001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 package org.apache.commons.math.distribution; 018 019 import junit.framework.TestCase; 020 import org.apache.commons.math.MathException; 021 022 public class BetaDistributionTest extends TestCase { 023 public void testCumulative() throws MathException { 024 double[] x = new double[]{-0.1, 0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0, 1.1}; 025 // all test data computed using R 2.5 026 checkCumulative(0.1, 0.1, 027 x, new double[]{ 028 0.0000000000, 0.0000000000, 0.4063850939, 0.4397091902, 0.4628041861, 029 0.4821200456, 0.5000000000, 0.5178799544, 0.5371958139, 0.5602908098, 030 0.5936149061, 1.0000000000, 1.0000000000}); 031 checkCumulative(0.1, 0.5, 032 x, new double[]{ 033 0.0000000000, 0.0000000000, 0.7048336221, 0.7593042194, 0.7951765304, 034 0.8234948385, 0.8480017124, 0.8706034370, 0.8926585878, 0.9156406404, 035 0.9423662883, 1.0000000000, 1.0000000000}); 036 checkCumulative(0.1, 1.0, 037 x, new double[]{ 038 0.0000000000, 0.0000000000, 0.7943282347, 0.8513399225, 0.8865681506, 039 0.9124435366, 0.9330329915, 0.9502002165, 0.9649610951, 0.9779327685, 040 0.9895192582, 1.0000000000, 1.0000000000}); 041 checkCumulative(0.1, 2.0, 042 x, new double[]{ 043 0.0000000000, 0.0000000000, 0.8658177758, 0.9194471163, 0.9486279211, 044 0.9671901487, 0.9796846411, 0.9882082252, 0.9939099280, 0.9974914239, 045 0.9994144508, 1.0000000000, 1.0000000000}); 046 checkCumulative(0.1, 4.0, 047 x, new double[]{ 048 0.0000000000, 0.0000000000, 0.9234991121, 0.9661958941, 0.9842285085, 049 0.9928444112, 0.9970040660, 0.9989112804, 0.9996895625, 0.9999440793, 050 0.9999967829, 1.0000000000, 1.0000000000}); 051 checkCumulative(0.5, 0.1, 052 x, new double[]{ 053 0.00000000000, 0.00000000000, 0.05763371168, 0.08435935962, 054 0.10734141216, 0.12939656302, 0.15199828760, 0.17650516146, 055 0.20482346963, 0.24069578055, 0.29516637795, 1.00000000000, 1.00000000000}); 056 057 checkCumulative(0.5, 0.5, 058 x, new double[]{ 059 0.0000000000, 0.0000000000, 0.2048327647, 0.2951672353, 0.3690101196, 060 0.4359057832, 0.5000000000, 0.5640942168, 0.6309898804, 0.7048327647, 061 0.7951672353, 1.0000000000, 1.0000000000}); 062 checkCumulative(0.5, 1.0, 063 x, new double[]{ 064 0.0000000000, 0.0000000000, 0.3162277660, 0.4472135955, 0.5477225575, 065 0.6324555320, 0.7071067812, 0.7745966692, 0.8366600265, 0.8944271910, 066 0.9486832981, 1.0000000000, 1.0000000000}); 067 checkCumulative(0.5, 2.0, 068 x, new double[]{ 069 0.0000000000, 0.0000000000, 0.4585302607, 0.6260990337, 0.7394254526, 070 0.8221921916, 0.8838834765, 0.9295160031, 0.9621590305, 0.9838699101, 071 0.9961174630, 1.0000000000, 1.0000000000}); 072 checkCumulative(0.5, 4.0, 073 x, new double[]{ 074 0.0000000000, 0.0000000000, 0.6266250826, 0.8049844719, 0.8987784842, 075 0.9502644369, 0.9777960959, 0.9914837366, 0.9974556254, 0.9995223859, 076 0.9999714889, 1.0000000000, 1.0000000000}); 077 checkCumulative(1.0, 0.1, 078 x, new double[]{ 079 0.00000000000, 0.00000000000, 0.01048074179, 0.02206723146, 080 0.03503890488, 0.04979978349, 0.06696700846, 0.08755646344, 081 0.11343184943, 0.14866007748, 0.20567176528, 1.00000000000, 1.00000000000}); 082 checkCumulative(1.0, 0.5, 083 x, new double[]{ 084 0.00000000000, 0.00000000000, 0.05131670195, 0.10557280900, 085 0.16333997347, 0.22540333076, 0.29289321881, 0.36754446797, 086 0.45227744249, 0.55278640450, 0.68377223398, 1.00000000000, 1.00000000000}); 087 checkCumulative(1, 1, 088 x, new double[]{ 089 0.0, 0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0, 1.0}); 090 checkCumulative(1, 2, 091 x, new double[]{ 092 0.00, 0.00, 0.19, 0.36, 0.51, 0.64, 0.75, 0.84, 0.91, 0.96, 0.99, 1.00, 1.00}); 093 checkCumulative(1, 4, 094 x, new double[]{ 095 0.0000, 0.0000, 0.3439, 0.5904, 0.7599, 0.8704, 0.9375, 0.9744, 0.9919, 096 0.9984, 0.9999, 1.0000, 1.0000}); 097 checkCumulative(2.0, 0.1, 098 x, new double[]{ 099 0.0000000000000, 0.0000000000000, 0.0005855492117, 0.0025085760862, 100 0.0060900720266, 0.0117917748341, 0.0203153588864, 0.0328098512512, 101 0.0513720788952, 0.0805528836776, 0.1341822241505, 1.0000000000000, 1.0000000000000}); 102 checkCumulative(2, 1, 103 x, new double[]{ 104 0.00, 0.00, 0.01, 0.04, 0.09, 0.16, 0.25, 0.36, 0.49, 0.64, 0.81, 1.00, 1.00}); 105 checkCumulative(2.0, 0.5, 106 x, new double[]{ 107 0.000000000000, 0.000000000000, 0.003882537047, 0.016130089900, 108 0.037840969486, 0.070483996910, 0.116116523517, 0.177807808356, 109 0.260574547368, 0.373900966300, 0.541469739276, 1.000000000000, 1.000000000000}); 110 checkCumulative(2, 2, 111 x, new double[]{ 112 0.000, 0.000, 0.028, 0.104, 0.216, 0.352, 0.500, 0.648, 0.784, 0.896, 0.972, 1.000, 1.000}); 113 checkCumulative(2, 4, 114 x, new double[]{ 115 0.00000, 0.00000, 0.08146, 0.26272, 0.47178, 0.66304, 0.81250, 0.91296, 116 0.96922, 0.99328, 0.99954, 1.00000, 1.00000}); 117 checkCumulative(4.0, 0.1, 118 x, new double[]{ 119 0.000000000e+00, 0.000000000e+00, 3.217128269e-06, 5.592070271e-05, 120 3.104375474e-04, 1.088719595e-03, 2.995933981e-03, 7.155588777e-03, 121 1.577149153e-02, 3.380410585e-02, 7.650088789e-02, 1.000000000e+00, 1.000000000e+00}); 122 checkCumulative(4.0, 0.5, 123 x, new double[]{ 124 0.000000000e+00, 0.000000000e+00, 2.851114863e-05, 4.776140576e-04, 125 2.544374616e-03, 8.516263371e-03, 2.220390414e-02, 4.973556312e-02, 126 1.012215158e-01, 1.950155281e-01, 3.733749174e-01, 1.000000000e+00, 1.000000000e+00}); 127 checkCumulative(4, 1, 128 x, new double[]{ 129 0.0000, 0.0000, 0.0001, 0.0016, 0.0081, 0.0256, 0.0625, 0.1296, 0.2401, 130 0.4096, 0.6561, 1.0000, 1.0000}); 131 checkCumulative(4, 2, 132 x, new double[]{ 133 0.00000, 0.00000, 0.00046, 0.00672, 0.03078, 0.08704, 0.18750, 0.33696, 134 0.52822, 0.73728, 0.91854, 1.00000, 1.00000}); 135 checkCumulative(4, 4, 136 x, new double[]{ 137 0.000000, 0.000000, 0.002728, 0.033344, 0.126036, 0.289792, 0.500000, 138 0.710208, 0.873964, 0.966656, 0.997272, 1.000000, 1.000000}); 139 140 } 141 142 private void checkCumulative(double alpha, double beta, double[] x, double[] cumes) throws MathException { 143 BetaDistribution d = new BetaDistributionImpl(alpha, beta); 144 for (int i = 0; i < x.length; i++) { 145 assertEquals(cumes[i], d.cumulativeProbability(x[i]), 1e-8); 146 } 147 148 for (int i = 1; i < x.length - 1; i++) { 149 assertEquals(x[i], d.inverseCumulativeProbability(cumes[i]), 1e-5); 150 } 151 } 152 153 public void testDensity() throws MathException { 154 double[] x = new double[]{1e-6, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9}; 155 checkDensity(0.1, 0.1, 156 x, new double[]{ 157 12741.2357380649, 0.4429889586665234, 2.639378715e-01, 2.066393611e-01, 158 1.832401831e-01, 1.766302780e-01, 1.832404579e-01, 2.066400696e-01, 159 2.639396531e-01, 4.429925026e-01}); 160 checkDensity(0.1, 0.5, 161 x, new double[]{ 162 2.218377102e+04, 7.394524202e-01, 4.203020268e-01, 3.119435533e-01, 163 2.600787829e-01, 2.330648626e-01, 2.211408259e-01, 2.222728708e-01, 164 2.414013907e-01, 3.070567405e-01}); 165 checkDensity(0.1, 1.0, 166 x, new double[]{ 167 2.511886432e+04, 7.943210858e-01, 4.256680458e-01, 2.955218303e-01, 168 2.281103709e-01, 1.866062624e-01, 1.583664652e-01, 1.378514078e-01, 169 1.222414585e-01, 1.099464743e-01}); 170 checkDensity(0.1, 2.0, 171 x, new double[]{ 172 2.763072312e+04, 7.863770012e-01, 3.745874120e-01, 2.275514842e-01, 173 1.505525939e-01, 1.026332391e-01, 6.968107049e-02, 4.549081293e-02, 174 2.689298641e-02, 1.209399123e-02}); 175 checkDensity(0.1, 4.0, 176 x, new double[]{ 177 2.997927462e+04, 6.911058917e-01, 2.601128486e-01, 1.209774010e-01, 178 5.880564714e-02, 2.783915474e-02, 1.209657335e-02, 4.442148268e-03, 179 1.167143939e-03, 1.312171805e-04}); 180 checkDensity(0.5, 0.1, 181 x, new double[]{ 182 88.3152184726, 0.3070542841, 0.2414007269, 0.2222727015, 183 0.2211409364, 0.2330652355, 0.2600795198, 0.3119449793, 184 0.4203052841, 0.7394649088}); 185 checkDensity(0.5, 0.5, 186 x, new double[]{ 187 318.3100453389, 1.0610282383, 0.7957732234, 0.6946084565, 188 0.6497470636, 0.6366197724, 0.6497476051, 0.6946097796, 189 0.7957762075, 1.0610376697}); 190 checkDensity(0.5, 1.0, 191 x, new double[]{ 192 500.0000000000, 1.5811309244, 1.1180311937, 0.9128694077, 193 0.7905684268, 0.7071060741, 0.6454966865, 0.5976138778, 194 0.5590166450, 0.5270459839}); 195 checkDensity(0.5, 2.0, 196 x, new double[]{ 197 749.99925000000, 2.134537420613655, 1.34163575536, 0.95851150881, 198 0.71151039830, 0.53032849490, 0.38729704363, 0.26892534859, 199 0.16770415497, 0.07905610701}); 200 checkDensity(0.5, 4.0, 201 x, new double[]{ 202 1.093746719e+03, 2.52142232809988, 1.252190241e+00, 6.849343920e-01, 203 3.735417140e-01, 1.933481570e-01, 9.036885833e-02, 3.529621669e-02, 204 9.782644546e-03, 1.152878503e-03}); 205 checkDensity(1.0, 0.1, 206 x, new double[]{ 207 0.1000000900, 0.1099466942, 0.1222417336, 0.1378517623, 0.1583669403, 208 0.1866069342, 0.2281113974, 0.2955236034, 0.4256718768, 209 0.7943353837}); 210 checkDensity(1.0, 0.5, 211 x, new double[]{ 212 0.5000002500, 0.5270465695, 0.5590173438, 0.5976147315, 0.6454977623, 213 0.7071074883, 0.7905704033, 0.9128724506, 214 1.1180367838, 1.5811467358}); 215 checkDensity(1, 1, 216 x, new double[]{ 217 1, 1, 1, 218 1, 1, 1, 1, 219 1, 1, 1}); 220 checkDensity(1, 2, 221 x, new double[]{ 222 1.999998, 1.799998, 1.599998, 1.399998, 1.199998, 0.999998, 0.799998, 223 0.599998, 0.399998, 224 0.199998}); 225 checkDensity(1, 4, 226 x, new double[]{ 227 3.999988000012, 2.915990280011, 2.047992320010, 1.371994120008, 228 0.863995680007, 0.499997000006, 0.255998080005, 0.107998920004, 229 0.031999520002, 0.003999880001}); 230 checkDensity(2.0, 0.1, 231 x, new double[]{ 232 1.100000990e-07, 1.209425730e-02, 2.689331586e-02, 4.549123318e-02, 233 6.968162794e-02, 1.026340191e-01, 1.505537732e-01, 2.275534997e-01, 234 3.745917198e-01, 7.863929037e-01}); 235 checkDensity(2.0, 0.5, 236 x, new double[]{ 237 7.500003750e-07, 7.905777599e-02, 1.677060417e-01, 2.689275256e-01, 238 3.872996256e-01, 5.303316769e-01, 7.115145488e-01, 9.585174425e-01, 239 1.341645818e+00, 2.134537420613655}); 240 checkDensity(2, 1, 241 x, new double[]{ 242 0.000002, 0.200002, 0.400002, 0.600002, 0.800002, 1.000002, 1.200002, 243 1.400002, 1.600002, 244 1.800002}); 245 checkDensity(2, 2, 246 x, new double[]{ 247 5.9999940e-06, 5.4000480e-01, 9.6000360e-01, 1.2600024e+00, 248 1.4400012e+00, 1.5000000e+00, 1.4399988e+00, 1.2599976e+00, 249 9.5999640e-01, 5.3999520e-01}); 250 checkDensity(2, 4, 251 x, new double[]{ 252 0.00001999994, 1.45800971996, 2.04800255997, 2.05799803998, 253 1.72799567999, 1.24999500000, 0.76799552000, 0.37799676001, 254 0.12799824001, 0.01799948000}); 255 checkDensity(4.0, 0.1, 256 x, new double[]{ 257 1.193501074e-19, 1.312253162e-04, 1.167181580e-03, 4.442248535e-03, 258 1.209679109e-02, 2.783958903e-02, 5.880649983e-02, 1.209791638e-01, 259 2.601171405e-01, 6.911229392e-01}); 260 checkDensity(4.0, 0.5, 261 x, new double[]{ 262 1.093750547e-18, 1.152948959e-03, 9.782950259e-03, 3.529697305e-02, 263 9.037036449e-02, 1.933508639e-01, 3.735463833e-01, 6.849425461e-01, 264 1.252205894e+00, 2.52142232809988}); 265 checkDensity(4, 1, 266 x, new double[]{ 267 4.000000000e-18, 4.000120001e-03, 3.200048000e-02, 1.080010800e-01, 268 2.560019200e-01, 5.000030000e-01, 8.640043200e-01, 1.372005880e+00, 269 2.048007680e+00, 2.916009720e+00}); 270 checkDensity(4, 2, 271 x, new double[]{ 272 1.999998000e-17, 1.800052000e-02, 1.280017600e-01, 3.780032400e-01, 273 7.680044800e-01, 1.250005000e+00, 1.728004320e+00, 2.058001960e+00, 274 2.047997440e+00, 1.457990280e+00}); 275 checkDensity(4, 4, 276 x, new double[]{ 277 1.399995800e-16, 1.020627216e-01, 5.734464512e-01, 1.296547409e+00, 278 1.935364838e+00, 2.187500000e+00, 1.935355162e+00, 1.296532591e+00, 279 5.734335488e-01, 1.020572784e-01}); 280 281 } 282 283 private void checkDensity(double alpha, double beta, double[] x, double[] expected) throws MathException { 284 BetaDistribution d = new BetaDistributionImpl(alpha, beta); 285 for (int i = 0; i < x.length; i++) { 286 assertEquals(String.format("density at x=%.1f for alpha=%.1f, beta=%.1f", x[i], alpha, beta), expected[i], d.density(x[i]), 1e-5); 287 } 288 } 289 }