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405 lines
13 KiB
405 lines
13 KiB
// <copyright file="ContinuousUniformTests.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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// Copyright (c) 2009-2010 Math.NET
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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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// 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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// 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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/// Continuous uniform tests.
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/// </summary>
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[TestFixture]
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public class ContinuousUniformTests
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{
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/// <summary>
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/// Set-up parameters.
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/// </summary>
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[SetUp]
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public void SetUp()
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{
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Control.CheckDistributionParameters = true;
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}
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/// <summary>
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/// Can create continuous uniform.
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/// </summary>
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[Test]
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public void CanCreateContinuousUniform()
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{
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var n = new ContinuousUniform();
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Assert.AreEqual(0.0, n.LowerBound);
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Assert.AreEqual(1.0, n.UpperBound);
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}
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/// <summary>
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/// Can create continuous uniform.
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/// </summary>
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/// <param name="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(0.0, 0.0)]
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[TestCase(0.0, 0.1)]
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[TestCase(0.0, 1.0)]
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[TestCase(10.0, 10.0)]
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[TestCase(-5.0, 11.0)]
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[TestCase(-5.0, 100.0)]
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[TestCase(Double.NegativeInfinity, Double.PositiveInfinity)]
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public void CanCreateContinuousUniform(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual(lower, n.LowerBound);
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Assert.AreEqual(upper, n.UpperBound);
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}
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/// <summary>
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/// Continuous uniform create fails with bad parameters.
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/// </summary>
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/// <param name="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(Double.NaN, 1.0)]
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[TestCase(1.0, Double.NaN)]
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[TestCase(Double.NaN, Double.NaN)]
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[TestCase(1.0, 0.0)]
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public void ContinuousUniformCreateFailsWithBadParameters(double lower, double upper)
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{
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Assert.Throws<ArgumentOutOfRangeException>(() => new ContinuousUniform(lower, upper));
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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 ContinuousUniform(1.0, 2.0);
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Assert.AreEqual("ContinuousUniform(Lower = 1, Upper = 2)", n.ToString());
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}
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/// <summary>
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/// Can set lower bound.
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/// </summary>
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/// <param name="lower">Lower bound.</param>
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[TestCase(-10.0)]
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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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public void CanSetLower(double lower)
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{
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new ContinuousUniform
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{
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LowerBound = lower
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};
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}
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/// <summary>
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/// Set bad lower bound fails.
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/// </summary>
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[Test]
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public void SetBadLowerFails()
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{
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var n = new ContinuousUniform();
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Assert.Throws<ArgumentOutOfRangeException>(() => n.LowerBound = 3.0);
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}
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/// <summary>
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/// Can set upper bound.
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/// </summary>
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/// <param name="upper">Upper bound.</param>
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[TestCase(1.0)]
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[TestCase(2.0)]
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[TestCase(12.0)]
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public void CanSetUpper(double upper)
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{
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new ContinuousUniform
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{
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UpperBound = upper
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};
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}
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/// <summary>
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/// Set bad upper fails.
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/// </summary>
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[Test]
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public void SetBadUpperFails()
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{
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var n = new ContinuousUniform();
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Assert.Throws<ArgumentOutOfRangeException>(() => n.UpperBound = -1.0);
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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="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(-0.0, 2.0)]
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[TestCase(0.0, 2.0)]
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[TestCase(0.1, 4.0)]
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[TestCase(1.0, 10.0)]
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[TestCase(10.0, 11.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateEntropy(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual(Math.Log(upper - lower), n.Entropy);
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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="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(-0.0, 2.0)]
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[TestCase(0.0, 2.0)]
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[TestCase(0.1, 4.0)]
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[TestCase(1.0, 10.0)]
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[TestCase(10.0, 11.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateSkewness(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual(0.0, n.Skewness);
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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="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(-0.0, 2.0)]
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[TestCase(0.0, 2.0)]
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[TestCase(0.1, 4.0)]
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[TestCase(1.0, 10.0)]
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[TestCase(10.0, 11.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateMode(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual((lower + upper) / 2.0, n.Mode);
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}
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/// <summary>
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/// Validate median.
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/// </summary>
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/// <param name="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(-0.0, 2.0)]
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[TestCase(0.0, 2.0)]
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[TestCase(0.1, 4.0)]
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[TestCase(1.0, 10.0)]
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[TestCase(10.0, 11.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateMedian(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual((lower + upper) / 2.0, 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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/// <param name="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(-0.0, 2.0)]
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[TestCase(0.0, 2.0)]
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[TestCase(0.1, 4.0)]
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[TestCase(1.0, 10.0)]
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[TestCase(10.0, 11.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateMinimum(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual(lower, 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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/// <param name="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(-0.0, 2.0)]
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[TestCase(0.0, 2.0)]
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[TestCase(0.1, 4.0)]
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[TestCase(1.0, 10.0)]
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[TestCase(10.0, 11.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateMaximum(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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Assert.AreEqual(upper, 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="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(0.0, 0.0)]
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[TestCase(0.0, 0.1)]
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[TestCase(0.0, 1.0)]
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[TestCase(0.0, 10.0)]
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[TestCase(-5.0, 100.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateDensity(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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for (var i = 0; i < 11; i++)
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{
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var x = i - 5.0;
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if (x >= lower && x <= upper)
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{
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Assert.AreEqual(1.0 / (upper - lower), n.Density(x));
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}
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else
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{
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Assert.AreEqual(0.0, n.Density(x));
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}
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}
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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="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(0.0, 0.0)]
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[TestCase(0.0, 0.1)]
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[TestCase(0.0, 1.0)]
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[TestCase(0.0, 10.0)]
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[TestCase(-5.0, 100.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateDensityLn(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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for (var i = 0; i < 11; i++)
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{
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var x = i - 5.0;
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if (x >= lower && x <= upper)
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{
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Assert.AreEqual(-Math.Log(upper - lower), n.DensityLn(x));
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}
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else
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{
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Assert.AreEqual(double.NegativeInfinity, n.DensityLn(x));
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}
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}
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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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ContinuousUniform.Sample(new Random(), 0.0, 1.0);
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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 = ContinuousUniform.Samples(new Random(), 0.0, 1.0);
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ied.Take(5).ToArray();
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}
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/// <summary>
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/// Fail sample static with bad 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.Throws<ArgumentOutOfRangeException>(() => ContinuousUniform.Sample(new Random(), 0.0, -1.0));
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}
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/// <summary>
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/// Fail sample sequence static with bad 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.Throws<ArgumentOutOfRangeException>(() => ContinuousUniform.Samples(new Random(), 0.0, -1.0).First());
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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 ContinuousUniform();
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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 ContinuousUniform();
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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="lower">Lower bound.</param>
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/// <param name="upper">Upper bound.</param>
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[TestCase(0.0, 0.0)]
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[TestCase(0.0, 0.1)]
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[TestCase(0.0, 1.0)]
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[TestCase(0.0, 10.0)]
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[TestCase(-5.0, 100.0)]
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[TestCase(0.0, Double.PositiveInfinity)]
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public void ValidateCumulativeDistribution(double lower, double upper)
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{
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var n = new ContinuousUniform(lower, upper);
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for (var i = 0; i < 11; i++)
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{
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var x = i - 5.0;
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if (x <= lower)
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{
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Assert.AreEqual(0.0, n.CumulativeDistribution(x));
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}
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else if (x >= upper)
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{
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Assert.AreEqual(1.0, n.CumulativeDistribution(x));
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}
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else
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{
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Assert.AreEqual((x - lower) / (upper - lower), n.CumulativeDistribution(x));
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}
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}
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}
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}
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}
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