/* Function: esl_mixgev_pdf()
*
* Purpose: Returns the probability density function $P(X=x)$ for
* quantile <x>, given mixture GEV parameters <mg>.
*/
double
esl_mixgev_pdf(double x, ESL_MIXGEV *mg)
{
double pdf = 0.;
int k;
for (k = 0; k < mg->K; k++)
pdf += mg->q[k] * esl_gev_pdf(x, mg->mu[k], mg->lambda[k], mg->alpha[k]);
return pdf;
}
int
main(int argc, char **argv)
{
FILE *fp;
double mu = 0.0;
double lambda = 1.0;
double xmin = -20.;
double xmax = 60.;
double xstep = 0.1;
double x,z;
int do_test[MAX_STATS_TESTS+1];
int i;
for (i = 0; i <= MAX_STATS_TESTS; i++) do_test[i] = 0;
for (i = 1; i < argc; i++)
do_test[atoi(argv[i])] = 1;
/* stats.1: xmgrace xy file w/ densities for Gumbel, Frechet, Weibull */
if (do_test[1]) {
if ((fp = fopen("stats.1", "w")) == NULL) abort();
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_pdf(x, mu, lambda, 0.0));
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_pdf(x, mu, lambda, 0.1));
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_pdf(x, mu, lambda, -0.1));
fprintf(fp, "&\n");
fclose(fp);
}
/* stats.2: xmgrace xy file w/ log densities for Gumbel, Frechet, Weibull */
if (do_test[2]) {
if ((fp = fopen("stats.2", "w")) == NULL) abort();
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logpdf(x, mu, lambda, 0.0);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logpdf(x, mu, lambda, 0.1);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logpdf(x, mu, lambda, -0.1);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
fclose(fp);
}
/* stats.3: xmgrace xy file w/ CDF for Gumbel, Frechet, Weibull */
if (do_test[3]) {
if ((fp = fopen("stats.3", "w")) == NULL) abort();
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_cdf(x, mu, lambda, 0.0));
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_cdf(x, mu, lambda, 0.6));
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_cdf(x, mu, lambda, -0.6));
fprintf(fp, "&\n");
fclose(fp);
}
/* stats.4: xmgrace xy file w/ logCDF for Gumbel, Frechet, Weibull */
if (do_test[4]) {
if ((fp = fopen("stats.4", "w")) == NULL) abort();
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logcdf(x, mu, lambda, 0.0);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logcdf(x, mu, lambda, 0.2);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logcdf(x, mu, lambda, -0.2);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
fclose(fp);
}
/* stats.5: xmgrace xy file w/ surv for Gumbel, Frechet, Weibull */
if (do_test[5]) {
if ((fp = fopen("stats.5", "w")) == NULL) abort();
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_surv(x, mu, lambda, 0.0));
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_surv(x, mu, lambda, 0.6));
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep)
fprintf(fp, "%.1f %9.7f\n", x, esl_gev_surv(x, mu, lambda, -0.6));
fprintf(fp, "&\n");
fclose(fp);
}
/* stats.6: xmgrace xy file w/ logsurv for Gumbel, Frechet, Weibull */
if (do_test[6]) {
if ((fp = fopen("stats.6", "w")) == NULL) abort();
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logsurv(x, mu, lambda, 0.0);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logsurv(x, mu, lambda, 0.2);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
for (x = xmin; x <= xmax; x+= xstep) {
z = esl_gev_logsurv(x, mu, lambda, -0.2);
if (finite(z)) fprintf(fp, "%.1f %9.7f\n", x, z);
}
fprintf(fp, "&\n");
fclose(fp);
}
/* stats.7. R input file of 10,000 random GEV samples.
*/
if (do_test[7]) {
if ((fp = fopen("stats.7", "w")) == NULL) abort();
stats_sample(fp);
fclose(fp);
}
/* stats.8. Test 500 fits of the Frechet.
*/
if (do_test[8]) {
if ((fp = fopen("stats.8", "w")) == NULL) abort();
stats_fittest(fp, 500, 10000, mu, lambda, 0.2);
fclose(fp);
}
/* stats.9. Test 500 fits of the near-Gumbel
*/
if (do_test[9]) {
if ((fp = fopen("stats.9", "w")) == NULL) abort();
stats_fittest(fp, 500, 10000, mu, lambda, 0.00001);
fclose(fp);
}
/* stats.10. Test 500 fits of the Weibull
*/
if (do_test[10]) {
if ((fp = fopen("stats.10", "w")) == NULL) abort();
stats_fittest(fp, 500, 10000, mu, lambda, -0.2);
fclose(fp);
}
return 0;
}
/* Function: esl_gev_generic_pdf()
*
* Purpose: Generic-API version of PDF.
*/
double
esl_gev_generic_pdf(double x, void *params)
{
double *p = (double *) params;
return esl_gev_pdf(x, p[0], p[1], p[2]);
}
