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// 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
*/
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