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; 018 019 020 /** 021 * Test cases for FDistribution. 022 * Extends ContinuousDistributionAbstractTest. See class javadoc for 023 * ContinuousDistributionAbstractTest for details. 024 * 025 * @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $ 026 */ 027 public class FDistributionTest extends ContinuousDistributionAbstractTest { 028 029 /** 030 * Constructor for FDistributionTest. 031 * @param name 032 */ 033 public FDistributionTest(String name) { 034 super(name); 035 } 036 037 //-------------- Implementations for abstract methods ----------------------- 038 039 /** Creates the default continuous distribution instance to use in tests. */ 040 @Override 041 public ContinuousDistribution makeDistribution() { 042 return new FDistributionImpl(5.0, 6.0); 043 } 044 045 /** Creates the default cumulative probability distribution test input values */ 046 @Override 047 public double[] makeCumulativeTestPoints() { 048 // quantiles computed using R version 1.8.1 (linux version) 049 return new double[] {0.03468084d ,0.09370091d, 0.1433137d, 050 0.2020084d, 0.2937283d, 20.80266d, 8.745895d, 5.987565d, 051 4.387374d, 3.107512d}; 052 } 053 054 /** Creates the default cumulative probability density test expected values */ 055 @Override 056 public double[] makeCumulativeTestValues() { 057 return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d, 058 0.990d, 0.975d, 0.950d, 0.900d}; 059 } 060 061 // --------------------- Override tolerance -------------- 062 @Override 063 protected void setUp() throws Exception { 064 super.setUp(); 065 setTolerance(4e-6); 066 } 067 068 //---------------------------- Additional test cases ------------------------- 069 070 public void testCumulativeProbabilityExtremes() throws Exception { 071 setCumulativeTestPoints(new double[] {-2, 0}); 072 setCumulativeTestValues(new double[] {0, 0}); 073 verifyCumulativeProbabilities(); 074 } 075 076 public void testInverseCumulativeProbabilityExtremes() throws Exception { 077 setInverseCumulativeTestPoints(new double[] {0, 1}); 078 setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY}); 079 verifyInverseCumulativeProbabilities(); 080 } 081 082 public void testDfAccessors() { 083 FDistribution distribution = (FDistribution) getDistribution(); 084 assertEquals(5d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE); 085 distribution.setNumeratorDegreesOfFreedom(4d); 086 assertEquals(4d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE); 087 assertEquals(6d, distribution.getDenominatorDegreesOfFreedom(), Double.MIN_VALUE); 088 distribution.setDenominatorDegreesOfFreedom(4d); 089 assertEquals(4d, distribution.getDenominatorDegreesOfFreedom(), Double.MIN_VALUE); 090 try { 091 distribution.setNumeratorDegreesOfFreedom(0d); 092 fail("Expecting IllegalArgumentException for df = 0"); 093 } catch (IllegalArgumentException ex) { 094 // expected 095 } 096 try { 097 distribution.setDenominatorDegreesOfFreedom(0d); 098 fail("Expecting IllegalArgumentException for df = 0"); 099 } catch (IllegalArgumentException ex) { 100 // expected 101 } 102 } 103 104 public void testLargeDegreesOfFreedom() throws Exception { 105 org.apache.commons.math.distribution.FDistributionImpl fd = 106 new org.apache.commons.math.distribution.FDistributionImpl( 107 100000., 100000.); 108 double p = fd.cumulativeProbability(.999); 109 double x = fd.inverseCumulativeProbability(p); 110 assertEquals(.999, x, 1.0e-5); 111 } 112 113 public void testSmallDegreesOfFreedom() throws Exception { 114 org.apache.commons.math.distribution.FDistributionImpl fd = 115 new org.apache.commons.math.distribution.FDistributionImpl( 116 1.0, 1.0); 117 double p = fd.cumulativeProbability(0.975); 118 double x = fd.inverseCumulativeProbability(p); 119 assertEquals(0.975, x, 1.0e-5); 120 121 fd.setDenominatorDegreesOfFreedom(2.0); 122 p = fd.cumulativeProbability(0.975); 123 x = fd.inverseCumulativeProbability(p); 124 assertEquals(0.975, x, 1.0e-5); 125 } 126 127 }