1 files changed, 328 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_bernoulli.cpp b/src/boost/libs/math/test/test_bernoulli.cpp
new file mode 100644
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+++ b/src/boost/libs/math/test/test_bernoulli.cpp
@@ -0,0 +1,328 @@
+// test_bernoulli.cpp
+
+// Copyright John Maddock 2006.
+// 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)
+
+// Basic sanity test for Bernoulli Cumulative Distribution Function.
+
+#ifdef _MSC_VER
+#  pragma warning (disable : 4535) // calling _set_se_translator() requires /EHa.
+#  pragma warning (disable : 4244) // conversion possible loss of data.
+#  pragma warning (disable : 4996) // 'putenv': The POSIX name for this item is deprecated.
+#  pragma warning (disable : 4127) // conditional expression is constant.
+#endif
+
+// Default domain error policy is
+// #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
+
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+using ::boost::math::concepts::real_concept;
+#include <boost/math/tools/test.hpp>
+
+#include <boost/math/distributions/bernoulli.hpp> // for bernoulli_distribution
+using boost::math::bernoulli_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_FRACTION, BOOST_CHECK_EQUAL...
+
+#include <iostream>
+using std::cout;
+using std::endl;
+using std::fixed;
+using std::right;
+using std::left;
+using std::showpoint;
+using std::showpos;
+using std::setw;
+using std::setprecision;
+
+#include <limits>
+using std::numeric_limits;
+
+template <class RealType> // Any floating-point type RealType.
+void test_spots(RealType)
+{ // Parameter only provides the type, float, double... value ignored.
+
+  // Basic sanity checks, test data may be to double precision only
+  // so set tolerance to 100 eps expressed as a fraction,
+  // or 100 eps of type double expressed as a fraction,
+  // whichever is the larger.
+
+  RealType tolerance = (std::max)
+      (boost::math::tools::epsilon<RealType>(),
+      static_cast<RealType>(std::numeric_limits<double>::epsilon()));
+   tolerance *= 100;
+
+  cout << "Tolerance for type " << typeid(RealType).name()  << " is "
+    << setprecision(3) << tolerance  << " (or " << tolerance * 100 << "%)." << endl;
+
+  // Sources of spot test values - calculator,
+  // or Steve Moshier's command interpreter V1.3 100 decimal digit calculator,
+  // Wolfram function evaluator.
+
+  using boost::math::bernoulli_distribution; // of type RealType.
+  using  ::boost::math::cdf;
+  using  ::boost::math::pdf;
+
+  BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.5)).success_fraction(), static_cast<RealType>(0.5));
+  BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L)).success_fraction(), static_cast<RealType>(0.1L));
+  BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.9L)).success_fraction(), static_cast<RealType>(0.9L));
+
+  BOOST_MATH_CHECK_THROW( // Constructor success_fraction outside 0 to 1.
+       bernoulli_distribution<RealType>(static_cast<RealType>(2)), std::domain_error);
+  BOOST_MATH_CHECK_THROW(
+       bernoulli_distribution<RealType>(static_cast<RealType>(-2)), std::domain_error);
+
+  BOOST_MATH_CHECK_THROW(
+       pdf( // pdf k neither 0 nor 1.
+          bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(-1)), std::domain_error);
+
+  BOOST_MATH_CHECK_THROW(
+       pdf( // pdf k neither 0 nor 1.
+          bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(2)), std::domain_error);
+ 
+  BOOST_CHECK_EQUAL(
+    pdf( // OK k (or n)
+    bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), static_cast<RealType>(0)),
+      static_cast<RealType>(0.5)); // Expect 1 - p.
+
+  BOOST_CHECK_CLOSE_FRACTION(
+    pdf( // OK k (or n)
+    bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
+      static_cast<RealType>(0.4L), tolerance); // Expect  1 - p.
+
+  BOOST_CHECK_CLOSE_FRACTION(
+    pdf( // OK k (or n)
+    bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
+      static_cast<RealType>(0.4L), tolerance); // Expect  1- p.
+
+  BOOST_CHECK_CLOSE_FRACTION(
+    pdf( // OK k (or n)
+    bernoulli_distribution<RealType>(static_cast<RealType>(0.4L)), static_cast<RealType>(0)),
+      static_cast<RealType>(0.6L), tolerance); // Expect  1- p.
+
+  BOOST_CHECK_EQUAL(
+       mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.5L))), static_cast<RealType>(0.5L));
+
+  BOOST_CHECK_EQUAL(
+       mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
+       static_cast<RealType>(0.1L));
+
+  BOOST_CHECK_CLOSE_FRACTION(
+       variance(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
+       static_cast<RealType>(0.09L),
+       tolerance);
+
+  BOOST_CHECK_CLOSE_FRACTION(
+       skewness(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
+       static_cast<RealType>(2.666666666666666666666666666666666666666666L),
+       tolerance);
+
+  BOOST_CHECK_CLOSE_FRACTION(
+       kurtosis(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
+       static_cast<RealType>(8.11111111111111111111111111111111111111111111L),
+       tolerance);
+
+  BOOST_CHECK_CLOSE_FRACTION(
+       kurtosis_excess(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
+       static_cast<RealType>(5.11111111111111111111111111111111111111111111L),
+       tolerance);
+
+  BOOST_MATH_CHECK_THROW(
+     quantile(
+        bernoulli_distribution<RealType>(static_cast<RealType>(2)), // prob >1
+        static_cast<RealType>(0)), std::domain_error
+     );
+  BOOST_MATH_CHECK_THROW(
+     quantile(
+        bernoulli_distribution<RealType>(static_cast<RealType>(-1)), // prob < 0
+        static_cast<RealType>(0)), std::domain_error
+     );
+  BOOST_MATH_CHECK_THROW(
+     quantile(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k >1
+        static_cast<RealType>(-1)), std::domain_error
+     );
+  BOOST_MATH_CHECK_THROW(
+     quantile(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k < 0
+        static_cast<RealType>(2)), std::domain_error
+     );
+
+  BOOST_CHECK_CLOSE_FRACTION(
+     cdf(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(0)), 
+        static_cast<RealType>(0.4L), // 1 - p
+        tolerance
+     );
+
+  BOOST_CHECK_CLOSE_FRACTION(
+     cdf(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(1)), 
+        static_cast<RealType>(1), // p
+        tolerance
+     );
+
+  BOOST_CHECK_CLOSE_FRACTION(
+     cdf(complement(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(1))), 
+        static_cast<RealType>(0),
+        tolerance
+     );
+
+  BOOST_CHECK_CLOSE_FRACTION(
+     cdf(complement(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(0))), 
+        static_cast<RealType>(0.6L),
+        tolerance
+     );
+
+  BOOST_CHECK_EQUAL(
+     quantile(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(0.1L)),  // < p
+        static_cast<RealType>(0) 
+     );
+
+  BOOST_CHECK_EQUAL(
+     quantile(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(0.9L)),  // > p
+        static_cast<RealType>(1) 
+     );
+
+   BOOST_CHECK_EQUAL(
+     quantile(complement(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(0.1L))),  // < p
+        static_cast<RealType>(1) 
+     );
+
+   BOOST_CHECK_EQUAL(
+     quantile(complement(
+        bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
+        static_cast<RealType>(0.9L))),  // > p
+        static_cast<RealType>(0) 
+     );
+
+   // Checks for 'bad' parameters.
+   // Construction.
+   BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(-1), std::domain_error); // p outside 0 to 1.
+   BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(+2), std::domain_error); // p outside 0 to 1.
+
+   // Parameters.
+   bernoulli_distribution<RealType> dist(RealType(1)); 
+   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, 2), std::domain_error);
+   BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
+   BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error);
+   BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
+     
+   // No longer allow any parameter to be NaN or inf, so all these tests should throw.
+   if (std::numeric_limits<RealType>::has_quiet_NaN)
+   { 
+    // Attempt to construct from non-finite should throw.
+     RealType nan = std::numeric_limits<RealType>::quiet_NaN();
+#ifndef BOOST_NO_EXCEPTIONS
+     BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> b(nan), std::domain_error);
+#else
+     BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(nan), std::domain_error);
+#endif
+    // Non-finite parameters should throw.
+     bernoulli_distribution<RealType> b(RealType(1)); 
+     BOOST_MATH_CHECK_THROW(pdf(b, +nan), std::domain_error); // x = NaN
+     BOOST_MATH_CHECK_THROW(cdf(b, +nan), std::domain_error); // x = NaN
+     BOOST_MATH_CHECK_THROW(cdf(complement(b, +nan)), std::domain_error); // x = + nan
+     BOOST_MATH_CHECK_THROW(quantile(b, +nan), std::domain_error); // p = + nan
+     BOOST_MATH_CHECK_THROW(quantile(complement(b, +nan)), std::domain_error); // p = + nan
+  } // has_quiet_NaN
+
+  if (std::numeric_limits<RealType>::has_infinity)
+  {
+     RealType inf = std::numeric_limits<RealType>::infinity(); 
+#ifndef BOOST_NO_EXCEPTIONS
+     BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> w(inf), std::domain_error);
+#else
+     BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(inf), std::domain_error);
+#endif
+     bernoulli_distribution<RealType> w(RealType(1)); 
+#ifndef BOOST_NO_EXCEPTIONS
+     BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> w(inf), std::domain_error);
+#else
+     BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(inf), std::domain_error);
+#endif
+     BOOST_MATH_CHECK_THROW(pdf(w, +inf), std::domain_error); // x = inf
+     BOOST_MATH_CHECK_THROW(cdf(w, +inf), std::domain_error); // x = inf
+     BOOST_MATH_CHECK_THROW(cdf(complement(w, +inf)), std::domain_error); // x = + inf
+     BOOST_MATH_CHECK_THROW(quantile(w, +inf), std::domain_error); // p = + inf
+     BOOST_MATH_CHECK_THROW(quantile(complement(w, +inf)), std::domain_error); // p = + inf
+   } // has_infinity
+
+} // template <class RealType>void test_spots(RealType)
+
+BOOST_AUTO_TEST_CASE( test_main )
+{
+   BOOST_MATH_CONTROL_FP;
+   // Check that can generate bernoulli distribution using both convenience methods:
+   bernoulli_distribution<double> bn1(0.5); // Using default RealType double.
+   boost::math::bernoulli bn2(0.5); // Using typedef. 
+
+  BOOST_CHECK_EQUAL(bn1.success_fraction(), 0.5);
+  BOOST_CHECK_EQUAL(bn2.success_fraction(), 0.5);
+
+  BOOST_CHECK_EQUAL(kurtosis(bn2) -3, kurtosis_excess(bn2));
+  BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -2);
+
+  //using namespace boost::math; or 
+  using boost::math::bernoulli;
+
+  double tol5eps = std::numeric_limits<double>::epsilon() * 5; // 5 eps as a fraction.
+  // Default bernoulli is type double, so these test values should also be type double.
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.1)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.9)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis(bernoulli(0.6)), 1./0.4 + 1./0.6 -3., tol5eps);
+  BOOST_CHECK_EQUAL(kurtosis(bernoulli(0)), +std::numeric_limits<double>::infinity());
+  BOOST_CHECK_EQUAL(kurtosis(bernoulli(1)), +std::numeric_limits<double>::infinity());
+ // 
+
+  // Basic sanity-check spot values.
+
+  // (Parameter value, arbitrarily zero, only communicates the floating point type).
+  test_spots(0.0F); // Test float.
+  test_spots(0.0); // Test double.
+  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
+
+} // BOOST_AUTO_TEST_CASE( test_main )
+
+/*
+
+Output is:
+
+  Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_bernouilli.exe"
+  Running 1 test case...
+  Tolerance for type float is 1.19e-005 (or 0.00119%).
+  Tolerance for type double is 2.22e-014 (or 2.22e-012%).
+  Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
+  Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
+  
+  *** No errors detected
+
+
+*/
+
+