# 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 T 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, df, tol) { rDistValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rDistValues[i] <- pt(point, df, log = FALSE) } output <- c("Distribution test df = ", df) 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, df, tol) { rDensityValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rDensityValues[i] <- dt(point, df, log = FALSE) } output <- c("Density test df = ", df) if (assertEquals(expected, rDensityValues, tol, "Density Values")) { displayPadded(output, SUCCEEDED, WIDTH) } else { displayPadded(output, FAILED, WIDTH) } } # function to verify quantiles verifyQuantiles <- function(points, expected, df, tol) { rQuantileValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rQuantileValues[i] <- qt(point, df, log = FALSE) } output <- c("Quantile test df = ", df) if (assertEquals(expected, rQuantileValues, tol, "Quantile Values")) { displayPadded(output, SUCCEEDED, WIDTH) } else { displayPadded(output, FAILED, WIDTH) } } #-------------------------------------------------------------------------- cat("T Distribution test cases\n") df <- 5 distributionValues <- c(0.001, 0.01, 0.025, 0.05, 0.1, 0.999, 0.990, 0.975, 0.950, 0.900) densityValues <- c(0.000756494565517, 0.0109109752919, 0.0303377878006, 0.0637967988952, 0.128289492005, 0.000756494565517, 0.0109109752919, 0.0303377878006, 0.0637967988952, 0.128289492005) distributionPoints <- c(-5.89342953136, -3.36492999891, -2.57058183564, -2.01504837333, -1.47588404882, 5.89342953136, 3.36492999891, 2.57058183564, 2.01504837333, 1.47588404882) verifyQuantiles(distributionValues, distributionPoints, df, tol) verifyDistribution(distributionPoints, distributionValues, df, tol) verifyDensity(distributionPoints, densityValues, df, tol) df <- 1 densityValues <- c(3.14158231817e-06, 0.000314055924703, 0.00195946145194, 0.00778959736375, 0.0303958893917, 3.14158231817e-06, 0.000314055924703, 0.00195946145194, 0.00778959736375, 0.0303958893917) distributionPoints <- c(-318.308838986, -31.8205159538, -12.7062047362, -6.31375151468, -3.07768353718, 318.308838986, 31.8205159538, 12.7062047362, 6.31375151468, 3.07768353718) verifyQuantiles(distributionValues, distributionPoints, df, tol) verifyDistribution(distributionPoints, distributionValues, df, tol) verifyDensity(distributionPoints, densityValues, df, tol) displayDashes(WIDTH)