dynare/mex/sources/estimation/tests/testPDF.cc

77 lines
2.5 KiB
C++

/*
* Copyright (C) 2009-2011 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
// test for Prior pdfs and basic random number generators
#include "Prior.hh"
int
main(int argc, char **argv)
{
BetaPrior bp(0.1, 0.1, 0.0, 1.0, 5.0, 1.0);
double pdf = bp.pdf(0.5);
std::cout << "beta pdf of 5,1, 0.5: " << std::setw(13) << pdf << std::endl;
BetaPrior *bpp = new BetaPrior(0.1, 0.1, 0.0, 1.0, 1.0, 5.0);
Prior *pp = bpp;
pdf = (*pp).pdf(0.1);
std::cout << "Parent (Beta) pdf of 1,5, 0.1: " << std::setw(13) << pdf << std::endl;
GammaPrior *gpp = new GammaPrior(0.1, 0.1, 0.0, 1.0, 1.0, 5.0);
pp = gpp;
pdf = (*pp).pdf(0.1);
std::cout << "Parent (Gamma) pdf of 1,5, 0.1: " << std::setw(13) << pdf << std::endl;
UniformPrior up(5, 2, 1, 10, 20, 100);
std::cout << std::endl << "Uniform prior (5,2, 1,10,20,100): " << std::endl;
double ur, updf;
for (int i = 0; i < 10; i++)
{
ur = up.drand();
updf = up.pdf(ur);
std::cout << "Uniform pdf of : " << ur << " = " << updf << std::endl;
}
GaussianPrior gp(5, 2, 1, 10, 20, 100);
std::cout << std::endl << "Gaussian prior (5,2, 1,10,20,100): " << std::endl;
for (int i = 0; i < 10; i++)
{
ur = gp.drand();
updf = gp.pdf(ur);
std::cout << "Gaussian pdf of : " << ur << " = " << updf << std::endl;
}
UniformPrior up2(5, 2, 1, 100, 20, 100);
std::cout << std::endl << "Uniform prior (5,2, 1,100,20,100): " << std::endl;
for (int i = 0; i < 10; i++)
{
ur = up2.drand();
updf = up2.pdf(ur);
std::cout << "Uniform pdf of : " << ur << " = " << updf << std::endl;
}
GaussianPrior gp2(5, 2, 1, 100, 5, 2);
std::cout << std::endl << "Gaussian prior (5,2, 1,100,5,2): " << std::endl;
for (int i = 0; i < 10; i++)
{
ur = gp2.drand();
updf = gp2.pdf(ur);
std::cout << "Gaussian pdf of : " << ur << " = " << updf << std::endl;
}
};