    1   /*
    2    * Copyright 2003-2004 The Apache Software Foundation.
    3    *
    4    * Licensed under the Apache License, Version 2.0 (the "License");
    5    * you may not use this file except in compliance with the License.
    6    * You may obtain a copy of the License at
    7    *
    8    *      http://www.apache.org/licenses/LICENSE-2.0
    9    *
    10   * Unless required by applicable law or agreed to in writing, software
    11   * distributed under the License is distributed on an "AS IS" BASIS,
    12   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    13   * See the License for the specific language governing permissions and
    14   * limitations under the License.
    15   */
    16  package org.apache.commons.math.distribution;
    17
    18
    19  /***
    20   * Test cases for FDistribution.
    21   * Extends ContinuousDistributionAbstractTest.  See class javadoc for
    22   * ContinuousDistributionAbstractTest for details.
    23   *
    24   * @version $Revision: 1.16 $ $Date: 2004/07/24 21:41:37 $
    25   */
    26  public class FDistributionTest extends ContinuousDistributionAbstractTest {
    27
    28      /***
    29       * Constructor for FDistributionTest.
    30       * @param name
    31       */
    32      public FDistributionTest(String name) {
    33          super(name);
    34      }
    35
    36      //-------------- Implementations for abstract methods -----------------------
    37
    38      /*** Creates the default continuous distribution instance to use in tests. */
    39      public ContinuousDistribution makeDistribution() {
    40          return DistributionFactory.newInstance().createFDistribution(5.0, 6.0);
    41      }
    42
    43      /*** Creates the default cumulative probability distribution test input values */
    44      public double[] makeCumulativeTestPoints() {
    45          // quantiles computed using R version 1.8.1 (linux version)
    46          return new double[] {0.03468084d ,0.09370091d, 0.1433137d,
    47              0.2020084d, 0.2937283d, 20.80266d, 8.745895d, 5.987565d,
    48              4.387374d, 3.107512d};
    49      }
    50
    51      /*** Creates the default cumulative probability density test expected values */
    52      public double[] makeCumulativeTestValues() {
    53          return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
    54                  0.990d, 0.975d, 0.950d, 0.900d};
    55      }
    56
    57      // --------------------- Override tolerance  --------------
    58      protected void setup() throws Exception {
    59          super.setUp();
    60          setTolerance(1E-6);
    61      }
    62
    63      //---------------------------- Additional test cases -------------------------
    64
    65      public void testCumulativeProbabilityExtremes() throws Exception {
    66          setCumulativeTestPoints(new double[] {-2, 0});
    67          setCumulativeTestValues(new double[] {0, 0});
    68          verifyCumulativeProbabilities();
    69      }
    70
    71      public void testInverseCumulativeProbabilityExtremes() throws Exception {
    72          setInverseCumulativeTestPoints(new double[] {0, 1});
    73          setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY});
    74          verifyInverseCumulativeProbabilities();
    75      }
    76
    77      public void testDfAccessors() {
    78          FDistribution distribution = (FDistribution) getDistribution();
    79          assertEquals(5d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE);
    80          distribution.setNumeratorDegreesOfFreedom(4d);
    81          assertEquals(4d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE);
    82          assertEquals(6d, distribution.getDenominatorDegreesOfFreedom(), Double.MIN_VALUE);
    83          distribution.setDenominatorDegreesOfFreedom(4d);
    84          assertEquals(4d, distribution.getDenominatorDegreesOfFreedom(), Double.MIN_VALUE);
    85          try {
    86              distribution.setNumeratorDegreesOfFreedom(0d);
    87              fail("Expecting IllegalArgumentException for df = 0");
    88          } catch (IllegalArgumentException ex) {
    89              // expected
    90          }
    91          try {
    92              distribution.setDenominatorDegreesOfFreedom(0d);
    93              fail("Expecting IllegalArgumentException for df = 0");
    94          } catch (IllegalArgumentException ex) {
    95              // expected
    96          }
    97      }
    98
    99      public void testLargeDegreesOfFreedom() throws Exception {
    100         org.apache.commons.math.distribution.FDistributionImpl fd =
    101             new org.apache.commons.math.distribution.FDistributionImpl(
    102                 100000., 100000.);
    103         double p = fd.cumulativeProbability(.999);
    104         double x = fd.inverseCumulativeProbability(p);
    105         assertEquals(.999, x, 1.0e-5);
    106     }
    107 }