oneoverpi=1.0/pi;
// Test special cases
n=1.0;m=0.0;s=1.0;u=0.0;
Studenttdist norm1 = new Studenttdist(n,m,s);
// System.out.printf(norm1.p(u) << " %f\n", oneoverpi << " %f\n", norm1.p(u)-oneoverpi);
localflag = abs(norm1.p(u)-oneoverpi) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: Special case #1 failed");
}
n=1.0;m=1.0;s=1.0;u=m;
Studenttdist norm2 = new Studenttdist(n,m,s);
localflag = abs(norm2.p(u)-oneoverpi) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: Special case #2 failed");
}
n=1.0;m=1.0;s=1.0;u=0.0;
Studenttdist norm3 = new Studenttdist(n,m,s);
localflag = abs(norm3.p(u)-oneoverpi/2.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: Special case #3 failed");
}
n=1.0;m=1.0;s=2.0;u=1.0;
Studenttdist norm4 = new Studenttdist(n,m,s);
localflag = abs(norm4.p(u)-oneoverpi/2.0) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: Special case #4 failed");
}
n=1.0;m=1.0;s=2.0;u=0.0;
Studenttdist norm5 = new Studenttdist(n,m,s);
localflag = abs(norm5.p(u)-oneoverpi/2.0/(1+1.0/4.0)) > sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: Special case #5 failed");
}
// integral of distribution is one
sbeps=1.e-10;
n=2.0;m=1.0;s=2.0;
func_Studenttdist dist = new func_Studenttdist(n,m,s);
Midinf q1 = new Midinf(dist,-1.0e99,-1.0);
Midpnt q2 = new Midpnt(dist,-1.0,1.0);
Midinf q3 = new Midinf(dist,1.0,1.0e99);
integral=qromo(q1)+qromo(q2)+qromo(q3);
localflag = abs(1.0-integral) > sbeps;
// System.out.printf(setprecision(15) << 1.0-integral);
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: Distribution is not normalized to 1.0");
}
// cdf agrees with incomplete integral
sbeps=1.e-8;
n=2.0;m=0.5;s=1.5;
func_Studenttdist dist2 = new func_Studenttdist(n,m,s);
Studenttdist normcdf = new Studenttdist(n,m,s);
localflag=false;
for (i=0;i<N;i++) {
if (x[i] < 0.0) {
q1 = new Midinf(dist2,-1.e99,x[i]);
integral=qromo(q1);
} else {
q1 = new Midinf(dist2,-1.e99,-1.0);
q2 = new Midpnt(dist2,-1.0,x[i]);
integral=qromo(q1)+qromo(q2);
}
c[i]=integral;
d[i]=normcdf.cdf(x[i]);
// System.out.printf(c[i] << " %f\n", d[i] << " %f\n", c[i]-d[i]);
localflag = localflag || abs(c[i]-d[i]) > sbeps;
}
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: cdf does not agree with result of quadrature");
}
// inverse cdf agrees with cdf
n=2.0;m=0.5;s=1.5;
Studenttdist normc = new Studenttdist(n,m,s);
Ran myran = new Ran(17);
sbeps=1.0e-13;
localflag=false;
for (i=0;i<1000;i++) {
u=m-3.0*s+6.0*s*myran.doub();
a=normc.cdf(u);
b=normc.invcdf(a);
// 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("*** Studenttdist: Inverse cdf does not accurately invert the cdf");
}
// Function aa() agrees with incomplete integral
sbeps=1.e-7;
n=2.0;m=0.0;s=1.0;
func_Studenttdist dist3 = new func_Studenttdist(n,m,s);
Studenttdist normaa = new Studenttdist(n,m,s);
localflag=false;
for (i=0;i<10;i++) {
u = 0.5*i;
Midpnt qq1 = new Midpnt(dist3,-u,u);
c[i]=qromo(qq1);
d[i]=normaa.aa(u);
// System.out.printf(setprecision(6) << c[i] << " %f\n", d[i] << " %f\n", c[i]-d[i]);
localflag = localflag || abs(c[i]-d[i]) > sbeps;
}
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Studenttdist: aa() does not agree with result of direct quadrature");
}
// inverse invaa() agrees with aa()
n=2.0;m=0.5;s=1.5;
Studenttdist normaa2 = new Studenttdist(n,m,s);
sbeps=1.0e-13;
localflag=false;
for (i=0;i<1000;i++) {
u=m+3.0*s*myran.doub();
a=normaa2.aa(u);
b=normaa2.invaa(a);
// 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("*** Studenttdist: Inverse invaa() does not accurately invert aa()");
}
// Fingerprint test
n=2.0;m=0.5;s=1.5;
Studenttdist normf = new Studenttdist(n,m,s);
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("Studenttdist: Maximum discrepancy = %f\n", maxel(vecsub(p,pexp)));
localflag = maxel(vecsub(p,pexp)) > sbeps;
globalflag = globalflag || localflag;