public void CharDistribution()
{
var rng = DiscreteChar.UniformInRanges("bdgi");
var unif = DiscreteChar.Uniform();
var mix = new DiscreteChar();
mix.SetToSum(0.8, rng, 0.2, unif);
DistributionTests.DistributionTest(unif, mix, false);
DistributionTests.PointMassTest(mix, 'b');
DistributionTests.UniformTest(rng, 'b');
}
public void SparseGPTest()
{
// The basis
Vector[] basis = new Vector[]
{
Vector.FromArray(new double[2] {
0.2, 0.2
}),
Vector.FromArray(new double[2] {
0.2, 0.8
}),
Vector.FromArray(new double[2] {
0.8, 0.2
}),
Vector.FromArray(new double[2] {
0.8, 0.8
})
};
// The kernel
IKernelFunction kf = new NNKernel(new double[] { 0.0, 0.0 }, 0.0);
// The fixed parameters
SparseGPFixed sgpf = new SparseGPFixed(kf, basis);
// Alpha and beta
Vector alpha = Vector.Zero(basis.Length);
PositiveDefiniteMatrix beta = new PositiveDefiniteMatrix(basis.Length, basis.Length);
for (int i = 0; i < alpha.Count; i++)
{
alpha[i] = i;
for (int j = 0; j < alpha.Count; j++)
{
beta[i, j] = alpha.Count - System.Math.Abs(i - j);
}
}
SparseGP a = new SparseGP(sgpf);
#if false
Rank1Pot r1p = new Rank1Pot();
r1p.Xi = basis[0]; // must be a basis point for this test
r1p.Yi = 2.2;
r1p.LambdaInv = 0.7;
SparseGP b = new SparseGP(sgpf, r1p);
DistributionTests.SettableToRatioTest(a, b);
#endif
DistributionTests.ProductWithUniformTest(a);
DistributionTests.RatioWithUniformTest(a);
DistributionTests.SettableToTest(a);
}
