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Diffstat (limited to 'src/boost/libs/math/test/test_cauchy.cpp')
| -rw-r--r-- | src/boost/libs/math/test/test_cauchy.cpp | 746 |
1 files changed, 746 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_cauchy.cpp b/src/boost/libs/math/test/test_cauchy.cpp new file mode 100644 index 000000000..3cbcba6c0 --- /dev/null +++ b/src/boost/libs/math/test/test_cauchy.cpp @@ -0,0 +1,746 @@ +// Copyright John Maddock 2006, 2007. +// Copyright Paul A. Bristow 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) + +// test_cauchy.cpp Test Cauchy distribution + +#ifdef _MSC_VER +# pragma warning(disable: 4100) // unreferenced formal parameter. +// Seems an entirely spurious warning - formal parameter T IS used - get error if /* T */ +//# pragma warning(disable: 4535) // calling _set_se_translator() requires /EHa (in Boost.test) +// Enable C++ Exceptions Yes With SEH Exceptions (/EHa) prevents warning 4535. +# pragma warning(disable: 4127) // conditional expression is constant +#endif + +// #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false +// To compile even if Cauchy mean is used. +#include <boost/math/tools/test.hpp> +#include <boost/math/concepts/real_concept.hpp> // for real_concept +#include <boost/math/distributions/cauchy.hpp> + using boost::math::cauchy_distribution; + +#include "test_out_of_range.hpp" + +#define BOOST_TEST_MAIN +#include <boost/test/unit_test.hpp> // Boost.Test +#include <boost/test/tools/floating_point_comparison.hpp> + +#include <iostream> + using std::cout; + using std::endl; + +template <class RealType> +void test_spots(RealType T) +{ + // Check some bad parameters to construct the distribution, +#ifndef BOOST_NO_EXCEPTIONS + BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, 0), std::domain_error); // zero scale. + BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, -1), std::domain_error); // negative scale (shape). +#else + BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType>(0, 0), std::domain_error); // zero scale. + BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType>(0, -1), std::domain_error); // negative scale (shape). +#endif + cauchy_distribution<RealType> C01; + + BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values. + BOOST_CHECK_EQUAL(C01.scale(), 1); + + // Basic sanity checks. + // 50eps as a percentage, up to a maximum of double precision + // (that's the limit of our test data). + RealType tolerance = (std::max)( + static_cast<RealType>(boost::math::tools::epsilon<double>()), + boost::math::tools::epsilon<RealType>()); + tolerance *= 50 * 100; + + cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl; + + // These first sets of test values were calculated by punching numbers + // into a calculator, and using the formulas on the Mathworld website: + // http://mathworld.wolfram.com/CauchyDistribution.html + // and values from MathCAD 200 Professional, + // CDF: + // + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.125)), // x + static_cast<RealType>(0.53958342416056554201085167134004L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-0.125)), // x + static_cast<RealType>(0.46041657583943445798914832865996L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.5)), // x + static_cast<RealType>(0.64758361765043327417540107622474L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-0.5)), // x + static_cast<RealType>(0.35241638234956672582459892377526L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(1.0)), // x + static_cast<RealType>(0.75), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-1.0)), // x + static_cast<RealType>(0.25), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(2.0)), // x + static_cast<RealType>(0.85241638234956672582459892377526L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-2.0)), // x + static_cast<RealType>(0.14758361765043327417540107622474L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(10.0)), // x + static_cast<RealType>(0.9682744825694464304850228813987L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-10.0)), // x + static_cast<RealType>(0.031725517430553569514977118601302L), // probability. + tolerance); // % + + // + // Complements: + // + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.125))), // x + static_cast<RealType>(0.46041657583943445798914832865996L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(-0.125))), // x + static_cast<RealType>(0.53958342416056554201085167134004L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.5))), // x + static_cast<RealType>(0.35241638234956672582459892377526L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(-0.5))), // x + static_cast<RealType>(0.64758361765043327417540107622474L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(1.0))), // x + static_cast<RealType>(0.25), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(-1.0))), // x + static_cast<RealType>(0.75), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(2.0))), // x + static_cast<RealType>(0.14758361765043327417540107622474L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(-2.0))), // x + static_cast<RealType>(0.85241638234956672582459892377526L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(10.0))), // x + static_cast<RealType>(0.031725517430553569514977118601302L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(-10.0))), // x + static_cast<RealType>(0.9682744825694464304850228813987L), // probability. + tolerance); // % + + // + // Quantiles: + // + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.53958342416056554201085167134004L)), + static_cast<RealType>(0.125), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.46041657583943445798914832865996L)), + static_cast<RealType>(-0.125), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.64758361765043327417540107622474L)), + static_cast<RealType>(0.5), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.35241638234956672582459892377526)), + static_cast<RealType>(-0.5), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.75)), + static_cast<RealType>(1.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.25)), + static_cast<RealType>(-1.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.85241638234956672582459892377526L)), + static_cast<RealType>(2.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.14758361765043327417540107622474L)), + static_cast<RealType>(-2.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.9682744825694464304850228813987L)), + static_cast<RealType>(10.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.031725517430553569514977118601302L)), + static_cast<RealType>(-10.0), + tolerance); // % + + // + // Quantile from complement: + // + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.46041657583943445798914832865996L))), + static_cast<RealType>(0.125), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.53958342416056554201085167134004L))), + static_cast<RealType>(-0.125), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.35241638234956672582459892377526L))), + static_cast<RealType>(0.5), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.64758361765043327417540107622474L))), + static_cast<RealType>(-0.5), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.25))), + static_cast<RealType>(1.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.75))), + static_cast<RealType>(-1.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.14758361765043327417540107622474L))), + static_cast<RealType>(2.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.85241638234956672582459892377526L))), + static_cast<RealType>(-2.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.031725517430553569514977118601302L))), + static_cast<RealType>(10.0), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(), + static_cast<RealType>(0.9682744825694464304850228813987L))), + static_cast<RealType>(-10.0), + tolerance); // % + + // + // PDF + // + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.125)), // x + static_cast<RealType>(0.31341281101173235351410956479511L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-0.125)), // x + static_cast<RealType>(0.31341281101173235351410956479511L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(0.5)), // x + static_cast<RealType>(0.25464790894703253723021402139602L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-0.5)), // x + static_cast<RealType>(0.25464790894703253723021402139602L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(1.0)), // x + static_cast<RealType>(0.15915494309189533576888376337251L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-1.0)), // x + static_cast<RealType>(0.15915494309189533576888376337251L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(2.0)), // x + static_cast<RealType>(0.063661977236758134307553505349006L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-2.0)), // x + static_cast<RealType>(0.063661977236758134307553505349006L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(10.0)), // x + static_cast<RealType>(0.0031515830315226799162155200667825L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(), + static_cast<RealType>(-10.0)), // x + static_cast<RealType>(0.0031515830315226799162155200667825L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(2, 5), + static_cast<RealType>(1)), // x + static_cast<RealType>(0.061213439650728975295724524374044L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + cauchy_distribution<RealType>(-2, 0.25), + static_cast<RealType>(1)), // x + static_cast<RealType>(0.0087809623774838805941453110826215L), // probability. + tolerance); // % + + // + // The following test values were calculated using MathCad, + // precision seems to be about 10^-13. + // + tolerance = (std::max)(tolerance, static_cast<RealType>(1e-11)); + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(1, 1), + static_cast<RealType>(0.125)), // x + static_cast<RealType>(0.271189304634946L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(1, 1), + static_cast<RealType>(0.125))), // x + static_cast<RealType>(1 - 0.271189304634946L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(1, 1), + static_cast<RealType>(0.271189304634946L)), // x + static_cast<RealType>(0.125), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(1, 1), + static_cast<RealType>(1 - 0.271189304634946L))), // x + static_cast<RealType>(0.125), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(0.125)), // x + static_cast<RealType>(0.539583424160566L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(0.5)), // x + static_cast<RealType>(0.647583617650433L), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(1)), // x + static_cast<RealType>(0.750000000000000), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(2)), // x + static_cast<RealType>(0.852416382349567), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(10)), // x + static_cast<RealType>(0.968274482569447), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(100)), // x + static_cast<RealType>(0.996817007235092), // probability. + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(-0.125)), // x + static_cast<RealType>(0.460416575839434), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(-0.5)), // x + static_cast<RealType>(0.352416382349567), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(-1)), // x + static_cast<RealType>(0.2500000000000000), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(-2)), // x + static_cast<RealType>(0.147583617650433), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(-10)), // x + static_cast<RealType>(0.031725517430554), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(0, 1), + static_cast<RealType>(-100)), // x + static_cast<RealType>(3.18299276490824E-3), // probability. + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(1, 5), + static_cast<RealType>(1.25)), // x + static_cast<RealType>(0.515902251256176), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(2, 2), + static_cast<RealType>(1.25)), // x + static_cast<RealType>(0.385799748780092), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(4, 0.125), + static_cast<RealType>(3)), // x + static_cast<RealType>(0.039583424160566), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(-2, static_cast<RealType>(0.0001)), + static_cast<RealType>(-3)), // x + static_cast<RealType>(3.1830988512275777e-5), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(4, 50), + static_cast<RealType>(-3)), // x + static_cast<RealType>(0.455724386698215), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(-4, 50), + static_cast<RealType>(-3)), // x + static_cast<RealType>(0.506365349100973), // probability. + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(1, 5), + static_cast<RealType>(1.25))), // x + static_cast<RealType>(1-0.515902251256176), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(2, 2), + static_cast<RealType>(1.25))), // x + static_cast<RealType>(1-0.385799748780092), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(4, 0.125), + static_cast<RealType>(3))), // x + static_cast<RealType>(1-0.039583424160566), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + cauchy_distribution<RealType>(-2, static_cast<RealType>(0.001)), + static_cast<RealType>(-3)), // x + static_cast<RealType>(0.000318309780080539), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(4, 50), + static_cast<RealType>(-3))), // x + static_cast<RealType>(1-0.455724386698215), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(cauchy_distribution<RealType>(-4, 50), + static_cast<RealType>(-3))), // x + static_cast<RealType>(1-0.506365349100973), // probability. + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(1, 5), + static_cast<RealType>(0.515902251256176)), // x + static_cast<RealType>(1.25), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(2, 2), + static_cast<RealType>(0.385799748780092)), // x + static_cast<RealType>(1.25), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(4, 0.125), + static_cast<RealType>(0.039583424160566)), // x + static_cast<RealType>(3), // probability. + tolerance); // % + /* + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(-2, 0.0001), + static_cast<RealType>(-3)), // x + static_cast<RealType>(0.000015915494296), // probability. + tolerance); // % + */ + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(4, 50), + static_cast<RealType>(0.455724386698215)), // x + static_cast<RealType>(-3), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(-4, 50), + static_cast<RealType>(0.506365349100973)), // x + static_cast<RealType>(-3), // probability. + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(1, 5), + static_cast<RealType>(1-0.515902251256176))), // x + static_cast<RealType>(1.25), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(2, 2), + static_cast<RealType>(1-0.385799748780092))), // x + static_cast<RealType>(1.25), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(4, 0.125), + static_cast<RealType>(1-0.039583424160566))), // x + static_cast<RealType>(3), // probability. + tolerance); // % + /* + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + cauchy_distribution<RealType>(-2, 0.0001), + static_cast<RealType>(-3)), // x + static_cast<RealType>(0.000015915494296), // probability. + tolerance); // % + */ + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(4, 50), + static_cast<RealType>(1-0.455724386698215))), // x + static_cast<RealType>(-3), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(cauchy_distribution<RealType>(-4, 50), + static_cast<RealType>(1-0.506365349100973))), // x + static_cast<RealType>(-3), // probability. + tolerance); // % + + cauchy_distribution<RealType> dist; // default (0, 1) + BOOST_CHECK_EQUAL( + mode(dist), + static_cast<RealType>(0)); + BOOST_CHECK_EQUAL( + median(dist), + static_cast<RealType>(0)); + RealType expected_entropy = log(2*boost::math::constants::two_pi<RealType>()); + BOOST_CHECK_CLOSE( + entropy(dist), + expected_entropy, tolerance); + + // + // Things that now don't compile (BOOST-STATIC_ASSERT_FAILURE) by default. + // #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false + // To compile even if Cauchy mean is used. + // See policy reference, mathematically undefined function policies + // + //BOOST_MATH_CHECK_THROW( + // mean(dist), + // std::domain_error); + //BOOST_MATH_CHECK_THROW( + // variance(dist), + // std::domain_error); + //BOOST_MATH_CHECK_THROW( + // standard_deviation(dist), + // std::domain_error); + //BOOST_MATH_CHECK_THROW( + // kurtosis(dist), + // std::domain_error); + //BOOST_MATH_CHECK_THROW( + // kurtosis_excess(dist), + // std::domain_error); + //BOOST_MATH_CHECK_THROW( + // skewness(dist), + // std::domain_error); + + BOOST_MATH_CHECK_THROW( + quantile(dist, RealType(0.0)), + std::overflow_error); + BOOST_MATH_CHECK_THROW( + quantile(dist, RealType(1.0)), + std::overflow_error); + BOOST_MATH_CHECK_THROW( + quantile(complement(dist, RealType(0.0))), + std::overflow_error); + BOOST_MATH_CHECK_THROW( + quantile(complement(dist, RealType(1.0))), + std::overflow_error); + + check_out_of_range<boost::math::cauchy_distribution<RealType> >(0, 1); // (All) valid constructor parameter values. + + + +} // template <class RealType>void test_spots(RealType) + +BOOST_AUTO_TEST_CASE( test_main ) +{ + BOOST_MATH_CONTROL_FP; + // Check that can generate cauchy distribution using the two convenience methods: + boost::math::cauchy mycd1(1.); // Using typedef + cauchy_distribution<> mycd2(1.); // Using default RealType double. + cauchy_distribution<> C01; // Using default RealType double for Standard Cauchy. + BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values. + BOOST_CHECK_EQUAL(C01.scale(), 1); + + // Basic sanity-check spot values. + // (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: + +Running 1 test case... +Tolerance for type float is 0.000596046 % +Tolerance for type double is 1.11022e-012 % +Tolerance for type long double is 1.11022e-012 % +Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 % +*** No errors detected + +*/ |