View Javadoc
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  
23  package org.hipparchus.distribution.discrete;
24  
25  import static org.junit.Assert.assertEquals;
26  
27  import org.hipparchus.UnitTestUtils;
28  import org.hipparchus.distribution.IntegerDistribution;
29  import org.hipparchus.exception.MathIllegalArgumentException;
30  import org.hipparchus.util.Precision;
31  import org.junit.Assert;
32  import org.junit.Test;
33  
34  /**
35   * Test cases for HyperGeometriclDistribution.
36   */
37  public class HypergeometricDistributionTest extends IntegerDistributionAbstractTest {
38  
39      /**
40       * Constructor to override default tolerance.
41       */
42      public HypergeometricDistributionTest() {
43          setTolerance(1e-12);
44      }
45  
46      //-------------- Implementations for abstract methods -----------------------
47  
48      /** Creates the default discrete distribution instance to use in tests. */
49      @Override
50      public IntegerDistribution makeDistribution() {
51          return new HypergeometricDistribution(10, 5, 5);
52      }
53  
54      /** Creates the default probability density test input values */
55      @Override
56      public int[] makeDensityTestPoints() {
57          return new int[] {-1, 0, 1, 2, 3, 4, 5, 10};
58      }
59  
60      /**
61       * Creates the default probability density test expected values
62       * Reference values are from R, version 2.15.3.
63       */
64      @Override
65      public double[] makeDensityTestValues() {
66          return new double[] {0d, 0.00396825396825, 0.0992063492063, 0.396825396825, 0.396825396825,
67              0.0992063492063, 0.00396825396825, 0d};
68      }
69  
70      /**
71       * Creates the default probability log density test expected values
72       * Reference values are from R, version 2.14.1.
73       */
74      @Override
75      public double[] makeLogDensityTestValues() {
76          //-Inf  -Inf
77          return new double[] {Double.NEGATIVE_INFINITY, -5.52942908751142, -2.31055326264322, -0.924258901523332,
78                  -0.924258901523332, -2.31055326264322, -5.52942908751142, Double.NEGATIVE_INFINITY};
79      }
80  
81      /** Creates the default cumulative probability density test input values */
82      @Override
83      public int[] makeCumulativeTestPoints() {
84          return makeDensityTestPoints();
85      }
86  
87      /**
88       * Creates the default cumulative probability density test expected values
89       * Reference values are from R, version 2.15.3.
90       */
91      @Override
92      public double[] makeCumulativeTestValues() {
93          return new double[] {0d, 0.00396825396825, 0.103174603175, .5, 0.896825396825, 0.996031746032,
94                  1, 1};
95      }
96  
97      /** Creates the default inverse cumulative probability test input values */
98      @Override
99      public double[] makeInverseCumulativeTestPoints() {
100         return new double[] {0d, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d,
101                 0.990d, 0.975d, 0.950d, 0.900d, 1d};
102     }
103 
104     /** Creates the default inverse cumulative probability density test expected values */
105     @Override
106     public int[] makeInverseCumulativeTestValues() {
107         return new int[] {0, 0, 1, 1, 1, 1, 5, 4, 4, 4, 4, 5};
108     }
109 
110     //-------------------- Additional test cases ------------------------------
111 
112     /** Verify that if there are no failures, mass is concentrated on sampleSize */
113     @Test
114     public void testDegenerateNoFailures() {
115         HypergeometricDistribution dist = new HypergeometricDistribution(5,5,3);
116         setDistribution(dist);
117         setCumulativeTestPoints(new int[] {-1, 0, 1, 3, 10 });
118         setCumulativeTestValues(new double[] {0d, 0d, 0d, 1d, 1d});
119         setDensityTestPoints(new int[] {-1, 0, 1, 3, 10});
120         setDensityTestValues(new double[] {0d, 0d, 0d, 1d, 0d});
121         setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
122         setInverseCumulativeTestValues(new int[] {3, 3});
123         verifyDensities();
124         verifyCumulativeProbabilities();
125         verifyInverseCumulativeProbabilities();
126         Assert.assertEquals(dist.getSupportLowerBound(), 3);
127         Assert.assertEquals(dist.getSupportUpperBound(), 3);
128     }
129 
130     /** Verify that if there are no successes, mass is concentrated on 0 */
131     @Test
132     public void testDegenerateNoSuccesses() {
133         HypergeometricDistribution dist = new HypergeometricDistribution(5,0,3);
134         setDistribution(dist);
135         setCumulativeTestPoints(new int[] {-1, 0, 1, 3, 10 });
136         setCumulativeTestValues(new double[] {0d, 1d, 1d, 1d, 1d});
137         setDensityTestPoints(new int[] {-1, 0, 1, 3, 10});
138         setDensityTestValues(new double[] {0d, 1d, 0d, 0d, 0d});
139         setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
140         setInverseCumulativeTestValues(new int[] {0, 0});
141         verifyDensities();
142         verifyCumulativeProbabilities();
143         verifyInverseCumulativeProbabilities();
144         Assert.assertEquals(dist.getSupportLowerBound(), 0);
145         Assert.assertEquals(dist.getSupportUpperBound(), 0);
146     }
147 
148     /** Verify that if sampleSize = populationSize, mass is concentrated on numberOfSuccesses */
149     @Test
150     public void testDegenerateFullSample() {
151         HypergeometricDistribution dist = new HypergeometricDistribution(5,3,5);
152         setDistribution(dist);
153         setCumulativeTestPoints(new int[] {-1, 0, 1, 3, 10 });
154         setCumulativeTestValues(new double[] {0d, 0d, 0d, 1d, 1d});
155         setDensityTestPoints(new int[] {-1, 0, 1, 3, 10});
156         setDensityTestValues(new double[] {0d, 0d, 0d, 1d, 0d});
157         setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
158         setInverseCumulativeTestValues(new int[] {3, 3});
159         verifyDensities();
160         verifyCumulativeProbabilities();
161         verifyInverseCumulativeProbabilities();
162         Assert.assertEquals(dist.getSupportLowerBound(), 3);
163         Assert.assertEquals(dist.getSupportUpperBound(), 3);
164     }
165 
166     @Test
167     public void testPreconditions() {
168         try {
169             new HypergeometricDistribution(0, 3, 5);
170             Assert.fail("negative population size. MathIllegalArgumentException expected");
171         } catch(MathIllegalArgumentException ex) {
172             // Expected.
173         }
174         try {
175             new HypergeometricDistribution(5, -1, 5);
176             Assert.fail("negative number of successes. MathIllegalArgumentException expected");
177         } catch(MathIllegalArgumentException ex) {
178             // Expected.
179         }
180         try {
181             new HypergeometricDistribution(5, 3, -1);
182             Assert.fail("negative sample size. MathIllegalArgumentException expected");
183         } catch(MathIllegalArgumentException ex) {
184             // Expected.
185         }
186         try {
187             new HypergeometricDistribution(5, 6, 5);
188             Assert.fail("numberOfSuccesses > populationSize. MathIllegalArgumentException expected");
189         } catch(MathIllegalArgumentException ex) {
190             // Expected.
191         }
192         try {
193             new HypergeometricDistribution(5, 3, 6);
194             Assert.fail("sampleSize > populationSize. MathIllegalArgumentException expected");
195         } catch(MathIllegalArgumentException ex) {
196             // Expected.
197         }
198     }
199 
200     @Test
201     public void testAccessors() {
202         HypergeometricDistribution dist = new HypergeometricDistribution(5, 3, 4);
203         Assert.assertEquals(5, dist.getPopulationSize());
204         Assert.assertEquals(3, dist.getNumberOfSuccesses());
205         Assert.assertEquals(4, dist.getSampleSize());
206     }
207 
208     @Test
209     public void testLargeValues() {
210         int populationSize = 3456;
211         int sampleSize = 789;
212         int numberOfSucceses = 101;
213         double[][] data = {
214             {0.0, 2.75646034603961e-12, 2.75646034603961e-12, 1.0},
215             {1.0, 8.55705370142386e-11, 8.83269973602783e-11, 0.999999999997244},
216             {2.0, 1.31288129219665e-9, 1.40120828955693e-9, 0.999999999911673},
217             {3.0, 1.32724172984193e-8, 1.46736255879763e-8, 0.999999998598792},
218             {4.0, 9.94501711734089e-8, 1.14123796761385e-7, 0.999999985326375},
219             {5.0, 5.89080768883643e-7, 7.03204565645028e-7, 0.999999885876203},
220             {20.0, 0.0760051397707708, 0.27349758476299, 0.802507555007781},
221             {21.0, 0.087144222047629, 0.360641806810619, 0.72650241523701},
222             {22.0, 0.0940378846881819, 0.454679691498801, 0.639358193189381},
223             {23.0, 0.0956897500614809, 0.550369441560282, 0.545320308501199},
224             {24.0, 0.0919766921922999, 0.642346133752582, 0.449630558439718},
225             {25.0, 0.083641637261095, 0.725987771013677, 0.357653866247418},
226             {96.0, 5.93849188852098e-57, 1.0, 6.01900244560712e-57},
227             {97.0, 7.96593036832547e-59, 1.0, 8.05105570861321e-59},
228             {98.0, 8.44582921934367e-61, 1.0, 8.5125340287733e-61},
229             {99.0, 6.63604297068222e-63, 1.0, 6.670480942963e-63},
230             {100.0, 3.43501099007557e-65, 1.0, 3.4437972280786e-65},
231             {101.0, 8.78623800302957e-68, 1.0, 8.78623800302957e-68},
232         };
233 
234         testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
235     }
236 
237     private void testHypergeometricDistributionProbabilities(int populationSize, int sampleSize, int numberOfSucceses, double[][] data) {
238         HypergeometricDistribution dist = new HypergeometricDistribution(populationSize, numberOfSucceses, sampleSize);
239         for (int i = 0; i < data.length; ++i) {
240             int x = (int)data[i][0];
241             double pmf = data[i][1];
242             double actualPmf = dist.probability(x);
243             UnitTestUtils.assertRelativelyEquals("Expected equals for <"+x+"> pmf",pmf, actualPmf, 1.0e-9);
244 
245             double cdf = data[i][2];
246             double actualCdf = dist.cumulativeProbability(x);
247             UnitTestUtils.assertRelativelyEquals("Expected equals for <"+x+"> cdf",cdf, actualCdf, 1.0e-9);
248 
249             double cdf1 = data[i][3];
250             double actualCdf1 = dist.upperCumulativeProbability(x);
251             UnitTestUtils.assertRelativelyEquals("Expected equals for <"+x+"> cdf1",cdf1, actualCdf1, 1.0e-9);
252         }
253     }
254 
255     @Test
256     public void testMoreLargeValues() {
257         int populationSize = 26896;
258         int sampleSize = 895;
259         int numberOfSucceses = 55;
260         double[][] data = {
261             {0.0, 0.155168304750504, 0.155168304750504, 1.0},
262             {1.0, 0.29437545000746, 0.449543754757964, 0.844831695249496},
263             {2.0, 0.273841321577003, 0.723385076334967, 0.550456245242036},
264             {3.0, 0.166488572570786, 0.889873648905753, 0.276614923665033},
265             {4.0, 0.0743969744713231, 0.964270623377076, 0.110126351094247},
266             {5.0, 0.0260542785784855, 0.990324901955562, 0.0357293766229237},
267             {20.0, 3.57101101678792e-16, 1.0, 3.78252101622096e-16},
268             {21.0, 2.00551638598312e-17, 1.0, 2.11509999433041e-17},
269             {22.0, 1.04317070180562e-18, 1.0, 1.09583608347287e-18},
270             {23.0, 5.03153504903308e-20, 1.0, 5.266538166725e-20},
271             {24.0, 2.2525984149695e-21, 1.0, 2.35003117691919e-21},
272             {25.0, 9.3677424515947e-23, 1.0, 9.74327619496943e-23},
273             {50.0, 9.83633962945521e-69, 1.0, 9.8677629437617e-69},
274             {51.0, 3.13448949497553e-71, 1.0, 3.14233143064882e-71},
275             {52.0, 7.82755221928122e-74, 1.0, 7.84193567329055e-74},
276             {53.0, 1.43662126065532e-76, 1.0, 1.43834540093295e-76},
277             {54.0, 1.72312692517348e-79, 1.0, 1.7241402776278e-79},
278             {55.0, 1.01335245432581e-82, 1.0, 1.01335245432581e-82},
279         };
280         testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
281     }
282 
283     @Test
284     public void testMoments() {
285         final double tol = 1e-9;
286         HypergeometricDistribution dist;
287 
288         dist = new HypergeometricDistribution(1500, 40, 100);
289         Assert.assertEquals(dist.getNumericalMean(), 40d * 100d / 1500d, tol);
290         Assert.assertEquals(dist.getNumericalVariance(), ( 100d * 40d * (1500d - 100d) * (1500d - 40d) ) / ( (1500d * 1500d * 1499d) ), tol);
291 
292         dist = new HypergeometricDistribution(3000, 55, 200);
293         Assert.assertEquals(dist.getNumericalMean(), 55d * 200d / 3000d, tol);
294         Assert.assertEquals(dist.getNumericalVariance(), ( 200d * 55d * (3000d - 200d) * (3000d - 55d) ) / ( (3000d * 3000d * 2999d) ), tol);
295     }
296 
297     @Test
298     public void testMath644() {
299         int N = 14761461;  // population
300         int m = 1035;      // successes in population
301         int n = 1841;      // number of trials
302 
303         int k = 0;
304         final HypergeometricDistribution dist = new HypergeometricDistribution(N, m, n);
305 
306         Assert.assertTrue(Precision.compareTo(1.0, dist.upperCumulativeProbability(k), 1) == 0);
307         Assert.assertTrue(Precision.compareTo(dist.cumulativeProbability(k), 0.0, 1) > 0);
308 
309         // another way to calculate the upper cumulative probability
310         double upper = 1.0 - dist.cumulativeProbability(k) + dist.probability(k);
311         Assert.assertTrue(Precision.compareTo(1.0, upper, 1) == 0);
312     }
313 
314     @Test
315     public void testMath1356() {
316         HypergeometricDistribution dist = new HypergeometricDistribution(11, 11, 1);
317         assertEquals(1.0, dist.probability(1), 1e-6);
318         assertEquals(0.0, dist.probability(0), 1e-6);
319 
320         dist = new HypergeometricDistribution(11, 11, 11);
321         assertEquals(0.0, dist.probability(0), 1e-6);
322         assertEquals(0.0, dist.probability(1), 1e-6);
323         assertEquals(0.0, dist.probability(10), 1e-6);
324         assertEquals(1.0, dist.probability(11), 1e-6);
325     }
326 }