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379 lines
16 KiB
C++
379 lines
16 KiB
C++
// Copyright 2008 Gautam Sewani
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// Copyright 2013 Paul A. Bristow
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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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#ifdef _MSC_VER
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# pragma warning (disable : 4127) // conditional expression is constant.
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# pragma warning (disable : 4512) // assignment operator could not be generated.
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#endif
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#include <boost/config.hpp>
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#ifndef BOOST_NO_EXCEPTIONS
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#define BOOST_MATH_UNDERFLOW_ERROR_POLICY throw_on_error
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#define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error
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#endif
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#include <boost/math/tools/test.hpp>
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#include <boost/math/distributions/logistic.hpp>
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using boost::math::logistic_distribution;
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp> // Boost.Test
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#include <boost/test/floating_point_comparison.hpp>
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#include "test_out_of_range.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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using std::setprecision;
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template <class RealType>
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void test_spot(RealType location, RealType scale, RealType x, RealType p, RealType q, RealType tolerance)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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logistic_distribution<RealType>(location,scale),
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x),
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p,
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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complement(logistic_distribution<RealType>(location,scale),
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x)),
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q,
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tolerance); // %
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if(p < 0.999)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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logistic_distribution<RealType>(location,scale),
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p),
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x,
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tolerance); // %
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}
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if(q < 0.999)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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complement(logistic_distribution<RealType>(location,scale),
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q)),
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x,
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2 * tolerance); // %
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}
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}
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template <class RealType>
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void test_spots(RealType T)
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{
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// Basic sanity checks.
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// 50 eps as a percentage, up to a maximum of double precision
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// Test data taken from Mathematica 6
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RealType tolerance = (std::max)(
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static_cast<RealType>(1e-33L),
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boost::math::tools::epsilon<RealType>());
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cout<<"Absolute tolerance:"<<tolerance<<endl;
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tolerance *= 50 * 100;
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// # pragma warning(disable: 4100) // unreferenced formal parameter.
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// prevent his spurious warning.
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if (T != 0)
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{
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cout << "Expect parameter T == 0!" << endl;
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}
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cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
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test_spot(
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static_cast<RealType>(1), // location
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static_cast<RealType>(0.5L), // scale
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static_cast<RealType>(0.1L), // x
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static_cast<RealType>(0.141851064900487789594278108470953L), // p
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static_cast<RealType>(0.858148935099512210405721891529047L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(5), // location
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static_cast<RealType>(2), // scale
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static_cast<RealType>(3.123123123L),//x
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static_cast<RealType>(0.281215878622547904873088053477813L), // p
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static_cast<RealType>(0.718784121377452095126911946522187L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(1.2345L), // location
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static_cast<RealType>(0.12345L), // scale
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static_cast<RealType>(3.123123123L),//x
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static_cast<RealType>(0.999999773084685079723328282229357L), // p
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static_cast<RealType>(2.26915314920276671717770643005212e-7L), //q
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tolerance);
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//High probability
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test_spot(
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static_cast<RealType>(1), // location
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static_cast<RealType>(0.5L), // scale
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static_cast<RealType>(10), // x
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static_cast<RealType>(0.99999998477002048723965105559179L), // p
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static_cast<RealType>(1.5229979512760348944408208801237e-8L), //q
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tolerance);
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//negative x
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test_spot(
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static_cast<RealType>(5), // location
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static_cast<RealType>(2), // scale
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static_cast<RealType>(-0.1L), // scale
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static_cast<RealType>(0.0724264853615177178439235061476928L), // p
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static_cast<RealType>(0.927573514638482282156076493852307L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(5), // location
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static_cast<RealType>(2), // scale
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static_cast<RealType>(-20), // x
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static_cast<RealType>(3.72663928418656138608800947863869e-6L), // p
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static_cast<RealType>(0.999996273360715813438613911990521L), //q
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tolerance);
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// Test value to check cancellation error in straight/complemented quantile.
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// The subtraction in the formula location-scale*log term introduces catastrophic
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// cancellation error if location and scale*log term are close.
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// For these values, the tests fail at tolerance, but work at 100*tolerance.
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test_spot(
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static_cast<RealType>(-1.2345L), // location
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static_cast<RealType>(1.4555L), // scale
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static_cast<RealType>(-0.00125796420642514024493852425918807L),// x
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static_cast<RealType>(0.7L), // p
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static_cast<RealType>(0.3L), //q
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80*tolerance);
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test_spot(
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static_cast<RealType>(1.2345L), // location
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static_cast<RealType>(0.12345L), // scale
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static_cast<RealType>(0.0012345L), // x
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static_cast<RealType>(0.0000458541039469413343331170952855318L), // p
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static_cast<RealType>(0.999954145896053058665666882904714L), //q
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80*tolerance);
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test_spot(
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static_cast<RealType>(5L), // location
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static_cast<RealType>(2L), // scale
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static_cast<RealType>(0.0012345L), // x
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static_cast<RealType>(0.0759014628704232983512906076564256L), // p
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static_cast<RealType>(0.924098537129576701648709392343574L), //q
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80*tolerance);
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//negative location
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test_spot(
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static_cast<RealType>(-123.123123L), // location
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static_cast<RealType>(2.123L), // scale
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static_cast<RealType>(3), // x
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static_cast<RealType>(0.999999999999999999999999984171276L), // p
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static_cast<RealType>(1.58287236765203121622150720373972e-26L), //q
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tolerance);
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//PDF Testing
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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logistic_distribution<RealType>(5,2),
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static_cast<RealType>(0.125L) ),//x
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static_cast<RealType>(0.0369500730133475464584898192104821L), // probability
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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logistic_distribution<RealType>(static_cast<RealType>(1.2345L), static_cast<RealType>(0.12345L)),
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static_cast<RealType>(0.0012345L) ),//x
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static_cast<RealType>(0.000371421639109700748742498671686243L), // probability
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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logistic_distribution<RealType>(2,1),
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static_cast<RealType>(2L) ),//x
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static_cast<RealType>(0.25L), // probability
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tolerance); // %
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//Extreme value testing
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if(std::numeric_limits<RealType>::has_infinity)
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{
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BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 0); // x = + infinity, pdf = 0
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BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, pdf = 0
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BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 1); // x = + infinity, cdf = 1
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BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, cdf = 0
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BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity())), 0); // x = + infinity, c cdf = 0
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BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity())), 1); // x = - infinity, c cdf = 1
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}
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BOOST_MATH_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(1)), std::overflow_error); // x = + infinity, cdf = 1
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BOOST_MATH_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(0)), std::overflow_error); // x = - infinity, cdf = 0
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BOOST_MATH_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(1))), std::overflow_error); // x = - infinity, cdf = 0
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BOOST_MATH_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(0))), std::overflow_error); // x = + infinity, cdf = 1
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BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 1); // x = + infinity, cdf = 1
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BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, cdf = 0
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BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>())), 0); // x = + infinity, c cdf = 0
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BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>())), 1); // x = - infinity, c cdf = 1
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BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 0); // x = + infinity, pdf = 0
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BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, pdf = 0
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//
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// Things that are errors:
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// 1. Domain errors for scale and location.
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// 2. x being NAN.
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// 3. Probabilies being outside (0,1).
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check_out_of_range<logistic_distribution<RealType> >(0, 1);
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if(std::numeric_limits<RealType>::has_infinity)
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{
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RealType inf = std::numeric_limits<RealType>::infinity();
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BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(0, 1), inf), 0);
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BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(0, 1), -inf), 0);
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BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(0, 1), inf), 1);
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BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(0, 1), -inf), 0);
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BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(0, 1), inf)), 0);
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BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(0, 1), -inf)), 1);
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}
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// location/scale can't be infinity.
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if(std::numeric_limits<RealType>::has_infinity)
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{
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#ifndef BOOST_NO_EXCEPTIONS
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType> dist(std::numeric_limits<RealType>::infinity(), 0.5),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType> dist(0.5, std::numeric_limits<RealType>::infinity()),
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std::domain_error);
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#else
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType>(std::numeric_limits<RealType>::infinity(), 0.5),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType>(0.5, std::numeric_limits<RealType>::infinity()),
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std::domain_error);
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#endif
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}
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// scale can't be negative or 0.
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#ifndef BOOST_NO_EXCEPTIONS
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType> dist(0.5, -0.5),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType> dist(0.5, 0),
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std::domain_error);
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#else
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType>(0.5, -0.5),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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logistic_distribution<RealType>(0.5, 0),
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std::domain_error);
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#endif
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logistic_distribution<RealType> dist(0.5, 0.5);
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// x can't be NaN, p can't be NaN.
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if (std::numeric_limits<RealType>::has_quiet_NaN)
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{
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// No longer allow x to be NaN, then these tests should throw.
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BOOST_MATH_CHECK_THROW(pdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
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BOOST_MATH_CHECK_THROW(cdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
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BOOST_MATH_CHECK_THROW(cdf(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // x = + infinity
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BOOST_MATH_CHECK_THROW(quantile(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // p = + infinity
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // p = + infinity
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}
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if (std::numeric_limits<RealType>::has_infinity)
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{
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// Added test for Trac https://svn.boost.org/trac/boost/ticket/9126#comment:1
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logistic_distribution<RealType> dist(0., 0.5);
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BOOST_CHECK_EQUAL(pdf(dist, +std::numeric_limits<RealType>::infinity()), static_cast<RealType>(0) ); // x = infinity
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}
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// p can't be outside (0,1).
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BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(1.1)), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(-0.1)), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(1)), std::overflow_error);
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BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(0)), std::overflow_error);
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1.1))), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(-0.1))), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1))), std::overflow_error);
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(0))), std::overflow_error);
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// Tests for mean,mode,median,variance,skewness,kurtosis.
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//mean
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BOOST_CHECK_CLOSE(
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::boost::math::mean(
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logistic_distribution<RealType>(2,1)
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),//x
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static_cast<RealType>(2), // probability
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tolerance); // %
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//median
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BOOST_CHECK_CLOSE(
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::boost::math::median(
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logistic_distribution<RealType>(2,1)
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),//x
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static_cast<RealType>(2), // probability
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tolerance);
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//mode
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BOOST_CHECK_CLOSE(
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::boost::math::mode(
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logistic_distribution<RealType>(2,1)
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),//x
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static_cast<RealType>(2), // probability
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tolerance);
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//variance
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BOOST_CHECK_CLOSE(
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::boost::math::variance(
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logistic_distribution<RealType>(2,1)
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),//x
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static_cast<RealType>(3.28986813369645287294483033329205L), // probability
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tolerance);
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//skewness
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BOOST_CHECK_CLOSE(
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::boost::math::skewness(
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logistic_distribution<RealType>(2,1)
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),//x
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static_cast<RealType>(0), // probability
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tolerance);
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BOOST_CHECK_CLOSE(
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::boost::math::kurtosis_excess(
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logistic_distribution<RealType>(2,1)
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),//x
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static_cast<RealType>(1.2L), // probability
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tolerance);
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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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// Check that can generate logistic distribution using the two convenience methods:
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boost::math::logistic mycexp1(1.); // Using typedef
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logistic_distribution<> myexp2(1.); // Using default RealType double.
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// Basic sanity-check spot values.
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// (Parameter value, arbitrarily zero, only communicates the floating point type).
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test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
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test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_spots(0.0L); // Test long double.
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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#else
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std::cout << "<note>The long double tests have been disabled on this platform "
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"either because the long double overloads of the usual math functions are "
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"not available at all, or because they are too inaccurate for these tests "
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"to pass.</note>" << std::endl;
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#endif
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} // BOOST_AUTO_TEST_CASE( test_main )
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