/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.estimation;
import static org.testng.AssertJUnit.assertEquals;
import org.testng.annotations.Test;
import cern.jet.random.engine.MersenneTwister;
import cern.jet.random.engine.MersenneTwister64;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.distribution.ChiSquareDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
/**
*
*/
public class ChiSquareDistributionMomentEstimatorTest {
private static final Function1D<double[], ProbabilityDistribution<Double>> CALCULATOR = new ChiSquareDistributionMomentEstimator();
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNull() {
CALCULATOR.evaluate((double[]) null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testEmpty() {
CALCULATOR.evaluate(new double[0]);
}
@Test
public void test() {
final int n = 500000;
final double k = 1.34;
final ProbabilityDistribution<Double> p1 = new ChiSquareDistribution(k, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
final double[] x = new double[n];
for (int i = 0; i < n; i++) {
x[i] = p1.nextRandom();
}
final ChiSquareDistribution p2 = (ChiSquareDistribution) CALCULATOR.evaluate(x);
assertEquals(p2.getDegreesOfFreedom(), k, 2.5e-2);
}
}