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mathnet-numerics/src/UnitTests/DistributionTests/Continuous/BetaTests.cs

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// <copyright file="BetaTests.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://mathnet.opensourcedotnet.info
//
// Copyright (c) 2009 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace MathNet.Numerics.UnitTests.DistributionTests
{
using System;
using System.Linq;
using MbUnit.Framework;
using MathNet.Numerics.Distributions;
[TestFixture]
public class BetaTests
{
[SetUp]
public void SetUp()
{
Control.CheckDistributionParameters = true;
}
[Test, MultipleAsserts]
[Row(0.0, 0.0)]
[Row(0.0, 0.1)]
[Row(1.0, 0.0)]
[Row(1.0, 1.0)]
[Row(9.0, 1.0)]
[Row(5.0, 100.0)]
[Row(1.0, Double.PositiveInfinity)]
[Row(Double.PositiveInfinity, 1.0)]
[Row(0.0, Double.PositiveInfinity)]
[Row(Double.PositiveInfinity, 0.0)]
public void CanCreateBeta(double a, double b)
{
var n = new Beta(a, b);
AssertEx.AreEqual<double>(a, n.A);
AssertEx.AreEqual<double>(b, n.B);
}
[Test]
[ExpectedException(typeof(ArgumentOutOfRangeException))]
[Row(Double.NaN, 1.0)]
[Row(1.0, Double.NaN)]
[Row(Double.NaN, Double.NaN)]
[Row(1.0, -1.0)]
[Row(-1.0, 1.0)]
[Row(-1.0, -1.0)]
public void BetaCreateFailsWithBadParameters(double a, double b)
{
var n = new Beta(a, b);
}
[Test]
public void ValidateToString()
{
var n = new Beta(1.0, 2.0);
AssertEx.AreEqual<string>("Beta(A = 1, B = 2)", n.ToString());
}
[Test]
[Row(-0.0)]
[Row(0.0)]
[Row(0.1)]
[Row(1.0)]
[Row(10.0)]
[Row(Double.PositiveInfinity)]
public void CanSetShapeA(double a)
{
var n = new Beta(1.0, 1.0);
n.A = a;
}
[Test]
[ExpectedException(typeof(ArgumentOutOfRangeException))]
public void SetShapeAFailsWithNegativeA()
{
var n = new Beta(1.0, 1.0);
n.A = -1.0;
}
[Test]
[Row(-0.0)]
[Row(0.0)]
[Row(0.1)]
[Row(1.0)]
[Row(10.0)]
[Row(Double.PositiveInfinity)]
public void CanSetShapeB(double b)
{
var n = new Beta(1.0, 1.0);
n.B = b;
}
[Test]
[ExpectedException(typeof(ArgumentOutOfRangeException))]
public void SetShapeBFailsWithNegativeB()
{
var n = new Beta(1.0, 1.0);
n.B = -1.0;
}
[Test]
[Row(0.0, 0.0, 0.5)]
[Row(0.0, 0.1, 0.0)]
[Row(1.0, 0.0, 1.0)]
[Row(1.0, 1.0, 0.5)]
[Row(9.0, 1.0, 0.9)]
[Row(5.0, 100.0, 0.047619047619047619047616)]
[Row(1.0, Double.PositiveInfinity, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 1.0)]
[Row(0.0, Double.PositiveInfinity, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 1.0)]
public void ValidateMean(double a, double b, double mean)
{
var n = new Beta(a, b);
AssertEx.AreEqual<double>(mean, n.Mean);
}
[Test]
[Row(0.0, 0.0, 0.693147180559945309417232121458176568075500134360255)]
[Row(0.0, 0.1, 0.0)]
[Row(1.0, 0.0, 0.0)]
[Row(1.0, 1.0, 0.0)]
[Row(9.0, 1.0, -1.3083356884473304939016015849561625204060922267565917)]
[Row(5.0, 100.0, -2.5201623187602743679459255108827601222133603091753153)]
[Row(1.0, Double.PositiveInfinity, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 0.0)]
[Row(0.0, Double.PositiveInfinity, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 0.0)]
public void ValidateEntropy(double a, double b, double entropy)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(entropy, n.Entropy, 14);
}
[Test]
[Row(0.0, 0.0, 0.0)]
[Row(0.0, 0.1, 2.0)]
[Row(1.0, 0.0, -2.0)]
[Row(1.0, 1.0, 0.0)]
[Row(9.0, 1.0, -1.4740554623801777107177478829647496373009282424841579)]
[Row(5.0, 100.0, 0.81759410927553430354583159143895018978562196953345572)]
[Row(1.0, Double.PositiveInfinity, 2.0)]
[Row(Double.PositiveInfinity, 1.0, -2.0)]
[Row(0.0, Double.PositiveInfinity, 2.0)]
[Row(Double.PositiveInfinity, 0.0, -2.0)]
public void ValidateSkewness(double a, double b, double skewness)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 15);
}
[Test]
[Row(0.0, 0.0, 0.5)]
[Row(0.0, 0.1, 0.0)]
[Row(1.0, 0.0, 1.0)]
[Row(1.0, 1.0, 0.5)]
[Row(9.0, 1.0, 1.0)]
[Row(5.0, 100.0, 0.038834951456310676243255386452801758423447608947753906)]
[Row(1.0, Double.PositiveInfinity, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 1.0)]
[Row(0.0, Double.PositiveInfinity, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 1.0)]
public void ValidateMode(double a, double b, double mode)
{
var n = new Beta(a, b);
AssertEx.AreEqual<double>(mode, n.Mode);
}
[Test]
[ExpectedException(typeof(NotSupportedException))]
[Row(0.0, 0.0)]
[Row(0.0, 0.1)]
[Row(1.0, 0.0)]
[Row(1.0, 1.0)]
[Row(9.0, 1.0)]
[Row(5.0, 100.0)]
[Row(1.0, Double.PositiveInfinity)]
[Row(Double.PositiveInfinity, 1.0)]
[Row(0.0, Double.PositiveInfinity)]
[Row(Double.PositiveInfinity, 0.0)]
public void ValidateMedian(double a, double b)
{
var n = new Beta(a, 1.0);
var m = n.Median;
}
[Test]
public void ValidateMinimum()
{
var n = new Beta(1.0, 1.0);
AssertEx.AreEqual<double>(0.0, n.Minimum);
}
[Test]
public void ValidateMaximum()
{
var n = new Beta(1.0, 1.0);
AssertEx.AreEqual<double>(1.0, n.Maximum);
}
[Test]
public void CanSampleStatic()
{
var d = Beta.Sample(new Random(), 2.0, 3.0);
}
[Test]
public void CanSampleSequenceStatic()
{
var ied = Beta.Samples(new Random(), 2.0, 3.0);
var arr = ied.Take(5).ToArray();
}
[Test]
[ExpectedException(typeof(ArgumentOutOfRangeException))]
public void FailSampleStatic()
{
var d = Beta.Sample(new Random(), 1.0, -1.0);
}
[Test]
[ExpectedException(typeof(ArgumentOutOfRangeException))]
public void FailSampleSequenceStatic()
{
var ied = Beta.Samples(new Random(), 1.0, -1.0).First();
}
[Test]
public void CanSample()
{
var n = new Beta(2.0, 3.0);
var d = n.Sample();
}
[Test]
public void CanSampleSequence()
{
var n = new Beta(2.0, 3.0);
var ied = n.Samples();
var e = ied.Take(5).ToArray();
}
[Test]
[Row(0.0, 0.0, 0.0, Double.PositiveInfinity)]
[Row(0.0, 0.0, 0.5, 0.0)]
[Row(0.0, 0.0, 1.0, Double.PositiveInfinity)]
[Row(0.0, 0.1, 0.0, Double.PositiveInfinity)]
[Row(0.0, 0.1, 0.5, 0.0)]
[Row(0.0, 0.1, 1.0, 0.0)]
[Row(1.0, 0.0, 0.0, 0.0)]
[Row(1.0, 0.0, 0.5, 0.0)]
[Row(1.0, 0.0, 1.0, Double.PositiveInfinity)]
[Row(1.0, 1.0, 0.0, 1.0)]
[Row(1.0, 1.0, 0.5, 1.0)]
[Row(1.0, 1.0, 1.0, 1.0)]
[Row(9.0, 1.0, 0.0, 0.0)]
[Row(9.0, 1.0, 0.5, 0.03515625)]
[Row(9.0, 1.0, 1.0, 9.0)]
[Row(9.0, 1.0, -1.0, 0.0)]
[Row(9.0, 1.0, 2.0, 0.0)]
[Row(5.0, 100.0, 0.0, 0.0)]
[Row(5.0, 100.0, 0.5, 1.0881845516040810386311829462908430145307026037926335e-21)]
[Row(5.0, 100.0, 1.0, 0.0)]
[Row(1.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
[Row(1.0, Double.PositiveInfinity, 0.5, 0.0)]
[Row(1.0, Double.PositiveInfinity, 1.0, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 0.0, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 0.5, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 1.0, Double.PositiveInfinity)]
[Row(0.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
[Row(0.0, Double.PositiveInfinity, 0.5, 0.0)]
[Row(0.0, Double.PositiveInfinity, 1.0, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 0.0, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 0.5, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 1.0, Double.PositiveInfinity)]
public void ValidateDensity(double a, double b, double x, double pdf)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(pdf, n.Density(x), 13);
}
[Test]
[Row(0.0, 0.0, 0.0, Double.PositiveInfinity)]
[Row(0.0, 0.0, 0.5, Double.NegativeInfinity)]
[Row(0.0, 0.0, 1.0, Double.PositiveInfinity)]
[Row(0.0, 0.1, 0.0, Double.PositiveInfinity)]
[Row(0.0, 0.1, 0.5, Double.NegativeInfinity)]
[Row(0.0, 0.1, 1.0, Double.NegativeInfinity)]
[Row(1.0, 0.0, 0.0, Double.NegativeInfinity)]
[Row(1.0, 0.0, 0.5, Double.NegativeInfinity)]
[Row(1.0, 0.0, 1.0, Double.PositiveInfinity)]
[Row(1.0, 1.0, 0.0, 0.0)]
[Row(1.0, 1.0, 0.5, 0.0)]
[Row(1.0, 1.0, 1.0, 0.0)]
[Row(9.0, 1.0, 0.0, Double.NegativeInfinity)]
[Row(9.0, 1.0, 0.5, -3.3479528671433430925473664978203611353090199592365458)]
[Row(9.0, 1.0, 1.0, 2.1972245773362193827904904738450514092949811156454996)]
[Row(9.0, 1.0, -1.0, Double.NegativeInfinity)]
[Row(9.0, 1.0, 2.0, Double.NegativeInfinity)]
[Row(5.0, 100.0, 0.0, Double.NegativeInfinity)]
[Row(5.0, 100.0, 0.5, -51.447830024537682154565870837960406410586196074573801)]
[Row(5.0, 100.0, 1.0, Double.NegativeInfinity)]
[Row(1.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
[Row(1.0, Double.PositiveInfinity, 0.5, Double.NegativeInfinity)]
[Row(1.0, Double.PositiveInfinity, 1.0, Double.NegativeInfinity)]
[Row(Double.PositiveInfinity, 1.0, 0.0, Double.NegativeInfinity)]
[Row(Double.PositiveInfinity, 1.0, 0.5, Double.NegativeInfinity)]
[Row(Double.PositiveInfinity, 1.0, 1.0, Double.PositiveInfinity)]
[Row(0.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)]
[Row(0.0, Double.PositiveInfinity, 0.5, Double.NegativeInfinity)]
[Row(0.0, Double.PositiveInfinity, 1.0, Double.NegativeInfinity)]
[Row(Double.PositiveInfinity, 0.0, 0.0, Double.NegativeInfinity)]
[Row(Double.PositiveInfinity, 0.0, 0.5, Double.NegativeInfinity)]
[Row(Double.PositiveInfinity, 0.0, 1.0, Double.PositiveInfinity)]
public void ValidateDensityLn(double a, double b, double x, double pdfln)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
[Test]
[Row(0.0, 0.0, 0.0, 0.5)]
[Row(0.0, 0.0, 0.5, 0.5)]
[Row(0.0, 0.0, 1.0, 1.0)]
[Row(0.0, 0.1, 0.0, 1.0)]
[Row(0.0, 0.1, 0.5, 1.0)]
[Row(0.0, 0.1, 1.0, 1.0)]
[Row(1.0, 0.0, 0.0, 0.0)]
[Row(1.0, 0.0, 0.5, 0.0)]
[Row(1.0, 0.0, 1.0, 1.0)]
[Row(1.0, 1.0, 0.0, 0.0)]
[Row(1.0, 1.0, 0.5, 0.5)]
[Row(1.0, 1.0, 1.0, 1.0)]
[Row(9.0, 1.0, 0.0, 0.0)]
[Row(9.0, 1.0, 0.5, 0.001953125)]
[Row(9.0, 1.0, 1.0, 1.0)]
[Row(5.0, 100.0, 0.0, 0.0)]
[Row(5.0, 100.0, 0.5, 1.0)]
[Row(5.0, 100.0, 1.0, 1.0)]
[Row(1.0, Double.PositiveInfinity, 0.0, 1.0)]
[Row(1.0, Double.PositiveInfinity, 0.5, 1.0)]
[Row(1.0, Double.PositiveInfinity, 1.0, 1.0)]
[Row(Double.PositiveInfinity, 1.0, 0.0, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 0.5, 0.0)]
[Row(Double.PositiveInfinity, 1.0, 1.0, 1.0)]
[Row(0.0, Double.PositiveInfinity, 0.0, 1.0)]
[Row(0.0, Double.PositiveInfinity, 0.5, 1.0)]
[Row(0.0, Double.PositiveInfinity, 1.0, 1.0)]
[Row(Double.PositiveInfinity, 0.0, 0.0, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 0.5, 0.0)]
[Row(Double.PositiveInfinity, 0.0, 1.0, 1.0)]
public void ValidateCumulativeDistribution(double a, double b, double x, double cdf)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 13);
}
}
}