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Diffstat (limited to 'src/boost/libs/math/test/test_nc_beta.cpp')
| -rw-r--r-- | src/boost/libs/math/test/test_nc_beta.cpp | 300 |
1 files changed, 300 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_nc_beta.cpp b/src/boost/libs/math/test/test_nc_beta.cpp new file mode 100644 index 00000000..81b80fa1 --- /dev/null +++ b/src/boost/libs/math/test/test_nc_beta.cpp @@ -0,0 +1,300 @@ +// test_nc_beta.cpp + +// Copyright John Maddock 2008. + +// 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) + +// +// This must appear *before* any #includes, and precludes pch usage: +// +#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false + +#ifdef _MSC_VER +#pragma warning (disable:4127 4512) +#endif + +#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 + +#include <boost/math/concepts/real_concept.hpp> // for real_concept +#include <boost/math/distributions/non_central_beta.hpp> // for chi_squared_distribution +#include <boost/math/distributions/poisson.hpp> // for poisson_distribution +#define BOOST_TEST_MAIN +#include <boost/test/unit_test.hpp> // for test_main +#include <boost/test/results_collector.hpp> +#include <boost/test/unit_test.hpp> +#include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE + +#include "functor.hpp" +#include "handle_test_result.hpp" +#include "test_ncbeta_hooks.hpp" +#include "table_type.hpp" +#include "test_nc_beta.hpp" + +#include <iostream> +using std::cout; +using std::endl; +#include <limits> +using std::numeric_limits; + +void expected_results() +{ + // + // Define the max and mean errors expected for + // various compilers and platforms. + // + const char* largest_type; +#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS + if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >()) + { + largest_type = "(long\\s+)?double|real_concept"; + } + else + { + largest_type = "long double|real_concept"; + } +#else + largest_type = "(long\\s+)?double|real_concept"; +#endif + +#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS + if(boost::math::tools::digits<long double>() == 64) + { + // + // Allow a small amount of error leakage from long double to double: + // + add_expected_result( + "[^|]*", // compiler + "[^|]*", // stdlib + "[^|]*", // platform + "double", // test type(s) + "[^|]*large[^|]*", // test data group + "[^|]*", 5, 5); // test function + } + + if(boost::math::tools::digits<long double>() == 64) + { + add_expected_result( + "[^|]*", // compiler + "[^|]*", // stdlib + "[^|]*", // platform + largest_type, // test type(s) + "[^|]*medium[^|]*", // test data group + "[^|]*", 1200, 500); // test function + add_expected_result( + "[^|]*", // compiler + "[^|]*", // stdlib + "[^|]*", // platform + largest_type, // test type(s) + "[^|]*large[^|]*", // test data group + "[^|]*", 40000, 6000); // test function + } +#endif + // + // Catch all cases come last: + // + add_expected_result( + "[^|]*", // compiler + "[^|]*", // stdlib + "[^|]*", // platform + largest_type, // test type(s) + "[^|]*medium[^|]*", // test data group + "[^|]*", 1500, 500); // test function + add_expected_result( + "[^|]*", // compiler + "[^|]*", // stdlib + "[^|]*", // platform + "real_concept", // test type(s) + "[^|]*large[^|]*", // test data group + "[^|]*", 30000, 4000); // test function + add_expected_result( + "[^|]*", // compiler + "[^|]*", // stdlib + "[^|]*", // platform + largest_type, // test type(s) + "[^|]*large[^|]*", // test data group + "[^|]*", 20000, 2000); // test function + // + // Finish off by printing out the compiler/stdlib/platform names, + // we do this to make it easier to mark up expected error rates. + // + std::cout << "Tests run with " << BOOST_COMPILER << ", " + << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl; +} + +template <class RealType> +RealType naive_pdf(RealType a, RealType b, RealType lam, RealType x) +{ + using namespace boost::math; + + RealType term = pdf(poisson_distribution<RealType>(lam/2), 0) + * ibeta_derivative(a, b, x); + RealType sum = term; + + int i = 1; + while(term / sum > tools::epsilon<RealType>()) + { + term = pdf(poisson_distribution<RealType>(lam/2), i) + * ibeta_derivative(a + i, b, x); + ++i; + sum += term; + } + return sum; +} + +template <class RealType> +void test_spot( + RealType a, // alpha + RealType b, // beta + RealType ncp, // non-centrality param + RealType cs, // Chi Square statistic + RealType P, // CDF + RealType Q, // Complement of CDF + RealType D, // PDF + RealType tol) // Test tolerance +{ + boost::math::non_central_beta_distribution<RealType> dist(a, b, ncp); + BOOST_CHECK_CLOSE( + cdf(dist, cs), P, tol); + // + // Sanity checking using the naive PDF calculation above fails at + // float precision: + // + if(!boost::is_same<float, RealType>::value) + { + BOOST_CHECK_CLOSE( + pdf(dist, cs), naive_pdf(dist.alpha(), dist.beta(), ncp, cs), tol); + } + BOOST_CHECK_CLOSE( + pdf(dist, cs), D, 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 reasonably free of error: + // + BOOST_CHECK_CLOSE( + cdf(complement(dist, cs)), Q, tol); + BOOST_CHECK_CLOSE( + quantile(dist, P), cs, tol * 10); + BOOST_CHECK_CLOSE( + quantile(complement(dist, Q)), cs, tol * 10); + } +} + +template <class RealType> // Any floating-point type RealType. +void test_spots(RealType) +{ + RealType tolerance = (std::max)( + boost::math::tools::epsilon<RealType>() * 100, + (RealType)1e-6) * 100; + RealType abs_tolerance = boost::math::tools::epsilon<RealType>() * 100; + + cout << "Tolerance = " << tolerance << "%." << endl; + + // + // Spot tests use values computed by the R statistical + // package and the pbeta and dbeta functions: + // + test_spot( + RealType(2), // alpha + RealType(5), // beta + RealType(1), // non-centrality param + RealType(0.25), // Chi Square statistic + RealType(0.3658349), // CDF + RealType(1-0.3658349), // Complement of CDF + RealType(2.184465), // PDF + RealType(tolerance)); + test_spot( + RealType(20), // alpha + RealType(15), // beta + RealType(35), // non-centrality param + RealType(0.75), // Chi Square statistic + RealType(0.6994175), // CDF + RealType(1-0.6994175), // Complement of CDF + RealType(5.576146), // PDF + RealType(tolerance)); + test_spot( + RealType(100), // alpha + RealType(3), // beta + RealType(63), // non-centrality param + RealType(0.95), // Chi Square statistic + RealType(0.03529306), // CDF + RealType(1-0.03529306), // Complement of CDF + RealType(3.637894), // PDF + RealType(tolerance)); + test_spot( + RealType(0.25), // alpha + RealType(0.75), // beta + RealType(150), // non-centrality param + RealType(0.975), // Chi Square statistic + RealType(0.09752216), // CDF + RealType(1-0.09752216), // Complement of CDF + RealType(8.020935), // PDF + RealType(tolerance)); + + BOOST_MATH_STD_USING + boost::math::non_central_beta_distribution<RealType> dist(100, 3, 63); + BOOST_CHECK_CLOSE(mean(dist), RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) * exp(-RealType(31.5)) * 100 / 103, tolerance); + // Variance only guarantees small absolute error: + BOOST_CHECK_SMALL(variance(dist) + - static_cast<RealType>(RealType(4.85592267707818899235900237275021938334418424134218087127572e13L) + * exp(RealType(-31.5)) * 100 * 101 / (103 * 104) - + RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) * RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) + * exp(RealType(-63)) * 10000 / (103 * 103)), abs_tolerance); + BOOST_MATH_CHECK_THROW(skewness(dist), boost::math::evaluation_error); + BOOST_MATH_CHECK_THROW(kurtosis(dist), boost::math::evaluation_error); + BOOST_MATH_CHECK_THROW(kurtosis_excess(dist), boost::math::evaluation_error); +} // template <class RealType>void test_spots(RealType) + + +BOOST_AUTO_TEST_CASE( test_main ) +{ + BOOST_MATH_CONTROL_FP; + // Basic sanity-check spot values. + expected_results(); + // (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 !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) +#ifdef TEST_REAL_CONCEPT + test_spots(boost::math::concepts::real_concept(0.)); // Test real concept. +#endif +#endif +#endif + +#ifdef TEST_FLOAT + test_accuracy(0.0F, "float"); // Test float. +#endif +#ifdef TEST_DOUBLE + test_accuracy(0.0, "double"); // Test double. +#endif +#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS +#ifdef TEST_LDOUBLE + test_accuracy(0.0L, "long double"); // Test long double. +#endif +#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) +#ifdef TEST_REAL_CONCEPT + test_accuracy(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept. +#endif +#endif +#endif + +} // BOOST_AUTO_TEST_CASE( test_main ) + |