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Diffstat (limited to 'src/boost/libs/math/test/test_owens_t.hpp')
| -rw-r--r-- | src/boost/libs/math/test/test_owens_t.hpp | 165 |
1 files changed, 165 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_owens_t.hpp b/src/boost/libs/math/test/test_owens_t.hpp new file mode 100644 index 00000000..d16ebd38 --- /dev/null +++ b/src/boost/libs/math/test/test_owens_t.hpp @@ -0,0 +1,165 @@ +// (C) Copyright John Maddock 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) + +#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error +#include <boost/math/concepts/real_concept.hpp> +#define BOOST_TEST_MAIN +#include <boost/test/unit_test.hpp> +#include <boost/test/tools/floating_point_comparison.hpp> +#include <boost/math/special_functions/math_fwd.hpp> +#include <boost/math/distributions/normal.hpp> +#include <boost/type_traits/is_floating_point.hpp> +#include <boost/array.hpp> +#include "functor.hpp" + +#include "handle_test_result.hpp" +#include "table_type.hpp" +#include "owens_t_T7.hpp" + + +template <class RealType> +void test_spot( + RealType h, // + RealType a, // + RealType tol) // Test tolerance +{ + BOOST_CHECK_CLOSE_FRACTION(owens_t(h, a), 3.89119302347013668966224771378e-2L, tol); +} + +template <class RealType> // Any floating-point type RealType. +void test_spots(RealType) +{ + using namespace std; + // Basic sanity checks, test data is as accurate as long double, + // so set tolerance to a few epsilon expressed as a fraction. + RealType tolerance = boost::math::tools::epsilon<RealType>() * 30; // most OK with 3 eps tolerance. + cout << "Tolerance = " << tolerance << "." << endl; + + using ::boost::math::owens_t; + using ::boost::math::normal_distribution; + BOOST_MATH_STD_USING // ADL of std names. + + // Checks of six sub-methods T1 to T6. + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.0625L), static_cast<RealType>(0.25L)), static_cast<RealType>(3.89119302347013668966224771378e-2L), tolerance); // T1 + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(6.5L), static_cast<RealType>(0.4375L)), static_cast<RealType>(2.00057730485083154100907167685E-11L), tolerance); // T2 + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(7L), static_cast<RealType>(0.96875L)), static_cast<RealType>(6.39906271938986853083219914429E-13L), tolerance); // T3 + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(4.78125L), static_cast<RealType>(0.0625L)), static_cast<RealType>(1.06329748046874638058307112826E-7L), tolerance); // T4 + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(2.L), static_cast<RealType>(0.5L)), static_cast<RealType>(8.62507798552150713113488319155E-3L), tolerance); // T5 + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(1.L), static_cast<RealType>(0.9999975L)), static_cast<RealType>(6.67418089782285927715589822405E-2L), tolerance); // T6 + //BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(L), static_cast<RealType>(L)), static_cast<RealType>(L), tolerance); + + // BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(L), static_cast<RealType>(L)), static_cast<RealType>(L), tolerance); + + // Spots values using Mathematica + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(6.5L), static_cast<RealType>(0.4375L)), static_cast<RealType>(2.00057730485083154100907167684918851101649922551817956120806662022118024594547E-11L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.4375L), static_cast<RealType>(6.5L)), static_cast<RealType>(0.16540130125449396247498691826626273249659241838438244251206819782787761751256L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(7.L), static_cast<RealType>(0.96875L)), static_cast<RealType>(6.39906271938986853083219914428916013764797190941459233223182225724846022843930e-13L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.96875L), static_cast<RealType>(7.L)), static_cast<RealType>(0.08316748474602973770533230453272140919966614259525787470390475393923633179072L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(4.78125L), static_cast<RealType>(0.0625L)), static_cast<RealType>(1.06329748046874638058307112826015825291136503488102191050906959246644942646701e-7L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.0625L), static_cast<RealType>(4.78125L)), static_cast<RealType>(0.21571185819897989857261253680409017017649352928888660746045361855686569265171L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(2.L), static_cast<RealType>(0.5L)), static_cast<RealType>(0.00862507798552150713113488319154637187875641190390854291100809449487812876461L), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), static_cast<RealType>(0.14158060365397839346662819588111542648867283386549027383784843786494855594607L), tolerance); + + // check basic properties + BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), owens_t(static_cast<RealType>(-0.5L), static_cast<RealType>(2L))); + BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), -owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(-2L))); + BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), -owens_t(static_cast<RealType>(-0.5L), static_cast<RealType>(-2L))); + + // Special relations from Owen's original paper: + BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5), static_cast<RealType>(0)), static_cast<RealType>(0)); + BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(10), static_cast<RealType>(0)), static_cast<RealType>(0)); + BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(10000), static_cast<RealType>(0)), static_cast<RealType>(0)); + + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0), static_cast<RealType>(2L)), atan(static_cast<RealType>(2L)) / (boost::math::constants::pi<RealType>() * 2), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0), static_cast<RealType>(0.5L)), atan(static_cast<RealType>(0.5L)) / (boost::math::constants::pi<RealType>() * 2), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0), static_cast<RealType>(2000L)), atan(static_cast<RealType>(2000L)) / (boost::math::constants::pi<RealType>() * 2), tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(5), static_cast<RealType>(1)), cdf(normal_distribution<RealType>(), 5) * cdf(complement(normal_distribution<RealType>(), 5)) / 2, tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.125), static_cast<RealType>(1)), cdf(normal_distribution<RealType>(), 0.125) * cdf(complement(normal_distribution<RealType>(), 0.125)) / 2, tolerance); + if(std::numeric_limits<RealType>::has_infinity) + { + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.125), std::numeric_limits<RealType>::infinity()), cdf(complement(normal_distribution<RealType>(), 0.125)) / 2, tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(5), std::numeric_limits<RealType>::infinity()), cdf(complement(normal_distribution<RealType>(), 5)) / 2, tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(-0.125), std::numeric_limits<RealType>::infinity()), cdf(normal_distribution<RealType>(), -0.125) / 2, tolerance); + BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(-5), std::numeric_limits<RealType>::infinity()), cdf(normal_distribution<RealType>(), -5) / 2, tolerance); + } +} // template <class RealType>void test_spots(RealType) + +template <class RealType> // Any floating-point type RealType. +void check_against_T7(RealType) +{ + using namespace std; + // Basic sanity checks, test data is as accurate as long double, + // so set tolerance to a few epsilon expressed as a fraction. + RealType tolerance = boost::math::tools::epsilon<RealType>() * 150; // most OK with 3 eps tolerance. + cout << "Tolerance = " << tolerance << "." << endl; + + using ::boost::math::owens_t; + using namespace std; // ADL of std names. + + // apply log scale because points near zero are more interesting + for(RealType a = static_cast<RealType>(-10.0l); a < static_cast<RealType>(3l); a += static_cast<RealType>(0.2l)) + for(RealType h = static_cast<RealType>(-10.0l); h < static_cast<RealType>(3.5l); h += static_cast<RealType>(0.2l)) + { + const RealType expa = exp(a); + const RealType exph = exp(h); + const RealType t = boost::math::owens_t(exph, expa); + RealType t7 = boost::math::owens_t_T7(exph, expa); + //if(!(boost::math::isnormal)(t) || !(boost::math::isnormal)(t7)) + // std::cout << "a = " << expa << " h = " << exph << " t = " << t << " t7 = " << t7 << std::endl; + BOOST_CHECK_CLOSE_FRACTION(t, t7, tolerance); + } + +} // template <class RealType>void test_spots(RealType) + +template <class Real, class T> +void do_test_owens_t(const T& data, const char* type_name, const char* test_name) +{ +#if !(defined(ERROR_REPORTING_MODE) && !defined(OWENS_T_FUNCTION_TO_TEST)) + typedef Real value_type; + + typedef value_type(*pg)(value_type, value_type); +#ifdef OWENS_T_FUNCTION_TO_TEST + pg funcp = OWENS_T_FUNCTION_TO_TEST; +#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) + pg funcp = boost::math::owens_t<value_type>; +#else + pg funcp = boost::math::owens_t; +#endif + + boost::math::tools::test_result<value_type> result; + + std::cout << "Testing " << test_name << " with type " << type_name + << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; + + // + // test owens_t against data: + // + result = boost::math::tools::test_hetero<Real>( + data, + bind_func<Real>(funcp, 0, 1), + extract_result<Real>(2)); + handle_test_result(result, data[result.worst()], result.worst(), type_name, "owens_t", test_name); + + std::cout << std::endl; +#endif +} + +template <class T> +void test_owens_t(T, const char* name) +{ + // + // The actual test data is rather verbose, so it's in a separate file + // + // The contents are as follows, each row of data contains + // three items, input value a, input value b and erf(a, b): + // +# include "owens_t.ipp" + + do_test_owens_t<T>(owens_t, name, "Owens T (medium small values)"); + +#include "owens_t_large_data.ipp" + + do_test_owens_t<T>(owens_t_large_data, name, "Owens T (large and diverse values)"); +} |