package com.nr.test.test_chapter7;
import static java.lang.Math.abs;
import static org.junit.Assert.fail;
import org.junit.After;
import org.junit.Before;
import org.junit.Test;
import com.nr.model.Plog;
import com.nr.model.Proposal;
import com.nr.model.State;
import com.nr.ran.Poissondev;
public class Test_mcmc {
@Before
public void setUp() throws Exception {
}
@After
public void tearDown() throws Exception {
}
@SuppressWarnings("unused")
@Test
public void test() {
int i,j,k,k1=1,k2=2,N=1000,M=100;
double accept,lambda1=3.0,lambda2=2.0,tc=200.0;
double[] times = new double[1000];
boolean localflag, globalflag=false;
// Test mcmc
System.out.println("Testing mcmc");
// Generate data. Break each time interval into 100 parts
Poissondev pdev1 = new Poissondev(lambda1/M,17);
Poissondev pdev2 = new Poissondev(lambda2/M,17);
j=0;
for (i=0;i<(int)(lambda1*tc/k1);i++) {
for (k=0;k<k1;k++) {
while (pdev1.dev() == 0) j++;
j++;
}
times[i] = j*1.0/M;
}
for (i=(int)(lambda1*tc/k1);i<N;i++) {
for (k=0;k<k2;k++) {
while (pdev2.dev() == 0) j++;
j++;
}
times[i] = j*1.0/M;
}
State s = new State(1.0,3.0,100.0,1,1);
Plog plog = new Plog(times);
Proposal propose = new Proposal(17,0.01);
for (i=0;i<1000;i++) accept=Proposal.mcmcstep(1,s,plog,propose);
for (i=0;i<10000;i++)
accept=Proposal.mcmcstep(10,s,plog,propose);
// System.out.printf(s.lam1 << " %f\n", s.lam2 << " %f\n", s.k1 << " %f\n", s.k2 << " %f\n", s.tc);
localflag = abs(s.lam1-lambda1)/lambda1 > 0.1;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** mcmc: Inaccurate estimate for rate lambda1");
}
localflag = abs(s.lam2-lambda2)/lambda2 > 0.1;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** mcmc: Inaccurate estimate for rate lambda2");
}
localflag = (s.k1 != k1);
globalflag = globalflag || localflag;
if (localflag) {
fail("*** mcmc: integer parameter k1 was not correctly determined");
}
localflag = (s.k2 != k2);
globalflag = globalflag || localflag;
if (localflag) {
fail("*** mcmc: integer parameter k2 was not correctly determined");
}
localflag = abs(s.tc-tc)/tc > 0.1;
globalflag = globalflag || localflag;
if (localflag) {
fail("*** mcmc: Inaccurate estimate for critical time tc");
}
if (globalflag) System.out.println("Failed\n");
else System.out.println("Passed\n");
}
}