home | career | drupal | java | mac | mysql | perl | scala | uml | unix

Commons Math example source code file (GammaDistributionTest.java)

This example Commons Math source code file (GammaDistributionTest.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

continuousdistributionabstracttest, exception, exception, expecting, gammadistribution, gammadistribution, gammadistributionimpl, gammadistributionimpl, gammadistributiontest, illegalargumentexception, override, override

The Commons Math GammaDistributionTest.java source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math.distribution;

/**
 * Test cases for GammaDistribution.
 * Extends ContinuousDistributionAbstractTest.  See class javadoc for
 * ContinuousDistributionAbstractTest for details.
 *
 * @version $Revision: 924362 $ $Date: 2010-03-17 12:45:31 -0400 (Wed, 17 Mar 2010) $
 */
public class GammaDistributionTest extends ContinuousDistributionAbstractTest {

    /**
     * Constructor for GammaDistributionTest.
     * @param name
     */
    public GammaDistributionTest(String name) {
        super(name);
    }

    //-------------- Implementations for abstract methods -----------------------

    /** Creates the default continuous distribution instance to use in tests. */
    @Override
    public GammaDistribution makeDistribution() {
        return new GammaDistributionImpl(4d, 2d);
    }

    /** Creates the default cumulative probability distribution test input values */
    @Override
    public double[] makeCumulativeTestPoints() {
        // quantiles computed using R version 2.9.2
        return new double[] {0.857104827257, 1.64649737269, 2.17973074725, 2.7326367935, 3.48953912565,
                26.1244815584, 20.0902350297, 17.5345461395, 15.5073130559, 13.3615661365};
    }

    /** Creates the default cumulative probability density test expected values */
    @Override
    public double[] makeCumulativeTestValues() {
        return new double[] {0.001, 0.01, 0.025, 0.05, 0.1, 0.999, 0.990, 0.975, 0.950, 0.900};
    }

    /** Creates the default probability density test expected values */
    @Override
    public double[] makeDensityTestValues() {
        return new double[] {0.00427280075546, 0.0204117166709, 0.0362756163658, 0.0542113174239, 0.0773195272491,
                0.000394468852816, 0.00366559696761, 0.00874649473311, 0.0166712508128, 0.0311798227954};
    }

    // --------------------- Override tolerance  --------------
    @Override
    protected void setUp() throws Exception {
        super.setUp();
        setTolerance(1e-9);
    }

    //---------------------------- Additional test cases -------------------------
    public void testParameterAccessors() {
        GammaDistribution distribution = (GammaDistribution) getDistribution();
        assertEquals(4d, distribution.getAlpha(), 0);
        distribution.setAlpha(3d);
        assertEquals(3d, distribution.getAlpha(), 0);
        assertEquals(2d, distribution.getBeta(), 0);
        distribution.setBeta(4d);
        assertEquals(4d, distribution.getBeta(), 0);
        try {
            distribution.setAlpha(0d);
            fail("Expecting IllegalArgumentException for alpha = 0");
        } catch (IllegalArgumentException ex) {
            // expected
        }
        try {
            distribution.setBeta(0d);
            fail("Expecting IllegalArgumentException for beta = 0");
        } catch (IllegalArgumentException ex) {
            // expected
        }
    }

    public void testProbabilities() throws Exception {
        testProbability(-1.000, 4.0, 2.0, .0000);
        testProbability(15.501, 4.0, 2.0, .9499);
        testProbability(0.504, 4.0, 1.0, .0018);
        testProbability(10.011, 1.0, 2.0, .9933);
        testProbability(5.000, 2.0, 2.0, .7127);
    }

    public void testValues() throws Exception {
        testValue(15.501, 4.0, 2.0, .9499);
        testValue(0.504, 4.0, 1.0, .0018);
        testValue(10.011, 1.0, 2.0, .9933);
        testValue(5.000, 2.0, 2.0, .7127);
    }

    private void testProbability(double x, double a, double b, double expected) throws Exception {
        GammaDistribution distribution = new GammaDistributionImpl( a, b );
        double actual = distribution.cumulativeProbability(x);
        assertEquals("probability for " + x, expected, actual, 10e-4);
    }

    private void testValue(double expected, double a, double b, double p) throws Exception {
        GammaDistribution distribution = new GammaDistributionImpl( a, b );
        double actual = distribution.inverseCumulativeProbability(p);
        assertEquals("critical value for " + p, expected, actual, 10e-4);
    }

    public void testDensity() {
        double[] x = new double[]{-0.1, 1e-6, 0.5, 1, 2, 5};
        // R2.5: print(dgamma(x, shape=1, rate=1), digits=10)
        checkDensity(1, 1, x, new double[]{0.000000000000, 0.999999000001, 0.606530659713, 0.367879441171, 0.135335283237, 0.006737946999});
        // R2.5: print(dgamma(x, shape=2, rate=1), digits=10)
        checkDensity(2, 1, x, new double[]{0.000000000000, 0.000000999999, 0.303265329856, 0.367879441171, 0.270670566473, 0.033689734995});
        // R2.5: print(dgamma(x, shape=4, rate=1), digits=10)
        checkDensity(4, 1, x, new double[]{0.000000000e+00, 1.666665000e-19, 1.263605541e-02, 6.131324020e-02, 1.804470443e-01, 1.403738958e-01});
        // R2.5: print(dgamma(x, shape=4, rate=10), digits=10)
        checkDensity(4, 10, x, new double[]{0.000000000e+00, 1.666650000e-15, 1.403738958e+00, 7.566654960e-02, 2.748204830e-05, 4.018228850e-17});
        // R2.5: print(dgamma(x, shape=.1, rate=10), digits=10)
        checkDensity(0.1, 10, x, new double[]{0.000000000e+00, 3.323953832e+04, 1.663849010e-03, 6.007786726e-06, 1.461647647e-10, 5.996008322e-24});
        // R2.5: print(dgamma(x, shape=.1, rate=20), digits=10)
        checkDensity(0.1, 20, x, new double[]{0.000000000e+00, 3.562489883e+04, 1.201557345e-05, 2.923295295e-10, 3.228910843e-19, 1.239484589e-45});
        // R2.5: print(dgamma(x, shape=.1, rate=4), digits=10)
        checkDensity(0.1, 4, x, new double[]{0.000000000e+00, 3.032938388e+04, 3.049322494e-02, 2.211502311e-03, 2.170613371e-05, 5.846590589e-11});
        // R2.5: print(dgamma(x, shape=.1, rate=1), digits=10)
        checkDensity(0.1, 1, x, new double[]{0.000000000e+00, 2.640334143e+04, 1.189704437e-01, 3.866916944e-02, 7.623306235e-03, 1.663849010e-04});
    }

    private void checkDensity(double alpha, double rate, double[] x, double[] expected) {
        GammaDistribution d = new GammaDistributionImpl(alpha, 1 / rate);
        for (int i = 0; i < x.length; i++) {
            assertEquals(expected[i], d.density(x[i]), 1e-5);
        }
    }

    public void testInverseCumulativeProbabilityExtremes() throws Exception {
        setInverseCumulativeTestPoints(new double[] {0, 1});
        setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY});
        verifyInverseCumulativeProbabilities();
    }
}

Other Commons Math examples (source code examples)

Here is a short list of links related to this Commons Math GammaDistributionTest.java source code file:

new blog posts

 

Copyright 1998-2013 Alvin Alexander, alvinalexander.com
All Rights Reserved.