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diff --git a/src/boost/libs/math/test/test_rayleigh.cpp b/src/boost/libs/math/test/test_rayleigh.cpp
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+// Copyright John Maddock 2006.
+
+// 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_rayleigh.cpp
+
+#ifdef _MSC_VER
+# pragma warning(disable: 4127) // conditional expression is constant.
+# pragma warning(disable: 4100) // unreferenced formal parameter.
+#endif
+
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+#include <boost/math/distributions/rayleigh.hpp>
+ using boost::math::rayleigh_distribution;
+#include <boost/math/tools/test.hpp>
+
+#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 s, RealType x, RealType p, RealType q, RealType tolerance)
+{
+ BOOST_CHECK_CLOSE(
+ ::boost::math::cdf(
+ rayleigh_distribution<RealType>(s),
+ x),
+ p,
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::cdf(
+ complement(rayleigh_distribution<RealType>(s),
+ x)),
+ q,
+ tolerance); // %
+ // Special extra tests for p and q near to unity.
+ if(p < 0.999)
+ {
+ BOOST_CHECK_CLOSE(
+ ::boost::math::quantile(
+ rayleigh_distribution<RealType>(s),
+ p),
+ x,
+ tolerance); // %
+ }
+ if(q < 0.999)
+ {
+ BOOST_CHECK_CLOSE(
+ ::boost::math::quantile(
+ complement(rayleigh_distribution<RealType>(s),
+ q)),
+ x,
+ tolerance); // %
+ }
+ if(std::numeric_limits<RealType>::has_infinity)
+ {
+ RealType inf = std::numeric_limits<RealType>::infinity();
+ BOOST_CHECK_EQUAL(pdf(rayleigh_distribution<RealType>(s), inf), 0);
+ BOOST_CHECK_EQUAL(cdf(rayleigh_distribution<RealType>(s), inf), 1);
+ BOOST_CHECK_EQUAL(cdf(complement(rayleigh_distribution<RealType>(s), inf)), 0);
+ }
+} // void test_spot
+
+template <class RealType>
+void test_spots(RealType T)
+{
+ using namespace std; // ADL of std names.
+ // 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 *= 10 * 100; // 10 eps as a percent
+ cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
+
+ using namespace boost::math::constants;
+
+ // Things that are errors:
+ rayleigh_distribution<RealType> dist(0.5);
+
+ check_out_of_range<rayleigh_distribution<RealType> >(1);
+ BOOST_MATH_CHECK_THROW(
+ quantile(dist,
+ RealType(1.)), // quantile unity should overflow.
+ std::overflow_error);
+ BOOST_MATH_CHECK_THROW(
+ quantile(complement(dist,
+ RealType(0.))), // quantile complement zero should overflow.
+ std::overflow_error);
+ BOOST_MATH_CHECK_THROW(
+ pdf(dist, RealType(-1)), // Bad negative x.
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ cdf(dist, RealType(-1)), // Bad negative x.
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ cdf(rayleigh_distribution<RealType>(-1), // bad sigma < 0
+ RealType(1)),
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ cdf(rayleigh_distribution<RealType>(0), // bad sigma == 0
+ RealType(1)),
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ quantile(dist, RealType(-1)), // negative quantile probability.
+ std::domain_error);
+ BOOST_MATH_CHECK_THROW(
+ quantile(dist, RealType(2)), // > unity quantile probability.
+ std::domain_error);
+
+ test_spot(
+ static_cast<RealType>(1.L), // sigma
+ static_cast<RealType>(1.L), // x
+ static_cast<RealType>(1 - exp_minus_half<RealType>()), // p
+ static_cast<RealType>(exp_minus_half<RealType>()), // q
+ tolerance);
+
+ test_spot(
+ static_cast<RealType>(0.5L), // sigma
+ static_cast<RealType>(0.5L), // x
+ static_cast<RealType>(1 - exp_minus_half<RealType>()), // p
+ static_cast<RealType>(exp_minus_half<RealType>()), //q
+ tolerance);
+
+ test_spot(
+ static_cast<RealType>(3.L), // sigma
+ static_cast<RealType>(3.L), // x
+ static_cast<RealType>(1 - exp_minus_half<RealType>()), // p
+ static_cast<RealType>(exp_minus_half<RealType>()), //q
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ rayleigh_distribution<RealType>(1.L),
+ static_cast<RealType>(1.L)), // x
+ static_cast<RealType>(exp_minus_half<RealType>()), // probability.
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ rayleigh_distribution<RealType>(0.5L),
+ static_cast<RealType>(0.5L)), // x
+ static_cast<RealType>(2 * exp_minus_half<RealType>()), // probability.
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::pdf(
+ rayleigh_distribution<RealType>(2.L),
+ static_cast<RealType>(2.L)), // x
+ static_cast<RealType>(exp_minus_half<RealType>() /2), // probability.
+ tolerance); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::mean(
+ rayleigh_distribution<RealType>(1.L)),
+ static_cast<RealType>(root_half_pi<RealType>()),
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
+ ::boost::math::variance(
+ rayleigh_distribution<RealType>(root_two<RealType>())),
+ static_cast<RealType>(four_minus_pi<RealType>()),
+ tolerance * 100); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::mode(
+ rayleigh_distribution<RealType>(1.L)),
+ static_cast<RealType>(1.L),
+ tolerance); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::median(
+ rayleigh_distribution<RealType>(1.L)),
+ static_cast<RealType>(sqrt(log(4.L))), // sigma * sqrt(log_four)
+ tolerance); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::skewness(
+ rayleigh_distribution<RealType>(1.L)),
+ static_cast<RealType>(2.L * root_pi<RealType>()) * (pi<RealType>() - 3) / (pow((4 - pi<RealType>()), static_cast<RealType>(1.5L))),
+ tolerance * 100); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::skewness(
+ rayleigh_distribution<RealType>(1.L)),
+ static_cast<RealType>(0.63111065781893713819189935154422777984404221106391L),
+ tolerance * 100); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::kurtosis_excess(
+ rayleigh_distribution<RealType>(1.L)),
+ -static_cast<RealType>(6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /
+ ((4 - pi<RealType>()) * (4 - pi<RealType>())),
+ // static_cast<RealType>(0.2450893006876380628486604106197544154170667057995L),
+ tolerance * 1000); // %
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::kurtosis(
+ rayleigh_distribution<RealType>(1.L)),
+ static_cast<RealType>(3.2450893006876380628486604106197544154170667057995L),
+ tolerance * 100); // %
+
+
+ BOOST_CHECK_CLOSE(
+ ::boost::math::kurtosis_excess(rayleigh_distribution<RealType>(2)),
+ ::boost::math::kurtosis(rayleigh_distribution<RealType>(2)) -3,
+ tolerance* 100); // %
+ return;
+
+} // template <class RealType>void test_spots(RealType)
+
+BOOST_AUTO_TEST_CASE( test_main )
+{
+ // Check that can generate rayleigh distribution using the two convenience methods:
+ boost::math::rayleigh ray1(1.); // Using typedef
+ rayleigh_distribution<> ray2(1.); // Using default RealType double.
+
+ using namespace boost::math::constants;
+ // Basic sanity-check spot values.
+
+ // Double only tests.
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::pdf(
+ rayleigh_distribution<double>(1.),
+ static_cast<double>(1)), // x
+ static_cast<double>(exp_minus_half<double>()), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::pdf(
+ rayleigh_distribution<double>(0.5),
+ static_cast<double>(0.5)), // x
+ static_cast<double>(2 * exp_minus_half<double>()), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::pdf(
+ rayleigh_distribution<double>(2.),
+ static_cast<double>(2)), // x
+ static_cast<double>(exp_minus_half<double>() /2 ), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::cdf(
+ rayleigh_distribution<double>(1.),
+ static_cast<double>(1)), // x
+ static_cast<double>(1- exp_minus_half<double>()), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::cdf(
+ rayleigh_distribution<double>(2.),
+ static_cast<double>(2)), // x
+ static_cast<double>(1- exp_minus_half<double>()), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::cdf(
+ rayleigh_distribution<double>(3.),
+ static_cast<double>(3)), // x
+ static_cast<double>(1- exp_minus_half<double>()), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::cdf(
+ rayleigh_distribution<double>(4.),
+ static_cast<double>(4)), // x
+ static_cast<double>(1- exp_minus_half<double>()), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::cdf(complement(
+ rayleigh_distribution<double>(4.),
+ static_cast<double>(4))), // x
+ static_cast<double>(exp_minus_half<double>()), // q = 1 - p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::quantile(
+ rayleigh_distribution<double>(4.),
+ static_cast<double>(1- exp_minus_half<double>())), // x
+ static_cast<double>(4), // p
+ 1e-15); // %
+
+ BOOST_CHECK_CLOSE_FRACTION(
+ ::boost::math::quantile(complement(
+ rayleigh_distribution<double>(4.),
+ static_cast<double>(exp_minus_half<double>()))), // x
+ static_cast<double>(4), // p
+ 1e-15); // %
+
+ // (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:
+
+Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_rayleigh.exe"
+Running 1 test case...
+Tolerance for type float is 0.000119209 %
+Tolerance for type double is 2.22045e-013 %
+Tolerance for type long double is 2.22045e-013 %
+Tolerance for type class boost::math::concepts::real_concept is 2.22045e-013 %
+*** No errors detected
+
+*/
+
+
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