@Test
public void testSolutionFlatSurface() {
final LeastSquareResultsWithTransform results =
FITTER.getFitResult(OPTIONS, FLAT_DATA, ERRORS, INITIAL_VALUES, FIXED);
final DoubleMatrix1D parameters = results.getModelParameters();
assertEquals("a", SIGMA * SIGMA, parameters.getEntry(0), EPS);
assertEquals("b", 0.0, parameters.getEntry(1), EPS);
// TODO investigate why a chi^2 of 0 is not reached
// assertEquals("chi^2", 0.0, results.getChiSq(), EPS);
}
@Test
public void testRecoverParameters() {
LeastSquareResultsWithTransform results =
FITTER.getFitResult(OPTIONS, SMILE_DATA, INITIAL_VALUES, FIXED);
DoubleMatrix1D fit = results.getModelParameters();
final double eps = ERRORS[0];
assertEquals("a", SVI_DATA.getA(), fit.getEntry(0), eps);
assertEquals("b", SVI_DATA.getB(), fit.getEntry(1), eps);
assertEquals("rho", SVI_DATA.getRho(), fit.getEntry(2), eps);
assertEquals("sigma", SVI_DATA.getNu(), fit.getEntry(3), eps * 100);
assertEquals("m", SVI_DATA.getM(), fit.getEntry(4), eps);
final double chiSq = results.getChiSq();
assertEquals("chi^2", 0, chiSq, eps * eps);
results = FITTER.getFitResult(OPTIONS, SMILE_DATA, ERRORS, INITIAL_VALUES, FIXED);
fit = results.getModelParameters();
assertEquals(SVI_DATA.getA(), fit.getEntry(0), eps);
assertEquals(SVI_DATA.getB(), fit.getEntry(1), eps);
assertEquals(SVI_DATA.getRho(), fit.getEntry(2), eps);
assertEquals(SVI_DATA.getNu(), fit.getEntry(3), eps * 100);
assertEquals(SVI_DATA.getM(), fit.getEntry(4), eps);
assertEquals(results.getChiSq() * eps * eps, chiSq, eps);
}
