# Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # #------------------------------------------------------------------------------ # R source file to validate F distribution tests in # org.apache.commons.math.distribution.TDistributionTest # # To run the test, install R, put this file and testFunctions # into the same directory, launch R from this directory and then enter # source("") # #----------------------------------------------------------------------------- tol <- 1E-9 # Function definitions source("testFunctions") # utility test functions # function to verify distribution computations verifyDistribution <- function(points, expected, numeratorDf, denominatorDf, tol) { rDistValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rDistValues[i] <- pf(point, numeratorDf, denominatorDf, log = FALSE) } output <- c("Distribution test numerator df = ", numeratorDf, " denominator df = ", denominatorDf) if (assertEquals(expected, rDistValues, tol, "Distribution Values")) { displayPadded(output, SUCCEEDED, WIDTH) } else { displayPadded(output, FAILED, WIDTH) } } # function to verify density computations verifyDensity <- function(points, expected, numeratorDf, denominatorDf, tol) { rDensityValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rDensityValues[i] <- df(point, numeratorDf, denominatorDf, log = FALSE) } output <- c("Density test numerator df = ", numeratorDf, " denominator df = ", denominatorDf) if (assertEquals(expected, rDensityValues, tol, "Density Values")) { displayPadded(output, SUCCEEDED, WIDTH) } else { displayPadded(output, FAILED, WIDTH) } } # function to verify quantiles verifyQuantiles <- function(points, expected, numeratorDf, denominatorDf, tol) { rQuantileValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rQuantileValues[i] <- qf(point, numeratorDf, denominatorDf, log = FALSE) } output <- c("Quantile test numerator df = ", numeratorDf, " denominator df = ", denominatorDf) if (assertEquals(expected, rQuantileValues, tol, "Quantile Values")) { displayPadded(output, SUCCEEDED, WIDTH) } else { displayPadded(output, FAILED, WIDTH) } } #-------------------------------------------------------------------------- cat("F Distribution test cases\n") numeratorDf <- 5 denominatorDf <- 6 distributionValues <- c(0.001, 0.01, 0.025, 0.05, 0.1, 0.999, 0.990, 0.975, 0.950, 0.900) densityValues <- c(0.0689156576706, 0.236735653193, 0.364074131941, 0.481570789649, 0.595880479994, 0.000133443915657, 0.00286681303403, 0.00969192007502, 0.0242883861471, 0.0605491314658) distributionPoints <- c(0.0346808448626, 0.0937009113303, 0.143313661184, 0.202008445998, 0.293728320107, 20.8026639595, 8.74589525602, 5.98756512605, 4.38737418741, 3.10751166664) verifyQuantiles(distributionValues, distributionPoints, numeratorDf, denominatorDf, tol) verifyDistribution(distributionPoints, distributionValues, numeratorDf, denominatorDf, tol) verifyDensity(distributionPoints, densityValues, numeratorDf, denominatorDf, tol) displayDashes(WIDTH)