001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math.distribution;
018
019
020 /**
021 * Test cases for FDistribution.
022 * Extends ContinuousDistributionAbstractTest. See class javadoc for
023 * ContinuousDistributionAbstractTest for details.
024 *
025 * @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $
026 */
027 public class FDistributionTest extends ContinuousDistributionAbstractTest {
028
029 /**
030 * Constructor for FDistributionTest.
031 * @param name
032 */
033 public FDistributionTest(String name) {
034 super(name);
035 }
036
037 //-------------- Implementations for abstract methods -----------------------
038
039 /** Creates the default continuous distribution instance to use in tests. */
040 @Override
041 public ContinuousDistribution makeDistribution() {
042 return new FDistributionImpl(5.0, 6.0);
043 }
044
045 /** Creates the default cumulative probability distribution test input values */
046 @Override
047 public double[] makeCumulativeTestPoints() {
048 // quantiles computed using R version 1.8.1 (linux version)
049 return new double[] {0.03468084d ,0.09370091d, 0.1433137d,
050 0.2020084d, 0.2937283d, 20.80266d, 8.745895d, 5.987565d,
051 4.387374d, 3.107512d};
052 }
053
054 /** Creates the default cumulative probability density test expected values */
055 @Override
056 public double[] makeCumulativeTestValues() {
057 return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
058 0.990d, 0.975d, 0.950d, 0.900d};
059 }
060
061 // --------------------- Override tolerance --------------
062 @Override
063 protected void setUp() throws Exception {
064 super.setUp();
065 setTolerance(4e-6);
066 }
067
068 //---------------------------- Additional test cases -------------------------
069
070 public void testCumulativeProbabilityExtremes() throws Exception {
071 setCumulativeTestPoints(new double[] {-2, 0});
072 setCumulativeTestValues(new double[] {0, 0});
073 verifyCumulativeProbabilities();
074 }
075
076 public void testInverseCumulativeProbabilityExtremes() throws Exception {
077 setInverseCumulativeTestPoints(new double[] {0, 1});
078 setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY});
079 verifyInverseCumulativeProbabilities();
080 }
081
082 public void testDfAccessors() {
083 FDistribution distribution = (FDistribution) getDistribution();
084 assertEquals(5d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE);
085 distribution.setNumeratorDegreesOfFreedom(4d);
086 assertEquals(4d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE);
087 assertEquals(6d, distribution.getDenominatorDegreesOfFreedom(), Double.MIN_VALUE);
088 distribution.setDenominatorDegreesOfFreedom(4d);
089 assertEquals(4d, distribution.getDenominatorDegreesOfFreedom(), Double.MIN_VALUE);
090 try {
091 distribution.setNumeratorDegreesOfFreedom(0d);
092 fail("Expecting IllegalArgumentException for df = 0");
093 } catch (IllegalArgumentException ex) {
094 // expected
095 }
096 try {
097 distribution.setDenominatorDegreesOfFreedom(0d);
098 fail("Expecting IllegalArgumentException for df = 0");
099 } catch (IllegalArgumentException ex) {
100 // expected
101 }
102 }
103
104 public void testLargeDegreesOfFreedom() throws Exception {
105 org.apache.commons.math.distribution.FDistributionImpl fd =
106 new org.apache.commons.math.distribution.FDistributionImpl(
107 100000., 100000.);
108 double p = fd.cumulativeProbability(.999);
109 double x = fd.inverseCumulativeProbability(p);
110 assertEquals(.999, x, 1.0e-5);
111 }
112
113 public void testSmallDegreesOfFreedom() throws Exception {
114 org.apache.commons.math.distribution.FDistributionImpl fd =
115 new org.apache.commons.math.distribution.FDistributionImpl(
116 1.0, 1.0);
117 double p = fd.cumulativeProbability(0.975);
118 double x = fd.inverseCumulativeProbability(p);
119 assertEquals(0.975, x, 1.0e-5);
120
121 fd.setDenominatorDegreesOfFreedom(2.0);
122 p = fd.cumulativeProbability(0.975);
123 x = fd.inverseCumulativeProbability(p);
124 assertEquals(0.975, x, 1.0e-5);
125 }
126
127 }