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301 lines
10 KiB
C++
301 lines
10 KiB
C++
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// test_nc_beta.cpp
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// Copyright John Maddock 2008.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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//
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// This must appear *before* any #includes, and precludes pch usage:
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//
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#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
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#ifdef _MSC_VER
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#pragma warning (disable:4127 4512)
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#endif
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#if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT)
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# define TEST_FLOAT
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# define TEST_DOUBLE
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# define TEST_LDOUBLE
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# define TEST_REAL_CONCEPT
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#endif
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#include <boost/math/distributions/non_central_beta.hpp> // for chi_squared_distribution
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#include <boost/math/distributions/poisson.hpp> // for poisson_distribution
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp> // for test_main
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#include <boost/test/results_collector.hpp>
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#include <boost/test/unit_test.hpp>
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#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE
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#include "functor.hpp"
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#include "handle_test_result.hpp"
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#include "test_ncbeta_hooks.hpp"
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#include "table_type.hpp"
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#include "test_nc_beta.hpp"
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#include <iostream>
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using std::cout;
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using std::endl;
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#include <limits>
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using std::numeric_limits;
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void expected_results()
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{
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//
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// Define the max and mean errors expected for
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// various compilers and platforms.
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//
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const char* largest_type;
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
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{
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largest_type = "(long\\s+)?double|real_concept";
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}
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else
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{
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largest_type = "long double|real_concept";
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}
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#else
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largest_type = "(long\\s+)?double|real_concept";
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#endif
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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if(boost::math::tools::digits<long double>() == 64)
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{
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//
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// Allow a small amount of error leakage from long double to double:
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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"double", // test type(s)
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"[^|]*large[^|]*", // test data group
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"[^|]*", 5, 5); // test function
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}
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if(boost::math::tools::digits<long double>() == 64)
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{
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"[^|]*medium[^|]*", // test data group
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"[^|]*", 1200, 500); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"[^|]*large[^|]*", // test data group
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"[^|]*", 40000, 6000); // test function
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}
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#endif
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//
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// Catch all cases come last:
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"[^|]*medium[^|]*", // test data group
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"[^|]*", 1500, 500); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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"real_concept", // test type(s)
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"[^|]*large[^|]*", // test data group
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"[^|]*", 30000, 4000); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"[^|]*large[^|]*", // test data group
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"[^|]*", 20000, 2000); // test function
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//
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// Finish off by printing out the compiler/stdlib/platform names,
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// we do this to make it easier to mark up expected error rates.
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//
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std::cout << "Tests run with " << BOOST_COMPILER << ", "
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<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
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}
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template <class RealType>
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RealType naive_pdf(RealType a, RealType b, RealType lam, RealType x)
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{
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using namespace boost::math;
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RealType term = pdf(poisson_distribution<RealType>(lam/2), 0)
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* ibeta_derivative(a, b, x);
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RealType sum = term;
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int i = 1;
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while(term / sum > tools::epsilon<RealType>())
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{
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term = pdf(poisson_distribution<RealType>(lam/2), i)
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* ibeta_derivative(a + i, b, x);
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++i;
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sum += term;
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}
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return sum;
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}
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template <class RealType>
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void test_spot(
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RealType a, // alpha
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RealType b, // beta
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RealType ncp, // non-centrality param
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RealType cs, // Chi Square statistic
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RealType P, // CDF
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RealType Q, // Complement of CDF
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RealType D, // PDF
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RealType tol) // Test tolerance
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{
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boost::math::non_central_beta_distribution<RealType> dist(a, b, ncp);
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BOOST_CHECK_CLOSE(
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cdf(dist, cs), P, tol);
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//
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// Sanity checking using the naive PDF calculation above fails at
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// float precision:
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//
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if(!boost::is_same<float, RealType>::value)
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{
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BOOST_CHECK_CLOSE(
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pdf(dist, cs), naive_pdf(dist.alpha(), dist.beta(), ncp, cs), tol);
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}
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BOOST_CHECK_CLOSE(
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pdf(dist, cs), D, tol);
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if((P < 0.99) && (Q < 0.99))
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{
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//
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// We can only check this if P is not too close to 1,
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// so that we can guarantee Q is reasonably free of error:
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//
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BOOST_CHECK_CLOSE(
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cdf(complement(dist, cs)), Q, tol);
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BOOST_CHECK_CLOSE(
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quantile(dist, P), cs, tol * 10);
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BOOST_CHECK_CLOSE(
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quantile(complement(dist, Q)), cs, tol * 10);
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}
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}
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template <class RealType> // Any floating-point type RealType.
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void test_spots(RealType)
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{
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RealType tolerance = (std::max)(
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boost::math::tools::epsilon<RealType>() * 100,
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(RealType)1e-6) * 100;
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RealType abs_tolerance = boost::math::tools::epsilon<RealType>() * 100;
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cout << "Tolerance = " << tolerance << "%." << endl;
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//
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// Spot tests use values computed by the R statistical
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// package and the pbeta and dbeta functions:
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//
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test_spot(
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RealType(2), // alpha
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RealType(5), // beta
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RealType(1), // non-centrality param
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RealType(0.25), // Chi Square statistic
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RealType(0.3658349), // CDF
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RealType(1-0.3658349), // Complement of CDF
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RealType(2.184465), // PDF
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RealType(tolerance));
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test_spot(
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RealType(20), // alpha
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RealType(15), // beta
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RealType(35), // non-centrality param
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RealType(0.75), // Chi Square statistic
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RealType(0.6994175), // CDF
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RealType(1-0.6994175), // Complement of CDF
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RealType(5.576146), // PDF
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RealType(tolerance));
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test_spot(
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RealType(100), // alpha
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RealType(3), // beta
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RealType(63), // non-centrality param
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RealType(0.95), // Chi Square statistic
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RealType(0.03529306), // CDF
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RealType(1-0.03529306), // Complement of CDF
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RealType(3.637894), // PDF
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RealType(tolerance));
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test_spot(
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RealType(0.25), // alpha
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RealType(0.75), // beta
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RealType(150), // non-centrality param
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RealType(0.975), // Chi Square statistic
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RealType(0.09752216), // CDF
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RealType(1-0.09752216), // Complement of CDF
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RealType(8.020935), // PDF
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RealType(tolerance));
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BOOST_MATH_STD_USING
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boost::math::non_central_beta_distribution<RealType> dist(100, 3, 63);
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BOOST_CHECK_CLOSE(mean(dist), RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) * exp(-RealType(31.5)) * 100 / 103, tolerance);
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// Variance only guarantees small absolute error:
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BOOST_CHECK_SMALL(variance(dist)
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- static_cast<RealType>(RealType(4.85592267707818899235900237275021938334418424134218087127572e13L)
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* exp(RealType(-31.5)) * 100 * 101 / (103 * 104) -
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RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) * RealType(4.82280451915522329944315287538684030781836554279474240490936e13L)
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* exp(RealType(-63)) * 10000 / (103 * 103)), abs_tolerance);
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BOOST_MATH_CHECK_THROW(skewness(dist), boost::math::evaluation_error);
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BOOST_MATH_CHECK_THROW(kurtosis(dist), boost::math::evaluation_error);
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BOOST_MATH_CHECK_THROW(kurtosis_excess(dist), boost::math::evaluation_error);
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} // template <class RealType>void test_spots(RealType)
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BOOST_AUTO_TEST_CASE( test_main )
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{
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BOOST_MATH_CONTROL_FP;
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// Basic sanity-check spot values.
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expected_results();
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// (Parameter value, arbitrarily zero, only communicates the floating point type).
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#ifdef TEST_FLOAT
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test_spots(0.0F); // Test float.
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#endif
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#ifdef TEST_DOUBLE
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test_spots(0.0); // Test double.
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#endif
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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#ifdef TEST_LDOUBLE
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test_spots(0.0L); // Test long double.
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#endif
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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#ifdef TEST_REAL_CONCEPT
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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#endif
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#endif
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#ifdef TEST_FLOAT
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test_accuracy(0.0F, "float"); // Test float.
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#endif
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#ifdef TEST_DOUBLE
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test_accuracy(0.0, "double"); // Test double.
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#endif
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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#ifdef TEST_LDOUBLE
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test_accuracy(0.0L, "long double"); // Test long double.
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#endif
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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#ifdef TEST_REAL_CONCEPT
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test_accuracy(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
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#endif
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#endif
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#endif
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} // BOOST_AUTO_TEST_CASE( test_main )
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