Author: erans
Date: Mon Aug 13 19:14:00 2012
New Revision: 1372556
URL: http://svn.apache.org/viewvc?rev=1372556&view=rev
Log:
MATH-815
Unit test update (patch provided by Jared Becksfort).
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/MultivariateNormalDistributionTest.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1372556&r1=1372555&r2=1372556&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Mon Aug 13 19:14:00 2012
@@ -52,6 +52,10 @@ If the output is not quite correct, chec
<body>
<release version="3.1" date="TBD" description="
">
+ <action dev="erans" type="add" issue="MATH-815" due-to="Jared Becksfort">
+ New interface for multivariate distributions.
+ Added multivariate normal distribution.
+ </action>
<action dev="luc" type="add" >
Added a utility method to compute Stirling numbers of the second kind.
</action>
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/MultivariateNormalDistributionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/MultivariateNormalDistributionTest.java?rev=1372556&r1=1372555&r2=1372556&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/MultivariateNormalDistributionTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/MultivariateNormalDistributionTest.java
Mon Aug 13 19:14:00 2012
@@ -75,7 +75,7 @@ public class MultivariateNormalDistribut
final MultivariateNormalDistribution d = new
MultivariateNormalDistribution(mu, sigma);
d.reseedRandomGenerator(50);
- final int n = 30;
+ final int n = 500000;
final double[][] samples = d.sample(n);
final int dim = d.getDimensions();
@@ -87,17 +87,16 @@ public class MultivariateNormalDistribut
}
}
- final double sampledMeanTolerance = 1e-1;
+ final double sampledValueTolerance = 1e-2;
for (int j = 0; j < dim; j++) {
sampleMeans[j] /= samples.length;
- Assert.assertEquals(mu[j], sampleMeans[j], sampledMeanTolerance);
+ Assert.assertEquals(mu[j], sampleMeans[j], sampledValueTolerance);
}
- final double sampledCovarianceTolerance = 2;
final double[][] sampleSigma = new
Covariance(samples).getCovarianceMatrix().getData();
for (int i = 0; i < dim; i++) {
for (int j = 0; j < dim; j++) {
- Assert.assertEquals(sigma[i][j], sampleSigma[i][j],
sampledCovarianceTolerance);
+ Assert.assertEquals(sigma[i][j], sampleSigma[i][j],
sampledValueTolerance);
}
}
}
