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author | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-04-27 18:24:20 +0000 |
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committer | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-04-27 18:24:20 +0000 |
commit | 483eb2f56657e8e7f419ab1a4fab8dce9ade8609 (patch) | |
tree | e5d88d25d870d5dedacb6bbdbe2a966086a0a5cf /src/boost/libs/math/test/test_binomial.cpp | |
parent | Initial commit. (diff) | |
download | ceph-upstream.tar.xz ceph-upstream.zip |
Adding upstream version 14.2.21.upstream/14.2.21upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
Diffstat (limited to 'src/boost/libs/math/test/test_binomial.cpp')
-rw-r--r-- | src/boost/libs/math/test/test_binomial.cpp | 774 |
1 files changed, 774 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_binomial.cpp b/src/boost/libs/math/test/test_binomial.cpp new file mode 100644 index 00000000..b4a72ae5 --- /dev/null +++ b/src/boost/libs/math/test/test_binomial.cpp @@ -0,0 +1,774 @@ +// test_binomial.cpp + +// 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) + +// Basic sanity test for Binomial Cumulative Distribution Function. + +#define BOOST_MATH_DISCRETE_QUANTILE_POLICY real + +#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 + +#ifdef _MSC_VER +# pragma warning(disable: 4127) // conditional expression is constant. +# pragma warning(disable: 4100) // unreferenced formal parameter. +// Seems an entirely spurious warning - formal parameter T IS used - get error if /* T */ +//# pragma warning(disable: 4535) // calling _set_se_translator() requires /EHa (in Boost.test) +// Enable C++ Exceptions Yes With SEH Exceptions (/EHa) prevents warning 4535. +#endif + +#include <boost/math/tools/test.hpp> +#include <boost/math/concepts/real_concept.hpp> // for real_concept +using ::boost::math::concepts::real_concept; + +#include <boost/math/distributions/binomial.hpp> // for binomial_distribution +using boost::math::binomial_distribution; + +#define BOOST_TEST_MAIN +#include <boost/test/unit_test.hpp> // for test_main +#include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE +#include "table_type.hpp" + +#include "test_out_of_range.hpp" + +#include <iostream> +using std::cout; +using std::endl; +#include <limits> +using std::numeric_limits; + +template <class RealType> +void test_spot( + RealType N, // Number of trials + RealType k, // Number of successes + RealType p, // Probability of success + RealType P, // CDF + RealType Q, // Complement of CDF + RealType tol) // Test tolerance +{ + boost::math::binomial_distribution<RealType> bn(N, p); + BOOST_CHECK_CLOSE( + cdf(bn, k), P, 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 free of error: + // + BOOST_CHECK_CLOSE( + cdf(complement(bn, k)), Q, tol); + if(k != 0) + { + BOOST_CHECK_CLOSE( + quantile(bn, P), k, tol); + } + else + { + // Just check quantile is very small: + if((std::numeric_limits<RealType>::max_exponent <= std::numeric_limits<double>::max_exponent) && (boost::is_floating_point<RealType>::value)) + { + // Limit where this is checked: if exponent range is very large we may + // run out of iterations in our root finding algorithm. + BOOST_CHECK(quantile(bn, P) < boost::math::tools::epsilon<RealType>() * 10); + } + } + if(k != 0) + { + BOOST_CHECK_CLOSE( + quantile(complement(bn, Q)), k, tol); + } + else + { + // Just check quantile is very small: + if((std::numeric_limits<RealType>::max_exponent <= std::numeric_limits<double>::max_exponent) && (boost::is_floating_point<RealType>::value)) + { + // Limit where this is checked: if exponent range is very large we may + // run out of iterations in our root finding algorithm. + BOOST_CHECK(quantile(complement(bn, Q)) < boost::math::tools::epsilon<RealType>() * 10); + } + } + if(k > 0) + { + // estimate success ratio: + // Note lower bound uses a different formual internally + // from upper bound, have to adjust things to prevent + // fencepost errors: + BOOST_CHECK_CLOSE( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k+1, Q), + p, tol); + BOOST_CHECK_CLOSE( + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, P), + p, tol); + + if(Q < P) + { + // Default method (Clopper Pearson) + BOOST_CHECK( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, Q) + <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, Q) + ); + BOOST_CHECK(( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, Q) + <= k/N) && (k/N <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, Q)) + ); + // Bayes Method (Jeffreys Prior) + BOOST_CHECK( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, Q, binomial_distribution<RealType>::jeffreys_prior_interval) + <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, Q, binomial_distribution<RealType>::jeffreys_prior_interval) + ); + BOOST_CHECK(( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, Q, binomial_distribution<RealType>::jeffreys_prior_interval) + <= k/N) && (k/N <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, Q, binomial_distribution<RealType>::jeffreys_prior_interval)) + ); + } + else + { + // Default method (Clopper Pearson) + BOOST_CHECK( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, P) + <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, P) + ); + BOOST_CHECK( + (binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, P) + <= k / N) && (k/N <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, P)) + ); + // Bayes Method (Jeffreys Prior) + BOOST_CHECK( + binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, P, binomial_distribution<RealType>::jeffreys_prior_interval) + <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, P, binomial_distribution<RealType>::jeffreys_prior_interval) + ); + BOOST_CHECK( + (binomial_distribution<RealType>::find_lower_bound_on_p( + N, k, P, binomial_distribution<RealType>::jeffreys_prior_interval) + <= k / N) && (k/N <= + binomial_distribution<RealType>::find_upper_bound_on_p( + N, k, P, binomial_distribution<RealType>::jeffreys_prior_interval)) + ); + } + } + // + // estimate sample size: + // + BOOST_CHECK_CLOSE( + binomial_distribution<RealType>::find_minimum_number_of_trials( + k, p, P), + N, tol); + BOOST_CHECK_CLOSE( + binomial_distribution<RealType>::find_maximum_number_of_trials( + k, p, Q), + N, tol); + } + + // Double check consistency of CDF and PDF by computing + // the finite sum: + RealType sum = 0; + for(unsigned i = 0; i <= k; ++i) + sum += pdf(bn, RealType(i)); + BOOST_CHECK_CLOSE( + sum, P, tol); + // And complement as well: + sum = 0; + for(RealType i = N; i > k; i -= 1) + sum += pdf(bn, i); + if(P < 0.99) + { + BOOST_CHECK_CLOSE( + sum, Q, tol); + } + else + { + // Not enough information content in P for Q to be meaningful + RealType tol = (std::max)(2 * Q, boost::math::tools::epsilon<RealType>()); + BOOST_CHECK(sum < tol); + } +} + +template <class RealType> // Any floating-point type RealType. +void test_spots(RealType T) +{ + // Basic sanity checks, test data is to double precision only + // so set tolerance to 100eps expressed as a persent, or + // 100eps of type double expressed as a persent, whichever + // is the larger. + + RealType tolerance = (std::max) + (boost::math::tools::epsilon<RealType>(), + static_cast<RealType>(std::numeric_limits<double>::epsilon())); + tolerance *= 100 * 1000; + RealType tol2 = boost::math::tools::epsilon<RealType>() * 5 * 100; // 5 eps as a persent + + cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl; + + + // Sources of spot test values: + + // MathCAD defines pbinom(k, n, p) + // returns pr(X ,=k) when random variable X has the binomial distribution with parameters n and p. + // 0 <= k ,= n + // 0 <= p <= 1 + // P = pbinom(30, 500, 0.05) = 0.869147702104609 + + using boost::math::binomial_distribution; + using ::boost::math::cdf; + using ::boost::math::pdf; + +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 0) + // Test binomial using cdf spot values from MathCAD. + // These test quantiles and complements as well. + test_spot( + static_cast<RealType>(500), // Sample size, N + static_cast<RealType>(30), // Number of successes, k + static_cast<RealType>(0.05), // Probability of success, p + static_cast<RealType>(0.869147702104609), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.869147702104609), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(500), // Sample size, N + static_cast<RealType>(250), // Number of successes, k + static_cast<RealType>(0.05), // Probability of success, p + static_cast<RealType>(1), // Probability of result (CDF), P + static_cast<RealType>(0), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(500), // Sample size, N + static_cast<RealType>(470), // Number of successes, k + static_cast<RealType>(0.95), // Probability of success, p + static_cast<RealType>(0.176470742656766), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.176470742656766), // Q = 1 - P + tolerance * 10); // Note higher tolerance on this test! + + test_spot( + static_cast<RealType>(500), // Sample size, N + static_cast<RealType>(400), // Number of successes, k + static_cast<RealType>(0.05), // Probability of success, p + static_cast<RealType>(1), // Probability of result (CDF), P + static_cast<RealType>(0), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(500), // Sample size, N + static_cast<RealType>(400), // Number of successes, k + static_cast<RealType>(0.9), // Probability of success, p + static_cast<RealType>(1.80180425681923E-11), // Probability of result (CDF), P + static_cast<RealType>(1 - 1.80180425681923E-11), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(500), // Sample size, N + static_cast<RealType>(5), // Number of successes, k + static_cast<RealType>(0.05), // Probability of success, p + static_cast<RealType>(9.181808267643E-7), // Probability of result (CDF), P + static_cast<RealType>(1 - 9.181808267643E-7), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(2), // Sample size, N + static_cast<RealType>(1), // Number of successes, k + static_cast<RealType>(0.5), // Probability of success, p + static_cast<RealType>(0.75), // Probability of result (CDF), P + static_cast<RealType>(0.25), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(8), // Sample size, N + static_cast<RealType>(3), // Number of successes, k + static_cast<RealType>(0.25), // Probability of success, p + static_cast<RealType>(0.8861846923828125), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.8861846923828125), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(8), // Sample size, N + static_cast<RealType>(0), // Number of successes, k + static_cast<RealType>(0.25), // Probability of success, p + static_cast<RealType>(0.1001129150390625), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.1001129150390625), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(8), // Sample size, N + static_cast<RealType>(1), // Number of successes, k + static_cast<RealType>(0.25), // Probability of success, p + static_cast<RealType>(0.36708068847656244), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.36708068847656244), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(8), // Sample size, N + static_cast<RealType>(4), // Number of successes, k + static_cast<RealType>(0.25), // Probability of success, p + static_cast<RealType>(0.9727020263671875), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.9727020263671875), // Q = 1 - P + tolerance); + + test_spot( + static_cast<RealType>(8), // Sample size, N + static_cast<RealType>(7), // Number of successes, k + static_cast<RealType>(0.25), // Probability of success, p + static_cast<RealType>(0.9999847412109375), // Probability of result (CDF), P + static_cast<RealType>(1 - 0.9999847412109375), // Q = 1 - P + tolerance); + + // Tests on PDF follow: + BOOST_CHECK_CLOSE( + pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.75)), + static_cast<RealType>(10)), // k. + static_cast<RealType>(0.00992227527967770583927631378173), // 0.00992227527967770583927631378173 + tolerance); + + BOOST_CHECK_CLOSE( + pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.5)), + static_cast<RealType>(10)), // k. + static_cast<RealType>(0.17619705200195312500000000000000000000), // get k=10 0.049611376398388612 p = 0.25 + tolerance); + + // Binomial pdf Test values from + // http://www.adsciengineering.com/bpdcalc/index.php for example + // http://www.adsciengineering.com/bpdcalc/index.php?n=20&p=0.25&start=0&stop=20&Submit=Generate + // Appears to use at least 80-bit long double for 32 decimal digits accuracy, + // but loses accuracy of display if leading zeros? + // (if trailings zero then are exact values?) + // so useful for testing 64-bit double accuracy. + // P = 0.25, n = 20, k = 0 to 20 + + //0 C(20,0) * 0.25^0 * 0.75^20 0.00317121193893399322405457496643 + //1 C(20,1) * 0.25^1 * 0.75^19 0.02114141292622662149369716644287 + //2 C(20,2) * 0.25^2 * 0.75^18 0.06694780759971763473004102706909 + //3 C(20,3) * 0.25^3 * 0.75^17 0.13389561519943526946008205413818 + //4 C(20,4) * 0.25^4 * 0.75^16 0.18968545486586663173511624336242 + //5 C(20,5) * 0.25^5 * 0.75^15 0.20233115185692440718412399291992 + //6 C(20,6) * 0.25^6 * 0.75^14 0.16860929321410367265343666076660 + //7 C(20,7) * 0.25^7 * 0.75^13 0.11240619547606911510229110717773 + //8 C(20,8) * 0.25^8 * 0.75^12 0.06088668921620410401374101638793 + //9 C(20,9) * 0.25^9 * 0.75^11 0.02706075076275737956166267395019 + //10 C(20,10) * 0.25^10 * 0.75^10 0.00992227527967770583927631378173 + //11 C(20,11) * 0.25^11 * 0.75^9 0.00300675008475081995129585266113 + //12 C(20,12) * 0.25^12 * 0.75^8 0.00075168752118770498782396316528 + //13 C(20,13) * 0.25^13 * 0.75^7 0.00015419231203850358724594116210 + //14 C(20,14) * 0.25^14 * 0.75^6 0.00002569871867308393120765686035 + //15 C(20,15) * 0.25^15 * 0.75^5 0.00000342649582307785749435424804 + //16 C(20,16) * 0.25^16 * 0.75^4 0.00000035692664823727682232856750 + //17 C(20,17) * 0.25^17 * 0.75^3 0.00000002799424692057073116302490 + //18 C(20,18) * 0.25^18 * 0.75^2 0.00000000155523594003170728683471 + //19 C(20,19) * 0.25^19 * 0.75^1 0.00000000005456968210637569427490 + //20 C(20,20) * 0.25^20 * 0.75^0 0.00000000000090949470177292823791 + + + BOOST_CHECK_CLOSE( + pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)), + static_cast<RealType>(10)), // k. + static_cast<RealType>(0.00992227527967770583927631378173), // k=10 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 0 use different formula - only exp so more accurate. + pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)), + static_cast<RealType>(0)), // k. + static_cast<RealType>(0.00317121193893399322405457496643), // k=0 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 20 use different formula - only exp so more accurate. + pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)), + static_cast<RealType>(20)), // k == n. + static_cast<RealType>(0.00000000000090949470177292823791), // k=20 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 1. + pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)), + static_cast<RealType>(1)), // k. + static_cast<RealType>(0.02114141292622662149369716644287), // k=1 p = 0.25 + tolerance); + + // Some exact (probably) values. + BOOST_CHECK_CLOSE( + pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(0)), // k. + static_cast<RealType>(0.10011291503906250000000000000000), // k=0 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 1. + pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(1)), // k. + static_cast<RealType>(0.26696777343750000000000000000000), // k=1 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 2. + pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(2)), // k. + static_cast<RealType>(0.31146240234375000000000000000000), // k=2 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 3. + pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(3)), // k. + static_cast<RealType>(0.20764160156250000000000000000000), // k=3 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 7. + pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(7)), // k. + static_cast<RealType>(0.00036621093750000000000000000000), // k=7 p = 0.25 + tolerance); + + BOOST_CHECK_CLOSE( // k = 8. + pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(8)), // k = n. + static_cast<RealType>(0.00001525878906250000000000000000), // k=8 p = 0.25 + tolerance); + + binomial_distribution<RealType> dist(static_cast<RealType>(8), static_cast<RealType>(0.25)); + RealType x = static_cast<RealType>(0.125); + using namespace std; // ADL of std names. + // mean: + BOOST_CHECK_CLOSE( + mean(dist) + , static_cast<RealType>(8 * 0.25), tol2); + // variance: + BOOST_CHECK_CLOSE( + variance(dist) + , static_cast<RealType>(8 * 0.25 * 0.75), tol2); + // std deviation: + BOOST_CHECK_CLOSE( + standard_deviation(dist) + , static_cast<RealType>(sqrt(8 * 0.25L * 0.75L)), 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); + // mode: + BOOST_CHECK_CLOSE( + mode(dist) + , static_cast<RealType>(std::floor(9 * 0.25)), tol2); + // skewness: + BOOST_CHECK_CLOSE( + skewness(dist) + , static_cast<RealType>(0.40824829046386301636621401245098L), (std::max)(tol2, static_cast<RealType>(5e-29))); // test data has 32 digits only. + // kurtosis: + BOOST_CHECK_CLOSE( + kurtosis(dist) + , static_cast<RealType>(2.916666666666666666666666666666666666L), tol2); + // kurtosis excess: + BOOST_CHECK_CLOSE( + kurtosis_excess(dist) + , static_cast<RealType>(-0.08333333333333333333333333333333333333L), tol2); + // Check kurtosis_excess == kurtosis -3; + BOOST_CHECK_EQUAL(kurtosis(dist), static_cast<RealType>(3) + kurtosis_excess(dist)); + + // special cases for PDF: + BOOST_CHECK_EQUAL( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0)), + static_cast<RealType>(0)), static_cast<RealType>(1) + ); + BOOST_CHECK_EQUAL( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0)), + static_cast<RealType>(0.0001)), static_cast<RealType>(0) + ); + BOOST_CHECK_EQUAL( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(1)), + static_cast<RealType>(0.001)), static_cast<RealType>(0) + ); + BOOST_CHECK_EQUAL( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(1)), + static_cast<RealType>(8)), static_cast<RealType>(1) + ); + BOOST_CHECK_EQUAL( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(0), static_cast<RealType>(0.25)), + static_cast<RealType>(0)), static_cast<RealType>(1) + ); + BOOST_MATH_CHECK_THROW( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(-1), static_cast<RealType>(0.25)), + static_cast<RealType>(0)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(-0.25)), + static_cast<RealType>(0)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(1.25)), + static_cast<RealType>(0)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(-1)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + pdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(9)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(-1)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(9)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(-0.25)), + static_cast<RealType>(0)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(1.25)), + static_cast<RealType>(0)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + quantile( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(-0.25)), + static_cast<RealType>(0)), std::domain_error + ); + BOOST_MATH_CHECK_THROW( + quantile( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(1.25)), + static_cast<RealType>(0)), std::domain_error + ); + + BOOST_CHECK_EQUAL( + quantile( + binomial_distribution<RealType>(static_cast<RealType>(16), static_cast<RealType>(0.25)), + static_cast<RealType>(0.01)), // Less than cdf == pdf(binomial_distribution<RealType>(16, 0.25), 0) + static_cast<RealType>(0) // so expect zero as best approximation. + ); + + BOOST_CHECK_EQUAL( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)), + static_cast<RealType>(8)), static_cast<RealType>(1) + ); + BOOST_CHECK_EQUAL( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0)), + static_cast<RealType>(7)), static_cast<RealType>(1) + ); + BOOST_CHECK_EQUAL( + cdf( + binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(1)), + static_cast<RealType>(7)), static_cast<RealType>(0) + ); + +#endif + + { + // This is a visual sanity check that everything is OK: + binomial_distribution<RealType> my8dist(8., 0.25); // Note: double values (matching the distribution definition) avoid the need for any casting. + //cout << "mean(my8dist) = " << boost::math::mean(my8dist) << endl; // mean(my8dist) = 2 + //cout << "my8dist.trials() = " << my8dist.trials() << endl; // my8dist.trials() = 8 + //cout << "my8dist.success_fraction() = " << my8dist.success_fraction() << endl; // my8dist.success_fraction() = 0.25 + BOOST_CHECK_CLOSE(my8dist.trials(), static_cast<RealType>(8), tol2); + BOOST_CHECK_CLOSE(my8dist.success_fraction(), static_cast<RealType>(0.25), tol2); + + //{ + // int n = static_cast<int>(boost::math::tools::real_cast<double>(my8dist.trials())); + // RealType sumcdf = 0.; + // for (int k = 0; k <= n; k++) + // { + // cout << k << ' ' << pdf(my8dist, static_cast<RealType>(k)); + // sumcdf += pdf(my8dist, static_cast<RealType>(k)); + // cout << ' ' << sumcdf; + // cout << ' ' << cdf(my8dist, static_cast<RealType>(k)); + // cout << ' ' << sumcdf - cdf(my8dist, static_cast<RealType>(k)) << endl; + // } // for k + // } + // n = 8, p =0.25 + //k pdf cdf + //0 0.1001129150390625 0.1001129150390625 + //1 0.26696777343749994 0.36708068847656244 + //2 0.31146240234375017 0.67854309082031261 + //3 0.20764160156249989 0.8861846923828125 + //4 0.086517333984375 0.9727020263671875 + //5 0.023071289062499997 0.9957733154296875 + //6 0.0038452148437500009 0.9996185302734375 + //7 0.00036621093749999984 0.9999847412109375 + //8 1.52587890625e-005 1 1 0 + } +#define T RealType +#include "binomial_quantile.ipp" + + for(unsigned i = 0; i < binomial_quantile_data.size(); ++i) + { + using namespace boost::math::policies; + RealType tol = boost::math::tools::epsilon<RealType>() * 500; + if(!boost::is_floating_point<RealType>::value) + tol *= 10; // no lanczos approximation implies less accuracy + RealType x; +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 1) + // + // Check full real value first: + // + typedef policy<discrete_quantile<boost::math::policies::real> > P1; + binomial_distribution<RealType, P1> p1(binomial_quantile_data[i][0], binomial_quantile_data[i][1]); + x = quantile(p1, binomial_quantile_data[i][2]); + BOOST_CHECK_CLOSE_FRACTION(x, (RealType)binomial_quantile_data[i][3], tol); + x = quantile(complement(p1, (RealType)binomial_quantile_data[i][2])); + BOOST_CHECK_CLOSE_FRACTION(x, (RealType)binomial_quantile_data[i][4], tol); +#endif +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 2) + // + // Now with round down to integer: + // + typedef policy<discrete_quantile<integer_round_down> > P2; + binomial_distribution<RealType, P2> p2(binomial_quantile_data[i][0], binomial_quantile_data[i][1]); + x = quantile(p2, binomial_quantile_data[i][2]); + BOOST_CHECK_EQUAL(x, (RealType)floor(binomial_quantile_data[i][3])); + x = quantile(complement(p2, binomial_quantile_data[i][2])); + BOOST_CHECK_EQUAL(x, (RealType)floor(binomial_quantile_data[i][4])); +#endif +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 3) + // + // Now with round up to integer: + // + typedef policy<discrete_quantile<integer_round_up> > P3; + binomial_distribution<RealType, P3> p3(binomial_quantile_data[i][0], binomial_quantile_data[i][1]); + x = quantile(p3, binomial_quantile_data[i][2]); + BOOST_CHECK_EQUAL(x, (RealType)ceil(binomial_quantile_data[i][3])); + x = quantile(complement(p3, binomial_quantile_data[i][2])); + BOOST_CHECK_EQUAL(x, (RealType)ceil(binomial_quantile_data[i][4])); +#endif +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 4) + // + // Now with round to integer "outside": + // + typedef policy<discrete_quantile<integer_round_outwards> > P4; + binomial_distribution<RealType, P4> p4(binomial_quantile_data[i][0], binomial_quantile_data[i][1]); + x = quantile(p4, binomial_quantile_data[i][2]); + BOOST_CHECK_EQUAL(x, (RealType)(binomial_quantile_data[i][2] < 0.5f ? floor(binomial_quantile_data[i][3]) : ceil(binomial_quantile_data[i][3]))); + x = quantile(complement(p4, binomial_quantile_data[i][2])); + BOOST_CHECK_EQUAL(x, (RealType)(binomial_quantile_data[i][2] < 0.5f ? ceil(binomial_quantile_data[i][4]) : floor(binomial_quantile_data[i][4]))); +#endif +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 5) + // + // Now with round to integer "inside": + // + typedef policy<discrete_quantile<integer_round_inwards> > P5; + binomial_distribution<RealType, P5> p5(binomial_quantile_data[i][0], binomial_quantile_data[i][1]); + x = quantile(p5, binomial_quantile_data[i][2]); + BOOST_CHECK_EQUAL(x, (RealType)(binomial_quantile_data[i][2] < 0.5f ? ceil(binomial_quantile_data[i][3]) : floor(binomial_quantile_data[i][3]))); + x = quantile(complement(p5, binomial_quantile_data[i][2])); + BOOST_CHECK_EQUAL(x, (RealType)(binomial_quantile_data[i][2] < 0.5f ? floor(binomial_quantile_data[i][4]) : ceil(binomial_quantile_data[i][4]))); +#endif +#if !defined(TEST_ROUNDING) || (TEST_ROUNDING == 6) + // + // Now with round to nearest integer: + // + typedef policy<discrete_quantile<integer_round_nearest> > P6; + binomial_distribution<RealType, P6> p6(binomial_quantile_data[i][0], binomial_quantile_data[i][1]); + x = quantile(p6, binomial_quantile_data[i][2]); + BOOST_CHECK_EQUAL(x, (RealType)(floor(binomial_quantile_data[i][3] + 0.5f))); + x = quantile(complement(p6, binomial_quantile_data[i][2])); + BOOST_CHECK_EQUAL(x, (RealType)(floor(binomial_quantile_data[i][4] + 0.5f))); +#endif + } + + check_out_of_range<boost::math::binomial_distribution<RealType> >(1, 1); // (All) valid constructor parameter values. + + +} // template <class RealType>void test_spots(RealType) + +BOOST_AUTO_TEST_CASE( test_main ) +{ + BOOST_MATH_CONTROL_FP; + // Check that can generate binomial distribution using one convenience methods: + binomial_distribution<> mybn2(1., 0.5); // Using default RealType double. + // but that + // boost::math::binomial mybn1(1., 0.5); // Using typedef fails + // error C2039: 'binomial' : is not a member of 'boost::math' + + // Basic sanity-check spot values. + + // (Parameter value, arbitrarily zero, only communicates the floating point type). +#ifdef TEST_FLOAT + test_spots(0.0F); // Test float. +#endif +#ifdef TEST_DOUBLE + test_spots(0.0); // Test double. +#endif +#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS +#ifdef TEST_LDOUBLE + test_spots(0.0L); // Test long double. +#endif +#if !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS) +#ifdef TEST_REAL_CONCEPT + test_spots(boost::math::concepts::real_concept(0.)); // Test real concept. +#endif +#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: + + Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_binomial.exe" + Running 1 test case... + Tolerance for type float is 0.0119209 % + Tolerance for type double is 2.22045e-011 % + Tolerance for type long double is 2.22045e-011 % + Tolerance for type class boost::math::concepts::real_concept is 2.22045e-011 % + + *** No errors detected + +========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ========== + + +*/ |