// Copyright 2014 Marco Guazzone (marco.guazzone@gmail.com). // // 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) // #include #include #include #include #include #include #define BOOST_TEST_MAIN #include #include #include #include #include #define BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(T, actual, expected, tol) \ do { \ std::vector x = (actual); \ std::vector y = (expected); \ BOOST_CHECK_EQUAL( x.size(), y.size() ); \ const std::size_t n = x.size(); \ for (std::size_t i = 0; i < n; ++i) \ { \ BOOST_CHECK_CLOSE( x[i], y[i], tol ); \ } \ } while(false) #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS typedef boost::mpl::list test_types; #else typedef boost::mpl::list test_types; #endif template RealT make_tolerance() { // Tolerance is 100eps expressed as a persentage (as required by Boost.Build): return boost::math::tools::epsilon() * 100 * 100; } BOOST_AUTO_TEST_CASE_TEMPLATE(klass, RealT, test_types) { const RealT tol = make_tolerance(); boost::math::hyperexponential_distribution dist; BOOST_CHECK_EQUAL(dist.num_phases(), 1); BOOST_CHECK_CLOSE(dist.probabilities()[0], static_cast(1L), tol); BOOST_CHECK_CLOSE(dist.rates()[0], static_cast(1L), tol); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist_it(probs, probs+n, rates, rates+n); BOOST_CHECK_EQUAL(dist_it.num_phases(), n); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_it.probabilities(), std::vector(probs, probs+n), tol); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_it.rates(), std::vector(rates, rates+n), tol); boost::math::hyperexponential_distribution dist_r(probs, rates); BOOST_CHECK_EQUAL(dist_r.num_phases(), n); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_r.probabilities(), std::vector(probs, probs+n), tol); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_r.rates(), std::vector(rates, rates+n), tol); #if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) && !(defined(BOOST_GCC_VERSION) && (BOOST_GCC_VERSION < 40500)) boost::math::hyperexponential_distribution dist_il = {{static_cast(0.2L), static_cast(0.3L), static_cast(0.5L)}, {static_cast(0.5L), static_cast(1.0L), static_cast(1.5L)}}; BOOST_CHECK_EQUAL(dist_il.num_phases(), n); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_il.probabilities(), std::vector(probs, probs+n), tol); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_il.rates(), std::vector(rates, rates+n), tol); boost::math::hyperexponential_distribution dist_n_r = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; BOOST_CHECK_EQUAL(dist_n_r.num_phases(), n); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r.probabilities(), std::vector(n, static_cast(1.0L / 3.0L)), tol); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r.rates(), std::vector(rates, rates + n), tol); #endif // BOOST_NO_CXX11_HDR_INITIALIZER_LIST boost::math::hyperexponential_distribution dist_n_it(rates, rates+n); BOOST_CHECK_EQUAL(dist_n_it.num_phases(), n); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_it.probabilities(), std::vector(n, static_cast(1.0L/3.0L)), tol); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_it.rates(), std::vector(rates, rates+n), tol); boost::math::hyperexponential_distribution dist_n_r2(rates); BOOST_CHECK_EQUAL(dist_n_r2.num_phases(), n); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r2.probabilities(), std::vector(n, static_cast(1.0L/3.0L)), tol); BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r2.rates(), std::vector(rates, rates+n), tol); } BOOST_AUTO_TEST_CASE_TEMPLATE(range, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); std::pair res; res = boost::math::range(dist); BOOST_CHECK_CLOSE( res.first, static_cast(0), tol ); if(std::numeric_limits::has_infinity) { BOOST_CHECK_EQUAL(res.second, std::numeric_limits::infinity()); } else { BOOST_CHECK_EQUAL(res.second, boost::math::tools::max_value()); } } BOOST_AUTO_TEST_CASE_TEMPLATE(support, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1), static_cast(1.5L) }; const std::size_t n = sizeof(probs)/sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); std::pair res; res = boost::math::support(dist); BOOST_CHECK_CLOSE( res.first, boost::math::tools::min_value(), tol ); BOOST_CHECK_CLOSE( res.second, boost::math::tools::max_value(), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(pdf, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1), static_cast(1.5) }; const std::size_t n = sizeof(probs)/sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: Table[N[PDF[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], x], 35], {x, 0, 4}] BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast(0)), static_cast(1.15L), tol ); BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast(1)), static_cast(0.33836451843401841053899743762056570L), tol ); BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast(2)), static_cast(0.11472883036402599696225903724543774L), tol ); BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast(3)), static_cast(0.045580883928883895659238122486617681L), tol ); BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast(4)), static_cast(0.020887284122781292094799231452333314L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(cdf, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs)/sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: Table[N[CDF[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], x], 35], {x, 0, 4}] BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast(0)), static_cast(0), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast(1)), static_cast(0.65676495563182570433394272657131939L), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast(2)), static_cast(0.86092999261079575662302418965093162L), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast(3)), static_cast(0.93488334919083369807146961400871370L), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast(4)), static_cast(0.96619887559772402832156211090812241L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(quantile, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs)/sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: Table[N[Quantile[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], p], 35], {p, {0.`35, 0.6567649556318257043339427265713193884067872189124925936717`35, 0.8609299926107957566230241896509316171726985139265620607067`35, 0.9348833491908336980714696140087136988562861627183715044229`35, 0.9661988755977240283215621109081224127091468307592751727719`35}}] BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast(0)), static_cast(0), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast(0.65676495563182570433394272657131939L)), static_cast(1), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast(0.86092999261079575662302418965093162L)), static_cast(2), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast(0.93488334919083369807146961400871370L)), static_cast(3), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast(0.96619887559772402832156211090812241L)), static_cast(4), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(ccdf, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs)/sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: Table[N[SurvivalFunction[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], x], 35], {x, 0, 4}] BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast(0))), static_cast(1), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast(1))), static_cast(0.34323504436817429566605727342868061L), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast(2))), static_cast(0.13907000738920424337697581034906838L), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast(3))), static_cast(0.065116650809166301928530385991286301L), tol ); BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast(4))), static_cast(0.033801124402275971678437889091877587L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(cquantile, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: Table[N[InverseSurvivalFunction[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], p], 35], {p, {1.`35, 0.3432350443681742956660572734286806115932127810875074063283`35, 0.1390700073892042433769758103490683828273014860734379392933`35, 0.0651166508091663019285303859912863011437138372816284955771`35, 0.0338011244022759716784378890918775872908531692407248272281`35}}] BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast(1))), static_cast(0), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast(0.34323504436817429566605727342868061L))), static_cast(1), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast(0.13907000738920424337697581034906838L))), static_cast(2), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast(0.065116650809166301928530385991286301L))), static_cast(3), tol ); BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast(0.033801124402275971678437889091877587L))), static_cast(4), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(mean, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: N[Mean[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35] BOOST_CHECK_CLOSE( boost::math::mean(dist), static_cast(1.0333333333333333333333333333333333L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(variance, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: N[Variance[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35] BOOST_CHECK_CLOSE( boost::math::variance(dist), static_cast(1.5766666666666666666666666666666667L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(kurtosis, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: N[Kurtosis[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35] BOOST_CHECK_CLOSE( boost::math::kurtosis(dist), static_cast(19.750738616808728416968743435138046L), tol ); // Mathematica: N[Kurtosis[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}] - 3.`35], 35] BOOST_CHECK_CLOSE( boost::math::kurtosis_excess(dist), static_cast(16.750738616808728416968743435138046L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(skewness, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); // Mathematica: N[Skewness[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35] BOOST_CHECK_CLOSE( boost::math::skewness(dist), static_cast(3.1811387449963809211146099116375685L), tol ); } BOOST_AUTO_TEST_CASE_TEMPLATE(mode, RealT, test_types) { const RealT tol = make_tolerance(); const RealT probs[] = { static_cast(0.2L), static_cast(0.3L), static_cast(0.5L) }; const RealT rates[] = { static_cast(0.5L), static_cast(1.0L), static_cast(1.5L) }; const std::size_t n = sizeof(probs) / sizeof(RealT); boost::math::hyperexponential_distribution dist(probs, probs+n, rates, rates+n); BOOST_CHECK_CLOSE( boost::math::mode(dist), static_cast(0), tol ); } template void f(T t) { std::cout << typeid(t).name() << std::endl; } BOOST_AUTO_TEST_CASE(construct) { boost::array da1 = { { 0.5, 1, 1.5 } }; boost::array da2 = { { 0.25, 0.5, 0.25 } }; std::vector v1(da1.begin(), da1.end()); std::vector v2(da2.begin(), da2.end()); std::vector result_v; boost::math::hyperexponential he1(v2, v1); result_v = he1.rates(); BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end()); result_v = he1.probabilities(); BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end()); boost::math::hyperexponential he2(da2, da1); result_v = he2.rates(); BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end()); result_v = he2.probabilities(); BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end()); #if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) && !(defined(BOOST_GCC_VERSION) && (BOOST_GCC_VERSION < 40500)) std::initializer_list il = { 0.25, 0.5, 0.25 }; std::initializer_list il2 = { 0.5, 1, 1.5 }; boost::math::hyperexponential he3(il, il2); result_v = he3.rates(); BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end()); result_v = he3.probabilities(); BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end()); boost::math::hyperexponential he4({ 0.25, 0.5, 0.25 }, { 0.5, 1.0, 1.5 }); result_v = he4.rates(); BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end()); result_v = he4.probabilities(); BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end()); #endif } BOOST_AUTO_TEST_CASE_TEMPLATE(special_cases, RealT, test_types) { const RealT tol = make_tolerance(); // When the number of phases is 1, the hyperexponential distribution is an exponential distribution const RealT rates1[] = { static_cast(0.5L) }; boost::math::hyperexponential_distribution hexp1(rates1); boost::math::exponential_distribution exp1(rates1[0]); BOOST_CHECK_CLOSE(boost::math::pdf(hexp1, static_cast(1L)), boost::math::pdf(exp1, static_cast(1L)), tol); BOOST_CHECK_CLOSE(boost::math::cdf(hexp1, static_cast(1L)), boost::math::cdf(exp1, static_cast(1L)), tol); BOOST_CHECK_CLOSE(boost::math::mean(hexp1), boost::math::mean(exp1), tol); BOOST_CHECK_CLOSE(boost::math::variance(hexp1), boost::math::variance(exp1), tol); BOOST_CHECK_CLOSE(boost::math::quantile(hexp1, static_cast(0.25L)), boost::math::quantile(exp1, static_cast(0.25L)), tol); BOOST_CHECK_CLOSE(boost::math::median(hexp1), boost::math::median(exp1), tol); BOOST_CHECK_CLOSE(boost::math::quantile(hexp1, static_cast(0.75L)), boost::math::quantile(exp1, static_cast(0.75L)), tol); BOOST_CHECK_CLOSE(boost::math::mode(hexp1), boost::math::mode(exp1), tol); // When a k-phase hyperexponential distribution has all rates equal to r, the distribution is an exponential distribution with rate r const RealT rate2 = static_cast(0.5L); const RealT rates2[] = { rate2, rate2, rate2 }; boost::math::hyperexponential_distribution hexp2(rates2); boost::math::exponential_distribution exp2(rate2); BOOST_CHECK_CLOSE(boost::math::pdf(hexp2, static_cast(1L)), boost::math::pdf(exp2, static_cast(1L)), tol); BOOST_CHECK_CLOSE(boost::math::cdf(hexp2, static_cast(1L)), boost::math::cdf(exp2, static_cast(1L)), tol); BOOST_CHECK_CLOSE(boost::math::mean(hexp2), boost::math::mean(exp2), tol); BOOST_CHECK_CLOSE(boost::math::variance(hexp2), boost::math::variance(exp2), tol); BOOST_CHECK_CLOSE(boost::math::quantile(hexp2, static_cast(0.25L)), boost::math::quantile(exp2, static_cast(0.25L)), tol); BOOST_CHECK_CLOSE(boost::math::median(hexp2), boost::math::median(exp2), tol); BOOST_CHECK_CLOSE(boost::math::quantile(hexp2, static_cast(0.75L)), boost::math::quantile(exp2, static_cast(0.75L)), tol); BOOST_CHECK_CLOSE(boost::math::mode(hexp2), boost::math::mode(exp2), tol); } BOOST_AUTO_TEST_CASE_TEMPLATE(error_cases, RealT, test_types) { typedef boost::math::hyperexponential_distribution dist_t; boost::array probs = { { 1, 2 } }; boost::array probs2 = { { 1, 2, 3 } }; boost::array rates = { { 1, 2, 3 } }; BOOST_MATH_CHECK_THROW(dist_t(probs.begin(), probs.end(), rates.begin(), rates.end()), std::domain_error); BOOST_MATH_CHECK_THROW(dist_t(probs, rates), std::domain_error); rates[1] = 0; BOOST_MATH_CHECK_THROW(dist_t(probs2, rates), std::domain_error); rates[1] = -1; BOOST_MATH_CHECK_THROW(dist_t(probs2, rates), std::domain_error); BOOST_MATH_CHECK_THROW(dist_t(probs.begin(), probs.begin(), rates.begin(), rates.begin()), std::domain_error); BOOST_MATH_CHECK_THROW(dist_t(rates.begin(), rates.begin()), std::domain_error); }