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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      https://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  /*
19   * This is not the original file distributed by the Apache Software Foundation
20   * It has been modified by the Hipparchus project
21   */
22  package org.hipparchus.distribution.continuous;
23  
24  import org.hipparchus.util.Precision;
25  import org.junit.Assert;
26  import org.junit.Test;
27  
28  public class LevyDistributionTest extends RealDistributionAbstractTest {
29  
30      @Test
31      public void testParameters() {
32          LevyDistribution d = makeDistribution();
33          Assert.assertEquals(1.2, d.getLocation(), Precision.EPSILON);
34          Assert.assertEquals(0.4,   d.getScale(),  Precision.EPSILON);
35      }
36  
37      @Test
38      public void testSupport() {
39          LevyDistribution d = makeDistribution();
40          Assert.assertEquals(d.getLocation(), d.getSupportLowerBound(), Precision.EPSILON);
41          Assert.assertTrue(Double.isInfinite(d.getSupportUpperBound()));
42          Assert.assertTrue(d.isSupportConnected());
43      }
44  
45      @Override
46      public LevyDistribution makeDistribution() {
47          return new LevyDistribution(1.2, 0.4);
48      }
49  
50      @Override
51      public double[] makeCumulativeTestPoints() {
52          return new double[] {
53              1.2001, 1.21, 1.225, 1.25, 1.3, 1.9, 3.4, 5.6
54          };
55      }
56  
57      @Override
58      public double[] makeCumulativeTestValues() {
59          // values computed with R and function plevy from rmutil package
60          return new double[] {
61              0, 2.53962850749e-10, 6.33424836662e-05, 0.00467773498105,
62              0.0455002638964, 0.449691797969, 0.669815357599, 0.763024600553
63          };
64      }
65  
66      @Override
67      public double[] makeDensityTestValues() {
68          // values computed with R and function dlevy from rmutil package
69          return new double[] {
70              0, 5.20056373765e-07, 0.0214128361224, 0.413339707082, 1.07981933026,
71              0.323749319161, 0.0706032550094, 0.026122839884
72          };
73      }
74  
75      /**
76       * Creates the default logarithmic probability density test expected values.
77       * Reference values are from R, version 2.14.1.
78       */
79      @Override
80      public double[] makeLogDensityTestValues() {
81          return new double[] {
82              -1987.561573341398d, -14.469328620160d, -3.843764717971d,
83              -0.883485488811d, 0.076793740349d, -1.127785768948d,
84              -2.650679030597d, -3.644945255983d};
85      }
86  }