[Test]
public void ValidateMinimum()
{
var n = new BetaScaled(1.0, 1.0, 0.0, 1.0);
Assert.AreEqual(0.0, n.Minimum);
}
///
/// Validate maximum.
///
[Test]
public void ValidateMaximum()
{
var n = new BetaScaled(1.0, 1.0, 0.0, 1.0);
Assert.AreEqual(1.0, n.Maximum);
}
///
/// Can sample static.
///
[Test]
public void CanSampleStatic()
{
BetaScaled.Sample(new Random(0), 2.0, 3.0, 0.0, 1.0);
}
///
/// Can sample sequence static.
///
[Test]
public void CanSampleSequenceStatic()
{
var ied = BetaScaled.Samples(new Random(0), 2.0, 3.0, 0.0, 1.0);
GC.KeepAlive(ied.Take(5).ToArray());
}
///
/// Fail sample static with wrong parameters.
///
[Test]
public void FailSampleStatic()
{
Assert.That(() => BetaScaled.Sample(new Random(0), 1.0, -1.0, 0.0, 1.0), Throws.ArgumentException);
}
///
/// Fail sample sequence static with wrong parameters.
///
[Test]
public void FailSampleSequenceStatic()
{
Assert.That(() => BetaScaled.Samples(new Random(0), 1.0, -1.0, 0.0, 1.0).First(), Throws.ArgumentException);
}
///
/// Can sample.
///
[Test]
public void CanSample()
{
var n = new BetaScaled(2.0, 3.0, 0.0, 1.0);
n.Sample();
}
///
/// Can sample sequence.
///
[Test]
public void CanSampleSequence()
{
var n = new BetaScaled(2.0, 3.0, 0.0, 1.0);
var ied = n.Samples();
GC.KeepAlive(ied.Take(5).ToArray());
}
/// Reference: N[PDF[TransformedDistribution[l + s d, d \[Distributed] BetaDistribution[a, b]], x], 20]
[TestCase(1.0, 1.0, 0.0, 1.0, 0.0, 1.0)]
[TestCase(1.0, 1.0, 0.0, 1.0, 0.5, 1.0)]
[TestCase(1.0, 1.0, 0.0, 1.0, 1.0, 1.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.5, 0.03515625)]
[TestCase(9.0, 1.0, 0.0, 1.0, 1.0, 9.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, -1.0, 0.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 2.0, 0.0)]
[TestCase(9.0, 1.0, -2.0, 2.0, -0.5, 0.450508)]
[TestCase(5.0, 100, 0.0, 1.0, 0.0, 0.0)]
[TestCase(5.0, 100, 0.0, 1.0, 0.5, 1.0881845516040810386311829462908430145307026037926335e-21)]
[TestCase(5.0, 100, 0.0, 1.0, 1.0, 0.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.0, Double.PositiveInfinity)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.5, 0.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 1.0, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 0.5, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 1.0, Double.PositiveInfinity)]
public void ValidateDensity(double a, double b, double location, double scale, double x, double pdf)
{
var n = new BetaScaled(a, b, location, scale);
AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 5);
AssertHelpers.AlmostEqualRelative(pdf, BetaScaled.PDF(a, b, location, scale, x), 5);
}
/// Reference: N[Log[PDF[TransformedDistribution[l + s d, d \[Distributed] BetaDistribution[a, b]], x]], 20]
[TestCase(1.0, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(1.0, 1.0, 0.0, 1.0, 0.5, 0.0)]
[TestCase(1.0, 1.0, 0.0, 1.0, 1.0, 0.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.0, Double.NegativeInfinity)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.5, -3.3479528671433430925473664978203611353090199592365458)]
[TestCase(9.0, 1.0, 0.0, 1.0, 1.0, 2.1972245773362193827904904738450514092949811156454996)]
[TestCase(9.0, 1.0, 0.0, 1.0, -1.0, Double.NegativeInfinity)]
[TestCase(9.0, 1.0, 0.0, 1.0, 2.0, Double.NegativeInfinity)]
[TestCase(9.0, 1.0, -2.0, 2.0, -0.5, -0.797379)]
[TestCase(5.0, 100, 0.0, 1.0, 0.0, Double.NegativeInfinity)]
[TestCase(5.0, 100, 0.0, 1.0, 0.5, -51.447830024537682154565870837960406410586196074573801)]
[TestCase(5.0, 100, 0.0, 1.0, 1.0, Double.NegativeInfinity)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.0, Double.PositiveInfinity)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.5, Double.NegativeInfinity)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 1.0, Double.NegativeInfinity)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 0.0, Double.NegativeInfinity)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 0.5, Double.NegativeInfinity)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 1.0, Double.PositiveInfinity)]
public void ValidateDensityLn(double a, double b, double location, double scale, double x, double pdfln)
{
var n = new BetaScaled(a, b, location, scale);
AssertHelpers.AlmostEqualRelative(pdfln, n.DensityLn(x), 5);
AssertHelpers.AlmostEqualRelative(pdfln, BetaScaled.PDFLn(a, b, location, scale, x), 5);
}
/// Reference: N[CDF[TransformedDistribution[l + s d, d \[Distributed] BetaDistribution[a, b]], x], 20]
[TestCase(1.0, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(1.0, 1.0, 0.0, 1.0, 0.5, 0.5)]
[TestCase(1.0, 1.0, 0.0, 1.0, 1.0, 1.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.5, 0.001953125)]
[TestCase(9.0, 1.0, 0.0, 1.0, 1.0, 1.0)]
[TestCase(9.0, 1.0, -2.0, 2.0, -0.5, 0.0750847)]
[TestCase(5.0, 100, 0.0, 1.0, 0.0, 0.0)]
[TestCase(5.0, 100, 0.0, 1.0, 0.5, 1.0)]
[TestCase(5.0, 100, 0.0, 1.0, 1.0, 1.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.0, 1.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 0.5, 1.0)]
[TestCase(1.0, Double.PositiveInfinity, 0.0, 1.0, 1.0, 1.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 0.5, 0.0)]
[TestCase(Double.PositiveInfinity, 1.0, 0.0, 1.0, 1.0, 1.0)]
public void ValidateCumulativeDistribution(double a, double b, double location, double scale, double x, double p)
{
var dist = new BetaScaled(a, b, location, scale);
Assert.That(dist.CumulativeDistribution(x), Is.EqualTo(p).Within(1e-5));
Assert.That(BetaScaled.CDF(a, b, location, scale, x), Is.EqualTo(p).Within(1e-5));
}
[TestCase(1.0, 1.0, 0.0, 1.0, 1.0, 1.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.0, 0.0)]
[TestCase(9.0, 1.0, 0.0, 1.0, 0.5, 0.001953125)]
[TestCase(9.0, 1.0, 0.0, 1.0, 1.0, 1.0)]
[TestCase(5.0, 100, 0.0, 1.0, 0.0, 0.0)]
public void ValidateInverseCumulativeDistribution(double a, double b, double location, double scale, double x, double p)
{
var dist = new BetaScaled(a, b, location, scale);
Assert.That(dist.InverseCumulativeDistribution(p), Is.EqualTo(x).Within(1e-6));
Assert.That(BetaScaled.InvCDF(a, b, location, scale, p), Is.EqualTo(x).Within(1e-6));
}
}
}