package com.nr.test.test_chapter7;
import static com.nr.NRUtil.buildVector;
import static com.nr.stat.Stattests.chsone;
import static java.lang.Math.abs;
import static java.lang.Math.floor;
import static org.junit.Assert.fail;
import org.junit.After;
import org.junit.Before;
import org.junit.Test;
import org.netlib.util.doubleW;
import com.nr.ran.Normaldev_BM;
import com.nr.sf.Normaldist;
public class Test_Normaldev_BM {
@Before
public void setUp() throws Exception {
}
@After
public void tearDown() throws Exception {
}
@SuppressWarnings("unused")
@Test
public void test() {
int i,nbin,N=100000,M=1000;
doubleW df = new doubleW(0);
doubleW chisq = new doubleW(0);
doubleW prob = new doubleW(0);
double range=10.0,xl,xu,mu,sig,binsize,sbeps=1.e-15;
double fpr[]={-0.040234259938936714,-0.20636252953342041,-0.39109108994808306,
-0.2184933724157597,1.3879841011885372,-0.62802347682638449,
-0.023082200554415865,-0.18525427215527071,-1.5890668800145005,
-1.728054800100431};
double[] fingerprint=buildVector(fpr);
double[] x=new double[M],bins =new double[M],ebins =new double[M];
boolean localflag, globalflag=false;
// Test Normaldev_BM
System.out.println("Testing Normaldev_BM");
// Check fingerprint of doub()
mu=0.0;
sig=1.0;
Normaldev_BM myran = new Normaldev_BM(mu,sig,17);
localflag=false;
for (i=0;i<10;i++)
// System.out.printf(setw(25) << setprecision(20) << myran.dev());
localflag=localflag || abs(myran.dev()-fingerprint[i])>sbeps;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Normaldev_BM: dev() does not match fingerprint");
}
// Check statistics
Normaldist expect = new Normaldist(mu,sig);
xl=mu-range/2.0;
xu=mu+range/2.0;
binsize=range/M;
for (i=0;i<M;i++) {
x[i]=xl+binsize*i;
ebins[i]=N*binsize*expect.p(x[i]+0.5*binsize);
bins[i]=0;
}
for (i=0;i<N;i++) {
nbin=(int)(floor((0.5*range+myran.dev())/binsize));
if ((nbin >= 0) && (nbin < M)) bins[nbin] += 1;
}
chsone(bins,ebins,df,chisq,prob);
System.out.printf(" chisq,dev(): %f prob: %f\n",chisq.val, prob.val);
localflag = (prob.val < 0.05);
globalflag = globalflag || localflag;
if (localflag) {
fail("*** Normaldev_BM: dev() does not give distribution with correct variance");
}
if (globalflag) System.out.println("Failed\n");
else System.out.println("Passed\n");
}
}