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17 package org.apache.commons.math4.legacy.distribution;
18
19 import java.util.List;
20
21 import org.apache.commons.math4.legacy.exception.MathArithmeticException;
22 import org.apache.commons.math4.legacy.exception.NotPositiveException;
23 import org.apache.commons.rng.simple.RandomSource;
24 import org.apache.commons.math4.legacy.core.Pair;
25 import org.junit.Assert;
26 import org.junit.Test;
27 import org.junit.Ignore;
28
29
30
31
32 public class MixtureMultivariateNormalDistributionTest {
33
34 @Test
35 public void testNonUnitWeightSum() {
36 final double[] weights = { 1, 2 };
37 final double[][] means = { { -1.5, 2.0 },
38 { 4.0, 8.2 } };
39 final double[][][] covariances = { { { 2.0, -1.1 },
40 { -1.1, 2.0 } },
41 { { 3.5, 1.5 },
42 { 1.5, 3.5 } } };
43 final MixtureMultivariateNormalDistribution d
44 = new MixtureMultivariateNormalDistribution(weights, means, covariances);
45
46 final List<Pair<Double, MultivariateNormalDistribution>> comp = d.getComponents();
47
48 Assert.assertEquals(1d / 3, comp.get(0).getFirst().doubleValue(), Math.ulp(1d));
49 Assert.assertEquals(2d / 3, comp.get(1).getFirst().doubleValue(), Math.ulp(1d));
50 }
51
52 @Test(expected=MathArithmeticException.class)
53 public void testWeightSumOverFlow() {
54 final double[] weights = { 0.5 * Double.MAX_VALUE, 0.51 * Double.MAX_VALUE };
55 final double[][] means = { { -1.5, 2.0 },
56 { 4.0, 8.2 } };
57 final double[][][] covariances = { { { 2.0, -1.1 },
58 { -1.1, 2.0 } },
59 { { 3.5, 1.5 },
60 { 1.5, 3.5 } } };
61 new MixtureMultivariateNormalDistribution(weights, means, covariances);
62 }
63
64 @Test(expected=NotPositiveException.class)
65 public void testPreconditionPositiveWeights() {
66 final double[] negativeWeights = { -0.5, 1.5 };
67 final double[][] means = { { -1.5, 2.0 },
68 { 4.0, 8.2 } };
69 final double[][][] covariances = { { { 2.0, -1.1 },
70 { -1.1, 2.0 } },
71 { { 3.5, 1.5 },
72 { 1.5, 3.5 } } };
73 new MixtureMultivariateNormalDistribution(negativeWeights, means, covariances);
74 }
75
76
77
78
79 @Test
80 public void testDensities() {
81 final double[] weights = { 0.3, 0.7 };
82 final double[][] means = { { -1.5, 2.0 },
83 { 4.0, 8.2 } };
84 final double[][][] covariances = { { { 2.0, -1.1 },
85 { -1.1, 2.0 } },
86 { { 3.5, 1.5 },
87 { 1.5, 3.5 } } };
88 final MixtureMultivariateNormalDistribution d
89 = new MixtureMultivariateNormalDistribution(weights, means, covariances);
90
91
92 final double[][] testValues = { { -1.5, 2 },
93 { 4, 8.2 },
94 { 1.5, -2 },
95 { 0, 0 } };
96
97
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99
100
101
102 final double[] correctDensities = { 0.02862037278930575,
103 0.03523044847314091,
104 0.000416241365629767,
105 0.009932042831700297 };
106
107 for (int i = 0; i < testValues.length; i++) {
108 Assert.assertEquals(correctDensities[i], d.density(testValues[i]), Math.ulp(1d));
109 }
110 }
111
112
113
114
115 @Ignore@Test
116 public void testSampling() {
117 final double[] weights = { 0.3, 0.7 };
118 final double[][] means = { { -1.5, 2.0 },
119 { 4.0, 8.2 } };
120 final double[][][] covariances = { { { 2.0, -1.1 },
121 { -1.1, 2.0 } },
122 { { 3.5, 1.5 },
123 { 1.5, 3.5 } } };
124 final MixtureMultivariateNormalDistribution d =
125 new MixtureMultivariateNormalDistribution(weights, means, covariances);
126 final MultivariateRealDistribution.Sampler sampler =
127 d.createSampler(RandomSource.WELL_19937_C.create(50));
128
129 final double[][] correctSamples = getCorrectSamples();
130 final int n = correctSamples.length;
131 final double[][] samples = AbstractMultivariateRealDistribution.sample(n, sampler);
132
133 for (int i = 0; i < n; i++) {
134 for (int j = 0; j < samples[i].length; j++) {
135 Assert.assertEquals("sample[" + j + "]",
136 correctSamples[i][j], samples[i][j], 1e-16);
137 }
138 }
139 }
140
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143
144 private double[][] getCorrectSamples() {
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162 return new double[][] {
163 { 6.259990922080121, 11.972954175355897 },
164 { -2.5296544304801847, 1.0031292519854365 },
165 { 0.49037886081440396, 0.9758251727325711 },
166 { 5.022970993312015, 9.289348879616787 },
167 { -1.686183146603914, 2.007244382745706 },
168 { -1.4729253946002685, 2.762166644212484 },
169 { 4.329788143963888, 11.514016497132253 },
170 { 3.008674596114442, 4.960246550446107 },
171 { 3.342379304090846, 5.937630105198625 },
172 { 2.6993068328674754, 7.42190871572571 },
173 { -2.446569340219571, 1.9687117791378763 },
174 { 1.922417883170056, 4.917616702617099 },
175 { -1.1969741543898518, 2.4576126277884387 },
176 { 2.4216948702967196, 8.227710158117134 },
177 { 6.701424725804463, 9.098666475042428 },
178 { 2.9890253545698964, 9.643807939324331 },
179 { 0.7162632354907799, 8.978811120287553 },
180 { -2.7548699149775877, 4.1354812280794215 },
181 { 8.304528180745018, 11.602319388898287 },
182 { -2.7633253389165926, 2.786173883989795 },
183 { 1.3322228389460813, 5.447481218602913 },
184 { -1.8120096092851508, 1.605624499560037 },
185 { 3.6546253437206504, 8.195304526564376 },
186 { -2.312349539658588, 1.868941220444169 },
187 { -1.882322136356522, 2.033795570464242 },
188 { 4.562770714939441, 7.414967958885031 },
189 { 4.731882017875329, 8.890676665580747 },
190 { 3.492186010427425, 8.9005225241848 },
191 { -1.619700190174894, 3.314060142479045 },
192 { 3.5466090064003315, 7.75182101001913 },
193 { 5.455682472787392, 8.143119287755635 },
194 { -2.3859602945473197, 1.8826732217294837 },
195 { 3.9095306088680015, 9.258129209626317 },
196 { 7.443020189508173, 7.837840713329312 },
197 { 2.136004873917428, 6.917636475958297 },
198 { -1.7203379410395119, 2.3212878757611524 },
199 { 4.618991257611526, 12.095065976419436 },
200 { -0.4837044029854387, 0.8255970441255125 },
201 { -4.438938966557163, 4.948666297280241 },
202 { -0.4539625134045906, 4.700922454655341 },
203 { 2.1285488271265356, 8.457941480487563 },
204 { 3.4873561871454393, 11.99809827845933 },
205 { 4.723049431412658, 7.813095742563365 },
206 { 1.1245583037967455, 5.20587873556688 },
207 { 1.3411933634409197, 6.069796875785409 },
208 { 4.585119332463686, 7.967669543767418 },
209 { 1.3076522817963823, -0.647431033653445 },
210 { -1.4449446442803178, 1.9400424267464862 },
211 { -2.069794456383682, 3.5824162107496544 },
212 { -0.15959481421417276, 1.5466782303315405 },
213 { -2.0823081278810136, 3.0914366458581437 },
214 { 3.521944615248141, 10.276112932926408 },
215 { 1.0164326704884257, 4.342329556442856 },
216 { 5.3718868590295275, 8.374761158360922 },
217 { 0.3673656866959396, 8.75168581694866 },
218 { -2.250268955954753, 1.4610850300996527 },
219 { -2.312739727403522, 1.5921126297576362 },
220 { 3.138993360831055, 6.7338392374947365 },
221 { 2.6978650950790115, 7.941857288979095 },
222 { 4.387985088655384, 8.253499976968 },
223 { -1.8928961721456705, 0.23631082388724223 },
224 { 4.43509029544109, 8.565290285488782 },
225 { 4.904728034106502, 5.79936660133754 },
226 { -1.7640371853739507, 2.7343727594167433 },
227 { 2.4553674733053463, 7.875871017408807 },
228 { -2.6478965122565006, 4.465127753193949 },
229 { 3.493873671142299, 10.443093773532448 },
230 { 1.1321916197409103, 7.127108479263268 },
231 { -1.7335075535240392, 2.550629648463023 },
232 { -0.9772679734368084, 4.377196298969238 },
233 { 3.6388366973980357, 6.947299283206256 },
234 { 0.27043799318823325, 6.587978599614367 },
235 { 5.356782352010253, 7.388957912116327 },
236 { -0.09187745751354681, 0.23612399246659743 },
237 { 2.903203580353435, 3.8076727621794415 },
238 { 5.297014824937293, 8.650985262326508 },
239 { 4.934508602170976, 9.164571423190052 },
240 { -1.0004911869654256, 4.797064194444461 },
241 { 6.782491700298046, 11.852373338280497 },
242 { 2.8983678524536014, 8.303837362117521 },
243 { 4.805003269830865, 6.790462904325329 },
244 { -0.8815799740744226, 1.3015810062131394 },
245 { 5.115138859802104, 6.376895810201089 },
246 { 4.301239328205988, 8.60546337560793 },
247 { 3.276423626317666, 9.889429652591947 },
248 { -4.001924973153122, 4.3353864592328515 },
249 { 3.9571892554119517, 4.500569057308562 },
250 { 4.783067027436208, 7.451125480601317 },
251 { 4.79065438272821, 9.614122776979698 },
252 { 2.677655270279617, 6.8875223698210135 },
253 { -1.3714746289327362, 2.3992153193382437 },
254 { 3.240136859745249, 7.748339397522042 },
255 { 5.107885374416291, 8.508324480583724 },
256 { -1.5830830226666048, 0.9139127045208315 },
257 { -1.1596156791652918, -0.04502759384531929 },
258 { -0.4670021307952068, 3.6193633227841624 },
259 { -0.7026065228267798, 0.4811423031997131 },
260 { -2.719979836732917, 2.5165041618080104 },
261 { 1.0336754331123372, -0.34966029029320644 },
262 { 4.743217291882213, 5.750060115251131 }
263 };
264 }
265 }