/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.distribution;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import org.testng.annotations.Test;
import com.opengamma.analytics.math.statistics.descriptive.MeanCalculator;
import com.opengamma.analytics.math.statistics.descriptive.MedianCalculator;
import com.opengamma.analytics.math.statistics.descriptive.SampleFisherKurtosisCalculator;
import com.opengamma.analytics.math.statistics.descriptive.SampleSkewnessCalculator;
import com.opengamma.analytics.math.statistics.descriptive.SampleVarianceCalculator;
public class LaplaceDistributionTest extends ProbabilityDistributionTestCase {
private static final double MU = 0.7;
private static final double B = 0.5;
private static final LaplaceDistribution LAPLACE = new LaplaceDistribution(MU, B, ENGINE);
private static final double[] DATA;
private static final double EPS1 = 0.05;
static {
final int n = 500000;
DATA = new double[n];
for (int i = 0; i < n; i++) {
DATA[i] = LAPLACE.nextRandom();
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeBDistribution() {
new LaplaceDistribution(1, -0.4);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullEngine() {
new LaplaceDistribution(0, 1, null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testInverseCDFWithLow() {
LAPLACE.getInverseCDF(-0.45);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testInverseCDFWithHigh() {
LAPLACE.getInverseCDF(6.7);
}
@Test
public void testObject() {
assertEquals(LAPLACE.getB(), B, 0);
assertEquals(LAPLACE.getMu(), MU, 0);
LaplaceDistribution other = new LaplaceDistribution(MU, B);
assertEquals(LAPLACE, other);
assertEquals(LAPLACE.hashCode(), other.hashCode());
other = new LaplaceDistribution(MU + 1, B);
assertFalse(LAPLACE.equals(other));
other = new LaplaceDistribution(MU, B + 1);
assertFalse(LAPLACE.equals(other));
}
@Test
public void test() {
assertCDFWithNull(LAPLACE);
assertPDFWithNull(LAPLACE);
assertInverseCDFWithNull(LAPLACE);
final double mean = new MeanCalculator().evaluate(DATA);
final double median = new MedianCalculator().evaluate(DATA);
final double variance = new SampleVarianceCalculator().evaluate(DATA);
final double skew = new SampleSkewnessCalculator().evaluate(DATA);
final double kurtosis = new SampleFisherKurtosisCalculator().evaluate(DATA);
assertEquals(mean, MU, EPS1);
assertEquals(median, MU, EPS1);
assertEquals(variance, 2 * B * B, EPS1);
assertEquals(skew, 0, EPS1);
assertEquals(kurtosis, 3, EPS1);
}
}