Examples with GeneralizedIntegerGammaDistribution dr.math.distributions.GeneralizedIntegerGammaDistribution used on opensource projects

Example 1 with GeneralizedIntegerGammaDistribution

use of dr.math.distributions.GeneralizedIntegerGammaDistribution in project beast-mcmc by beast-dev.

the class GeneralizedIntegerGammaTest method testGeneratingFunction.

public void testGeneratingFunction() {
    for (int i = 0; i < shape1s.length; ++i) {
        GeneralizedIntegerGammaDistribution gig = new GeneralizedIntegerGammaDistribution(shape1s[i], shape2s[i], rate1s[i], rate2s[i]);
        double a = gig.generatingFunction(xs[i]);
        double b = gig.generatingFunctionPartialFraction(xs[i]);
        assertEquals(a, b, tolerance);
    }
}

Example 2 with GeneralizedIntegerGammaDistribution

use of dr.math.distributions.GeneralizedIntegerGammaDistribution in project beast-mcmc by beast-dev.

the class GeneralizedIntegerGammaTest method testPdf.

public void testPdf() {
    for (int i = 0; i < shape1s.length; ++i) {
        final GeneralizedIntegerGammaDistribution gig = new GeneralizedIntegerGammaDistribution(shape1s[i], shape2s[i], rate1s[i], rate2s[i]);
        TrapezoidIntegrator integrator = new TrapezoidIntegrator();
        double m0 = 0.0;
        double m1 = 0.0;
        double m2 = 0.0;
        try {
            m0 = integrator.integrate(new UnivariateRealFunction() {

                @Override
                public double value(double x) throws FunctionEvaluationException {
                    final double pdf = gig.pdf(x);
                    return pdf;
                }
            }, 0.0, 1000.0);
            m1 = integrator.integrate(new UnivariateRealFunction() {

                @Override
                public double value(double x) throws FunctionEvaluationException {
                    final double pdf = gig.pdf(x);
                    return x * pdf;
                }
            }, 0.0, 1000.0);
            m2 = integrator.integrate(new UnivariateRealFunction() {

                @Override
                public double value(double x) throws FunctionEvaluationException {
                    final double pdf = gig.pdf(x);
                    return x * x * pdf;
                }
            }, 0.0, 1000.0);
        } catch (MaxIterationsExceededException e) {
            e.printStackTrace();
        } catch (FunctionEvaluationException e) {
            e.printStackTrace();
        }
        // Check normalization
        assertEquals(1.0, m0, tolerance);
        // Check mean
        double mean = shape1s[i] / rate1s[i] + shape2s[i] / rate2s[i];
        assertEquals(mean, m1, tolerance);
        // Check variance
        m2 -= m1 * m1;
        double variance = shape1s[i] / rate1s[i] / rate1s[i] + shape2s[i] / rate2s[i] / rate2s[i];
        // Harder to approximate
        assertEquals(variance, m2, tolerance * 10);
    }
}