| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| |
| package org.apache.commons.math3.distribution; |
| |
| import org.apache.commons.math3.special.Gamma; |
| import org.apache.commons.math3.util.FastMath; |
| import org.apache.commons.math3.exception.NotStrictlyPositiveException; |
| import org.junit.Assert; |
| import org.junit.Test; |
| |
| /** |
| * Test cases for WeibullDistribution. |
| * Extends ContinuousDistributionAbstractTest. See class javadoc for |
| * ContinuousDistributionAbstractTest for details. |
| * |
| */ |
| public class WeibullDistributionTest extends RealDistributionAbstractTest { |
| |
| //-------------- Implementations for abstract methods ----------------------- |
| |
| /** Creates the default continuous distribution instance to use in tests. */ |
| @Override |
| public WeibullDistribution makeDistribution() { |
| return new WeibullDistribution(1.2, 2.1); |
| } |
| |
| /** Creates the default cumulative probability distribution test input values */ |
| @Override |
| public double[] makeCumulativeTestPoints() { |
| // quantiles computed using R version 2.9.2 |
| return new double[] {0.00664355180993, 0.0454328283309, 0.0981162737374, 0.176713524579, 0.321946865392, |
| 10.5115496887, 7.4976304671, 6.23205600701, 5.23968436955, 4.2079028257}; |
| } |
| |
| /** Creates the default cumulative probability density test expected values */ |
| @Override |
| public double[] makeCumulativeTestValues() { |
| return new double[] {0.001, 0.01, 0.025, 0.05, 0.1, 0.999, 0.990, 0.975, 0.950, 0.900}; |
| } |
| |
| /** Creates the default probability density test expected values */ |
| @Override |
| public double[] makeDensityTestValues() { |
| return new double[] {0.180535929306, 0.262801138133, 0.301905425199, 0.330899152971, |
| 0.353441418887, 0.000788590320203, 0.00737060094841, 0.0177576041516, 0.0343043442574, 0.065664589369}; |
| } |
| |
| //---------------------------- Additional test cases ------------------------- |
| |
| @Test |
| public void testInverseCumulativeProbabilitySmallPAccuracy() { |
| WeibullDistribution dist = new WeibullDistribution(2, 3); |
| double t = dist.inverseCumulativeProbability(1e-17); |
| // Analytically, answer is solution to 1e-17 = 1-exp(-(x/3)^2) |
| // x = sqrt(-9*log(1-1e-17)) |
| // If we're not careful, answer will be 0. Answer below is computed with care in Octave: |
| Assert.assertEquals(9.48683298050514e-9, t, 1e-17); |
| } |
| |
| @Test |
| public void testInverseCumulativeProbabilityExtremes() { |
| setInverseCumulativeTestPoints(new double[] {0.0, 1.0}); |
| setInverseCumulativeTestValues( |
| new double[] {0.0, Double.POSITIVE_INFINITY}); |
| verifyInverseCumulativeProbabilities(); |
| } |
| |
| @Test |
| public void testAlpha() { |
| WeibullDistribution dist = new WeibullDistribution(1, 2); |
| Assert.assertEquals(1, dist.getShape(), 0); |
| try { |
| new WeibullDistribution(0, 2); |
| Assert.fail("NotStrictlyPositiveException expected"); |
| } catch (NotStrictlyPositiveException e) { |
| // Expected. |
| } |
| } |
| |
| @Test |
| public void testBeta() { |
| WeibullDistribution dist = new WeibullDistribution(1, 2); |
| Assert.assertEquals(2, dist.getScale(), 0); |
| try { |
| new WeibullDistribution(1, 0); |
| Assert.fail("NotStrictlyPositiveException expected"); |
| } catch (NotStrictlyPositiveException e) { |
| // Expected. |
| } |
| } |
| |
| @Test |
| public void testMoments() { |
| final double tol = 1e-9; |
| WeibullDistribution dist; |
| |
| dist = new WeibullDistribution(2.5, 3.5); |
| // In R: 3.5*gamma(1+(1/2.5)) (or emperically: mean(rweibull(10000, 2.5, 3.5))) |
| Assert.assertEquals(dist.getNumericalMean(), 3.5 * FastMath.exp(Gamma.logGamma(1 + (1 / 2.5))), tol); |
| Assert.assertEquals(dist.getNumericalVariance(), (3.5 * 3.5) * |
| FastMath.exp(Gamma.logGamma(1 + (2 / 2.5))) - |
| (dist.getNumericalMean() * dist.getNumericalMean()), tol); |
| |
| dist = new WeibullDistribution(10.4, 2.222); |
| Assert.assertEquals(dist.getNumericalMean(), 2.222 * FastMath.exp(Gamma.logGamma(1 + (1 / 10.4))), tol); |
| Assert.assertEquals(dist.getNumericalVariance(), (2.222 * 2.222) * |
| FastMath.exp(Gamma.logGamma(1 + (2 / 10.4))) - |
| (dist.getNumericalMean() * dist.getNumericalMean()), tol); |
| } |
| } |