1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
|
// test_owens_t.cpp
// Copyright Paul A. Bristow 2012.
// Copyright Benjamin Sobotta 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)
// Tested using some 30 decimal digit accuracy values from:
// Fast and accurate calculation of Owen's T-function
// Mike Patefield, and David Tandy
// Journal of Statistical Software, 5 (5), 1-25 (2000).
// http://www.jstatsoft.org/v05/a05/paper Table 3, page 15
// Values of T(h,a) accurate to thirty figures were calculated using 128 bit arithmetic by
// evaluating (9) with m = 48, the summation over k being continued until additional terms did
// not alter the result. The resultant values Tacc(h,a) say, were validated by evaluating (8) with
// m = 48 (i.e. 96 point Gaussian quadrature).
#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
#ifdef _MSC_VER
# pragma warning (disable : 4127) // conditional expression is constant
# pragma warning (disable : 4305) // 'initializing' : truncation from 'double' to 'const float'
// ?? TODO get rid of these warnings?
#endif
#include <boost/math/concepts/real_concept.hpp> // for real_concept.
using ::boost::math::concepts::real_concept;
#include <boost/math/special_functions/owens_t.hpp> // for owens_t function.
using boost::math::owens_t;
#include <boost/math/distributions/normal.hpp>
#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp>
#include <boost/test/tools/floating_point_comparison.hpp>
#include <boost/array.hpp>
#include "libs/math/test/handle_test_result.hpp"
#include "libs/math/test/table_type.hpp"
#include "libs/math/test/functor.hpp"
#include "test_owens_t.hpp"
//
// Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support.
// This requires the multiprecision library from sandbox/big_number.
// Note that these tests *do not pass*, but they do give an idea of the
// error rates that can be expected....
//
#ifdef TEST_CPP_DEC_FLOAT
#include <boost/multiprecision/cpp_dec_float.hpp>
template <class R>
inline R convert_to(const char* s)
{
try{
return boost::lexical_cast<R>(s);
}
catch(const boost::bad_lexical_cast&)
{
return 0;
}
}
#define SC_(x) convert_to<T>(BOOST_STRINGIZE(x))
#endif
#include "owens_t_T7.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";
#endif
//
// Catch all cases come last:
//
if(std::numeric_limits<long double>::digits > 60)
{
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
largest_type, // test type(s)
".*", // test data group
"owens_t", 500, 100); // test function
}
else
{
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
largest_type, // test type(s)
".*", // test data group
"owens_t", 60, 5); // 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;
}
BOOST_AUTO_TEST_CASE( test_main )
{
BOOST_MATH_CONTROL_FP;
expected_results();
// 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.
#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
#endif
check_against_T7(0.0F); // Test float.
check_against_T7(0.0); // Test double.
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
check_against_T7(0.0L); // Test long double.
#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept.
#endif
#endif
test_owens_t(0.0F, "float"); // Test float.
test_owens_t(0.0, "double"); // Test double.
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
test_owens_t(0.0L, "long double"); // Test long double.
#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
#endif
#endif
#ifdef TEST_CPP_DEC_FLOAT
typedef boost::multiprecision::mp_number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35;
test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept.
test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept.
test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept.
#endif
} // BOOST_AUTO_TEST_CASE( test_main )
/*
Output:
Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
Running 1 test case...
Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32
Tolerance = 3.57628e-006.
Tolerance = 6.66134e-015.
Tolerance = 6.66134e-015.
Tolerance = 6.66134e-015.
Tolerance = 1.78814e-005.
Tolerance = 3.33067e-014.
Tolerance = 3.33067e-014.
Tolerance = 3.33067e-014.
Testing Owens T (medium small values) with type float
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<float> Max = 0 RMS Mean=0
Testing Owens T (large and diverse values) with type float
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<float> Max = 0 RMS Mean=0
Testing Owens T (medium small values) with type double
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728
worst case at row: 81
{ 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
Testing Owens T (large and diverse values) with type double
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206
worst case at row: 430
{ 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
Testing Owens T (medium small values) with type long double
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728
worst case at row: 81
{ 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
Testing Owens T (large and diverse values) with type long double
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206
worst case at row: 430
{ 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
Testing Owens T (medium small values) with type real_concept
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032
worst case at row: 81
{ 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
Testing Owens T (large and diverse values) with type real_concept
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102
worst case at row: 439
{ 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 }
*** No errors detected
*/
|
