/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.estimation;
import static org.testng.AssertJUnit.assertEquals;
import org.testng.annotations.Test;
import cern.jet.random.engine.MersenneTwister;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.distribution.GammaDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
/**
*
*/
public class GammaDistributionMomentEstimatorTest {
private static final Function1D<double[], ProbabilityDistribution<Double>> CALCULATOR = new GammaDistributionMomentEstimator();
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNull() {
CALCULATOR.evaluate((double[]) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testEmpty() {
CALCULATOR.evaluate(new double[0]);
}
@Test
public void test() {
final int n = 500000;
final double k = 0.97;
final double theta = 0.46;
final ProbabilityDistribution<Double> p1 = new GammaDistribution(k, theta, new MersenneTwister(MersenneTwister.DEFAULT_SEED));
final double[] x = new double[n];
for (int i = 0; i < n; i++) {
x[i] = p1.nextRandom();
}
final GammaDistribution p2 = (GammaDistribution) CALCULATOR.evaluate(x);
final double eps = 0.025;
assertEquals(p2.getK(), k, eps);
assertEquals(p2.getTheta(), theta, eps);
}
}