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WSJT-X/boost/libs/math/test/test_exponential_dist.cpp

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// 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
*/
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