public void MaxTest2()
{
foreach (double max in new[] { 0.0, 2.0 })
{
double oldm = double.NaN;
double oldv = double.NaN;
for (int i = 0; i < 300; i++)
{
Gaussian a = new Gaussian(System.Math.Pow(10, i), 177);
Gaussian to_a = MaxGaussianOp.AAverageConditional(max, a, 0);
Gaussian to_b = MaxGaussianOp.BAverageConditional(max, 0, a);
Assert.Equal(to_a, to_b);
if (max == 0)
{
Gaussian to_a2 = IsPositiveOp.XAverageConditional(false, a);
double error = System.Math.Max(MMath.AbsDiff(to_a.MeanTimesPrecision, to_a2.MeanTimesPrecision, double.Epsilon),
MMath.AbsDiff(to_a.Precision, to_a2.Precision, double.Epsilon));
//Trace.WriteLine($"{a} {to_a} {to_a2} {error}");
Assert.True(error < 1e-12);
}
//else Trace.WriteLine($"{a} {to_a}");
double m, v;
to_a.GetMeanAndVariance(out m, out v);
if (!double.IsNaN(oldm))
{
Assert.True(v <= oldv);
double olddiff = System.Math.Abs(max - oldm);
double diff = System.Math.Abs(max - m);
Assert.True(diff <= olddiff);
}
oldm = m;
oldv = v;
}
}
}
private void Max_APointMass(Gaussian max, Gaussian b)
{
double point = 3;
Gaussian toPoint = MaxGaussianOp.AAverageConditional(max, Gaussian.PointMass(point), b);
//Console.WriteLine($"{point} {toPoint} {toPoint.MeanTimesPrecision:g17} {toPoint.Precision:g17}");
if (max.IsPointMass && b.IsPointMass)
{
Gaussian toUniform = MaxGaussianOp.AAverageConditional(max, Gaussian.Uniform(), b);
if (max.Point > b.Point)
{
Assert.Equal(toUniform, max);
}
else
{
Assert.Equal(toUniform, Gaussian.Uniform());
}
}
double oldDiff = double.PositiveInfinity;
for (int i = 3; i < 100; i++)
{
Gaussian a = Gaussian.FromMeanAndPrecision(point, System.Math.Pow(10, i));
Gaussian to_a = MaxGaussianOp.AAverageConditional(max, a, b);
double diff = toPoint.MaxDiff(to_a);
//Console.WriteLine($"{a} {to_a} {to_a.MeanTimesPrecision:g17} {to_a.Precision:g17} {diff:g17}");
if (diff < 1e-14)
{
diff = 0;
}
Assert.True(diff <= oldDiff);
oldDiff = diff;
}
}