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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.spark.mllib.stat.impl
import org.scalatest.FunSuite
import breeze.linalg.{ DenseVector => BDV, DenseMatrix => BDM }
import org.apache.spark.mllib.util.MLlibTestSparkContext
import org.apache.spark.mllib.util.TestingUtils._
class MultivariateGaussianSuite extends FunSuite with MLlibTestSparkContext {
test("univariate") {
val x1 = new BDV(Array(0.0))
val x2 = new BDV(Array(1.5))
val mu = new BDV(Array(0.0))
val sigma1 = new BDM(1, 1, Array(1.0))
val dist1 = new MultivariateGaussian(mu, sigma1)
assert(dist1.pdf(x1) ~== 0.39894 absTol 1E-5)
assert(dist1.pdf(x2) ~== 0.12952 absTol 1E-5)
val sigma2 = new BDM(1, 1, Array(4.0))
val dist2 = new MultivariateGaussian(mu, sigma2)
assert(dist2.pdf(x1) ~== 0.19947 absTol 1E-5)
assert(dist2.pdf(x2) ~== 0.15057 absTol 1E-5)
}
test("multivariate") {
val x1 = new BDV(Array(0.0, 0.0))
val x2 = new BDV(Array(1.0, 1.0))
val mu = new BDV(Array(0.0, 0.0))
val sigma1 = new BDM(2, 2, Array(1.0, 0.0, 0.0, 1.0))
val dist1 = new MultivariateGaussian(mu, sigma1)
assert(dist1.pdf(x1) ~== 0.15915 absTol 1E-5)
assert(dist1.pdf(x2) ~== 0.05855 absTol 1E-5)
val sigma2 = new BDM(2, 2, Array(4.0, -1.0, -1.0, 2.0))
val dist2 = new MultivariateGaussian(mu, sigma2)
assert(dist2.pdf(x1) ~== 0.060155 absTol 1E-5)
assert(dist2.pdf(x2) ~== 0.033971 absTol 1E-5)
}
test("multivariate degenerate") {
val x1 = new BDV(Array(0.0, 0.0))
val x2 = new BDV(Array(1.0, 1.0))
val mu = new BDV(Array(0.0, 0.0))
val sigma = new BDM(2, 2, Array(1.0, 1.0, 1.0, 1.0))
val dist = new MultivariateGaussian(mu, sigma)
assert(dist.pdf(x1) ~== 0.11254 absTol 1E-5)
assert(dist.pdf(x2) ~== 0.068259 absTol 1E-5)
}
}
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