summaryrefslogtreecommitdiffstats
path: root/src/boost/libs/math/test/test_laplace.cpp
diff options
context:
space:
mode:
Diffstat (limited to 'src/boost/libs/math/test/test_laplace.cpp')
-rw-r--r--src/boost/libs/math/test/test_laplace.cpp592
1 files changed, 592 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_laplace.cpp b/src/boost/libs/math/test/test_laplace.cpp
new file mode 100644
index 000000000..9167547f9
--- /dev/null
+++ b/src/boost/libs/math/test/test_laplace.cpp
@@ -0,0 +1,592 @@
+// Copyright Thijs van den Berg, 2008.
+// Copyright John Maddock 2008.
+// Copyright Paul A. Bristow 2008, 2009, 2014.
+
+// 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)
+
+// add few more tests for farther out than 2??
+// long double test
+// add test for convenience typedef laplace.
+// Permit infinity arguments.
+#ifdef _MSC_VER
+#pragma warning (disable : 4127) // conditional expression is constant.
+#endif
+
+/*
+
+This module tests the Laplace distribution.
+
+Test 1: test_pdf_cdf_ocatave()
+ Compare pdf, cdf against results obtained from GNU Octave.
+
+Test 2: test_cdf_quantile_symmetry()
+ Checks if quantile is the inverse of cdf by testing
+ quantile(cdf(x)) == x
+
+Test 3: test_hazard_pdf_cdf_symmetry()
+ Checks the relation between hazard, pdf and cdf.
+ hazard = pdf/(1-cdf)
+
+
+Test 4: test_location_scale_symmetry()
+ Checks the pdf, cdf invariant for translation and scaling invariant
+ cdf(x,location,scale) = cdf( (x-location)/scale, 0, 1)
+ scale * pdf(x,location,scale) = pdf( (x-location)/scale, 0, 1)
+
+Test 5: test_mmm_moments()
+ Tests...
+ mean == location
+ mode == location
+ median == location
+
+ standard_deviation = sqrt(2)*scale
+ skewness == 0
+ kurtosis == 6
+ excess kurtosis == 3
+
+Test 6: test_complemented()
+ Test the cdf an quantile complemented function.
+ cdf(L,x) + cdf(complement(l,x)) == 1
+ quantile(L,p) == quantile(complement(l,1-p))
+
+Test 7: test_bad_dist_parameters()
+ Test invalid distribution construction.
+
+Test 8: test_extreme_function_arguments()
+ Test x = +/- inf. for cdf(), pdf()
+ Test p ={0,1} for quantile()
+*/
+
+
+#define BOOST_TEST_MAIN
+#include <boost/test/unit_test.hpp>
+#include <boost/math/tools/test.hpp>
+#include <boost/math/constants/constants.hpp>
+#include <boost/math/distributions/laplace.hpp>
+#include "test_out_of_range.hpp"
+using boost::math::laplace_distribution;
+
+/*
+#include <iostream>
+ using std::cout;
+ using std::endl;
+ using std::setprecision;
+
+#include <limits>
+ using std::numeric_limits;
+*/
+
+/*
+ This function test various values of the standard Laplace distribution pdf,cdf
+ against values generated by GNU Octave
+ The test code is generated with the following Octave script:
+
+f = fopen('octave_boost_laplace.cpp', 'w');
+
+for x = [real(-2.0), real(-1.0), real(-0.5), real(0.0), real(0.5), real(1.0), real(2.0)]
+
+ # pdf tests
+ # -----------------------
+ fdisp(f, " BOOST_CHECK_CLOSE(" ),;
+ fdisp(f, (sprintf (" pdf(laplace_distribution<RealType>(), static_cast<RealType>(%16.14fL)),", x)));
+ fdisp(f, (sprintf (" static_cast<RealType>(%16.14fL),", laplace_pdf(x) )) );
+ fdisp(f, " tolerance);" );
+ fdisp(f, "" );
+
+ # cdf tests
+ # -----------------------
+ fdisp(f, " BOOST_CHECK_CLOSE(" );
+ fdisp(f, (sprintf (" cdf(laplace_distribution<RealType>(), static_cast<RealType>(%16.14fL)),", x)));
+ fdisp(f, (sprintf (" static_cast<RealType>(%16.14fL),", laplace_cdf(x) )) );
+ fdisp(f, " tolerance);" );
+ fdisp(f, "" );
+
+endfor
+
+fclose(f);
+
+
+Laplace distribution values version 2.0
+
+Using NTL version 5.4 and the formula in Wikipedia Paul A. Bristow
+NTL class RR precision 150 bits.
+NTL class RR output precision 50 decimal digits OK.
+Laplace pdf
+-10 0.22699964881242425767795757780275305118959044437696e-4
+-9.5 0.37425914943850295735594659677277583056493449453316e-4
+-9 0.61704902043339774748818345365016913036076416123496e-4
+-8.5 0.00010173418450532208718446671524353319364865576338509
+-8 0.00016773131395125591941069456289043050965545006686111
+-7.5 0.00027654218507391679155100004426517859890566829114007
+-7 0.00045594098277725810400156804220464131323686226383407
+-6.5 0.00075171959648878622369145166608382691500025647887521
+-6 0.0012393760883331792115225837154083339457532397924584
+-5.5 0.0020433857192320334967323513423603842041953283241185
+-5 0.0033689734995427335483180242115742121244247925136568
+-4.5 0.0055544982691211532480715671434652638857696337503689
+-4 0.0091578194443670901468590106366206211059560337810038
+-3.5 0.015098691711159250369893146181809922535830266119032
+-3 0.024893534183931971489671207825030888315849796096331
+-2.5 0.041042499311949397584764337233579903918902060509316
+-2 0.067667641618306345946999747486242201703815772944649
+-1.5 0.11156508007421491446664023538200626067108581471131
+-1 0.18393972058572116079776188508073043372290556554506
+-0.5 0.30326532985631671180189976749559022672095906778368
+0 0.5
+0.5 0.30326532985631671180189976749559022672095906778368
+1 0.18393972058572116079776188508073043372290556554506
+1.5 0.11156508007421491446664023538200626067108581471131
+2 0.067667641618306345946999747486242201703815772944649
+2.5 0.041042499311949397584764337233579903918902060509316
+3 0.024893534183931971489671207825030888315849796096331
+3.5 0.015098691711159250369893146181809922535830266119032
+4 0.0091578194443670901468590106366206211059560337810038
+4.5 0.0055544982691211532480715671434652638857696337503689
+5 0.0033689734995427335483180242115742121244247925136568
+5.5 0.0020433857192320334967323513423603842041953283241185
+6 0.0012393760883331792115225837154083339457532397924584
+6.5 0.00075171959648878622369145166608382691500025647887521
+7 0.00045594098277725810400156804220464131323686226383407
+7.5 0.00027654218507391679155100004426517859890566829114007
+8 0.00016773131395125591941069456289043050965545006686111
+8.5 0.00010173418450532208718446671524353319364865576338509
+9 0.61704902043339774748818345365016913036076416123496e-4
+9.5 0.37425914943850295735594659677277583056493449453316e-4
+10 0.22699964881242425767795757780275305118959044437696e-4
+
+Laplace cdf
+-10 0.9999773000351187575742322042422197246948810411152
+-9.5 0.99996257408505614970426440534032272241694350636029
+-9 0.99993829509795666022525118165463498308696392404693
+-8.5 0.99989826581549467791281553328475646680635134420916
+-8 0.99983226868604874408058930543710956949034454956485
+-7.5 0.9997234578149260832084489999557348214010943317417
+-7 0.99954405901722274189599843195779535868676313746042
+-6.5 0.99924828040351121377630854833391617308499974328643
+-6 0.99876062391166682078847741628459166605424676032523
+-5.5 0.99795661428076796650326764865763961579580467117776
+-5 0.99663102650045726645168197578842578787557520756024
+-4.5 0.9944455017308788467519284328565347361142303666328
+-4 0.99084218055563290985314098936337937889404396651458
+-3.5 0.98490130828884074963010685381819007746416973359633
+-3 0.9751064658160680285103287921749691116841502037504
+-2.5 0.95895750068805060241523566276642009608109793962206
+-2 0.93233235838169365405300025251375779829618422688019
+-1.5 0.8884349199257850855333597646179937393289141857266
+-1 0.81606027941427883920223811491926956627709443427977
+-0.5 0.69673467014368328819810023250440977327904093221632
+0 0.5
+0.5 0.30326532985631671180189976749559022672095906778368
+1 0.18393972058572116079776188508073043372290556572023
+1.5 0.11156508007421491446664023538200626067108581462372
+2 0.067667641618306345946999747486242201703815773119812
+2.5 0.041042499311949397584764337233579903918902060377944
+3 0.024893534183931971489671207825030888315849796249598
+3.5 0.015098691711159250369893146181809922535830266053346
+4 0.009157819444367090146859010636620621105956033835742
+4.5 0.005554498269121153248071567143465263885769633717526
+5 0.0033689734995427335483180242115742121244247924397602
+5.5 0.0020433857192320334967323513423603842041953284719117
+6 0.0012393760883331792115225837154083339457532396747712
+6.5 0.00075171959648878622369145166608382691500025636324071
+7 0.00045594098277725810400156804220464131323686218925325
+7.5 0.00027654218507391679155100004426517859890566825829713
+8 0.00016773131395125591941069456289043050965545008482209
+8.5 0.00010173418450532208718446671524353319364865579083973
+9 0.61704902043339774748818345365016913036076303396971e-4
+9.5 0.37425914943850295735594659677277583056493289386783e-4
+10 0.22699964881242425767795757780275305118958884798806e-4
+
+*/
+template <class RealType>
+void test_pdf_cdf_ocatave()
+{
+ RealType tolerance(1e-10f);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(-2.L)),
+ // static_cast<RealType>(0.06766764161831L),
+ static_cast<RealType>(0.067667641618306345946999747486242201703815773119812L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(-2.L)),
+ //static_cast<RealType>(0.06766764161831L),
+ static_cast<RealType>(0.067667641618306345946999747486242201703815773119812L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(-1.L)),
+ //static_cast<RealType>(0.18393972058572L),
+ static_cast<RealType>(0.18393972058572116079776188508073043372290556554506L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(-1.L)),
+ static_cast<RealType>(0.18393972058572L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(-0.5L)),
+ // static_cast<RealType>(0.30326532985632L),
+ static_cast<RealType>(0.30326532985631671180189976749559022672095906778368L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(-0.5L)),
+ //static_cast<RealType>(0.30326532985632L),
+ static_cast<RealType>(0.30326532985631671180189976749559022672095906778368L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(0.0L)),
+ static_cast<RealType>(0.5L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(0.0L)),
+ static_cast<RealType>(0.5L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(0.5L)),
+ //static_cast<RealType>(0.30326532985632L),
+ static_cast<RealType>(0.30326532985631671180189976749559022672095906778368L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(0.5L)),
+ // static_cast<RealType>(0.69673467014368L),
+ static_cast<RealType>(0.69673467014368328819810023250440977327904093221632L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(1.0L)),
+ // static_cast<RealType>(0.18393972058572L),
+ static_cast<RealType>(0.18393972058572116079776188508073043372290556554506L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(1.00000000000000L)),
+ // static_cast<RealType>(0.81606027941428L),
+ static_cast<RealType>(0.81606027941427883920223811491926956627709443427977L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(), static_cast<RealType>(2.0L)),
+ // static_cast<RealType>(0.06766764161831L),
+ static_cast<RealType>(0.067667641618306345946999747486242201703815772944649L),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(), static_cast<RealType>(2.0L)),
+ // static_cast<RealType>(0.93233235838169L),
+ static_cast<RealType>(0.93233235838169365405300025251375779829618422688019L),
+ tolerance);
+
+ check_out_of_range<laplace_distribution<RealType> >(0, 1);
+ BOOST_MATH_CHECK_THROW(laplace_distribution<RealType>(0, 0), std::domain_error);
+ BOOST_MATH_CHECK_THROW(laplace_distribution<RealType>(0, -1), std::domain_error);
+}
+
+template <class RealType>
+void test_cdf_quantile_symmetry()
+{
+ RealType tolerance(boost::math::tools::epsilon<RealType>() * 500); // 5 eps as a percentage.
+
+ const float xtest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 };
+
+ for (int i=0; i<7; ++i)
+ {
+ RealType x( static_cast<RealType>(xtest[i]) );
+ RealType x2( quantile(laplace_distribution<RealType>(), cdf(laplace_distribution<RealType>(), x)) );
+ BOOST_CHECK_CLOSE( x, x2, tolerance);
+ }
+}
+
+template <class RealType>
+void test_hazard_pdf_cdf_symmetry()
+{
+ RealType tolerance(boost::math::tools::epsilon<RealType>() * 500); // 5 eps as a percentage
+
+ const float xtest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 };
+
+ for (int xi=0; xi<7; ++xi)
+ {
+ RealType x( static_cast<RealType>(xtest[xi]) );
+ RealType p( pdf(laplace_distribution<RealType>(), x) );
+ RealType c( cdf(laplace_distribution<RealType>(), x) );
+ RealType h1( p/(static_cast<RealType>(1.0) - c) );
+ RealType h2( hazard(laplace_distribution<RealType>(), x) );
+ BOOST_CHECK_CLOSE( h1, h2, tolerance);
+ }
+}
+
+template <class RealType>
+void test_location_scale_symmetry()
+{
+ RealType tolerance(boost::math::tools::epsilon<RealType>() * 500); // 5 eps as a percentage
+
+ const float xtest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 };
+ const float ltest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 };
+ const float stest[3] = { 0.5, 1.0, 2.0 };
+
+ for (int xi=0; xi<7; ++xi)
+ for (int li=0; li<7; ++li)
+ for (int si=0; si<3; ++si)
+ {
+ RealType x( static_cast<RealType>(xtest[xi]) );
+ RealType l( static_cast<RealType>(ltest[li]) );
+ RealType s( static_cast<RealType>(stest[si]) );
+ RealType x0( (x-l)/s );
+
+ BOOST_CHECK_CLOSE(
+ pdf(laplace_distribution<RealType>(l,s), x) * s,
+ pdf(laplace_distribution<RealType>(), x0),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ cdf(laplace_distribution<RealType>(l,s), x),
+ cdf(laplace_distribution<RealType>(), x0),
+ tolerance);
+
+ }
+}
+
+template <class RealType>
+void test_mmm_moments()
+{
+ RealType tolerance(boost::math::tools::epsilon<RealType>() * 500); // 5 eps as a percentage
+
+ // const float xtest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 };
+ const float ltest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 };
+ const float stest[3] = { 0.5, 1.0, 2.0 };
+
+ for (int xi=0; xi<7; ++xi)
+ for (int li=0; li<7; ++li)
+ for (int si=0; si<3; ++si)
+ {
+ //RealType x( static_cast<RealType>(xtest[xi]) );
+ RealType l( static_cast<RealType>(ltest[li]) );
+ RealType s( static_cast<RealType>(stest[si]) );
+
+ BOOST_CHECK_CLOSE(
+ mean( laplace_distribution<RealType>(l,s) ),
+ l,
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ median( laplace_distribution<RealType>(l,s) ),
+ l,
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ mode( laplace_distribution<RealType>(l,s) ),
+ l,
+ tolerance);
+
+
+ BOOST_CHECK_CLOSE(
+ standard_deviation( laplace_distribution<RealType>(l,s) ),
+ static_cast<RealType>( s * boost::math::constants::root_two<RealType>() ),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ skewness( laplace_distribution<RealType>(l,s) ),
+ static_cast<RealType>(0),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ kurtosis( laplace_distribution<RealType>(l,s) ),
+ static_cast<RealType>(6),
+ tolerance);
+
+ BOOST_CHECK_CLOSE(
+ kurtosis_excess( laplace_distribution<RealType>(l,s) ),
+ static_cast<RealType>(3),
+ tolerance);
+
+ RealType expected_entropy = log(2*s*boost::math::constants::e<RealType>());
+ BOOST_CHECK_CLOSE(
+ entropy(laplace_distribution<RealType>(l,s) ),
+ expected_entropy,
+ tolerance);
+
+ }
+} // template <class RealType> void test_mmm_moments()
+
+template <class RealType>
+void test_complemented()
+{
+ RealType tolerance(boost::math::tools::epsilon<RealType>() * 500); // 5 eps as a percentage.
+
+ const float xtest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 }; // x values.
+ const float ptest[7] = { 0.125, 0.25, 0.5, 0.75, 0.875 }; // probability values.
+ const float ltest[7] = { -2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0 }; // locations.
+ const float stest[3] = { 0.5, 1.0, 2.0 }; // scales.
+
+ for (int li=0; li<7; ++li)
+ for (int si=0; si<3; ++si)
+ {
+ RealType l( static_cast<RealType>(ltest[li]) );
+ RealType s( static_cast<RealType>(stest[si]) );
+
+ for (int xi=0; xi<7; ++xi)
+ {
+ RealType x( static_cast<RealType>(xtest[xi]) );
+
+ // Check sum of cdf and complement = unity.
+ BOOST_CHECK_CLOSE(
+ cdf(complement(laplace_distribution<RealType>(l,s), x))
+ + cdf(laplace_distribution<RealType>(l,s), x),
+ static_cast<RealType>(1),
+ tolerance);
+
+ }
+
+ for (int pi=0; pi<5; ++pi)
+ {
+ RealType p( static_cast<RealType>(ptest[pi]) );
+
+ BOOST_CHECK_CLOSE(
+ quantile(complement(laplace_distribution<RealType>(l,s), 1-p )),
+ quantile(laplace_distribution<RealType>(l,s), p),
+ tolerance);
+ }
+ }
+} // void test_complemented()
+
+template <class RealType>
+void test_bad_dist_parameters()
+{
+ // Check that can generate laplace distribution using both convenience methods:
+ laplace_distribution<double> lp1(0.5); // Using default RealType double.
+ boost::math::laplace lp2(0.5); // Using typedef.
+#ifndef BOOST_NO_EXCEPTIONS
+ BOOST_MATH_CHECK_THROW(boost::math::laplace_distribution<RealType> lbad1(0, 0), std::domain_error);
+ BOOST_MATH_CHECK_THROW(boost::math::laplace_distribution<RealType> lbad2(0, -1), std::domain_error);
+#else
+ BOOST_MATH_CHECK_THROW(boost::math::laplace_distribution<RealType>(0, 0), std::domain_error);
+ BOOST_MATH_CHECK_THROW(boost::math::laplace_distribution<RealType>(0, -1), std::domain_error);
+#endif
+}
+
+template <class RealType>
+void test_extreme_function_arguments()
+{
+ using boost::math::laplace_distribution;
+ using boost::math::policies::policy;
+ using boost::math::policies::overflow_error;
+ using boost::math::policies::ignore_error;
+
+ typedef policy<
+ overflow_error<ignore_error> // Ignore if argument value causes overflow.
+ > ignore_overflow_policy;
+
+ laplace_distribution<RealType> L01(0, 1);
+ // Compare random variate x = infinity with RealType max value, usually std::numeric_limits<RealType>::max().
+ using boost::math::tools::max_value; // In case std::numeric_limits<RealType>::max() is not defined.
+ BOOST_CHECK_EQUAL(pdf(L01, +max_value<RealType>()), pdf(L01, +std::numeric_limits<RealType>::infinity()) );
+ BOOST_CHECK_EQUAL(pdf(L01, -max_value<RealType>()), pdf(L01, -std::numeric_limits<RealType>::infinity()) );
+
+ if(std::numeric_limits<RealType>::has_infinity)
+ {
+ laplace_distribution<RealType, ignore_overflow_policy> L1(0, 1);
+ laplace_distribution<RealType, ignore_overflow_policy> L2(1, 2);
+ laplace_distribution<RealType> l01;
+
+ // Check pdf == 0 at x = +/- infinity.
+ BOOST_CHECK_EQUAL(pdf(L01, +std::numeric_limits<RealType>::infinity()), 0 );
+ BOOST_CHECK_EQUAL(pdf(L01, -std::numeric_limits<RealType>::infinity()), 0 );
+
+ BOOST_CHECK_EQUAL(cdf(L01, +std::numeric_limits<RealType>::infinity()), 1 );
+ BOOST_CHECK_EQUAL(cdf(L01, -std::numeric_limits<RealType>::infinity()), 0 );
+ BOOST_CHECK_EQUAL(cdf(complement(L01, +std::numeric_limits<RealType>::infinity())), 0 );
+ BOOST_CHECK_EQUAL(cdf(complement(L01, -std::numeric_limits<RealType>::infinity())), 1 );
+
+ // Trac #9672 Feb 2014 x = infinity is now allowed.
+ //BOOST_MATH_CHECK_THROW(pdf(L1, +std::numeric_limits<RealType>::infinity()), std::domain_error);
+ //BOOST_MATH_CHECK_THROW(pdf(L1, -std::numeric_limits<RealType>::infinity()), std::domain_error);
+ //BOOST_MATH_CHECK_THROW(pdf(L2, +std::numeric_limits<RealType>::infinity()), std::domain_error);
+ //BOOST_MATH_CHECK_THROW(pdf(L2, -std::numeric_limits<RealType>::infinity()), std::domain_error);
+
+ // Check cdf at x = +/- infinity.
+ //BOOST_MATH_CHECK_THROW(cdf(L1, +std::numeric_limits<RealType>::infinity()), std::domain_error);
+ //BOOST_MATH_CHECK_THROW(cdf(L1, -std::numeric_limits<RealType>::infinity()), std::domain_error);
+ //BOOST_MATH_CHECK_THROW(cdf(L2, +std::numeric_limits<RealType>::infinity()), std::domain_error);
+ //BOOST_MATH_CHECK_THROW(cdf(L2, -std::numeric_limits<RealType>::infinity()), std::domain_error);
+
+ // Check quantile at p = 0, 1 which return infinity.
+ BOOST_CHECK_EQUAL(quantile(L1, 0), -std::numeric_limits<RealType>::infinity() );
+ BOOST_CHECK_EQUAL(quantile(L1, 1), +std::numeric_limits<RealType>::infinity() );
+ BOOST_CHECK_EQUAL(quantile(L2, 0), -std::numeric_limits<RealType>::infinity() );
+ BOOST_CHECK_EQUAL(quantile(L2, 1), +std::numeric_limits<RealType>::infinity() );
+ }
+}
+
+BOOST_AUTO_TEST_CASE( vs_GNU_Octave )
+{
+ test_pdf_cdf_ocatave<float>();
+ test_pdf_cdf_ocatave<double>();
+}
+
+BOOST_AUTO_TEST_CASE( cdf_quantile_symmetry )
+{
+ test_cdf_quantile_symmetry<float>();
+ test_cdf_quantile_symmetry<double>();
+}
+
+BOOST_AUTO_TEST_CASE( hazard_pdf_cdf_symmetry )
+{
+ test_hazard_pdf_cdf_symmetry<float>();
+ test_hazard_pdf_cdf_symmetry<double>();
+}
+
+BOOST_AUTO_TEST_CASE( location_scale_symmetry )
+{
+ test_location_scale_symmetry<float>();
+ test_location_scale_symmetry<double>();
+}
+
+BOOST_AUTO_TEST_CASE( mmm_moments )
+{
+ test_mmm_moments<float>();
+ test_mmm_moments<double>();
+}
+
+BOOST_AUTO_TEST_CASE( t_complemented )
+{
+ test_complemented<float>();
+ test_complemented<double>();
+}
+
+BOOST_AUTO_TEST_CASE( bad_dist_parameters )
+{
+ test_bad_dist_parameters<float>();
+ test_bad_dist_parameters<double>();
+}
+
+BOOST_AUTO_TEST_CASE( extreme_function_arguments )
+{
+ BOOST_TEST_MESSAGE("extreme arguments");
+ test_extreme_function_arguments<float>();
+ test_extreme_function_arguments<double>();
+}
+
+/*
+
+Output:
+
+------ Rebuild All started: Project: test_laplace, Configuration: Debug Win32 ------
+ test_laplace.cpp
+ test_laplace.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Debug\test_laplace.exe
+ Running 8 test cases...
+
+ *** No errors detected
+========== Rebuild All: 1 succeeded, 0 failed, 0 skipped ==========
+
+
+*/
+
generated by cgit v1.2.3 (git 2.39.1) at 2024-11-09 05:38:01 +0000