blob: 7956f571fe655212a7115705fec03b71c862118f [file] [log] [blame]
/*
* 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.statistics.distribution;
import org.apache.commons.numbers.core.Precision;
import org.apache.commons.rng.simple.RandomSource;
import org.junit.jupiter.api.Assertions;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
/**
* Test cases for HyperGeometriclDistribution.
* Extends DiscreteDistributionAbstractTest. See class javadoc for
* DiscreteDistributionAbstractTest for details.
*/
class HypergeometricDistributionTest extends DiscreteDistributionAbstractTest {
//---------------------- Override tolerance --------------------------------
@BeforeEach
void customSetUp() {
setTolerance(1e-12);
}
//-------------- Implementations for abstract methods ----------------------
@Override
public DiscreteDistribution makeDistribution() {
return new HypergeometricDistribution(10, 5, 5);
}
@Override
public int[] makeProbabilityTestPoints() {
return new int[] {-1, 0, 1, 2, 3, 4, 5, 10};
}
@Override
public double[] makeProbabilityTestValues() {
// Reference values are from R, version 2.15.3.
return new double[] {0d, 0.00396825396825, 0.0992063492063, 0.396825396825, 0.396825396825,
0.0992063492063, 0.00396825396825, 0d};
}
@Override
public double[] makeLogProbabilityTestValues() {
// Reference values are from R, version 2.14.1.
//-Inf -Inf
return new double[] {Double.NEGATIVE_INFINITY, -5.52942908751142, -2.31055326264322, -0.924258901523332,
-0.924258901523332, -2.31055326264322, -5.52942908751142, Double.NEGATIVE_INFINITY};
}
@Override
public int[] makeCumulativeTestPoints() {
return makeProbabilityTestPoints();
}
@Override
public double[] makeCumulativeTestValues() {
// Reference values are from R, version 2.15.3.
return new double[] {0d, 0.00396825396825, 0.103174603175, .5, 0.896825396825, 0.996031746032,
1, 1};
}
@Override
public double[] makeInverseCumulativeTestPoints() {
return new double[] {0d, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d,
0.990d, 0.975d, 0.950d, 0.900d, 1d};
}
@Override
public int[] makeInverseCumulativeTestValues() {
return new int[] {0, 0, 1, 1, 1, 1, 5, 4, 4, 4, 4, 5};
}
//-------------------- Additional test cases -------------------------------
/** Verify that if there are no failures, mass is concentrated on sampleSize. */
@Test
void testDegenerateNoFailures() {
final HypergeometricDistribution dist = new HypergeometricDistribution(5, 5, 3);
setDistribution(dist);
setCumulativeTestPoints(new int[] {-1, 0, 1, 3, 10 });
setCumulativeTestValues(new double[] {0d, 0d, 0d, 1d, 1d});
setProbabilityTestPoints(new int[] {-1, 0, 1, 3, 10});
setProbabilityTestValues(new double[] {0d, 0d, 0d, 1d, 0d});
setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
setInverseCumulativeTestValues(new int[] {3, 3});
verifyProbabilities();
verifyLogProbabilities();
verifyCumulativeProbabilities();
verifySurvivalProbability();
verifySurvivalAndCumulativeProbabilityComplement();
verifyInverseCumulativeProbabilities();
Assertions.assertEquals(3, dist.getSupportLowerBound());
Assertions.assertEquals(3, dist.getSupportUpperBound());
}
/** Verify that if there are no successes, mass is concentrated on 0 */
@Test
void testDegenerateNoSuccesses() {
final HypergeometricDistribution dist = new HypergeometricDistribution(5, 0, 3);
setDistribution(dist);
setCumulativeTestPoints(new int[] {-1, 0, 1, 3, 10 });
setCumulativeTestValues(new double[] {0d, 1d, 1d, 1d, 1d});
setProbabilityTestPoints(new int[] {-1, 0, 1, 3, 10});
setProbabilityTestValues(new double[] {0d, 1d, 0d, 0d, 0d});
setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
setInverseCumulativeTestValues(new int[] {0, 0});
verifyProbabilities();
verifyLogProbabilities();
verifyCumulativeProbabilities();
verifySurvivalProbability();
verifySurvivalAndCumulativeProbabilityComplement();
verifyInverseCumulativeProbabilities();
Assertions.assertEquals(0, dist.getSupportLowerBound());
Assertions.assertEquals(0, dist.getSupportUpperBound());
}
/** Verify that if sampleSize = populationSize, mass is concentrated on numberOfSuccesses. */
@Test
void testDegenerateFullSample() {
final HypergeometricDistribution dist = new HypergeometricDistribution(5, 3, 5);
setDistribution(dist);
setCumulativeTestPoints(new int[] {-1, 0, 1, 3, 10 });
setCumulativeTestValues(new double[] {0d, 0d, 0d, 1d, 1d});
setProbabilityTestPoints(new int[] {-1, 0, 1, 3, 10});
setProbabilityTestValues(new double[] {0d, 0d, 0d, 1d, 0d});
setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
setInverseCumulativeTestValues(new int[] {3, 3});
verifyProbabilities();
verifyLogProbabilities();
verifyCumulativeProbabilities();
verifySurvivalProbability();
verifySurvivalAndCumulativeProbabilityComplement();
verifyInverseCumulativeProbabilities();
Assertions.assertEquals(3, dist.getSupportLowerBound());
Assertions.assertEquals(3, dist.getSupportUpperBound());
}
@Test
void testParameterAccessors() {
final HypergeometricDistribution dist = new HypergeometricDistribution(5, 3, 4);
Assertions.assertEquals(5, dist.getPopulationSize());
Assertions.assertEquals(3, dist.getNumberOfSuccesses());
Assertions.assertEquals(4, dist.getSampleSize());
}
@Test
void testConstructorPrecondition1() {
Assertions.assertThrows(DistributionException.class, () -> new HypergeometricDistribution(0, 3, 5));
}
@Test
void testConstructorPrecondition2() {
Assertions.assertThrows(DistributionException.class, () -> new HypergeometricDistribution(5, -1, 5));
}
@Test
void testConstructorPrecondition3() {
Assertions.assertThrows(DistributionException.class, () -> new HypergeometricDistribution(5, 3, -1));
}
@Test
void testConstructorPrecondition4() {
Assertions.assertThrows(DistributionException.class, () -> new HypergeometricDistribution(5, 6, 5));
}
@Test
void testConstructorPrecondition5() {
Assertions.assertThrows(DistributionException.class, () -> new HypergeometricDistribution(5, 3, 6));
}
@Test
void testMoments() {
final double tol = 1e-9;
HypergeometricDistribution dist;
dist = new HypergeometricDistribution(1500, 40, 100);
Assertions.assertEquals(40d * 100d / 1500d, dist.getMean(), tol);
Assertions.assertEquals((100d * 40d * (1500d - 100d) * (1500d - 40d)) / ((1500d * 1500d * 1499d)), dist.getVariance(), tol);
dist = new HypergeometricDistribution(3000, 55, 200);
Assertions.assertEquals(55d * 200d / 3000d, dist.getMean(), tol);
Assertions.assertEquals((200d * 55d * (3000d - 200d) * (3000d - 55d)) / ((3000d * 3000d * 2999d)), dist.getVariance(), tol);
}
@Test
void testLargeValues() {
final int populationSize = 3456;
final int sampleSize = 789;
final int numberOfSucceses = 101;
// data[i][3] contains P(x >= x).
// It is tested using survivalProbability(x - 1)
final double[][] data = {
{0.0, 2.75646034603961e-12, 2.75646034603961e-12, 1.0},
{1.0, 8.55705370142386e-11, 8.83269973602783e-11, 0.999999999997244},
{2.0, 1.31288129219665e-9, 1.40120828955693e-9, 0.999999999911673},
{3.0, 1.32724172984193e-8, 1.46736255879763e-8, 0.999999998598792},
{4.0, 9.94501711734089e-8, 1.14123796761385e-7, 0.999999985326375},
{5.0, 5.89080768883643e-7, 7.03204565645028e-7, 0.999999885876203},
{20.0, 0.0760051397707708, 0.27349758476299, 0.802507555007781},
{21.0, 0.087144222047629, 0.360641806810619, 0.72650241523701},
{22.0, 0.0940378846881819, 0.454679691498801, 0.639358193189381},
{23.0, 0.0956897500614809, 0.550369441560282, 0.545320308501199},
{24.0, 0.0919766921922999, 0.642346133752582, 0.449630558439718},
{25.0, 0.083641637261095, 0.725987771013677, 0.357653866247418},
{96.0, 5.93849188852098e-57, 1.0, 6.01900244560712e-57},
{97.0, 7.96593036832547e-59, 1.0, 8.05105570861321e-59},
{98.0, 8.44582921934367e-61, 1.0, 8.5125340287733e-61},
{99.0, 6.63604297068222e-63, 1.0, 6.670480942963e-63},
{100.0, 3.43501099007557e-65, 1.0, 3.4437972280786e-65},
{101.0, 8.78623800302957e-68, 1.0, 8.78623800302957e-68},
// Out of domain
{sampleSize + 1, 0, 1.0, 0},
};
testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
}
private static void testHypergeometricDistributionProbabilities(int populationSize, int sampleSize,
int numberOfSucceses, double[][] data) {
final HypergeometricDistribution dist = new HypergeometricDistribution(populationSize, numberOfSucceses, sampleSize);
for (int i = 0; i < data.length; ++i) {
final int x = (int)data[i][0];
final double pmf = data[i][1];
final double actualPmf = dist.probability(x);
TestUtils.assertRelativelyEquals(() -> "Expected equals for <" + x + "> pmf", pmf, actualPmf, 1.0e-9);
final double cdf = data[i][2];
final double actualCdf = dist.cumulativeProbability(x);
TestUtils.assertRelativelyEquals(() -> "Expected equals for <" + x + "> cdf", cdf, actualCdf, 1.0e-9);
final double cdf1 = data[i][3];
final double actualCdf1 = dist.survivalProbability(x - 1);
TestUtils.assertRelativelyEquals(() -> "Expected equals for <" + x + "> cdf1", cdf1, actualCdf1, 1.0e-9);
}
}
@Test
void testMoreLargeValues() {
final int populationSize = 26896;
final int sampleSize = 895;
final int numberOfSucceses = 55;
final double[][] data = {
{0.0, 0.155168304750504, 0.155168304750504, 1.0},
{1.0, 0.29437545000746, 0.449543754757964, 0.844831695249496},
{2.0, 0.273841321577003, 0.723385076334967, 0.550456245242036},
{3.0, 0.166488572570786, 0.889873648905753, 0.276614923665033},
{4.0, 0.0743969744713231, 0.964270623377076, 0.110126351094247},
{5.0, 0.0260542785784855, 0.990324901955562, 0.0357293766229237},
{20.0, 3.57101101678792e-16, 1.0, 3.78252101622096e-16},
{21.0, 2.00551638598312e-17, 1.0, 2.11509999433041e-17},
{22.0, 1.04317070180562e-18, 1.0, 1.09583608347287e-18},
{23.0, 5.03153504903308e-20, 1.0, 5.266538166725e-20},
{24.0, 2.2525984149695e-21, 1.0, 2.35003117691919e-21},
{25.0, 9.3677424515947e-23, 1.0, 9.74327619496943e-23},
{50.0, 9.83633962945521e-69, 1.0, 9.8677629437617e-69},
{51.0, 3.13448949497553e-71, 1.0, 3.14233143064882e-71},
{52.0, 7.82755221928122e-74, 1.0, 7.84193567329055e-74},
{53.0, 1.43662126065532e-76, 1.0, 1.43834540093295e-76},
{54.0, 1.72312692517348e-79, 1.0, 1.7241402776278e-79},
{55.0, 1.01335245432581e-82, 1.0, 1.01335245432581e-82},
};
testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
}
/**
* Test Math-644 is ported from Commons Math 3 where the distribution had the function
* upperCumulativeProbability(x) to compute P(X >= x). This has been replaced
* in Commons Statistics with survivalProbability(x) which computes P(X > x). To
* create the equivalent use survivalProbability(x - 1).
*/
@Test
void testMath644() {
final int N = 14761461; // population
final int m = 1035; // successes in population
final int n = 1841; // number of trials
final int k = 0;
final HypergeometricDistribution dist = new HypergeometricDistribution(N, m, n);
// Compute upper cumulative probability using the survival probability
Assertions.assertEquals(0, Precision.compareTo(1.0, dist.survivalProbability(k - 1), 1));
Assertions.assertTrue(Precision.compareTo(dist.cumulativeProbability(k), 0.0, 1) > 0);
// another way to calculate the upper cumulative probability
final double upper = 1.0 - dist.cumulativeProbability(k) + dist.probability(k);
Assertions.assertEquals(0, Precision.compareTo(1.0, upper, 1));
}
@Test
void testZeroTrial() {
final int n = 11; // population
final int m = 4; // successes in population
final int s = 0; // number of trials
final HypergeometricDistribution dist = new HypergeometricDistribution(n, m, 0);
for (int i = 1; i <= n; i++) {
final double p = dist.probability(i);
Assertions.assertEquals(0, p, () -> "p=" + p);
}
}
@Test
void testMath1356() {
final int n = 11; // population
final int m = 11; // successes in population
for (int s = 0; s <= n; s++) {
final HypergeometricDistribution dist = new HypergeometricDistribution(n, m, s);
final double p = dist.probability(s);
Assertions.assertEquals(1, p, () -> "p=" + p);
}
}
@Test
void testMath1021() {
final int N = 43130568;
final int m = 42976365;
final int n = 50;
final DiscreteDistribution.Sampler dist =
new HypergeometricDistribution(N, m, n).createSampler(RandomSource.WELL_512_A.create());
for (int i = 0; i < 100; i++) {
final int sample = dist.sample();
Assertions.assertTrue(0 <= sample, () -> "sample=" + sample);
Assertions.assertTrue(sample <= n, () -> "sample=" + sample);
}
}
@Test
void testHighPrecisionCumulativeProbabilities() {
// computed using R version 3.4.4
setDistribution(new HypergeometricDistribution(500, 70, 300));
setCumulativePrecisionTestPoints(new int[] {10, 8});
setCumulativePrecisionTestValues(new double[] {2.4055720603264525e-17, 1.2848174992266236e-19});
verifySurvivalProbabilityPrecision();
}
@Test
void testHighPrecisionSurvivalProbabilities() {
// computed using R version 3.4.4
setDistribution(new HypergeometricDistribution(500, 70, 300));
setSurvivalPrecisionTestPoints(new int[] {68, 69});
setSurvivalPrecisionTestValues(new double[] {4.570379934029859e-16, 7.4187180434325268e-18});
verifySurvivalProbabilityPrecision();
}
}