public void MaxTest()
{
Gaussian actual, expected;
actual = MaxGaussianOp.MaxAverageConditional(Gaussian.FromNatural(6053.7946407740192, 2593.4559834344436), Gaussian.FromNatural(-1.57090676324773, 1.3751262174888785), Gaussian.FromNatural(214384.78500926663, 96523.508973471908));
Assert.False(actual.IsProper());
actual = MaxGaussianOp.MaxAverageConditional(Gaussian.FromNatural(146.31976467723146, 979.371757950659), Gaussian.FromNatural(0.075442729439046508, 0.086399540048904114), Gaussian.PointMass(0));
Assert.False(actual.IsProper());
actual = MaxGaussianOp.MaxAverageConditional(Gaussian.Uniform(), Gaussian.PointMass(0), new Gaussian(-7.357e+09, 9.75));
expected = Gaussian.PointMass(0);
Assert.True(expected.MaxDiff(actual) < 1e-4);
Gaussian max;
max = new Gaussian(4, 5);
actual = MaxGaussianOp.MaxAverageConditional(max, new Gaussian(0, 1), new Gaussian(2, 3));
actual *= max;
expected = new Gaussian(2.720481395499785, 1.781481142817509);
//expected = MaxPosterior(max, new Gaussian(0, 1), new Gaussian(2, 3));
Assert.True(expected.MaxDiff(actual) < 1e-4);
max = new Gaussian();
max.MeanTimesPrecision = 0.2;
max.Precision = 1e-10;
actual = MaxGaussianOp.MaxAverageConditional(max, new Gaussian(0, 1), new Gaussian(0, 1));
actual *= max;
expected = new Gaussian(0.702106815765215, 0.697676918460236);
Assert.True(expected.MaxDiff(actual) < 1e-4);
}
private void Max_MaxPointMass(Gaussian a, Gaussian b)
{
double point = 3;
Gaussian toPoint = MaxGaussianOp.MaxAverageConditional(Gaussian.PointMass(point), a, b);
//Console.WriteLine($"{point} {toPoint} {toPoint.MeanTimesPrecision} {toPoint.Precision}");
double oldDiff = double.PositiveInfinity;
for (int i = 5; i < 100; i++)
{
Gaussian max = Gaussian.FromMeanAndPrecision(point, System.Math.Pow(10, i));
Gaussian to_max = MaxGaussianOp.MaxAverageConditional(max, a, b);
double diff = toPoint.MaxDiff(to_max);
//Console.WriteLine($"{max} {to_max} {to_max.MeanTimesPrecision} {to_max.Precision} {diff}");
if (diff < 1e-14)
{
diff = 0;
}
Assert.True(diff <= oldDiff);
oldDiff = diff;
}
}