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Java example source code file (LogitTest.java)

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

Learn more about this Java project at its project page.

Java - Java tags/keywords

derivativestructure, eps, exception, logit, logittest, outofrangeexception, randomgenerator, sigmoid, test, univariatedifferentiablefunction, univariatefunction, well1024a

The LogitTest.java Java example 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.math3.analysis.function;

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.FunctionUtils;
import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well1024a;
import org.apache.commons.math3.util.FastMath;

import org.junit.Assert;
import org.junit.Test;

/**
 * Test for class {@link Logit}.
 */
public class LogitTest {
    private final double EPS = Math.ulp(1d);

    @Test(expected=OutOfRangeException.class)
    public void testPreconditions1() {
        final double lo = -1;
        final double hi = 2;
        final UnivariateFunction f = new Logit(lo, hi);

        f.value(lo - 1);
    }

    @Test(expected=OutOfRangeException.class)
    public void testPreconditions2() {
        final double lo = -1;
        final double hi = 2;
        final UnivariateFunction f = new Logit(lo, hi);

        f.value(hi + 1);
    }

    @Test
    public void testSomeValues() {
        final double lo = 1;
        final double hi = 2;
        final UnivariateFunction f = new Logit(lo, hi);

        Assert.assertEquals(Double.NEGATIVE_INFINITY, f.value(1), EPS);
        Assert.assertEquals(Double.POSITIVE_INFINITY, f.value(2), EPS);
        Assert.assertEquals(0, f.value(1.5), EPS);
    }

    @Test
    public void testDerivative() {
        final double lo = 1;
        final double hi = 2;
        final Logit f = new Logit(lo, hi);
        final DerivativeStructure f15 = f.value(new DerivativeStructure(1, 1, 0, 1.5));

        Assert.assertEquals(4, f15.getPartialDerivative(1), EPS);
    }

    @Test
    public void testDerivativeLargeArguments() {
        final Logit f = new Logit(1, 2);

        for (double arg : new double[] {
            Double.NEGATIVE_INFINITY, -Double.MAX_VALUE, -1e155, 1e155, Double.MAX_VALUE, Double.POSITIVE_INFINITY
            }) {
            try {
                f.value(new DerivativeStructure(1, 1, 0, arg));
                Assert.fail("an exception should have been thrown");
            } catch (OutOfRangeException ore) {
                // expected
            } catch (Exception e) {
                Assert.fail("wrong exception caught: " + e.getMessage());
            }
        }
    }

    @Test
    public void testDerivativesHighOrder() {
        DerivativeStructure l = new Logit(1, 3).value(new DerivativeStructure(1, 5, 0, 1.2));
        Assert.assertEquals(-2.1972245773362193828, l.getPartialDerivative(0), 1.0e-16);
        Assert.assertEquals(5.5555555555555555555,  l.getPartialDerivative(1), 9.0e-16);
        Assert.assertEquals(-24.691358024691358025, l.getPartialDerivative(2), 2.0e-14);
        Assert.assertEquals(250.34293552812071331,  l.getPartialDerivative(3), 2.0e-13);
        Assert.assertEquals(-3749.4284407864654778, l.getPartialDerivative(4), 4.0e-12);
        Assert.assertEquals(75001.270131585632282,  l.getPartialDerivative(5), 8.0e-11);
    }

    @Test(expected=NullArgumentException.class)
    public void testParametricUsage1() {
        final Logit.Parametric g = new Logit.Parametric();
        g.value(0, null);
    }

    @Test(expected=DimensionMismatchException.class)
    public void testParametricUsage2() {
        final Logit.Parametric g = new Logit.Parametric();
        g.value(0, new double[] {0});
    }

    @Test(expected=NullArgumentException.class)
    public void testParametricUsage3() {
        final Logit.Parametric g = new Logit.Parametric();
        g.gradient(0, null);
    }

    @Test(expected=DimensionMismatchException.class)
    public void testParametricUsage4() {
        final Logit.Parametric g = new Logit.Parametric();
        g.gradient(0, new double[] {0});
    }

    @Test(expected=OutOfRangeException.class)
    public void testParametricUsage5() {
        final Logit.Parametric g = new Logit.Parametric();
        g.value(-1, new double[] {0, 1});
    }

    @Test(expected=OutOfRangeException.class)
    public void testParametricUsage6() {
        final Logit.Parametric g = new Logit.Parametric();
        g.value(2, new double[] {0, 1});
    }

    @Test
    public void testParametricValue() {
        final double lo = 2;
        final double hi = 3;
        final Logit f = new Logit(lo, hi);

        final Logit.Parametric g = new Logit.Parametric();
        Assert.assertEquals(f.value(2), g.value(2, new double[] {lo, hi}), 0);
        Assert.assertEquals(f.value(2.34567), g.value(2.34567, new double[] {lo, hi}), 0);
        Assert.assertEquals(f.value(3), g.value(3, new double[] {lo, hi}), 0);
    }

    @Test
    public void testValueWithInverseFunction() {
        final double lo = 2;
        final double hi = 3;
        final Logit f = new Logit(lo, hi);
        final Sigmoid g = new Sigmoid(lo, hi);
        RandomGenerator random = new Well1024a(0x49914cdd9f0b8db5l);
        final UnivariateDifferentiableFunction id = FunctionUtils.compose((UnivariateDifferentiableFunction) g,
                                                                (UnivariateDifferentiableFunction) f);

        for (int i = 0; i < 10; i++) {
            final double x = lo + random.nextDouble() * (hi - lo);
            Assert.assertEquals(x, id.value(new DerivativeStructure(1, 1, 0, x)).getValue(), EPS);
        }

        Assert.assertEquals(lo, id.value(new DerivativeStructure(1, 1, 0, lo)).getValue(), EPS);
        Assert.assertEquals(hi, id.value(new DerivativeStructure(1, 1, 0, hi)).getValue(), EPS);
    }

    @Test
    public void testDerivativesWithInverseFunction() {
        double[] epsilon = new double[] { 1.0e-20, 4.0e-16, 3.0e-15, 2.0e-11, 3.0e-9, 1.0e-6 };
        final double lo = 2;
        final double hi = 3;
        final Logit f = new Logit(lo, hi);
        final Sigmoid g = new Sigmoid(lo, hi);
        RandomGenerator random = new Well1024a(0x96885e9c1f81cea5l);
        final UnivariateDifferentiableFunction id =
                FunctionUtils.compose((UnivariateDifferentiableFunction) g, (UnivariateDifferentiableFunction) f);
        for (int maxOrder = 0; maxOrder < 6; ++maxOrder) {
            double max = 0;
            for (int i = 0; i < 10; i++) {
                final double x = lo + random.nextDouble() * (hi - lo);
                final DerivativeStructure dsX = new DerivativeStructure(1, maxOrder, 0, x);
                max = FastMath.max(max, FastMath.abs(dsX.getPartialDerivative(maxOrder) -
                                                     id.value(dsX).getPartialDerivative(maxOrder)));
                Assert.assertEquals(dsX.getPartialDerivative(maxOrder),
                                    id.value(dsX).getPartialDerivative(maxOrder),
                                    epsilon[maxOrder]);
            }

            // each function evaluates correctly near boundaries,
            // but combination leads to NaN as some intermediate point is infinite
            final DerivativeStructure dsLo = new DerivativeStructure(1, maxOrder, 0, lo);
            if (maxOrder == 0) {
                Assert.assertTrue(Double.isInfinite(f.value(dsLo).getPartialDerivative(maxOrder)));
                Assert.assertEquals(lo, id.value(dsLo).getPartialDerivative(maxOrder), epsilon[maxOrder]);
            } else if (maxOrder == 1) {
                Assert.assertTrue(Double.isInfinite(f.value(dsLo).getPartialDerivative(maxOrder)));
                Assert.assertTrue(Double.isNaN(id.value(dsLo).getPartialDerivative(maxOrder)));
            } else {
                Assert.assertTrue(Double.isNaN(f.value(dsLo).getPartialDerivative(maxOrder)));
                Assert.assertTrue(Double.isNaN(id.value(dsLo).getPartialDerivative(maxOrder)));
            }

            final DerivativeStructure dsHi = new DerivativeStructure(1, maxOrder, 0, hi);
            if (maxOrder == 0) {
                Assert.assertTrue(Double.isInfinite(f.value(dsHi).getPartialDerivative(maxOrder)));
                Assert.assertEquals(hi, id.value(dsHi).getPartialDerivative(maxOrder), epsilon[maxOrder]);
            } else if (maxOrder == 1) {
                Assert.assertTrue(Double.isInfinite(f.value(dsHi).getPartialDerivative(maxOrder)));
                Assert.assertTrue(Double.isNaN(id.value(dsHi).getPartialDerivative(maxOrder)));
            } else {
                Assert.assertTrue(Double.isNaN(f.value(dsHi).getPartialDerivative(maxOrder)));
                Assert.assertTrue(Double.isNaN(id.value(dsHi).getPartialDerivative(maxOrder)));
            }

        }
    }
}

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