| # 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. |
| # |
| #------------------------------------------------------------------------------ |
| # R source file to validate T distribution tests in |
| # org.apache.commons.math.distribution.TDistributionTest |
| # |
| # To run the test, install R, put this file and testFunctions |
| # into the same directory, launch R from this directory and then enter |
| # source("<name-of-this-file>") |
| # |
| #----------------------------------------------------------------------------- |
| tol <- 1E-9 |
| |
| # Function definitions |
| source("testFunctions") # utility test functions |
| |
| # function to verify distribution computations |
| verifyDistribution <- function(points, expected, df, tol) { |
| rDistValues <- rep(0, length(points)) |
| i <- 0 |
| for (point in points) { |
| i <- i + 1 |
| rDistValues[i] <- pt(point, df, log = FALSE) |
| } |
| output <- c("Distribution test df = ", df) |
| if (assertEquals(expected, rDistValues, tol, "Distribution Values")) { |
| displayPadded(output, SUCCEEDED, WIDTH) |
| } else { |
| displayPadded(output, FAILED, WIDTH) |
| } |
| } |
| |
| # function to verify density computations |
| verifyDensity <- function(points, expected, df, tol) { |
| rDensityValues <- rep(0, length(points)) |
| i <- 0 |
| for (point in points) { |
| i <- i + 1 |
| rDensityValues[i] <- dt(point, df, log = FALSE) |
| } |
| output <- c("Density test df = ", df) |
| if (assertEquals(expected, rDensityValues, tol, "Density Values")) { |
| displayPadded(output, SUCCEEDED, WIDTH) |
| } else { |
| displayPadded(output, FAILED, WIDTH) |
| } |
| } |
| |
| # function to verify quantiles |
| verifyQuantiles <- function(points, expected, df, tol) { |
| rQuantileValues <- rep(0, length(points)) |
| i <- 0 |
| for (point in points) { |
| i <- i + 1 |
| rQuantileValues[i] <- qt(point, df, log = FALSE) |
| } |
| output <- c("Quantile test df = ", df) |
| if (assertEquals(expected, rQuantileValues, tol, "Quantile Values")) { |
| displayPadded(output, SUCCEEDED, WIDTH) |
| } else { |
| displayPadded(output, FAILED, WIDTH) |
| } |
| } |
| |
| #-------------------------------------------------------------------------- |
| cat("T Distribution test cases\n") |
| |
| df <- 5 |
| distributionValues <- c(0.001, 0.01, 0.025, 0.05, 0.1, 0.999, 0.990, 0.975, 0.950, 0.900) |
| densityValues <- c(0.000756494565517, 0.0109109752919, 0.0303377878006, 0.0637967988952, 0.128289492005, |
| 0.000756494565517, 0.0109109752919, 0.0303377878006, 0.0637967988952, 0.128289492005) |
| distributionPoints <- c(-5.89342953136, -3.36492999891, -2.57058183564, -2.01504837333, -1.47588404882, |
| 5.89342953136, 3.36492999891, 2.57058183564, 2.01504837333, 1.47588404882) |
| verifyQuantiles(distributionValues, distributionPoints, df, tol) |
| verifyDistribution(distributionPoints, distributionValues, df, tol) |
| verifyDensity(distributionPoints, densityValues, df, tol) |
| |
| df <- 1 |
| densityValues <- c(3.14158231817e-06, 0.000314055924703, 0.00195946145194, 0.00778959736375, 0.0303958893917, |
| 3.14158231817e-06, 0.000314055924703, 0.00195946145194, 0.00778959736375, 0.0303958893917) |
| distributionPoints <- c(-318.308838986, -31.8205159538, -12.7062047362, -6.31375151468, -3.07768353718, |
| 318.308838986, 31.8205159538, 12.7062047362, 6.31375151468, 3.07768353718) |
| verifyQuantiles(distributionValues, distributionPoints, df, tol) |
| verifyDistribution(distributionPoints, distributionValues, df, tol) |
| verifyDensity(distributionPoints, densityValues, df, tol) |
| |
| displayDashes(WIDTH) |
