// Copyright John Maddock 2006. // Copyright Paul A. Bristow 2007. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. // (See accompanying file LICENSE_1_0.txt // or copy at http://www.boost.org/LICENSE_1_0.txt) // test_exponential_dist.cpp #include <boost/math/tools/test.hpp> #include <boost/math/concepts/real_concept.hpp> // for real_concept #include <boost/math/distributions/exponential.hpp> using boost::math::exponential_distribution; #define BOOST_TEST_MAIN #include <boost/test/unit_test.hpp> // Boost.Test #include <boost/test/floating_point_comparison.hpp> #include "test_out_of_range.hpp" #include <iostream> using std::cout; using std::endl; using std::setprecision; template <class RealType> void test_spot(RealType l, RealType x, RealType p, RealType q, RealType tolerance) { BOOST_CHECK_CLOSE( ::boost::math::cdf( exponential_distribution<RealType>(l), x), p, tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::cdf( complement(exponential_distribution<RealType>(l), x)), q, tolerance); // % if(p < 0.999) { BOOST_CHECK_CLOSE( ::boost::math::quantile( exponential_distribution<RealType>(l), p), x, tolerance); // % } if(q < 0.999) { BOOST_CHECK_CLOSE( ::boost::math::quantile( complement(exponential_distribution<RealType>(l), q)), x, tolerance); // % } } template <class RealType> void test_spots(RealType T) { // Basic sanity checks. // 50 eps as a percentage, up to a maximum of double precision // (that's the limit of our test data: obtained by punching // numbers into a calculator). RealType tolerance = (std::max)( static_cast<RealType>(boost::math::tools::epsilon<double>()), boost::math::tools::epsilon<RealType>()); tolerance *= 50 * 100; // # pragma warning(disable: 4100) // unreferenced formal parameter. // prevent his spurious warning. if (T != 0) { cout << "Expect parameter T == 0!" << endl; } cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl; test_spot( static_cast<RealType>(0.5), // lambda static_cast<RealType>(0.125), // x static_cast<RealType>(0.060586937186524213880289175377695L), // p static_cast<RealType>(0.93941306281347578611971082462231L), //q tolerance); test_spot( static_cast<RealType>(0.5), // lambda static_cast<RealType>(5), // x static_cast<RealType>(0.91791500137610120483047132553284L), // p static_cast<RealType>(0.08208499862389879516952867446716L), //q tolerance); test_spot( static_cast<RealType>(2), // lambda static_cast<RealType>(0.125), // x static_cast<RealType>(0.22119921692859513175482973302168L), // p static_cast<RealType>(0.77880078307140486824517026697832L), //q tolerance); test_spot( static_cast<RealType>(2), // lambda static_cast<RealType>(5), // x static_cast<RealType>(0.99995460007023751514846440848444L), // p static_cast<RealType>(4.5399929762484851535591515560551e-5L), //q tolerance); // // Some spot tests generated by MathCAD pexp(x,r): // test_spot( static_cast<RealType>(1), // lambda static_cast<RealType>(1), // x static_cast<RealType>(6.321205588285580E-001L), // p static_cast<RealType>(1-6.321205588285580E-001L), //q tolerance); test_spot( static_cast<RealType>(2), // lambda static_cast<RealType>(1), // x static_cast<RealType>(8.646647167633870E-001L), // p static_cast<RealType>(1-8.646647167633870E-001L), //q tolerance); test_spot( static_cast<RealType>(1), // lambda static_cast<RealType>(0.5), // x static_cast<RealType>(3.934693402873670E-001L), // p static_cast<RealType>(1-3.934693402873670E-001L), //q tolerance); test_spot( static_cast<RealType>(0.1), // lambda static_cast<RealType>(1), // x static_cast<RealType>(9.516258196404040E-002L), // p static_cast<RealType>(1-9.516258196404040E-002L), //q tolerance); test_spot( static_cast<RealType>(10), // lambda static_cast<RealType>(1), // x static_cast<RealType>(9.999546000702380E-001L), // p static_cast<RealType>(1-9.999546000702380E-001L), //q tolerance*10000); // we loose four digits to cancellation test_spot( static_cast<RealType>(0.1), // lambda static_cast<RealType>(10), // x static_cast<RealType>(6.321205588285580E-001L), // p static_cast<RealType>(1-6.321205588285580E-001L), //q tolerance); test_spot( static_cast<RealType>(1), // lambda static_cast<RealType>(0.01), // x static_cast<RealType>(9.950166250831950E-003L), // p static_cast<RealType>(1-9.950166250831950E-003L), //q tolerance); test_spot( static_cast<RealType>(1), // lambda static_cast<RealType>(0.0001), // x static_cast<RealType>(9.999500016666250E-005L), // p static_cast<RealType>(1-9.999500016666250E-005L), //q tolerance); /* // This test data appears to be erroneous, MathCad appears // to suffer from cancellation error as x -> 0 test_spot( static_cast<RealType>(1), // lambda static_cast<RealType>(0.0000001), // x static_cast<RealType>(9.999999499998730E-008L), // p static_cast<RealType>(1-9.999999499998730E-008L), //q tolerance); */ BOOST_CHECK_CLOSE( ::boost::math::pdf( exponential_distribution<RealType>(0.5), static_cast<RealType>(0.125)), // x static_cast<RealType>(0.46970653140673789305985541231115L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( exponential_distribution<RealType>(0.5), static_cast<RealType>(5)), // x static_cast<RealType>(0.04104249931194939758476433723358L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( exponential_distribution<RealType>(2), static_cast<RealType>(0.125)), // x static_cast<RealType>(1.5576015661428097364903405339566L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( exponential_distribution<RealType>(2), static_cast<RealType>(5)), // x static_cast<RealType>(9.0799859524969703071183031121101e-5L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::mean( exponential_distribution<RealType>(2)), static_cast<RealType>(0.5), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::standard_deviation( exponential_distribution<RealType>(2)), static_cast<RealType>(0.5), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::mode( exponential_distribution<RealType>(2)), static_cast<RealType>(0), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::median( exponential_distribution<RealType>(4)), static_cast<RealType>(0.693147180559945309417232121458176568075500134360255254) / 4, tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::skewness( exponential_distribution<RealType>(2)), static_cast<RealType>(2), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::kurtosis( exponential_distribution<RealType>(2)), static_cast<RealType>(9), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::kurtosis_excess( exponential_distribution<RealType>(2)), static_cast<RealType>(6), tolerance); // % // // Things that are errors: // exponential_distribution<RealType> dist(0.5); BOOST_MATH_CHECK_THROW( quantile(dist, RealType(1.0)), std::overflow_error); BOOST_MATH_CHECK_THROW( quantile(complement(dist, RealType(0.0))), std::overflow_error); BOOST_MATH_CHECK_THROW( pdf(dist, RealType(-1)), std::domain_error); BOOST_MATH_CHECK_THROW( cdf(dist, RealType(-1)), std::domain_error); BOOST_MATH_CHECK_THROW( cdf(exponential_distribution<RealType>(-1), RealType(1)), std::domain_error); BOOST_MATH_CHECK_THROW( quantile(dist, RealType(-1)), std::domain_error); BOOST_MATH_CHECK_THROW( quantile(dist, RealType(2)), std::domain_error); check_out_of_range<exponential_distribution<RealType> >(2); BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(0), std::domain_error); BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(-1), std::domain_error); if(std::numeric_limits<RealType>::has_infinity) { RealType inf = std::numeric_limits<RealType>::infinity(); BOOST_CHECK_EQUAL(pdf(exponential_distribution<RealType>(2), inf), 0); BOOST_CHECK_EQUAL(cdf(exponential_distribution<RealType>(2), inf), 1); BOOST_CHECK_EQUAL(cdf(complement(exponential_distribution<RealType>(2), inf)), 0); } } // template <class RealType>void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { // Check that can generate exponential distribution using the two convenience methods: boost::math::exponential mycexp1(1.); // Using typedef exponential_distribution<> myexp2(1.); // Using default RealType double. // Basic sanity-check spot values. // (Parameter value, arbitrarily zero, only communicates the floating point type). test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 % test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 % #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_spots(0.0L); // Test long double. #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) test_spots(boost::math::concepts::real_concept(0.)); // Test real concept. #endif #else std::cout << "<note>The long double tests have been disabled on this platform " "either because the long double overloads of the usual math functions are " "not available at all, or because they are too inaccurate for these tests " "to pass.</note>" << std::endl; #endif } // BOOST_AUTO_TEST_CASE( test_main ) /* Output is: Running 1 test case... Tolerance for type float is 0.000596046 % Tolerance for type double is 1.11022e-012 % Tolerance for type long double is 1.11022e-012 % Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 % *** No errors detected */