using System; using Moserware.Numerics; using NUnit.Framework; namespace UnitTests.Numerics { [TestFixture] public class GaussianDistributionTests { private const double ErrorTolerance = 0.000001; [Test] public void CumulativeToTests() { // Verified with WolframAlpha // (e.g. http://www.wolframalpha.com/input/?i=CDF%5BNormalDistribution%5B0%2C1%5D%2C+0.5%5D ) Assert.AreEqual(0.691462, GaussianDistribution.CumulativeTo(0.5), ErrorTolerance); } [Test] public void AtTests() { // Verified with WolframAlpha // (e.g. http://www.wolframalpha.com/input/?i=PDF%5BNormalDistribution%5B0%2C1%5D%2C+0.5%5D ) Assert.AreEqual(0.352065, GaussianDistribution.At(0.5), ErrorTolerance); } [Test] public void MultiplicationTests() { // I verified this against the formula at http://www.tina-vision.net/tina-knoppix/tina-memo/2003-003.pdf var standardNormal = new GaussianDistribution(0, 1); var shiftedGaussian = new GaussianDistribution(2, 3); var product = standardNormal * shiftedGaussian; Assert.AreEqual(0.2, product.Mean, ErrorTolerance); Assert.AreEqual(3.0 / Math.Sqrt(10), product.StandardDeviation, ErrorTolerance); var m4s5 = new GaussianDistribution(4, 5); var m6s7 = new GaussianDistribution(6, 7); var product2 = m4s5 * m6s7; Func square = x => x*x; var expectedMean = (4 * square(7) + 6 * square(5)) / (square(5) + square(7)); Assert.AreEqual(expectedMean, product2.Mean, ErrorTolerance); var expectedSigma = Math.Sqrt(((square(5) * square(7)) / (square(5) + square(7)))); Assert.AreEqual(expectedSigma, product2.StandardDeviation, ErrorTolerance); } [Test] public void DivisionTests() { // Since the multiplication was worked out by hand, we use the same numbers but work backwards var product = new GaussianDistribution(0.2, 3.0 / Math.Sqrt(10)); var standardNormal = new GaussianDistribution(0, 1); var productDividedByStandardNormal = product / standardNormal; Assert.AreEqual(2.0, productDividedByStandardNormal.Mean, ErrorTolerance); Assert.AreEqual(3.0, productDividedByStandardNormal.StandardDeviation, ErrorTolerance); Func square = x => x * x; var product2 = new GaussianDistribution((4 * square(7) + 6 * square(5)) / (square(5) + square(7)), Math.Sqrt(((square(5) * square(7)) / (square(5) + square(7))))); var m4s5 = new GaussianDistribution(4,5); var product2DividedByM4S5 = product2 / m4s5; Assert.AreEqual(6.0, product2DividedByM4S5.Mean, ErrorTolerance); Assert.AreEqual(7.0, product2DividedByM4S5.StandardDeviation, ErrorTolerance); } [Test] public void LogProductNormalizationTests() { // Verified with Ralf Herbrich's F# implementation var standardNormal = new GaussianDistribution(0, 1); var lpn = GaussianDistribution.LogProductNormalization(standardNormal, standardNormal); Assert.AreEqual(-1.2655121234846454, lpn, ErrorTolerance); var m1s2 = new GaussianDistribution(1, 2); var m3s4 = new GaussianDistribution(3, 4); var lpn2 = GaussianDistribution.LogProductNormalization(m1s2, m3s4); Assert.AreEqual(-2.5168046699816684, lpn2, ErrorTolerance); } [Test] public void LogRatioNormalizationTests() { // Verified with Ralf Herbrich's F# implementation var m1s2 = new GaussianDistribution(1, 2); var m3s4 = new GaussianDistribution(3, 4); var lrn = GaussianDistribution.LogRatioNormalization(m1s2, m3s4); Assert.AreEqual(2.6157405972171204, lrn, ErrorTolerance); } [Test] public void AbsoluteDifferenceTests() { // Verified with Ralf Herbrich's F# implementation var standardNormal = new GaussianDistribution(0, 1); var absDiff = GaussianDistribution.AbsoluteDifference(standardNormal, standardNormal); Assert.AreEqual(0.0, absDiff, ErrorTolerance); var m1s2 = new GaussianDistribution(1, 2); var m3s4 = new GaussianDistribution(3, 4); var absDiff2 = GaussianDistribution.AbsoluteDifference(m1s2, m3s4); Assert.AreEqual(0.4330127018922193, absDiff2, ErrorTolerance); } } }