def test_multiple_step(self): q = self.q_matrix2 q = QMatrix(q) r = RMatrix(q) a = self.configuration["stateA"] b = self.configuration["stateB"] time = self.configuration["time"] length = self.configuration["length"] random = self.random_numbers u = Uniformization(q, r, a, b, time, length) u.debugRandom(random) path = u.next() # Combatibilty with 1-based Matlab indexing path += 1 desired_path = self.path #print path, len(path) #print desired_path, len(path) self.assertTrue(np.array_equal(desired_path, path), msg="Using the same random numbers, Q- and R-Matrices the Uniformization has generated a different path, relative to Matlab/Octave.");
def test_single_step(self):
"""
Test the innermost code of the loop.
"""
q = self.q_matrix
q = QMatrix(q)
r = RMatrix(q)
a = 0
b = 4
time = 200.
# Iteration number, or step number i
i = 1
random0 = 0.63983762;
length = 5;
path = np.zeros(length, dtype=np.int);
path[0] = a
desired_v0 = np.array([ 0.00000, 0.58333, 0.41667, 0.00000, 5.83333])
desired_v0 = desired_v0.reshape((1,5))
desired_v1 = np.array([ 3.49097,1.41898,0.93171,0.30785,0.34522])
desired_v2 = 3.2297
desired_v3 = np.array([ 0.00000, 0.25629, 0.12020, 0.00000,0.62352]).reshape((1,5))
desired_cdf = np.array([ 0.00000, 0.25629,0.37649,0.37649,1.00000])
desired_step = 5
u = Uniformization(q, r, a, b, time, length)
v0, v1, v2, v3, cdf, step = u.doNext(r.matrix, path, i, u.xb, length, random0)
# Combatibilty with 1-based Matlab indexing
step += 1
assert_allclose(v0, desired_v0, rtol=1e-4, atol=0, err_msg="Error in the v0 computation")
assert_allclose(v1, desired_v1, rtol=1e-4, atol=0, err_msg="Error in the v1 computation")
assert_allclose(v2, desired_v2, rtol=1e-4, atol=0, err_msg="Error in the v2 computation")
assert_allclose(v3, desired_v3, rtol=1e-4, atol=0, err_msg="Error in the v3 (final) part of the computation")
assert_allclose(cdf, desired_cdf, rtol=1e-4, atol=0, err_msg="CDF not equal")
self.assertEqual(desired_step, step, msg="Wrong step sampled by the path generator (is %d, should be %d)" % (step, desired_step));
