com.github.rinde.rinsim.scenario.generator.PoissonIntensityTest.java Source code

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Here is the source code for com.github.rinde.rinsim.scenario.generator.PoissonIntensityTest.java

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/*
 * Copyright (C) 2011-2016 Rinde van Lon, iMinds-DistriNet, KU Leuven
 *
 * Licensed 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 com.github.rinde.rinsim.scenario.generator;

import static org.junit.Assert.assertEquals;

import java.util.Arrays;
import java.util.Collection;
import java.util.List;

import org.apache.commons.math3.random.MersenneTwister;
import org.apache.commons.math3.random.RandomGenerator;
import org.junit.Test;
import org.junit.runner.RunWith;
import org.junit.runners.Parameterized;
import org.junit.runners.Parameterized.Parameters;

import com.github.rinde.rinsim.scenario.generator.IntensityFunctions.IntensityFunction;
import com.github.rinde.rinsim.scenario.generator.TimeSeries.NHPredicate;
import com.github.rinde.rinsim.scenario.generator.TimeSeries.PoissonProcess;
import com.github.rinde.rinsim.scenario.generator.TimeSeries.TimeSeriesGenerator;
import com.google.common.base.Predicate;
import com.google.common.collect.Collections2;
import com.google.common.collect.ImmutableList;
import com.google.common.collect.Multiset;
import com.google.common.collect.TreeMultiset;

/**
 * Tests the the predicate part of the {@link PoissonProcess}.
 * @author Rinde van Lon
 */
@RunWith(Parameterized.class)
public class PoissonIntensityTest {

    private final IntensityFunction intensityFunction;

    /**
     * @param inFunc The intensity function to test the predicate with.
     */
    public PoissonIntensityTest(IntensityFunction inFunc) {
        intensityFunction = inFunc;
    }

    /**
     * @return The test configs.
     */
    @Parameters
    public static Collection<Object[]> data() {
        return Arrays.asList(new Object[][] { { IntensityFunctions.sineIntensity().area(10).period(20).build() },
                { IntensityFunctions.sineIntensity().area(10).height(.5).period(20).build() },
                { IntensityFunctions.sineIntensity().area(10).height(-.5).period(20).build() },
                { IntensityFunctions.sineIntensity().area(10).phaseShift(0).period(20).build() },
                { IntensityFunctions.sineIntensity().area(10).height(1).period(20).build() } });
    }

    /**
     * Tests whether the predicate approximates the intensity function when a
     * large number of runs is done.
     */
    @Test
    public void intensityApproximationPredicateTest() {
        final RandomGenerator rng = new MersenneTwister(123);
        final Predicate<Double> pred = new NHPredicate(rng, intensityFunction);

        final ImmutableList.Builder<Double> b = ImmutableList.builder();
        for (int i = 0; i < 100; i++) {
            b.add(new Double(i));
        }
        final ImmutableList<Double> doubles = b.build();
        final Multiset<Double> ms = TreeMultiset.create();
        final int repetitions = 10000;
        for (int i = 0; i < repetitions; i++) {
            ms.addAll(Collections2.filter(doubles, pred));
        }
        for (final Multiset.Entry<Double> entry : ms.entrySet()) {
            final double prob = intensityFunction.apply(entry.getElement()) / intensityFunction.getMax();
            final double observation = entry.getCount() / (double) repetitions;
            assertEquals(prob, observation, 0.015);
        }
    }

    /**
     * Tests whether the Poisson process (crudely) approximates the intensity
     * function when a large number of runs is done.
     */
    @Test
    public void intensityApproximationPoissonProcessTest() {
        final RandomGenerator rng = new MersenneTwister(123);

        final TimeSeriesGenerator pp = TimeSeries.nonHomogenousPoisson(100d, intensityFunction);

        final Multiset<Double> ms = TreeMultiset.create();
        final int repetitions = 10000;
        for (int i = 0; i < repetitions; i++) {
            final List<Double> times = pp.generate(rng.nextLong());
            for (final Double d : times) {
                ms.add(new Double(Math.ceil(d)));
            }
        }
        for (final Multiset.Entry<Double> entry : ms.entrySet()) {
            final double exp = IntensityFunctions.areaByIntegration(intensityFunction, entry.getElement() - 1d,
                    entry.getElement());

            final double observation = entry.getCount() / (double) repetitions;
            assertEquals(exp, observation, 0.05);
        }
    }
}