1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    * 
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   * 
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  package org.apache.commons.math.distribution;
19  
20  /**
21   * Test cases for GammaDistribution.
22   * Extends ContinuousDistributionAbstractTest.  See class javadoc for
23   * ContinuousDistributionAbstractTest for details.
24   * 
25   * @version $Revision: 563850 $ $Date: 2007-08-08 06:18:46 -0700 (Wed, 08 Aug 2007) $
26   */
27  public class GammaDistributionTest extends ContinuousDistributionAbstractTest {
28      
29      /**
30       * Constructor for GammaDistributionTest.
31       * @param name
32       */
33      public GammaDistributionTest(String name) {
34          super(name);
35      }
36      
37      //-------------- Implementations for abstract methods -----------------------
38      
39      /** Creates the default continuous distribution instance to use in tests. */
40      public ContinuousDistribution makeDistribution() {
41          return new GammaDistributionImpl(4d, 2d);
42      }   
43      
44      /** Creates the default cumulative probability distribution test input values */
45      public double[] makeCumulativeTestPoints() {
46          // quantiles computed using R version 1.8.1 (linux version)
47          return new double[] {0.8571048, 1.646497, 2.179731, 2.732637,
48              3.489539, 26.12448, 20.09024, 17.53455,
49              15.50731, 13.36157};
50      }
51      
52      /** Creates the default cumulative probability density test expected values */
53      public double[] makeCumulativeTestValues() {
54          return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
55                  0.990d, 0.975d, 0.950d, 0.900d}; 
56      }
57      
58      // --------------------- Override tolerance  --------------
59      protected void setUp() throws Exception {
60          super.setUp();
61          setTolerance(6e-6);
62      }
63  
64      //---------------------------- Additional test cases -------------------------
65      public void testParameterAccessors() {
66          GammaDistribution distribution = (GammaDistribution) getDistribution();
67          assertEquals(4d, distribution.getAlpha(), 0);
68          distribution.setAlpha(3d);
69          assertEquals(3d, distribution.getAlpha(), 0);
70          assertEquals(2d, distribution.getBeta(), 0);
71          distribution.setBeta(4d);
72          assertEquals(4d, distribution.getBeta(), 0);
73          try {
74              distribution.setAlpha(0d);
75              fail("Expecting IllegalArgumentException for alpha = 0");
76          } catch (IllegalArgumentException ex) {
77              // expected
78          }
79          try {
80              distribution.setBeta(0d);
81              fail("Expecting IllegalArgumentException for beta = 0");
82          } catch (IllegalArgumentException ex) {
83              // expected
84          }
85      } 
86      
87      public void testProbabilities() throws Exception {
88          testProbability(-1.000, 4.0, 2.0, .0000);
89          testProbability(15.501, 4.0, 2.0, .9499);
90          testProbability(0.504, 4.0, 1.0, .0018);
91          testProbability(10.011, 1.0, 2.0, .9933);
92          testProbability(5.000, 2.0, 2.0, .7127);
93      }
94  
95      public void testValues() throws Exception {
96          testValue(15.501, 4.0, 2.0, .9499);
97          testValue(0.504, 4.0, 1.0, .0018);
98          testValue(10.011, 1.0, 2.0, .9933);
99          testValue(5.000, 2.0, 2.0, .7127);
100     }
101 
102     private void testProbability(double x, double a, double b, double expected) throws Exception {
103         GammaDistribution distribution = new GammaDistributionImpl( 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         GammaDistribution distribution = new GammaDistributionImpl( a, b );
110         double actual = distribution.inverseCumulativeProbability(p);
111         assertEquals("critical value for " + p, expected, actual, 10e-4);
112     }
113     
114     public void testInverseCumulativeProbabilityExtremes() throws Exception {
115         setInverseCumulativeTestPoints(new double[] {0, 1});
116         setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY});
117         verifyInverseCumulativeProbabilities();
118     }
119 }