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-rw-r--r--src/boost/libs/math/test/test_exponential_dist.cpp303
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diff --git a/src/boost/libs/math/test/test_exponential_dist.cpp b/src/boost/libs/math/test/test_exponential_dist.cpp
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+++ b/src/boost/libs/math/test/test_exponential_dist.cpp
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+// Copyright John Maddock 2006.
+// Copyright Paul A. Bristow 2007.
+
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+// test_exponential_dist.cpp
+
+#include <boost/math/tools/test.hpp>
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+#include <boost/math/distributions/exponential.hpp>
+ using boost::math::exponential_distribution;
+
+#define BOOST_TEST_MAIN
+#include <boost/test/unit_test.hpp> // Boost.Test
+#include <boost/test/tools/floating_point_comparison.hpp>
+#include "test_out_of_range.hpp"
+
+#include <iostream>
+ using std::cout;
+ using std::endl;
+ using std::setprecision;
+
+template <class RealType>
+void test_spot(RealType l, RealType x, RealType p, RealType q, RealType tolerance)
+{
+ BOOST_CHECK_CLOSE(
+ ::boost::math::cdf(
+ exponential_distribution<RealType>(l),
+ x),
+ p,
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::cdf(
+ complement(exponential_distribution<RealType>(l),
+ x)),
+ q,
+ tolerance); // %
+ if(p < 0.999)
+ {
+ BOOST_CHECK_CLOSE(
+ ::boost::math::quantile(
+ exponential_distribution<RealType>(l),
+ p),
+ x,
+ tolerance); // %
+ }
+ if(q < 0.999)
+ {
+ BOOST_CHECK_CLOSE(
+ ::boost::math::quantile(
+ complement(exponential_distribution<RealType>(l),
+ q)),
+ x,
+ tolerance); // %
+ }
+}
+
+template <class RealType>
+void test_spots(RealType T)
+{
+ // Basic sanity checks.
+ // 50 eps as a percentage, up to a maximum of double precision
+ // (that's the limit of our test data: obtained by punching
+ // numbers into a calculator).
+ RealType tolerance = (std::max)(
+ static_cast<RealType>(boost::math::tools::epsilon<double>()),
+ boost::math::tools::epsilon<RealType>());
+ tolerance *= 50 * 100;
+ // # pragma warning(disable: 4100) // unreferenced formal parameter.
+ // prevent his spurious warning.
+ if (T != 0)
+ {
+ cout << "Expect parameter T == 0!" << endl;
+ }
+ cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
+
+ test_spot(
+ static_cast<RealType>(0.5), // lambda
+ static_cast<RealType>(0.125), // x
+ static_cast<RealType>(0.060586937186524213880289175377695L), // p
+ static_cast<RealType>(0.93941306281347578611971082462231L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(0.5), // lambda
+ static_cast<RealType>(5), // x
+ static_cast<RealType>(0.91791500137610120483047132553284L), // p
+ static_cast<RealType>(0.08208499862389879516952867446716L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(2), // lambda
+ static_cast<RealType>(0.125), // x
+ static_cast<RealType>(0.22119921692859513175482973302168L), // p
+ static_cast<RealType>(0.77880078307140486824517026697832L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(2), // lambda
+ static_cast<RealType>(5), // x
+ static_cast<RealType>(0.99995460007023751514846440848444L), // p
+ static_cast<RealType>(4.5399929762484851535591515560551e-5L), //q
+ tolerance);
+
+ //
+ // Some spot tests generated by MathCAD pexp(x,r):
+ //
+ test_spot(
+ static_cast<RealType>(1), // lambda
+ static_cast<RealType>(1), // x
+ static_cast<RealType>(6.321205588285580E-001L), // p
+ static_cast<RealType>(1-6.321205588285580E-001L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(2), // lambda
+ static_cast<RealType>(1), // x
+ static_cast<RealType>(8.646647167633870E-001L), // p
+ static_cast<RealType>(1-8.646647167633870E-001L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(1), // lambda
+ static_cast<RealType>(0.5), // x
+ static_cast<RealType>(3.934693402873670E-001L), // p
+ static_cast<RealType>(1-3.934693402873670E-001L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(0.1), // lambda
+ static_cast<RealType>(1), // x
+ static_cast<RealType>(9.516258196404040E-002L), // p
+ static_cast<RealType>(1-9.516258196404040E-002L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(10), // lambda
+ static_cast<RealType>(1), // x
+ static_cast<RealType>(9.999546000702380E-001L), // p
+ static_cast<RealType>(1-9.999546000702380E-001L), //q
+ tolerance*10000); // we loose four digits to cancellation
+ test_spot(
+ static_cast<RealType>(0.1), // lambda
+ static_cast<RealType>(10), // x
+ static_cast<RealType>(6.321205588285580E-001L), // p
+ static_cast<RealType>(1-6.321205588285580E-001L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(1), // lambda
+ static_cast<RealType>(0.01), // x
+ static_cast<RealType>(9.950166250831950E-003L), // p
+ static_cast<RealType>(1-9.950166250831950E-003L), //q
+ tolerance);
+ test_spot(
+ static_cast<RealType>(1), // lambda
+ static_cast<RealType>(0.0001), // x
+ static_cast<RealType>(9.999500016666250E-005L), // p
+ static_cast<RealType>(1-9.999500016666250E-005L), //q
+ tolerance);
+ /*
+ // This test data appears to be erroneous, MathCad appears
+ // to suffer from cancellation error as x -> 0
+ test_spot(
+ static_cast<RealType>(1), // lambda
+ static_cast<RealType>(0.0000001), // x
+ static_cast<RealType>(9.999999499998730E-008L), // p
+ static_cast<RealType>(1-9.999999499998730E-008L), //q
+ tolerance);
+ */
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ exponential_distribution<RealType>(0.5),
+ static_cast<RealType>(0.125)), // x
+ static_cast<RealType>(0.46970653140673789305985541231115L), // probability.
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ exponential_distribution<RealType>(0.5),
+ static_cast<RealType>(5)), // x
+ static_cast<RealType>(0.04104249931194939758476433723358L), // probability.
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ exponential_distribution<RealType>(2),
+ static_cast<RealType>(0.125)), // x
+ static_cast<RealType>(1.5576015661428097364903405339566L), // probability.
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ exponential_distribution<RealType>(2),
+ static_cast<RealType>(5)), // x
+ static_cast<RealType>(9.0799859524969703071183031121101e-5L), // probability.
+ tolerance); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::mean(
+ exponential_distribution<RealType>(2)),
+ static_cast<RealType>(0.5),
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::standard_deviation(
+ exponential_distribution<RealType>(2)),
+ static_cast<RealType>(0.5),
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::mode(
+ exponential_distribution<RealType>(2)),
+ static_cast<RealType>(0),
+ tolerance); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::median(
+ exponential_distribution<RealType>(4)),
+ static_cast<RealType>(0.693147180559945309417232121458176568075500134360255254) / 4,
+ tolerance); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::skewness(
+ exponential_distribution<RealType>(2)),
+ static_cast<RealType>(2),
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::kurtosis(
+ exponential_distribution<RealType>(2)),
+ static_cast<RealType>(9),
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::kurtosis_excess(
+ exponential_distribution<RealType>(2)),
+ static_cast<RealType>(6),
+ tolerance); // %
+
+ //
+ // Things that are errors:
+ //
+ exponential_distribution<RealType> dist(0.5);
+ BOOST_MATH_CHECK_THROW(
+ quantile(dist, RealType(1.0)),
+ std::overflow_error);
+ BOOST_MATH_CHECK_THROW(
+ quantile(complement(dist, RealType(0.0))),
+ std::overflow_error);
+ BOOST_MATH_CHECK_THROW(
+ pdf(dist, RealType(-1)),
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ cdf(dist, RealType(-1)),
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ cdf(exponential_distribution<RealType>(-1), RealType(1)),
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ quantile(dist, RealType(-1)),
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ quantile(dist, RealType(2)),
+ std::domain_error);
+
+ check_out_of_range<exponential_distribution<RealType> >(2);
+ BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(0), std::domain_error);
+ BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(-1), std::domain_error);
+ if(std::numeric_limits<RealType>::has_infinity)
+ {
+ RealType inf = std::numeric_limits<RealType>::infinity();
+ BOOST_CHECK_EQUAL(pdf(exponential_distribution<RealType>(2), inf), 0);
+ BOOST_CHECK_EQUAL(cdf(exponential_distribution<RealType>(2), inf), 1);
+ BOOST_CHECK_EQUAL(cdf(complement(exponential_distribution<RealType>(2), inf)), 0);
+ }
+} // template <class RealType>void test_spots(RealType)
+
+BOOST_AUTO_TEST_CASE( test_main )
+{
+ // Check that can generate exponential distribution using the two convenience methods:
+ boost::math::exponential mycexp1(1.); // Using typedef
+ exponential_distribution<> myexp2(1.); // Using default RealType double.
+
+ // Basic sanity-check spot values.
+ // (Parameter value, arbitrarily zero, only communicates the floating point type).
+ test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
+ test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+ test_spots(0.0L); // Test long double.
+#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
+ test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
+#endif
+#else
+ std::cout << "<note>The long double tests have been disabled on this platform "
+ "either because the long double overloads of the usual math functions are "
+ "not available at all, or because they are too inaccurate for these tests "
+ "to pass.</note>" << std::endl;
+#endif
+
+} // BOOST_AUTO_TEST_CASE( test_main )
+
+/*
+
+Output is:
+
+Running 1 test case...
+Tolerance for type float is 0.000596046 %
+Tolerance for type double is 1.11022e-012 %
+Tolerance for type long double is 1.11022e-012 %
+Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 %
+*** No errors detected
+
+*/
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