Adding upstream version 14.2.21.upstream/14.2.21upstream

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>

1 files changed, 399 insertions, 0 deletions

diff --git a/src/boost/libs/math/test/test_weibull.cpp b/src/boost/libs/math/test/test_weibull.cpp
new file mode 100644
index 00000000..f56b08f2
--- /dev/null
+++ b/src/boost/libs/math/test/test_weibull.cpp
@@ -0,0 +1,399 @@
+// Copyright John Maddock 2006, 2012.
+// Copyright Paul A. Bristow 2007, 2012.
+
+// 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_weibull.cpp
+
+#ifdef _MSC_VER
+#  pragma warning (disable : 4127) //  conditional expression is constant.
+#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/weibull.hpp>
+    using boost::math::weibull_distribution;
+#include <boost/math/tools/test.hpp> 
+#include "test_out_of_range.hpp"
+
+#include <iostream>
+   using std::cout;
+   using std::endl;
+   using std::setprecision;
+#include <limits>
+  using std::numeric_limits;
+
+template <class RealType>
+void check_weibull(RealType shape, RealType scale, RealType x, RealType p, RealType q, RealType tol)
+{
+   BOOST_CHECK_CLOSE(
+      ::boost::math::cdf(
+         weibull_distribution<RealType>(shape, scale),       // distribution.
+         x),                                            // random variable.
+         p,                                             // probability.
+         tol);                                          // %tolerance.
+   BOOST_CHECK_CLOSE(
+      ::boost::math::cdf(
+         complement(
+            weibull_distribution<RealType>(shape, scale),    // distribution.
+            x)),                                        // random variable.
+         q,                                             // probability complement.
+         tol);                                          // %tolerance.
+   BOOST_CHECK_CLOSE(
+      ::boost::math::quantile(
+         weibull_distribution<RealType>(shape, scale),       // distribution.
+         p),                                            // probability.
+         x,                                             // random variable.
+         tol);                                          // %tolerance.
+   BOOST_CHECK_CLOSE(
+      ::boost::math::quantile(
+         complement(
+            weibull_distribution<RealType>(shape, scale),    // distribution.
+            q)),                                        // probability complement.
+         x,                                             // random variable.
+         tol);                                          // %tolerance.
+}
+
+template <class RealType>
+void test_spots(RealType)
+{
+   // Basic sanity checks
+   //
+   // These test values were generated for the normal 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 decimal digits expressed as a persentage:
+   // that's the limit of the test data.
+   RealType tolerance = 2e-5f * 100;  
+   cout << "Tolerance for type " << typeid(RealType).name()  << " is " << tolerance << " %" << endl;
+
+   using std::exp;
+
+   check_weibull(
+      static_cast<RealType>(0.25),     // shape
+      static_cast<RealType>(0.5),     // scale
+      static_cast<RealType>(0.1),     // x
+      static_cast<RealType>(0.487646),   // p
+      static_cast<RealType>(1-0.487646),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.25),     // shape
+      static_cast<RealType>(0.5),     // scale
+      static_cast<RealType>(0.5),     // x
+      static_cast<RealType>(1-0.367879),   // p
+      static_cast<RealType>(0.367879),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.25),     // shape
+      static_cast<RealType>(0.5),     // scale
+      static_cast<RealType>(1),     // x
+      static_cast<RealType>(1-0.304463),   // p
+      static_cast<RealType>(0.304463),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.25),     // shape
+      static_cast<RealType>(0.5),     // scale
+      static_cast<RealType>(2),     // x
+      static_cast<RealType>(1-0.243117),   // p
+      static_cast<RealType>(0.243117),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.25),     // shape
+      static_cast<RealType>(0.5),     // scale
+      static_cast<RealType>(5),     // x
+      static_cast<RealType>(1-0.168929),   // p
+      static_cast<RealType>(0.168929),   // q
+      tolerance);
+
+   check_weibull(
+      static_cast<RealType>(0.5),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(0.1),     // x
+      static_cast<RealType>(0.200371),   // p
+      static_cast<RealType>(1-0.200371),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.5),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(0.5),     // x
+      static_cast<RealType>(0.393469),   // p
+      static_cast<RealType>(1-0.393469),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.5),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(1),     // x
+      static_cast<RealType>(1-0.493069),   // p
+      static_cast<RealType>(0.493069),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.5),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(2),     // x
+      static_cast<RealType>(1-0.367879),   // p
+      static_cast<RealType>(0.367879),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(0.5),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(5),     // x
+      static_cast<RealType>(1-0.205741),   // p
+      static_cast<RealType>(0.205741),   // q
+      tolerance);
+
+   check_weibull(
+      static_cast<RealType>(2),     // shape
+      static_cast<RealType>(0.25),     // scale
+      static_cast<RealType>(0.1),     // x
+      static_cast<RealType>(0.147856),   // p
+      static_cast<RealType>(1-0.147856),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(2),     // shape
+      static_cast<RealType>(0.25),     // scale
+      static_cast<RealType>(0.5),     // x
+      static_cast<RealType>(1-0.018316),   // p
+      static_cast<RealType>(0.018316),   // q
+      tolerance);
+
+   /*
+   This test value came from 
+   http://espse.ed.psu.edu/edpsych/faculty/rhale/hale/507Mat/statlets/free/pdist.htm
+   but appears to be grossly incorrect: certainly it does not agree with the values
+   I get from pushing numbers into a calculator (0.0001249921878255106610615995196123).   
+   Strangely other test values generated for the same shape and scale parameters do look OK.
+   check_weibull(
+      static_cast<RealType>(3),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(0.1),     // x
+      static_cast<RealType>(1.25E-40),   // p
+      static_cast<RealType>(1-1.25E-40),   // q
+      tolerance);
+      */
+   check_weibull(
+      static_cast<RealType>(3),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(0.5),     // x
+      static_cast<RealType>(0.015504),   // p
+      static_cast<RealType>(1-0.015504),   // q
+      tolerance * 10); // few digits in test value
+   check_weibull(
+      static_cast<RealType>(3),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(1),     // x
+      static_cast<RealType>(0.117503),   // p
+      static_cast<RealType>(1-0.117503),   // q
+      tolerance);
+   check_weibull(
+      static_cast<RealType>(3),     // shape
+      static_cast<RealType>(2),     // scale
+      static_cast<RealType>(2),     // x
+      static_cast<RealType>(1-0.367879),   // p
+      static_cast<RealType>(0.367879),   // q
+      tolerance);
+
+   //
+   // Tests for PDF
+   //
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(0.1)), 
+      static_cast<RealType>(0.856579), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(0.5)), 
+      static_cast<RealType>(0.183940), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(5)), 
+      static_cast<RealType>(0.015020), 
+      tolerance * 10); // fewer digits in test value
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(0.1)), 
+      static_cast<RealType>(0.894013), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(0.5)), 
+      static_cast<RealType>(0.303265), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(1)), 
+      static_cast<RealType>(0.174326), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(2, 0.25), static_cast<RealType>(0.1)), 
+      static_cast<RealType>(2.726860), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(2, 0.25), static_cast<RealType>(0.5)), 
+      static_cast<RealType>(0.293050), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(3, 2), static_cast<RealType>(1)), 
+      static_cast<RealType>(0.330936), 
+      tolerance);
+   BOOST_CHECK_CLOSE(
+      pdf(weibull_distribution<RealType>(3, 2), static_cast<RealType>(2)), 
+      static_cast<RealType>(0.551819), 
+      tolerance);
+
+   //
+   // These test values were obtained using the formulas at 
+   // http://en.wikipedia.org/wiki/Weibull_distribution
+   // which are subtly different to (though mathematically
+   // the same as) the ones on the Mathworld site
+   // http://mathworld.wolfram.com/WeibullDistribution.html
+   // which are the ones used in the implementation.
+   // The assumption is that if both computation methods
+   // agree then the implementation is probably correct...
+   // What's not clear is which method is more accurate.
+   //
+   tolerance = (std::max)(
+      boost::math::tools::epsilon<RealType>(),
+      static_cast<RealType>(boost::math::tools::epsilon<double>())) * 5 * 100; // 5 eps as a percentage
+   cout << "Tolerance for type " << typeid(RealType).name()  << " is " << tolerance << " %" << endl;
+   weibull_distribution<RealType> dist(2, 3);
+   RealType x = static_cast<RealType>(0.125);
+
+   BOOST_MATH_STD_USING // ADL of std lib math functions
+
+   // mean:
+   BOOST_CHECK_CLOSE(
+      mean(dist)
+      , dist.scale() * boost::math::tgamma(1 + 1 / dist.shape()), tolerance);
+   // variance:
+   BOOST_CHECK_CLOSE(
+      variance(dist)
+      , dist.scale() * dist.scale() * boost::math::tgamma(1 + 2 / dist.shape()) - mean(dist) * mean(dist), tolerance);
+   // std deviation:
+   BOOST_CHECK_CLOSE(
+    standard_deviation(dist)
+    , sqrt(variance(dist)), tolerance);
+   // hazard:
+   BOOST_CHECK_CLOSE(
+    hazard(dist, x)
+    , pdf(dist, x) / cdf(complement(dist, x)), tolerance);
+   // cumulative hazard:
+   BOOST_CHECK_CLOSE(
+    chf(dist, x)
+    , -log(cdf(complement(dist, x))), tolerance);
+   // coefficient_of_variation:
+   BOOST_CHECK_CLOSE(
+    coefficient_of_variation(dist)
+    , standard_deviation(dist) / mean(dist), tolerance);
+   // mode:
+   BOOST_CHECK_CLOSE(
+    mode(dist)
+    , dist.scale() * pow((dist.shape() - 1) / dist.shape(), 1/dist.shape()), tolerance);
+   // median:
+   BOOST_CHECK_CLOSE(
+    median(dist)
+    , dist.scale() * pow(log(static_cast<RealType>(2)), 1 / dist.shape()), tolerance);
+   // skewness:
+   BOOST_CHECK_CLOSE(
+    skewness(dist), 
+    (boost::math::tgamma(1 + 3/dist.shape()) * pow(dist.scale(), RealType(3)) - 3 * mean(dist) * variance(dist) - pow(mean(dist), RealType(3))) / pow(standard_deviation(dist), RealType(3)), 
+    tolerance * 100);
+   // kertosis:
+   BOOST_CHECK_CLOSE(
+    kurtosis(dist)
+    , kurtosis_excess(dist) + 3, tolerance);
+   // kertosis excess:
+   BOOST_CHECK_CLOSE(
+    kurtosis_excess(dist), 
+    (pow(dist.scale(), RealType(4)) * boost::math::tgamma(1 + 4/dist.shape()) 
+         - 3 * variance(dist) * variance(dist) 
+         - 4 * skewness(dist) * variance(dist) * standard_deviation(dist) * mean(dist)
+         - 6 * variance(dist) * mean(dist) * mean(dist) 
+         - pow(mean(dist), RealType(4))) / (variance(dist) * variance(dist)), 
+    tolerance * 1000);
+
+   //
+   // Special cases:
+   //
+   BOOST_CHECK(cdf(dist, 0) == 0);
+   BOOST_CHECK(cdf(complement(dist, 0)) == 1);
+   BOOST_CHECK(quantile(dist, 0) == 0);
+   BOOST_CHECK(quantile(complement(dist, 1)) == 0);
+
+   BOOST_CHECK_EQUAL(pdf(weibull_distribution<RealType>(1, 1), 0), 1);
+
+   //
+   // Error checks:
+   //
+   BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(1, -1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(-1, 1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(1, 0), std::domain_error);
+   BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(0, 1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(pdf(dist, -1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(cdf(dist, -1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(cdf(complement(dist, -1)), std::domain_error);
+   BOOST_MATH_CHECK_THROW(quantile(dist, 1), std::overflow_error);
+   BOOST_MATH_CHECK_THROW(quantile(complement(dist, 0)), std::overflow_error);
+   BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
+
+   BOOST_CHECK_EQUAL(pdf(dist, 0), exp(-pow(RealType(0) / RealType(3), RealType(2))) * pow(RealType(0), RealType(1)) * RealType(2) / RealType(3));
+   BOOST_CHECK_EQUAL(pdf(weibull_distribution<RealType>(1, 3), 0), exp(-pow(RealType(0) / RealType(3), RealType(1))) * pow(RealType(0), RealType(0)) * RealType(1) / RealType(3));
+   BOOST_MATH_CHECK_THROW(pdf(weibull_distribution<RealType>(0.5, 3), 0), std::overflow_error);
+
+   check_out_of_range<weibull_distribution<RealType> >(1, 1);
+} // template <class RealType>void test_spots(RealType)
+
+BOOST_AUTO_TEST_CASE( test_main )
+{
+
+  // Check that can construct weibull distribution using the two convenience methods:
+  using namespace boost::math;
+  weibull myw1(2); // Using typedef
+   weibull_distribution<> myw2(2); // 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(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:
+
+  Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_weibull.exe"
+  Running 1 test case...
+  Tolerance for type float is 0.002 %
+  Tolerance for type float is 5.96046e-005 %
+  Tolerance for type double is 0.002 %
+  Tolerance for type double is 1.11022e-013 %
+  Tolerance for type long double is 0.002 %
+  Tolerance for type long double is 1.11022e-013 %
+  Tolerance for type class boost::math::concepts::real_concept is 0.002 %
+  Tolerance for type class boost::math::concepts::real_concept is 1.11022e-013 %
+  
+  *** No errors detected
+
+
+*/
+
+
+
+