// Test Betadist
System.out.println("Testing Betadist");
// Test special cases
alpha=1.0; beta=1.0; u=0.5;
Betadist norm1 = new Betadist(alpha,beta);
localflag = abs(norm1.p(u)-1.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Special case #1 failed");
}
alpha=1.0; beta=2.0; u=0.5;
Betadist norm2=new Betadist(alpha,beta);
localflag = abs(norm2.p(u)-1.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Special case #2 failed");
}
alpha=2.0; beta=1.0; u=0.5;
Betadist norm3=new Betadist(alpha,beta);
localflag = abs(norm3.p(u)-1.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Special case #3 failed");
}
alpha=2.0; beta=2.0; u=0.5;
Betadist norm4=new Betadist(alpha,beta);
localflag = abs(norm4.p(u)-3.0/2.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Special case #4 failed");
}
alpha=2.0; beta=2.0; u=1.0/3.0;
Betadist norm5=new Betadist(alpha,beta);
localflag = abs(norm5.p(u)-4.0/3.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Special case #5 failed");
}
// integral of distribution is one
sbeps=2.e-6;
alpha=2.5; beta=1.5;
func_Betadist dist = new func_Betadist(alpha,beta);
Midpnt q2 = new Midpnt(dist,0.0,1.0);
integral=qromo(q2);
localflag = abs(1.0-integral) > sbeps;
// System.out.printf(setprecision(15) << 1.0-integral);
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Distribution is not normalized to 1.0");
}
// cdf agrees with incomplete integral
sbeps=5.e-6;
alpha=2.5; beta=1.5;
func_Betadist dist2 = new func_Betadist(alpha,beta);
Betadist normcdf =new Betadist(alpha,beta);
localflag=false;
for (i=0;i<N;i++) {
Midpnt qq2 = new Midpnt(dist2,0.0,x[i]);
integral=qromo(qq2);
c[i]=integral;
d[i]=normcdf.cdf(x[i]);
// System.out.printf(c[i]-d[i]);
localflag = localflag || abs(c[i]-d[i]) > sbeps;
}
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: cdf does not agree with result of quadrature");
}
// inverse cdf agrees with cdf
alpha=2.5; beta=1.5;
Betadist normc = new Betadist(alpha,beta);
Ran myran = new Ran(17);
sbeps=5.0e-14;
localflag=false;
for (i=0;i<1000;i++) {
u=myran.doub();
a=normc.cdf(u);
b=normc.invcdf(a);
// if (abs(u-b) > sbeps) {
// System.out.printf(setprecision(15) << u << " %f\n", b << " %f\n", abs(u-b));
// }
localflag = localflag || abs(u-b) > sbeps;
}
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Betadist: Inverse cdf does not accurately invert the cdf");
}
// Fingerprint test
alpha=2.5; beta=1.5;
Betadist normf = new Betadist(alpha,beta);
for (i=0;i<N;i++) {
p[i]=normf.p(x[i]);
// System.out.printf(setprecision(17) << p[i] << " %f\n", pexp[i]);
}
// System.out.println("Betadist: Maximum discrepancy = %f\n", maxel(vecsub(p,pexp)));
localflag = maxel(vecsub(p,pexp)) > sbeps;
globalflag = globalflag || localflag;