    1   package baseCode.math.distribution;
    2
    3   import cern.colt.matrix.DoubleMatrix2D;
    4   import cern.colt.matrix.impl.DenseDoubleMatrix2D;
    5   import cern.jet.random.engine.DRand;
    6   import cern.jet.random.engine.MersenneTwister;
    7   import baseCode.math.distribution.Wishart;
    8   import baseCode.util.RegressionTesting;
    9   import junit.framework.TestCase;
    10
    11  /***
    12   * <hr>
    13   * <p>
    14   * Copyright (c) 2004 Columbia University
    15   *
    16   * @author pavlidis
    17   * @version $Id: TestWishart.java,v 1.1 2005/03/17 13:58:42 pavlidis Exp $
    18   */
    19  public class TestWishart extends TestCase {
    20
    21     Wishart t1;
    22     Wishart t2;
    23     Wishart t3;
    24     Wishart t4;
    25     DoubleMatrix2D cov;
    26
    27     protected void setUp() throws Exception {
    28        cov = new DenseDoubleMatrix2D( new double[][] {
    29              {
    30                    1, 2
    31              }, {
    32                    1, 2
    33              }
    34        } );
    35
    36        t1 = new Wishart( 5, cov, new MersenneTwister() );
    37        //t2 = new Wishart(2, 8, cov);
    38        // t3 = new Wishart(2, 20, cov);
    39        // t4 = new Wishart(8, 5, cov);
    40        super.setUp();
    41     }
    42
    43     public void testNextDoubleMatrix() {
    44        DoubleMatrix2D actualReturn = t1.nextDoubleMatrix();
    45        System.err.println(actualReturn);
    46        DoubleMatrix2D expectedReturn = new DenseDoubleMatrix2D( new double[][] {
    47              {
    48                    1.426553, 4.848117
    49              }, {
    50                    4.848117, 16.9009
    51              }
    52        } );
    53        assertTrue( RegressionTesting.closeEnough( expectedReturn, actualReturn, 0.0001 ) );
    54     }
    55
    56  }