fncentr.gms : Test correctness of centropy intrinsic
centropy(p,q,delta) = p * log((p+delta)/(q+delta))
Small Model of Type: GAMS Includes: fnset_x.inc fntest_x.inc
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$title 'Test correctness of centropy intrinsic' (FNCENTR,SEQ=317)
$ontext
centropy(p,q,delta) = p * log((p+delta)/(q+delta))
$offtext
$include fnset_x.inc
$gdxin fncentr
$load relToInput aeps reps0 reps1 reps2 T data
$gdxin
aeps = 1e-15;
reps0 = 1e-12;
reps1 = 1e-13;
reps2 = 1e-13;
loop {T,
data(T, 'f') = centropy.value (data(T,'x'), data(T,'c'), data(T,'d'));
data(T, 'fx') = centropy.grad (data(T,'x'), data(T,'c'), data(T,'d'));
data(T,'fxx') = centropy.hess (data(T,'x'), data(T,'c'), data(T,'d'));
data(T, 'rc') = mathlastrc;
data(T, 'ec') = mathlastec;
};
* we may get evaluation errors if we have some very large
* points in the input: this should not cause the test to fail
execerror = 0;
$include fntest_x.inc
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