mirror of
https://github.com/saitohirga/WSJT-X.git
synced 2024-11-05 17:01:17 -05:00
334 lines
12 KiB
C++
334 lines
12 KiB
C++
// test_nc_beta.cpp
|
|
|
|
// Copyright John Maddock 2008.
|
|
|
|
// 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 <pch.hpp>
|
|
|
|
#ifdef _MSC_VER
|
|
#pragma warning (disable:4127 4512)
|
|
#endif
|
|
|
|
#if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT)
|
|
# define TEST_FLOAT
|
|
# define TEST_DOUBLE
|
|
# define TEST_LDOUBLE
|
|
# define TEST_REAL_CONCEPT
|
|
#endif
|
|
|
|
#include <boost/math/tools/test.hpp>
|
|
#include <boost/math/concepts/real_concept.hpp> // for real_concept
|
|
#include <boost/math/distributions/non_central_f.hpp> // for chi_squared_distribution
|
|
#define BOOST_TEST_MAIN
|
|
#include <boost/test/unit_test.hpp> // for test_main
|
|
#include <boost/test/results_collector.hpp>
|
|
#include <boost/test/unit_test.hpp>
|
|
#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE
|
|
#include "test_out_of_range.hpp"
|
|
|
|
#include "functor.hpp"
|
|
#include "handle_test_result.hpp"
|
|
|
|
#include <iostream>
|
|
#include <iomanip>
|
|
using std::cout;
|
|
using std::endl;
|
|
#include <limits>
|
|
using std::numeric_limits;
|
|
|
|
#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
|
|
{\
|
|
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
|
|
BOOST_CHECK_CLOSE(a, b, prec); \
|
|
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
|
|
{\
|
|
std::cerr << "Failure was at row " << i << std::endl;\
|
|
std::cerr << std::setprecision(35); \
|
|
std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
|
|
std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
|
|
}\
|
|
}
|
|
|
|
#define BOOST_CHECK_EX(a, i) \
|
|
{\
|
|
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
|
|
BOOST_CHECK(a); \
|
|
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
|
|
{\
|
|
std::cerr << "Failure was at row " << i << std::endl;\
|
|
std::cerr << std::setprecision(35); \
|
|
std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
|
|
std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
|
|
}\
|
|
}
|
|
|
|
void expected_results()
|
|
{
|
|
//
|
|
// Define the max and mean errors expected for
|
|
// various compilers and platforms.
|
|
//
|
|
const char* largest_type;
|
|
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
|
|
if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
|
|
{
|
|
largest_type = "(long\\s+)?double|real_concept";
|
|
}
|
|
else
|
|
{
|
|
largest_type = "long double|real_concept";
|
|
}
|
|
#else
|
|
largest_type = "(long\\s+)?double|real_concept";
|
|
#endif
|
|
|
|
//
|
|
// Finish off by printing out the compiler/stdlib/platform names,
|
|
// we do this to make it easier to mark up expected error rates.
|
|
//
|
|
std::cout << "Tests run with " << BOOST_COMPILER << ", "
|
|
<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
|
|
}
|
|
|
|
template <class RealType>
|
|
RealType naive_pdf(RealType v1, RealType v2, RealType l, RealType f)
|
|
{
|
|
BOOST_MATH_STD_USING
|
|
RealType sum = 0;
|
|
for(int i = 0; ; ++i)
|
|
{
|
|
RealType term = -l/2 + log(l/2) * i;
|
|
term += boost::math::lgamma(v2/2 + v1/2+i) - (boost::math::lgamma(v2/2) + boost::math::lgamma(v1/2+i));
|
|
term -= boost::math::lgamma(RealType(i+1));
|
|
term += log(v1/v2) * (v1/2+i) + log(v2 / (v2 + v1 * f)) * ((v1 + v2) / 2 + i);
|
|
term += log(f) * (v1/2 - 1 + i);
|
|
term = exp(term);
|
|
sum += term;
|
|
if((term/sum < boost::math::tools::epsilon<RealType>()) || (term == 0))
|
|
break;
|
|
}
|
|
return sum;
|
|
}
|
|
|
|
template <class RealType>
|
|
void test_spot(
|
|
RealType a, // df1
|
|
RealType b, // df2
|
|
RealType ncp, // non-centrality param
|
|
RealType x, // F statistic
|
|
RealType P, // CDF
|
|
RealType Q, // Complement of CDF
|
|
RealType D, // PDF
|
|
RealType tol) // Test tolerance
|
|
{
|
|
boost::math::non_central_f_distribution<RealType> dist(a, b, ncp);
|
|
BOOST_CHECK_CLOSE(
|
|
cdf(dist, x), P, tol);
|
|
BOOST_CHECK_CLOSE(
|
|
pdf(dist, x), D, tol);
|
|
if(boost::math::tools::digits<RealType>() > 50)
|
|
{
|
|
//
|
|
// The "naive" pdf calculation fails at float precision.
|
|
//
|
|
BOOST_CHECK_CLOSE(
|
|
pdf(dist, x), naive_pdf(a, b, ncp, x), tol);
|
|
}
|
|
|
|
if((P < 0.99) && (Q < 0.99))
|
|
{
|
|
//
|
|
// We can only check this if P is not too close to 1,
|
|
// so that we can guarantee Q is reasonably free of error:
|
|
//
|
|
BOOST_CHECK_CLOSE(
|
|
cdf(complement(dist, x)), Q, tol);
|
|
BOOST_CHECK_CLOSE(
|
|
quantile(dist, P), x, tol * 10);
|
|
BOOST_CHECK_CLOSE(
|
|
quantile(complement(dist, Q)), x, tol * 10);
|
|
}
|
|
if(boost::math::tools::digits<RealType>() > 50)
|
|
{
|
|
//
|
|
// Sanity check mode:
|
|
//
|
|
RealType m = mode(dist);
|
|
RealType p = pdf(dist, m);
|
|
BOOST_CHECK(pdf(dist, m * (1 + sqrt(tol) * 10)) <= p);
|
|
BOOST_CHECK(pdf(dist, m * (1 - sqrt(tol)) * 10) <= p);
|
|
}
|
|
}
|
|
|
|
template <class RealType> // Any floating-point type RealType.
|
|
void test_spots(RealType)
|
|
{
|
|
RealType tolerance = boost::math::tools::epsilon<RealType>() * 10000;
|
|
|
|
cout << "Tolerance = " << (tolerance / 100) << "%." << endl;
|
|
|
|
//
|
|
// Spot tests from Mathematica computed values:
|
|
//
|
|
test_spot(
|
|
RealType(5), // alpha
|
|
RealType(2), // beta
|
|
RealType(1), // non-centrality param
|
|
RealType(1.5), // F statistic
|
|
RealType(0.49845842011686358665786775091245664L), // CDF
|
|
RealType(1 - 0.49845842011686358665786775091245664L), // Complement of CDF
|
|
RealType(0.20251311620629730205859816288225385L), // PDF
|
|
RealType(tolerance));
|
|
|
|
test_spot(
|
|
RealType(2), // alpha
|
|
RealType(5), // beta
|
|
RealType(1), // non-centrality param
|
|
RealType(2), // F statistic
|
|
RealType(0.64938711196845800322066756609406894L), // CDF
|
|
RealType(1 - 0.64938711196845800322066756609406894L), // Complement of CDF
|
|
RealType(0.15512617916132011524583796078456003L), // PDF
|
|
RealType(tolerance));
|
|
test_spot(
|
|
RealType(100), // alpha
|
|
RealType(5), // beta
|
|
RealType(15), // non-centrality param
|
|
RealType(105), // F statistic
|
|
RealType(0.99996207325249555786258005958906310L), // CDF
|
|
RealType(0.000037926747504442137419940410936905407L), // Complement of CDF
|
|
RealType(8.9562292619539161551049126260104435e-7), // PDF
|
|
RealType(tolerance * 10));
|
|
test_spot(
|
|
RealType(100), // alpha
|
|
RealType(5), // beta
|
|
RealType(15), // non-centrality param
|
|
RealType(1.5), // F statistic
|
|
RealType(0.57592315596686179870591317303126895L), // CDF
|
|
RealType(1 - 0.57592315596686179870591317303126895L), // Complement of CDF
|
|
RealType(0.36743745541686900593212039288061162L), // PDF
|
|
RealType(tolerance * 5));
|
|
test_spot(
|
|
RealType(5), // alpha
|
|
RealType(100), // beta
|
|
RealType(102), // non-centrality param
|
|
RealType(25), // F statistic
|
|
RealType(0.74993383259829917593356265102363267L), // CDF
|
|
RealType(1 - 0.74993383259829917593356265102363267L), // Complement of CDF
|
|
RealType(0.054467600423154020554785779421659007L), // PDF
|
|
RealType(tolerance * 5));
|
|
test_spot(
|
|
RealType(85), // alpha
|
|
RealType(100), // beta
|
|
RealType(0.5), // non-centrality param
|
|
RealType(1.25), // F statistic
|
|
RealType(0.85228624977948142884820398473385455L), // CDF
|
|
RealType(0.14771375022051857115179601526614545L), // Complement of CDF
|
|
RealType(0.88510283331631848299643323511414868L), // PDF
|
|
RealType(tolerance * 5));
|
|
|
|
//
|
|
// Spot tests use values computed by the R statistical
|
|
// package and the pbeta and dbeta functions:
|
|
//
|
|
tolerance = (std::max)(
|
|
boost::math::tools::epsilon<RealType>() * 100,
|
|
(RealType)1e-6) * 100;
|
|
|
|
test_spot(
|
|
RealType(85), // alpha
|
|
RealType(100), // beta
|
|
RealType(245), // non-centrality param
|
|
RealType(3.5), // F statistic
|
|
RealType(0.2697244), // CDF
|
|
RealType(1 - 0.2697244), // Complement of CDF
|
|
RealType(0.54352369104452836465948073900030320L), // PDF
|
|
RealType(tolerance));
|
|
|
|
BOOST_MATH_STD_USING
|
|
|
|
//
|
|
// 5 eps expressed as a persentage, otherwise the limit of the test data:
|
|
//
|
|
RealType tol2 = (std::max)(boost::math::tools::epsilon<RealType>() * 500, RealType(1e-25));
|
|
RealType x = 2;
|
|
|
|
boost::math::non_central_f_distribution<RealType> dist(20, 15, 30);
|
|
// mean:
|
|
BOOST_CHECK_CLOSE(
|
|
mean(dist)
|
|
, static_cast<RealType>(2.8846153846153846153846153846154L), tol2);
|
|
// variance:
|
|
BOOST_CHECK_CLOSE(
|
|
variance(dist)
|
|
, static_cast<RealType>(2.1422807961269499731038192576654L), tol2);
|
|
// std deviation:
|
|
BOOST_CHECK_CLOSE(
|
|
standard_deviation(dist)
|
|
, sqrt(variance(dist)), tol2);
|
|
// hazard:
|
|
BOOST_CHECK_CLOSE(
|
|
hazard(dist, x)
|
|
, pdf(dist, x) / cdf(complement(dist, x)), tol2);
|
|
// cumulative hazard:
|
|
BOOST_CHECK_CLOSE(
|
|
chf(dist, x)
|
|
, -log(cdf(complement(dist, x))), tol2);
|
|
// coefficient_of_variation:
|
|
BOOST_CHECK_CLOSE(
|
|
coefficient_of_variation(dist)
|
|
, standard_deviation(dist) / mean(dist), tol2);
|
|
BOOST_CHECK_CLOSE(
|
|
median(dist),
|
|
quantile(
|
|
dist,
|
|
static_cast<RealType>(0.5)), static_cast<RealType>(tol2));
|
|
// mode:
|
|
BOOST_CHECK_CLOSE(
|
|
mode(dist)
|
|
, static_cast<RealType>(2.070019130232759428074835788815387743293972985542L), sqrt(tolerance));
|
|
// skewness:
|
|
BOOST_CHECK_CLOSE(
|
|
skewness(dist)
|
|
, static_cast<RealType>(2.1011821125804540669752380228510691320707051692719L), tol2);
|
|
// kurtosis:
|
|
BOOST_CHECK_CLOSE(
|
|
kurtosis(dist)
|
|
, 3 + kurtosis_excess(dist), tol2);
|
|
// kurtosis excess:
|
|
BOOST_CHECK_CLOSE(
|
|
kurtosis_excess(dist)
|
|
, static_cast<RealType>(13.225781681053154767604638331440974359675882226873L), tol2);
|
|
|
|
// Error handling checks:
|
|
check_out_of_range<boost::math::non_central_f_distribution<RealType> >(1, 1, 1);
|
|
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(0, 1, 1), 0), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(-1, 1, 1), 0), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(1, 0, 1), 0), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(1, -1, 1), 0), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(boost::math::non_central_f_distribution<RealType>(1, 1, 1), -1), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(boost::math::non_central_f_distribution<RealType>(1, 1, 1), 2), std::domain_error);
|
|
} // template <class RealType>void test_spots(RealType)
|
|
|
|
BOOST_AUTO_TEST_CASE( test_main )
|
|
{
|
|
BOOST_MATH_CONTROL_FP;
|
|
// Basic sanity-check spot values.
|
|
expected_results();
|
|
// (Parameter value, arbitrarily zero, only communicates the floating point type).
|
|
test_spots(0.0F); // Test float.
|
|
test_spots(0.0); // Test double.
|
|
#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
|
|
#endif
|
|
|
|
|
|
} // BOOST_AUTO_TEST_CASE( test_main )
|
|
|