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  
17  package org.apache.commons.math.distribution;
18  
19  /**
20   * Test cases for GammaDistribution.
21   * Extends ContinuousDistributionAbstractTest.  See class javadoc for
22   * ContinuousDistributionAbstractTest for details.
23   * 
24   * @version $Revision: 201916 $ $Date: 2005-06-26 15:25:41 -0700 (Sun, 26 Jun 2005) $
25   */
26  public class GammaDistributionTest extends ContinuousDistributionAbstractTest {
27      
28      /**
29       * Constructor for GammaDistributionTest.
30       * @param name
31       */
32      public GammaDistributionTest(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().createGammaDistribution(4d, 2d);
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[] {0.8571048, 1.646497, 2.179731, 2.732637,
47              3.489539, 26.12448, 20.09024, 17.53455,
48              15.50731, 13.36157};
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      public void testParameterAccessors() {
65          GammaDistribution distribution = (GammaDistribution) getDistribution();
66          assertEquals(4d, distribution.getAlpha(), 0);
67          distribution.setAlpha(3d);
68          assertEquals(3d, distribution.getAlpha(), 0);
69          assertEquals(2d, distribution.getBeta(), 0);
70          distribution.setBeta(4d);
71          assertEquals(4d, distribution.getBeta(), 0);
72          try {
73              distribution.setAlpha(0d);
74              fail("Expecting IllegalArgumentException for alpha = 0");
75          } catch (IllegalArgumentException ex) {
76              // expected
77          }
78          try {
79              distribution.setBeta(0d);
80              fail("Expecting IllegalArgumentException for beta = 0");
81          } catch (IllegalArgumentException ex) {
82              // expected
83          }
84      } 
85      
86      public void testProbabilities() throws Exception {
87          testProbability(-1.000, 4.0, 2.0, .0000);
88          testProbability(15.501, 4.0, 2.0, .9499);
89          testProbability(0.504, 4.0, 1.0, .0018);
90          testProbability(10.011, 1.0, 2.0, .9933);
91          testProbability(5.000, 2.0, 2.0, .7127);
92      }
93  
94      public void testValues() throws Exception {
95          testValue(15.501, 4.0, 2.0, .9499);
96          testValue(0.504, 4.0, 1.0, .0018);
97          testValue(10.011, 1.0, 2.0, .9933);
98          testValue(5.000, 2.0, 2.0, .7127);
99      }
100 
101     private void testProbability(double x, double a, double b, double expected) throws Exception {
102         DistributionFactory factory = DistributionFactory.newInstance();
103         GammaDistribution distribution = factory.createGammaDistribution( a, b );
104         double actual = distribution.cumulativeProbability(x);
105         assertEquals("probability for " + x, expected, actual, 10e-4);
106     }
107 
108     private void testValue(double expected, double a, double b, double p) throws Exception {
109         DistributionFactory factory = DistributionFactory.newInstance();
110         GammaDistribution distribution = factory.createGammaDistribution( a, b );
111         double actual = distribution.inverseCumulativeProbability(p);
112         assertEquals("critical value for " + p, expected, actual, 10e-4);
113     }
114     
115     public void testInverseCumulativeProbabilityExtremes() throws Exception {
116         setInverseCumulativeTestPoints(new double[] {0, 1});
117         setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY});
118         verifyInverseCumulativeProbabilities();
119     }
120 }