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Diffstat (limited to 'elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentiallyModifiedGaussianDistributionTest.java')
| -rw-r--r-- | elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentiallyModifiedGaussianDistributionTest.java | 111 |
1 files changed, 111 insertions, 0 deletions
diff --git a/elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentiallyModifiedGaussianDistributionTest.java b/elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentiallyModifiedGaussianDistributionTest.java new file mode 100644 index 00000000..6012b548 --- /dev/null +++ b/elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentiallyModifiedGaussianDistributionTest.java @@ -0,0 +1,111 @@ +package de.lmu.ifi.dbs.elki.math.statistics.distribution; + +/* + This file is part of ELKI: + Environment for Developing KDD-Applications Supported by Index-Structures + + Copyright (C) 2015 + Ludwig-Maximilians-Universität München + Lehr- und Forschungseinheit für Datenbanksysteme + ELKI Development Team + + This program is free software: you can redistribute it and/or modify + it under the terms of the GNU Affero General Public License as published by + the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU Affero General Public License for more details. + + You should have received a copy of the GNU Affero General Public License + along with this program. If not, see <http://www.gnu.org/licenses/>. + */ +import org.junit.Test; + +import de.lmu.ifi.dbs.elki.JUnit4Test; + +/** + * Unit test for the Normal distribution in ELKI. + * + * The reference values were computed using GNU R and SciPy. + * + * @author Erich Schubert + * @since 0.6.0 + */ +public class ExponentiallyModifiedGaussianDistributionTest extends AbstractDistributionTest implements JUnit4Test { + public static final double[] P_CDFPDF = { // + 1e-10, 1e-05, 0.1, 0.1234567, 0.2, 0.2718281828459045, 0.3, 0.3141592653589793, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 2.0, 2.718281828459045, 3.141592653589793 // + }; + + public static final double[] GNUR_EXGAUSS_PDF_1_3_05 = { // + 8.47499457587128773861e-02, // 0.000000 + 8.47501509788143592150e-02, // 0.000010 + 8.67850439453969474402e-02, // 0.100000 + 8.72571793172293719287e-02, // 0.123457 + 8.87828480833198901978e-02, // 0.200000 + 9.01922765508967883008e-02, // 0.271828 + 9.07388117440050406826e-02, // 0.300000 + 9.10121196636441698313e-02, // 0.314159 + 9.26484294233294591869e-02, // 0.400000 + 9.45072549271919470915e-02, // 0.500000 + 9.63109197365605573804e-02, // 0.600000 + 9.80551512388879997761e-02, // 0.700000 + 9.97357907145074162880e-02, // 0.800000 + 1.01348810967098704183e-01, // 0.900000 + 1.02890333488697346964e-01, // 1.000000 + 1.04356645052008520369e-01, // 1.100000 + 1.05744213625967600767e-01, // 1.200000 + 1.07049703514534744198e-01, // 1.300000 + 1.08269989623592619021e-01, // 1.400000 + 1.09402170766494374887e-01, // 1.500000 + 1.10443581925230030483e-01, // 1.600000 + 1.11391805391289122618e-01, // 1.700000 + 1.12244680718037018186e-01, // 1.800000 + 1.13000313424705317589e-01, // 1.900000 + 1.13657082400870648731e-01, // 2.000000 + 1.15388290567157214550e-01, // 2.718282 + 1.13959589524871160449e-01, // 3.141593 + }; + + public static final double[] GNUR_EXGAUSS_CDF_1_3_05 = { // + 1.99941448676917293836e-01, // 0.000000 + 1.99942296168926059163e-01, // 0.000010 + 2.08518489920253430325e-01, // 0.100000 + 2.10559722098245583055e-01, // 0.123457 + 2.17297214297385354875e-01, // 0.200000 + 2.23725077521963966465e-01, // 0.271828 + 2.26273664808885194288e-01, // 0.300000 + 2.27560395746384258597e-01, // 0.314159 + 2.35443431714238121666e-01, // 0.400000 + 2.44801657534712419073e-01, // 0.500000 + 2.54343043903264842687e-01, // 0.600000 + 2.64061860245194957031e-01, // 0.700000 + 2.73951954270620134935e-01, // 0.800000 + 2.84006764248710408260e-01, // 0.900000 + 2.94219333022605278316e-01, // 1.000000 + 3.04582323713075031613e-01, // 1.100000 + 3.15088037048429803200e-01, // 1.200000 + 3.25728430247959499511e-01, // 1.300000 + 3.36495137376428721243e-01, // 1.400000 + 3.47379491077914881458e-01, // 1.500000 + 3.58372545588643010017e-01, // 1.600000 + 3.69465100920526368089e-01, // 1.700000 + 3.80647728099900828358e-01, // 1.800000 + 3.91910795339542039617e-01, // 1.900000 + 4.03244495016495063666e-01, // 2.000000 + 4.85820022244521587673e-01, // 2.718282 + 5.34425248272120123616e-01, // 3.141593 + }; + + @Test + public void testPDF() { + checkPDF(new ExponentiallyModifiedGaussianDistribution(1., 3., .5), P_CDFPDF, GNUR_EXGAUSS_PDF_1_3_05, 1e-13); + } + + @Test + public void testCDF() { + checkCDF(new ExponentiallyModifiedGaussianDistribution(1., 3., .5), P_CDFPDF, GNUR_EXGAUSS_CDF_1_3_05, 1e-12); + } +} |