MATH-816
Using different seeds for the component distributions to avoid getting the same sequence of random numbers for all of them. Update to the "testSampling" unit test contributed by Jared Becksfort. git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1401894 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski
parent
f5765cf99d
commit
e0426dfbfb
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@ -140,9 +140,8 @@ public class MixtureMultivariateRealDistribution<T extends MultivariateRealDistr
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for (int i = 0; i < distribution.size(); i++) {
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// Make each component's seed different in order to avoid
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// using the same sequence of random numbers. XXX
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// components.get(i).reseedRandomGenerator(i + 1 + seed);
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distribution.get(i).reseedRandomGenerator(seed); // XXX original code.
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// using the same sequence of random numbers.
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distribution.get(i).reseedRandomGenerator(i + 1 + seed);
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}
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}
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@ -165,125 +165,124 @@ public class MultivariateNormalMixtureModelDistributionTest {
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* Values used in {@link #testSampling()}.
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*/
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private double[][] getCorrectSamples() {
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// These were sampled from the MultivariateNormalMixtureModel class
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// with seed 50. They were then fit to a MVN mixture model in R
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// using mixtools. The fitted parameters were:
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// These were sampled from the MultivariateNormalMixtureModelDistribution class
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// with seed 50.
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//
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// - component weights: {0.3730363, 0.6269637}
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// - mean vectors: {-1.760221, 2.080246}, {4.042673 8.239901}
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// They were then fit to a MVN mixture model in R using mixtools.
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//
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// The optimal parameters were:
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// - component weights: {0.3595186, 0.6404814}
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// - mean vectors: {-1.645879, 1.989797}, {3.474328, 7.782232}
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// - covariance matrices:
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// {2.343314 -1.161423
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// -1.161423 2.168186},
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// {4.538306 1.999180
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// 1.999180 3.707478}
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// { 1.397738 -1.167732
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// -1.167732 1.801782 }
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// and
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// { 3.934593 2.354787
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// 2.354787 4.428024 }
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//
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// These parameters are quite close to the given test parameters,
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// considering that the sample size is only 100. This indicates that
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// we are sampling from the given distributions correctly.
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//
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// MVN mixture model fitting is tested more directly in
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// MultivariateNormalMixtureModelEMTest.java.
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// It is considered fairly close to the actual test parameters,
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// considering that the sample size is only 100.
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return new double[][] {
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{ 0.2583074099703975, 8.664499710373795 },
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{ -4.813531184031044, 3.9231359989545105 },
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{ -0.7419261132564453, 2.4007823469659315 },
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{ 5.509216904195162, 9.422233433392439 },
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{ -2.381049190850173, 4.943660886154495 },
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{ -0.8993376528270461, 0.8938743025320182 },
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{ 4.894770663858121, 12.166851725156436 },
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{ 4.0897683028395075, 6.918843155044206 },
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{ 4.719618558675267, 8.341707066796028 },
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{ 5.0119792918378385, 8.718202270235704 },
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{ -0.9575382403048307, 1.8229677546531289 },
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{ 6.096419130934251, 10.015298483992137 },
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{ -0.8680257551663279, 2.017226810559624 },
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{ 1.5561509591914775, 6.428382522063888 },
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{ 2.9573609580937585, 4.984112447026558 },
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{ 2.9607883517629716, 5.040859511876173 },
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{ 6.693223483958679, 8.293058555022974 },
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{ -0.49520319305205684, 2.654804424012847 },
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{ 2.5982446884625903, 4.403704372523807 },
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{ -2.8126962615987825, 1.524225284837275 },
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{ 4.617557399108285, 10.112045833514983 },
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{ -1.0505336217175474, -0.25620619814406176 },
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{ 6.468546093824413, 8.492764345471349 },
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{ -1.070959919055369, -0.21025004020250515 },
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{ 0.7096492923917137, 0.972470062045611 },
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{ 5.398941052924385, 9.02323432480054 },
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{ 4.0619884910872885, 3.9387544688324274 },
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{ 3.060654105075946, 8.375879742835302 },
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{ -1.1120837945401831, -0.5932624462175884 },
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{ 1.7076086958821626, 10.076176310641726 },
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{ 0.8025522475696087, 7.376934311816509 },
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{ -1.7692026721062535, 3.342422431805849 },
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{ 6.347756985325947, 9.473453725270733 },
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{ 5.881105197046502, 7.489181251843213 },
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{ 1.2360421752575719, 6.795186398153966 },
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{ 0.4401756166827726, 1.2313491852695706 },
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{ 2.3000936045037568, 8.287718300406317 },
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{ -0.670230868276056, 2.1130200354211004 },
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{ 0.3003945370882637, -1.5819884144799348 },
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{ 7.277242408774614, 10.927490482503183 },
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{ 7.923140481277026, 12.004508589648411 },
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{ 5.522112916642092, 9.78447909183086 },
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{ 1.7119808481577339, 6.085145192818114 },
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{ 2.105629604263621, 10.1449475519281 },
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{ 4.972245882289706, 9.190876138075419 },
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{ 3.55810426807224, 7.654818193514658 },
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{ -2.356177988964854, 2.532266732955841 },
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{ -4.1832049468547385, 4.506619880263655 },
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{ -3.830920610669877, 2.6251612200440366 },
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{ -0.06307681885555017, 2.099426408596512 },
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{ 0.36171488935238116, 0.6347956010120039 },
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{ 4.151714086462804, 8.647657431234045 },
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{ 0.7057392641959304, 6.692562958393579 },
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{ -0.6550353398872, 7.692019868324891 },
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{ 4.320276127581665, 7.202292152597195 },
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{ -3.2303904191995527, 1.961730492225101 },
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{ -2.954784139519494, 2.7707906587677087 },
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{ 4.467020781304962, 11.98783401317258 },
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{ 2.516614661485048, 5.7484664274488395 },
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{ 0.5769047448998346, 5.631710672821962 },
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{ 0.1160140182849414, 2.9315783896969196 },
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{ 2.5049583778078652, 8.761243869910377 },
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{ 5.709406025351957, 8.257826327804949 },
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{ 0.21312967519917736, 3.5654341612096037 },
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{ 3.6569574551599913, 5.771827106887553 },
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{ -0.8798149482991884, 2.6978303136418855 },
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{ 2.414118561546714, 4.53422981267982 },
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{ 1.4898922645162216, 7.761630474438329 },
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{ -2.541784545189355, 1.1738033253079712 },
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{ -3.879227113624057, 4.4006851836938345 },
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{ 6.661993934276366, 7.141516646050444 },
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{ 3.181178356801352, 8.231063903955624 },
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{ 1.8841679086668033, 7.8838333882950895 },
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{ -1.0951561728318044, 2.4280383085698944 },
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{ 5.35219559310147, 10.747404919992816 },
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{ 6.960010647189781, 6.95945895094293 },
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{ 8.66048279380016, 10.240215090544776 },
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{ 5.322414316267673, 11.183073632332036 },
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{ 4.286246289231014, 9.881220496364916 },
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{ 3.1594608386471306, 7.472785192202438 },
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{ 7.490325449520623, 9.327482647357861 },
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{ -1.6450957033850353, 1.7263141708037384 },
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{ 7.640267915158525, 9.040106401524124 },
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{ 3.225359471647853, 7.698098961183428 },
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{ 5.511639004578083, 9.186863380867411 },
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{ -1.5570773470706916, 2.3113691458388006 },
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{ 3.6254977322201625, 8.605119642693507 },
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{ 6.825831664908241, 8.090893354857114 },
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{ 4.614281342893763, 9.430714925646987 },
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{ 3.244449074987682, 7.4974070774986705 },
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{ -3.630882697488002, 2.0936948617188036 },
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{ 4.668632614740622, 9.56561505235852 },
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{ 3.291602850422323, 7.676202933382092 },
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{ -5.17676202387167, 3.486280073084009 },
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{ -0.8232665608471817, 1.035856623121346 },
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{ -2.664598562579467, 4.969780569462966 },
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{ -1.7320549381441652, 0.5626102308837451 },
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{ -3.3030769989674384, 1.2611477988721695 },
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{ -2.978115812942412, 3.0819389792053005 },
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{ 4.061270197659891, 10.977521917377931 }
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{ 6.259990922080121, 11.972954175355897 },
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{ -2.5296544304801847, 1.0031292519854365 },
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{ 0.49037886081440396, 0.9758251727325711 },
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{ 5.022970993312015, 9.289348879616787 },
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{ -1.686183146603914, 2.007244382745706 },
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{ -1.4729253946002685, 2.762166644212484 },
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{ 4.329788143963888, 11.514016497132253 },
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{ 3.008674596114442, 4.960246550446107 },
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{ 3.342379304090846, 5.937630105198625 },
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{ 2.6993068328674754, 7.42190871572571 },
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{ -2.446569340219571, 1.9687117791378763 },
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{ 1.922417883170056, 4.917616702617099 },
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{ -1.1969741543898518, 2.4576126277884387 },
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{ 2.4216948702967196, 8.227710158117134 },
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{ 6.701424725804463, 9.098666475042428 },
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{ 2.9890253545698964, 9.643807939324331 },
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{ 0.7162632354907799, 8.978811120287553 },
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{ -2.7548699149775877, 4.1354812280794215 },
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{ 8.304528180745018, 11.602319388898287 },
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{ -2.7633253389165926, 2.786173883989795 },
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{ 1.3322228389460813, 5.447481218602913 },
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{ -1.8120096092851508, 1.605624499560037 },
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{ 3.6546253437206504, 8.195304526564376 },
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{ -2.312349539658588, 1.868941220444169 },
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{ -1.882322136356522, 2.033795570464242 },
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{ 4.562770714939441, 7.414967958885031 },
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{ 4.731882017875329, 8.890676665580747 },
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{ 3.492186010427425, 8.9005225241848 },
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{ -1.619700190174894, 3.314060142479045 },
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{ 3.5466090064003315, 7.75182101001913 },
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{ 5.455682472787392, 8.143119287755635 },
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{ -2.3859602945473197, 1.8826732217294837 },
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{ 3.9095306088680015, 9.258129209626317 },
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{ 7.443020189508173, 7.837840713329312 },
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{ 2.136004873917428, 6.917636475958297 },
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{ -1.7203379410395119, 2.3212878757611524 },
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{ 4.618991257611526, 12.095065976419436 },
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{ -0.4837044029854387, 0.8255970441255125 },
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{ -4.438938966557163, 4.948666297280241 },
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{ -0.4539625134045906, 4.700922454655341 },
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{ 2.1285488271265356, 8.457941480487563 },
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{ 3.4873561871454393, 11.99809827845933 },
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{ 4.723049431412658, 7.813095742563365 },
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{ 1.1245583037967455, 5.20587873556688 },
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{ 1.3411933634409197, 6.069796875785409 },
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{ 4.585119332463686, 7.967669543767418 },
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{ 1.3076522817963823, -0.647431033653445 },
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{ -1.4449446442803178, 1.9400424267464862 },
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{ -2.069794456383682, 3.5824162107496544 },
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{ -0.15959481421417276, 1.5466782303315405 },
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{ -2.0823081278810136, 3.0914366458581437 },
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{ 3.521944615248141, 10.276112932926408 },
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{ 1.0164326704884257, 4.342329556442856 },
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{ 5.3718868590295275, 8.374761158360922 },
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{ 0.3673656866959396, 8.75168581694866 },
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{ -2.250268955954753, 1.4610850300996527 },
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{ -2.312739727403522, 1.5921126297576362 },
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{ 3.138993360831055, 6.7338392374947365 },
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{ 2.6978650950790115, 7.941857288979095 },
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{ 4.387985088655384, 8.253499976968 },
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{ -1.8928961721456705, 0.23631082388724223 },
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{ 4.43509029544109, 8.565290285488782 },
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{ 4.904728034106502, 5.79936660133754 },
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{ -1.7640371853739507, 2.7343727594167433 },
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{ 2.4553674733053463, 7.875871017408807 },
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{ -2.6478965122565006, 4.465127753193949 },
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{ 3.493873671142299, 10.443093773532448 },
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{ 1.1321916197409103, 7.127108479263268 },
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{ -1.7335075535240392, 2.550629648463023 },
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{ -0.9772679734368084, 4.377196298969238 },
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{ 3.6388366973980357, 6.947299283206256 },
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{ 0.27043799318823325, 6.587978599614367 },
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{ 5.356782352010253, 7.388957912116327 },
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{ -0.09187745751354681, 0.23612399246659743 },
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{ 2.903203580353435, 3.8076727621794415 },
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{ 5.297014824937293, 8.650985262326508 },
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{ 4.934508602170976, 9.164571423190052 },
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{ -1.0004911869654256, 4.797064194444461 },
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{ 6.782491700298046, 11.852373338280497 },
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{ 2.8983678524536014, 8.303837362117521 },
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{ 4.805003269830865, 6.790462904325329 },
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{ -0.8815799740744226, 1.3015810062131394 },
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{ 5.115138859802104, 6.376895810201089 },
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{ 4.301239328205988, 8.60546337560793 },
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{ 3.276423626317666, 9.889429652591947 },
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{ -4.001924973153122, 4.3353864592328515 },
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{ 3.9571892554119517, 4.500569057308562 },
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{ 4.783067027436208, 7.451125480601317 },
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{ 4.79065438272821, 9.614122776979698 },
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{ 2.677655270279617, 6.8875223698210135 },
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{ -1.3714746289327362, 2.3992153193382437 },
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{ 3.240136859745249, 7.748339397522042 },
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{ 5.107885374416291, 8.508324480583724 },
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{ -1.5830830226666048, 0.9139127045208315 },
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{ -1.1596156791652918, -0.04502759384531929 },
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{ -0.4670021307952068, 3.6193633227841624 },
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{ -0.7026065228267798, 0.4811423031997131 },
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{ -2.719979836732917, 2.5165041618080104 },
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{ 1.0336754331123372, -0.34966029029320644 },
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{ 4.743217291882213, 5.750060115251131 }
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};
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}
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}
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