/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.interpolation;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import org.testng.annotations.Test;
import cern.jet.random.engine.MersenneTwister;
import cern.jet.random.engine.MersenneTwister64;
import cern.jet.random.engine.RandomEngine;
import com.opengamma.analytics.math.interpolation.data.InterpolatorNDDataBundle;
/**
*
*/
public class KrigingInterpolatorNDTest extends InterpolatorNDTestCase {
private static final RandomEngine RANDOM = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
private static final double BETA = 1.5;
private static final InterpolatorND INTERPOLATOR = new KrigingInterpolatorND(BETA);
@Test(expectedExceptions = IllegalArgumentException.class)
public void testLowBeta() {
new KrigingInterpolatorND(-3);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testHighBeta() {
new KrigingInterpolatorND(10);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullData() {
INTERPOLATOR.interpolate(null, new double[] {1, 2});
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullPoint() {
INTERPOLATOR.interpolate(INTERPOLATOR.getDataBundle(FLAT_DATA), null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testWrongDimension() {
INTERPOLATOR.interpolate(INTERPOLATOR.getDataBundle(FLAT_DATA), new double[] {1, 2});
}
@Test
public void test() {
InterpolatorND other = new KrigingInterpolatorND(BETA);
assertEquals(other, INTERPOLATOR);
assertEquals(other.hashCode(), INTERPOLATOR.hashCode());
other = new KrigingInterpolatorND(1.4);
assertFalse(other.equals(INTERPOLATOR));
}
@Test
//TODO if this interpolator cannot get the answer right then an exception should be thrown
public void testFlat() {
final RandomEngine random = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
final double x1 = 10 * random.nextDouble();
final double x2 = 10 * random.nextDouble();
final double x3 = 10 * random.nextDouble();
// Fails utterly for flat surface since the variogram function will be zero for all r
final InterpolatorND interpolator = new KrigingInterpolatorND(1.99);
final InterpolatorNDDataBundle dataBundle = interpolator.getDataBundle(FLAT_DATA);
assertEquals(INTERPOLATOR.interpolate(dataBundle, new double[] {x1, x2, x3}), 0, 0);
}
@Test
public void testInterpolation() {
final InterpolatorND interpolator = new KrigingInterpolatorND(1.99);
assertCosExp(interpolator, 2e-2);
}
@Override
protected RandomEngine getRandom() {
return RANDOM;
}
}