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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_triangular.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_triangular.cpp')
-rw-r--r-- | src/boost/libs/math/test/test_triangular.cpp | 761 |
1 files changed, 761 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_triangular.cpp b/src/boost/libs/math/test/test_triangular.cpp new file mode 100644 index 00000000..b0620a6a --- /dev/null +++ b/src/boost/libs/math/test/test_triangular.cpp @@ -0,0 +1,761 @@ +// Copyright Paul Bristow 2006, 2007. +// Copyright John Maddock 2006, 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_triangular.cpp + +#include <pch.hpp> + +#ifdef _MSC_VER +# pragma warning(disable: 4127) // conditional expression is constant. +# pragma warning(disable: 4305) // truncation from 'long double' to 'float' +#endif + +#include <boost/math/concepts/real_concept.hpp> // for real_concept +#define BOOST_TEST_MAIN +#include <boost/test/unit_test.hpp> // Boost.Test +#include <boost/test/tools/floating_point_comparison.hpp> + +#include <boost/math/distributions/triangular.hpp> +using boost::math::triangular_distribution; +#include <boost/math/tools/test.hpp> +#include <boost/math/special_functions/fpclassify.hpp> +#include "test_out_of_range.hpp" + +#include <iostream> +#include <iomanip> +using std::cout; +using std::endl; +using std::scientific; +using std::fixed; +using std::left; +using std::right; +using std::setw; +using std::setprecision; +using std::showpos; +#include <limits> +using std::numeric_limits; + +template <class RealType> +void check_triangular(RealType lower, RealType mode, RealType upper, RealType x, RealType p, RealType q, RealType tol) +{ + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf( + triangular_distribution<RealType>(lower, mode, upper), // distribution. + x), // random variable. + p, // probability. + tol); // tolerance. + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf( + complement( + triangular_distribution<RealType>(lower, mode, upper), // distribution. + x)), // random variable. + q, // probability complement. + tol); // tolerance. + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::quantile( + triangular_distribution<RealType>(lower,mode, upper), // distribution. + p), // probability. + x, // random variable. + tol); // tolerance. + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::quantile( + complement( + triangular_distribution<RealType>(lower, mode, upper), // distribution. + q)), // probability complement. + x, // random variable. + tol); // tolerance. +} // void check_triangular + +template <class RealType> +void test_spots(RealType) +{ + // Basic sanity checks: + // + // Some test values were generated for the triangular distribution + // using the online calculator at + // http://espse.ed.psu.edu/edpsych/faculty/rhale/hale/507Mat/statlets/free/pdist.htm + // + // Tolerance is just over 5 epsilon expressed as a fraction: + RealType tolerance = boost::math::tools::epsilon<RealType>() * 5; // 5 eps as a fraction. + RealType tol5eps = boost::math::tools::epsilon<RealType>() * 5; // 5 eps as a fraction. + + cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << "." << endl; + + using namespace std; // for ADL of std::exp; + + // Tests on construction + // Default should be 0, 0, 1 + BOOST_CHECK_EQUAL(triangular_distribution<RealType>().lower(), -1); + BOOST_CHECK_EQUAL(triangular_distribution<RealType>().mode(), 0); + BOOST_CHECK_EQUAL(triangular_distribution<RealType>().upper(), 1); + BOOST_CHECK_EQUAL(support(triangular_distribution<RealType>()).first, triangular_distribution<RealType>().lower()); + BOOST_CHECK_EQUAL(support(triangular_distribution<RealType>()).second, triangular_distribution<RealType>().upper()); + + if (std::numeric_limits<RealType>::has_quiet_NaN == true) + { + BOOST_MATH_CHECK_THROW( // duff parameter lower. + triangular_distribution<RealType>(static_cast<RealType>(std::numeric_limits<RealType>::quiet_NaN()), 0, 0), + std::domain_error); + + BOOST_MATH_CHECK_THROW( // duff parameter mode. + triangular_distribution<RealType>(0, static_cast<RealType>(std::numeric_limits<RealType>::quiet_NaN()), 0), + std::domain_error); + + BOOST_MATH_CHECK_THROW( // duff parameter upper. + triangular_distribution<RealType>(0, 0, static_cast<RealType>(std::numeric_limits<RealType>::quiet_NaN())), + std::domain_error); + } // quiet_NaN tests. + + BOOST_MATH_CHECK_THROW( // duff parameters upper < lower. + triangular_distribution<RealType>(1, 0, -1), + std::domain_error); + + BOOST_MATH_CHECK_THROW( // duff parameters upper == lower. + triangular_distribution<RealType>(0, 0, 0), + std::domain_error); + BOOST_MATH_CHECK_THROW( // duff parameters mode < lower. + triangular_distribution<RealType>(0, -1, 1), + std::domain_error); + + BOOST_MATH_CHECK_THROW( // duff parameters mode > upper. + triangular_distribution<RealType>(0, 2, 1), + std::domain_error); + + // Tests for PDF + // // triangular_distribution<RealType>() default is (0, 0, 1), mode == lower. + BOOST_CHECK_CLOSE_FRACTION( // x == lower == mode + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0)), + static_cast<RealType>(2), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x == upper + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(1)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x > upper + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-1)), + static_cast<RealType>(0), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( // x < lower + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x < lower + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2)), + static_cast<RealType>(0), + tolerance); + + // triangular_distribution<RealType>() (0, 1, 1) mode == upper + BOOST_CHECK_CLOSE_FRACTION( // x == lower + pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x == upper + pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1)), + static_cast<RealType>(2), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x > upper + pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(-1)), + static_cast<RealType>(0), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( // x < lower + pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(2)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x < middle so Wiki says special case pdf = 2 * x + pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.25)), + static_cast<RealType>(0.5), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x < middle so Wiki says special case cdf = x * x + cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.25)), + static_cast<RealType>(0.25 * 0.25), + tolerance); + + // triangular_distribution<RealType>() (0, 0.5, 1) mode == middle. + BOOST_CHECK_CLOSE_FRACTION( // x == lower + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x == upper + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(1)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x > upper + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(-1)), + static_cast<RealType>(0), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( // x < lower + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(2)), + static_cast<RealType>(0), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x == mode + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.5)), + static_cast<RealType>(2), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x == half mode + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.25)), + static_cast<RealType>(1), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( // x == half mode + pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.75)), + static_cast<RealType>(1), + tolerance); + + if(std::numeric_limits<RealType>::has_infinity) + { // BOOST_CHECK tests for infinity using std::numeric_limits<>::infinity() + // Note that infinity is not implemented for real_concept, so these tests + // are only done for types, like built-in float, double.. that have infinity. + // Note that these assume that BOOST_MATH_OVERFLOW_ERROR_POLICY is NOT throw_on_error. + // #define BOOST_MATH_OVERFLOW_ERROR_POLICY == throw_on_error would give a throw here. + // #define BOOST_MATH_DOMAIN_ERROR_POLICY == throw_on_error IS defined, so the throw path + // of error handling is tested below with BOOST_MATH_CHECK_THROW tests. + + BOOST_MATH_CHECK_THROW( // x == infinity NOT OK. + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(std::numeric_limits<RealType>::infinity())), + std::domain_error); + + BOOST_MATH_CHECK_THROW( // x == minus infinity not OK too. + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-std::numeric_limits<RealType>::infinity())), + std::domain_error); + } + if(std::numeric_limits<RealType>::has_quiet_NaN) + { // BOOST_CHECK tests for NaN using std::numeric_limits<>::has_quiet_NaN() - should throw. + BOOST_MATH_CHECK_THROW( + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(std::numeric_limits<RealType>::quiet_NaN())), + std::domain_error); + BOOST_MATH_CHECK_THROW( + pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-std::numeric_limits<RealType>::quiet_NaN())), + std::domain_error); + } // test for x = NaN using std::numeric_limits<>::quiet_NaN() + + // cdf + BOOST_CHECK_EQUAL( // x < lower + cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(-1)), + static_cast<RealType>(0) ); + BOOST_CHECK_CLOSE_FRACTION( // x == lower + cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0)), + static_cast<RealType>(0), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( // x == upper + cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1)), + static_cast<RealType>(1), + tolerance); + BOOST_CHECK_EQUAL( // x > upper + cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(2)), + static_cast<RealType>(1)); + + BOOST_CHECK_CLOSE_FRACTION( // x == mode + cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0)), + //static_cast<RealType>((mode - lower) / (upper - lower)), + static_cast<RealType>(0.5), // (0 --1) / (1 -- 1) = 0.5 + tolerance); + BOOST_CHECK_CLOSE_FRACTION( + cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.9L)), + static_cast<RealType>(0.81L), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( + cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-1)), + static_cast<RealType>(0), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( + cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-0.5L)), + static_cast<RealType>(0.125L), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( + cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0)), + static_cast<RealType>(0.5), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( + cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(+0.5L)), + static_cast<RealType>(0.875L), + tolerance); + BOOST_CHECK_CLOSE_FRACTION( + cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(1)), + static_cast<RealType>(1), + tolerance); + + // cdf complement + BOOST_CHECK_EQUAL( // x < lower + cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-1))), + static_cast<RealType>(1)); + BOOST_CHECK_EQUAL( // x == lower + cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0))), + static_cast<RealType>(1)); + + BOOST_CHECK_EQUAL( // x == mode + cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0))), + static_cast<RealType>(0.5)); + + BOOST_CHECK_EQUAL( // x == mode + cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0))), + static_cast<RealType>(1)); + BOOST_CHECK_EQUAL( // x == mode + cdf(complement(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1))), + static_cast<RealType>(0)); + + BOOST_CHECK_EQUAL( // x > upper + cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2))), + static_cast<RealType>(0)); + BOOST_CHECK_EQUAL( // x == upper + cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(1))), + static_cast<RealType>(0)); + + BOOST_CHECK_CLOSE_FRACTION( // x = -0.5 + cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-0.5))), + static_cast<RealType>(0.875L), + tolerance); + + BOOST_CHECK_CLOSE_FRACTION( // x = +0.5 + cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0.5))), + static_cast<RealType>(0.125), + tolerance); + + triangular_distribution<RealType> triang; // Using typedef == triangular_distribution<double> tristd; + triangular_distribution<RealType> tristd(0, 0.5, 1); // 'Standard' triangular distribution. + + BOOST_CHECK_CLOSE_FRACTION( // median of Standard triangular is sqrt(mode/2) if c > 1/2 else 1 - sqrt((1-c)/2) + median(tristd), + static_cast<RealType>(0.5), + tolerance); + triangular_distribution<RealType> tri011(0, 1, 1); // Using default RealType double. + triangular_distribution<RealType> tri0q1(0, 0.25, 1); // mode is near bottom. + triangular_distribution<RealType> tri0h1(0, 0.5, 1); // Equilateral triangle - mode is the middle. + triangular_distribution<RealType> trim12(-1, -0.5, 2); // mode is negative. + + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.02L), static_cast<RealType>(0.0016L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.5L), static_cast<RealType>(0.66666666666666666666666666666666666666666666667L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.98L), static_cast<RealType>(0.9994666666666666666666666666666666666666666666L), tolerance); + + // quantile + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, static_cast<RealType>(0.0016L)), static_cast<RealType>(0.02L), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, static_cast<RealType>(0.66666666666666666666666666666666666666666666667L)), static_cast<RealType>(0.5), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, static_cast<RealType>(0.3333333333333333333333333333333333333333333333333L))), static_cast<RealType>(0.5), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, static_cast<RealType>(0.999466666666666666666666666666666666666666666666666L)), static_cast<RealType>(98) / 100, 10 * tol5eps); + + BOOST_CHECK_CLOSE_FRACTION(pdf(trim12, 0), static_cast<RealType>(0.533333333333333333333333333333333333333333333L), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(cdf(trim12, 0), static_cast<RealType>(0.466666666666666666666666666666666666666666667L), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(cdf(complement(trim12, 0)), static_cast<RealType>(1 - 0.466666666666666666666666666666666666666666667L), tol5eps); + + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, static_cast<RealType>(1 - 0.999466666666666666666666666666666666666666666666L))), static_cast<RealType>(0.98L), 10 * tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast<RealType>(1))), static_cast<RealType>(0), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast<RealType>(0.5))), static_cast<RealType>(0.5), tol5eps); // OK + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast<RealType>(1 - 0.02L))), static_cast<RealType>(0.1L), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast<RealType>(1 - 0.98L))), static_cast<RealType>(0.9L), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 0)), static_cast<RealType>(1), tol5eps); + + RealType xs [] = {0, 0.01L, 0.02L, 0.05L, 0.1L, 0.2L, 0.3L, 0.4L, 0.5L, 0.6L, 0.7L, 0.8L, 0.9L, 0.95L, 0.98L, 0.99L, 1}; + + const triangular_distribution<RealType>& distr = triang; + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(distr, 1.)), static_cast<RealType>(-1), tol5eps); + const triangular_distribution<RealType>* distp = &triang; + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*distp, 1.)), static_cast<RealType>(-1), tol5eps); + + const triangular_distribution<RealType>* dists [] = {&tristd, &tri011, &tri0q1, &tri0h1, &trim12}; + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*dists[1], 1.)), static_cast<RealType>(0), tol5eps); + + for (int i = 0; i < 5; i++) + { + const triangular_distribution<RealType>* const dist = dists[i]; + // cout << "Distribution " << i << endl; + BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.5L), quantile(complement(*dist, 0.5L)), tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.98L), quantile(complement(*dist, 1.L - 0.98L)),tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.98L), quantile(complement(*dist, 1.L - 0.98L)),tol5eps); + } // for i + + // quantile complement + for (int i = 0; i < 5; i++) + { + const triangular_distribution<RealType>* const dist = dists[i]; + //cout << "Distribution " << i << endl; + BOOST_CHECK_EQUAL(quantile(complement(*dists[i], 1.)), quantile(*dists[i], 0.)); + for (unsigned j = 0; j < sizeof(xs) /sizeof(RealType); j++) + { + RealType x = xs[j]; + BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], x), quantile(complement(*dist, 1 - x)), tol5eps); + } // for j + } // for i + + + check_triangular( + static_cast<RealType>(0), // lower + static_cast<RealType>(0.5), // mode + static_cast<RealType>(1), // upper + static_cast<RealType>(0.5), // x + static_cast<RealType>(0.5), // p + static_cast<RealType>(1 - 0.5), // q + tolerance); + + // Some Not-standard triangular tests. + check_triangular( + static_cast<RealType>(-1), // lower + static_cast<RealType>(0), // mode + static_cast<RealType>(1), // upper + static_cast<RealType>(0), // x + static_cast<RealType>(0.5), // p + static_cast<RealType>(1 - 0.5), // q = 1 - p + tolerance); + + check_triangular( + static_cast<RealType>(1), // lower + static_cast<RealType>(1), // mode + static_cast<RealType>(3), // upper + static_cast<RealType>(2), // x + static_cast<RealType>(0.75), // p + static_cast<RealType>(1 - 0.75), // q = 1 - p + tolerance); + + check_triangular( + static_cast<RealType>(-1), // lower + static_cast<RealType>(1), // mode + static_cast<RealType>(2), // upper + static_cast<RealType>(1), // x + static_cast<RealType>(0.66666666666666666666666666666666666666666667L), // p + static_cast<RealType>(0.33333333333333333333333333333333333333333333L), // q = 1 - p + tolerance); + tolerance = (std::max)( + boost::math::tools::epsilon<RealType>(), + static_cast<RealType>(boost::math::tools::epsilon<double>())) * 10; // 10 eps as a fraction. + cout << "Tolerance (as fraction) for type " << typeid(RealType).name() << " is " << tolerance << "." << endl; + + triangular_distribution<RealType> tridef; // (-1, 0, 1) // Default distribution. + RealType x = static_cast<RealType>(0.5); + using namespace std; // ADL of std names. + // mean: + BOOST_CHECK_CLOSE_FRACTION( + mean(tridef), static_cast<RealType>(0), tolerance); + // variance: + BOOST_CHECK_CLOSE_FRACTION( + variance(tridef), static_cast<RealType>(0.16666666666666666666666666666666666666666667L), tolerance); + // was 0.0833333333333333333333333333333333333333333L + + // std deviation: + BOOST_CHECK_CLOSE_FRACTION( + standard_deviation(tridef), sqrt(variance(tridef)), tolerance); + // hazard: + BOOST_CHECK_CLOSE_FRACTION( + hazard(tridef, x), pdf(tridef, x) / cdf(complement(tridef, x)), tolerance); + // cumulative hazard: + BOOST_CHECK_CLOSE_FRACTION( + chf(tridef, x), -log(cdf(complement(tridef, x))), tolerance); + // coefficient_of_variation: + if (mean(tridef) != 0) + { + BOOST_CHECK_CLOSE_FRACTION( + coefficient_of_variation(tridef), standard_deviation(tridef) / mean(tridef), tolerance); + } + // mode: + BOOST_CHECK_CLOSE_FRACTION( + mode(tridef), static_cast<RealType>(0), tolerance); + // skewness: + BOOST_CHECK_CLOSE_FRACTION( + median(tridef), static_cast<RealType>(0), tolerance); + // https://reference.wolfram.com/language/ref/Skewness.html skewness{-1, 0, +1} = 0 + // skewness[triangulardistribution{-1, 0, +1}] does not compute a result. + // skewness[triangulardistribution{0, +1}] result == 0 + // skewness[normaldistribution{0,1}] result == 0 + + BOOST_CHECK_EQUAL( + skewness(tridef), static_cast<RealType>(0)); + // kurtosis: + BOOST_CHECK_CLOSE_FRACTION( + kurtosis_excess(tridef), kurtosis(tridef) - static_cast<RealType>(3L), tolerance); + // kurtosis excess = kurtosis - 3; + BOOST_CHECK_CLOSE_FRACTION( + kurtosis_excess(tridef), static_cast<RealType>(-0.6), tolerance); // Constant value of -3/5 for all distributions. + + { + triangular_distribution<RealType> tri01(0, 1, 1); // Asymmetric 0, 1, 1 distribution. + RealType x = static_cast<RealType>(0.5); + using namespace std; // ADL of std names. + // mean: + BOOST_CHECK_CLOSE_FRACTION( + mean(tri01), static_cast<RealType>(0.66666666666666666666666666666666666666666666666667L), tolerance); + // variance: N[variance[triangulardistribution{0, 1}, 1], 50] + BOOST_CHECK_CLOSE_FRACTION( + variance(tri01), static_cast<RealType>(0.055555555555555555555555555555555555555555555555556L), tolerance); + // std deviation: + BOOST_CHECK_CLOSE_FRACTION( + standard_deviation(tri01), sqrt(variance(tri01)), tolerance); + // hazard: + BOOST_CHECK_CLOSE_FRACTION( + hazard(tri01, x), pdf(tri01, x) / cdf(complement(tri01, x)), tolerance); + // cumulative hazard: + BOOST_CHECK_CLOSE_FRACTION( + chf(tri01, x), -log(cdf(complement(tri01, x))), tolerance); + // coefficient_of_variation: + if (mean(tri01) != 0) + { + BOOST_CHECK_CLOSE_FRACTION( + coefficient_of_variation(tri01), standard_deviation(tri01) / mean(tri01), tolerance); + } + // mode: + BOOST_CHECK_CLOSE_FRACTION( + mode(tri01), static_cast<RealType>(1), tolerance); + // skewness: + BOOST_CHECK_CLOSE_FRACTION( + median(tri01), static_cast<RealType>(0.70710678118654752440084436210484903928483593768847L), tolerance); + + // https://reference.wolfram.com/language/ref/Skewness.html + // N[skewness[triangulardistribution{0, 1}, 1], 50] + BOOST_CHECK_CLOSE_FRACTION( + skewness(tri01), static_cast<RealType>(-0.56568542494923801952067548968387923142786875015078L), tolerance); + // kurtosis: + BOOST_CHECK_CLOSE_FRACTION( + kurtosis_excess(tri01), kurtosis(tri01) - static_cast<RealType>(3L), tolerance); + // kurtosis excess = kurtosis - 3; + BOOST_CHECK_CLOSE_FRACTION( + kurtosis_excess(tri01), static_cast<RealType>(-0.6), tolerance); // Constant value of -3/5 for all distributions. + } // tri01 tests + + if(std::numeric_limits<RealType>::has_infinity) + { // BOOST_CHECK tests for infinity using std::numeric_limits<>::infinity() + // Note that infinity is not implemented for real_concept, so these tests + // are only done for types, like built-in float, double.. that have infinity. + // Note that these assume that BOOST_MATH_OVERFLOW_ERROR_POLICY is NOT throw_on_error. + // #define BOOST_MATH_OVERFLOW_ERROR_POLICY == throw_on_error would give a throw here. + // #define BOOST_MATH_DOMAIN_ERROR_POLICY == throw_on_error IS defined, so the throw path + // of error handling is tested below with BOOST_MATH_CHECK_THROW tests. + + using boost::math::policies::policy; + using boost::math::policies::domain_error; + using boost::math::policies::ignore_error; + + // Define a (bad?) policy to ignore domain errors ('bad' arguments): + typedef policy<domain_error<ignore_error> > inf_policy; // domain error returns infinity. + triangular_distribution<RealType, inf_policy> tridef_inf(-1, 0., 1); + // But can't use BOOST_CHECK_EQUAL(?, quiet_NaN) + using boost::math::isnan; + BOOST_CHECK((isnan)(pdf(tridef_inf, std::numeric_limits<RealType>::infinity()))); + } // test for infinity using std::numeric_limits<>::infinity() + else + { // real_concept case, does has_infinfity == false, so can't check it throws. + // cout << std::numeric_limits<RealType>::infinity() << ' ' + // << (boost::math::fpclassify)(std::numeric_limits<RealType>::infinity()) << endl; + // value of std::numeric_limits<RealType>::infinity() is zero, so FPclassify is zero, + // so (boost::math::isfinite)(std::numeric_limits<RealType>::infinity()) does not detect infinity. + // so these tests would never throw. + //BOOST_MATH_CHECK_THROW(pdf(tridef, std::numeric_limits<RealType>::infinity()), std::domain_error); + //BOOST_MATH_CHECK_THROW(pdf(tridef, std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); + // BOOST_MATH_CHECK_THROW(pdf(tridef, boost::math::tools::max_value<RealType>() * 2), std::domain_error); // Doesn't throw. + BOOST_CHECK_EQUAL(pdf(tridef, boost::math::tools::max_value<RealType>()), 0); + } + // Special cases: + BOOST_CHECK(pdf(tridef, -1) == 0); + BOOST_CHECK(pdf(tridef, 1) == 0); + BOOST_CHECK(cdf(tridef, 0) == 0.5); + BOOST_CHECK(pdf(tridef, 1) == 0); + BOOST_CHECK(cdf(tridef, 1) == 1); + BOOST_CHECK(cdf(complement(tridef, -1)) == 1); + BOOST_CHECK(cdf(complement(tridef, 1)) == 0); + BOOST_CHECK(quantile(tridef, 1) == 1); + BOOST_CHECK(quantile(complement(tridef, 1)) == -1); + + BOOST_CHECK_EQUAL(support(trim12).first, trim12.lower()); + BOOST_CHECK_EQUAL(support(trim12).second, trim12.upper()); + + // Error checks: + if(std::numeric_limits<RealType>::has_quiet_NaN) + { // BOOST_CHECK tests for quiet_NaN (not for real_concept, for example - see notes above). + BOOST_MATH_CHECK_THROW(triangular_distribution<RealType>(0, std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); + BOOST_MATH_CHECK_THROW(triangular_distribution<RealType>(0, -std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); + } + BOOST_MATH_CHECK_THROW(triangular_distribution<RealType>(1, 0), std::domain_error); // lower > upper! + + check_out_of_range<triangular_distribution<RealType> >(-1, 0, 1); +} // template <class RealType>void test_spots(RealType) + +BOOST_AUTO_TEST_CASE( test_main ) +{ + // double toleps = std::numeric_limits<double>::epsilon(); // 5 eps as a fraction. + double tol5eps = std::numeric_limits<double>::epsilon() * 5; // 5 eps as a fraction. + // double tol50eps = std::numeric_limits<double>::epsilon() * 50; // 50 eps as a fraction. + double tol500eps = std::numeric_limits<double>::epsilon() * 500; // 500 eps as a fraction. + + // Check that can construct triangular distribution using the two convenience methods: + using namespace boost::math; + triangular triang; // Using typedef + // == triangular_distribution<double> triang; + + BOOST_CHECK_EQUAL(triang.lower(), -1); // Check default. + BOOST_CHECK_EQUAL(triang.mode(), 0); + BOOST_CHECK_EQUAL(triang.upper(), 1); + + triangular tristd (0, 0.5, 1); // Using typedef + + BOOST_CHECK_EQUAL(tristd.lower(), 0); + BOOST_CHECK_EQUAL(tristd.mode(), 0.5); + BOOST_CHECK_EQUAL(tristd.upper(), 1); + + //cout << "X range from " << range(tristd).first << " to " << range(tristd).second << endl; + //cout << "Supported from "<< support(tristd).first << ' ' << support(tristd).second << endl; + + BOOST_CHECK_EQUAL(support(tristd).first, tristd.lower()); + BOOST_CHECK_EQUAL(support(tristd).second, tristd.upper()); + + triangular_distribution<> tri011(0, 1, 1); // Using default RealType double. + // mode is upper + BOOST_CHECK_EQUAL(tri011.lower(), 0); // Check defaults again. + BOOST_CHECK_EQUAL(tri011.mode(), 1); // Check defaults again. + BOOST_CHECK_EQUAL(tri011.upper(), 1); + BOOST_CHECK_EQUAL(mode(tri011), 1); + + BOOST_CHECK_EQUAL(pdf(tri011, 0), 0); + BOOST_CHECK_EQUAL(pdf(tri011, 0.1), 0.2); + BOOST_CHECK_EQUAL(pdf(tri011, 0.5), 1); + BOOST_CHECK_EQUAL(pdf(tri011, 0.9), 1.8); + BOOST_CHECK_EQUAL(pdf(tri011, 1), 2); + + BOOST_CHECK_EQUAL(cdf(tri011, 0), 0); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri011, 0.1), 0.01, tol5eps); + BOOST_CHECK_EQUAL(cdf(tri011, 0.5), 0.25); + BOOST_CHECK_EQUAL(cdf(tri011, 0.9), 0.81); + BOOST_CHECK_EQUAL(cdf(tri011, 1), 1); + BOOST_CHECK_EQUAL(cdf(tri011, 9), 1); + BOOST_CHECK_EQUAL(mean(tri011), 0.666666666666666666666666666666666666666666666666667); + BOOST_CHECK_EQUAL(variance(tri011), 1./18.); + + triangular tri0h1(0, 0.5, 1); // Equilateral triangle - mode is the middle. + BOOST_CHECK_EQUAL(tri0h1.lower(), 0); + BOOST_CHECK_EQUAL(tri0h1.mode(), 0.5); + BOOST_CHECK_EQUAL(tri0h1.upper(), 1); + BOOST_CHECK_EQUAL(mean(tri0h1), 0.5); + BOOST_CHECK_EQUAL(mode(tri0h1), 0.5); + BOOST_CHECK_EQUAL(pdf(tri0h1, -1), 0); + BOOST_CHECK_EQUAL(cdf(tri0h1, -1), 0); + BOOST_CHECK_EQUAL(pdf(tri0h1, 1), 0); + BOOST_CHECK_EQUAL(pdf(tri0h1, 999), 0); + BOOST_CHECK_EQUAL(cdf(tri0h1, 999), 1); + BOOST_CHECK_EQUAL(cdf(tri0h1, 1), 1); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0h1, 0.1), 0.02, tol5eps); + BOOST_CHECK_EQUAL(cdf(tri0h1, 0.5), 0.5); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0h1, 0.9), 0.98, tol5eps); + + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.), 0., tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.02), 0.1, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.5), 0.5, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.98), 0.9, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 1.), 1., tol5eps); + + triangular tri0q1(0, 0.25, 1); // mode is near bottom. + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.02), 0.0016, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.5), 0.66666666666666666666666666666666666666666666667, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.98), 0.99946666666666661, tol5eps); + + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, 0.0016), 0.02, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, 0.66666666666666666666666666666666666666666666667), 0.5, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, 0.3333333333333333333333333333333333333333333333333)), 0.5, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, 0.99946666666666661), 0.98, 10 * tol5eps); + + triangular trim12(-1, -0.5, 2); // mode is negative. + BOOST_CHECK_CLOSE_FRACTION(pdf(trim12, 0), 0.533333333333333333333333333333333333333333333, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(cdf(trim12, 0), 0.466666666666666666666666666666666666666666667, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(cdf(complement(trim12, 0)), 1 - 0.466666666666666666666666666666666666666666667, tol5eps); + + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, 1 - 0.99946666666666661)), 0.98, 10 * tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 1.)), 0., tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 0.5)), 0.5, tol5eps); // OK + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 1. - 0.02)), 0.1, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 1. - 0.98)), 0.9, tol5eps); + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 0)), 1., tol5eps); + + double xs [] = {0., 0.01, 0.02, 0.05, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 0.98, 0.99, 1.}; + + const triangular_distribution<double>& distr = tristd; + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(distr, 1.)), 0., tol5eps); + const triangular_distribution<double>* distp = &tristd; + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*distp, 1.)), 0., tol5eps); + + const triangular_distribution<double>* dists [] = {&tristd, &tri011, &tri0q1, &tri0h1, &trim12}; + BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*dists[1], 1.)), 0., tol5eps); + + for (int i = 0; i < 5; i++) + { + const triangular_distribution<double>* const dist = dists[i]; + cout << "Distribution " << i << endl; + BOOST_CHECK_EQUAL(quantile(complement(*dists[i], 1.)), quantile(*dists[i], 0.)); + BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.5), quantile(complement(*dist, 0.5)), tol5eps); // OK + BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.98), quantile(complement(*dist, 1. - 0.98)),tol5eps); + // cout << setprecision(17) << median(*dist) << endl; + } + + cout << showpos << setprecision(2) << endl; + + //triangular_distribution<double>& dist = trim12; + for (unsigned i = 0; i < sizeof(xs) /sizeof(double); i++) + { + double x = xs[i] * (trim12.upper() - trim12.lower()) + trim12.lower(); + double dx = cdf(trim12, x); + double cx = cdf(complement(trim12, x)); + //cout << fixed << showpos << setprecision(3) + // << xs[i] << ", " << x << ", " << pdf(trim12, x) << ", " << dx << ", " << cx << ",, " ; + + BOOST_CHECK_CLOSE_FRACTION(cx, 1 - dx, tol500eps); // cx == 1 - dx + + // << setprecision(2) << scientific << cr - x << ", " // difference x - quan(cdf) + // << setprecision(3) << fixed + // << quantile(trim12, dx) << ", " + // << quantile(complement(trim12, 1 - dx)) << ", " + // << quantile(complement(trim12, cx)) << ", " + // << endl; + BOOST_CHECK_CLOSE_FRACTION(quantile(trim12, dx), quantile(complement(trim12, 1 - dx)), tol500eps); + } + cout << endl; + // 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(0x0582)) + 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: + +Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_triangular.exe" +Running 1 test case... +Distribution 0 +Distribution 1 +Distribution 2 +Distribution 3 +Distribution 4 +Tolerance for type float is 5.96046e-007. +Tolerance for type double is 1.11022e-015. +Tolerance for type long double is 1.11022e-015. +Tolerance for type class boost::math::concepts::real_concept is 1.11022e-015. +*** No errors detected + + + +*/ + + + + |