From 19fcec84d8d7d21e796c7624e521b60d28ee21ed Mon Sep 17 00:00:00 2001 From: Daniel Baumann Date: Sun, 7 Apr 2024 20:45:59 +0200 Subject: Adding upstream version 16.2.11+ds. Signed-off-by: Daniel Baumann --- src/boost/libs/math/test/test_rayleigh.cpp | 339 +++++++++++++++++++++++++++++ 1 file changed, 339 insertions(+) create mode 100644 src/boost/libs/math/test/test_rayleigh.cpp (limited to 'src/boost/libs/math/test/test_rayleigh.cpp') diff --git a/src/boost/libs/math/test/test_rayleigh.cpp b/src/boost/libs/math/test/test_rayleigh.cpp new file mode 100644 index 000000000..a0293c656 --- /dev/null +++ b/src/boost/libs/math/test/test_rayleigh.cpp @@ -0,0 +1,339 @@ +// 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 // for real_concept +#include + using boost::math::rayleigh_distribution; +#include + +#define BOOST_TEST_MAIN +#include // Boost.Test +#include +#include "test_out_of_range.hpp" + +#include + using std::cout; + using std::endl; + using std::setprecision; + +template +void test_spot(RealType s, RealType x, RealType p, RealType q, RealType tolerance) +{ + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + rayleigh_distribution(s), + x), + p, + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::cdf( + complement(rayleigh_distribution(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(s), + p), + x, + tolerance); // % + } + if(q < 0.999) + { + BOOST_CHECK_CLOSE( + ::boost::math::quantile( + complement(rayleigh_distribution(s), + q)), + x, + tolerance); // % + } + if(std::numeric_limits::has_infinity) + { + RealType inf = std::numeric_limits::infinity(); + BOOST_CHECK_EQUAL(pdf(rayleigh_distribution(s), inf), 0); + BOOST_CHECK_EQUAL(cdf(rayleigh_distribution(s), inf), 1); + BOOST_CHECK_EQUAL(cdf(complement(rayleigh_distribution(s), inf)), 0); + } +} // void test_spot + +template +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(boost::math::tools::epsilon()), + boost::math::tools::epsilon()); + 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 dist(0.5); + + check_out_of_range >(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(-1), // bad sigma < 0 + RealType(1)), + std::domain_error); + BOOST_MATH_CHECK_THROW( + cdf(rayleigh_distribution(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(1.L), // sigma + static_cast(1.L), // x + static_cast(1 - exp_minus_half()), // p + static_cast(exp_minus_half()), // q + tolerance); + + test_spot( + static_cast(0.5L), // sigma + static_cast(0.5L), // x + static_cast(1 - exp_minus_half()), // p + static_cast(exp_minus_half()), //q + tolerance); + + test_spot( + static_cast(3.L), // sigma + static_cast(3.L), // x + static_cast(1 - exp_minus_half()), // p + static_cast(exp_minus_half()), //q + tolerance); + + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + rayleigh_distribution(1.L), + static_cast(1.L)), // x + static_cast(exp_minus_half()), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + rayleigh_distribution(0.5L), + static_cast(0.5L)), // x + static_cast(2 * exp_minus_half()), // probability. + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::pdf( + rayleigh_distribution(2.L), + static_cast(2.L)), // x + static_cast(exp_minus_half() /2), // probability. + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::mean( + rayleigh_distribution(1.L)), + static_cast(root_half_pi()), + tolerance); // % + BOOST_CHECK_CLOSE( + ::boost::math::variance( + rayleigh_distribution(root_two())), + static_cast(four_minus_pi()), + tolerance * 100); // % + + BOOST_CHECK_CLOSE( + ::boost::math::mode( + rayleigh_distribution(1.L)), + static_cast(1.L), + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::median( + rayleigh_distribution(1.L)), + static_cast(sqrt(log(4.L))), // sigma * sqrt(log_four) + tolerance); // % + + BOOST_CHECK_CLOSE( + ::boost::math::skewness( + rayleigh_distribution(1.L)), + static_cast(2.L * root_pi()) * (pi() - 3) / (pow((4 - pi()), static_cast(1.5L))), + tolerance * 100); // % + + BOOST_CHECK_CLOSE( + ::boost::math::skewness( + rayleigh_distribution(1.L)), + static_cast(0.63111065781893713819189935154422777984404221106391L), + tolerance * 100); // % + + BOOST_CHECK_CLOSE( + ::boost::math::kurtosis_excess( + rayleigh_distribution(1.L)), + -static_cast(6 * pi() * pi() - 24 * pi() + 16) / + ((4 - pi()) * (4 - pi())), + // static_cast(0.2450893006876380628486604106197544154170667057995L), + tolerance * 1000); // % + + BOOST_CHECK_CLOSE( + ::boost::math::kurtosis( + rayleigh_distribution(1.L)), + static_cast(3.2450893006876380628486604106197544154170667057995L), + tolerance * 100); // % + + + BOOST_CHECK_CLOSE( + ::boost::math::kurtosis_excess(rayleigh_distribution(2)), + ::boost::math::kurtosis(rayleigh_distribution(2)) -3, + tolerance* 100); // % + + + RealType expected_entropy = 1 + log(boost::math::constants::root_two()) + boost::math::constants::euler()/2; + BOOST_CHECK_CLOSE( + ::boost::math::entropy(rayleigh_distribution(2)), + expected_entropy, + tolerance* 100); + return; + +} // template 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(1.), + static_cast(1)), // x + static_cast(exp_minus_half()), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::pdf( + rayleigh_distribution(0.5), + static_cast(0.5)), // x + static_cast(2 * exp_minus_half()), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::pdf( + rayleigh_distribution(2.), + static_cast(2)), // x + static_cast(exp_minus_half() /2 ), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf( + rayleigh_distribution(1.), + static_cast(1)), // x + static_cast(1- exp_minus_half()), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf( + rayleigh_distribution(2.), + static_cast(2)), // x + static_cast(1- exp_minus_half()), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf( + rayleigh_distribution(3.), + static_cast(3)), // x + static_cast(1- exp_minus_half()), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf( + rayleigh_distribution(4.), + static_cast(4)), // x + static_cast(1- exp_minus_half()), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::cdf(complement( + rayleigh_distribution(4.), + static_cast(4))), // x + static_cast(exp_minus_half()), // q = 1 - p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::quantile( + rayleigh_distribution(4.), + static_cast(1- exp_minus_half())), // x + static_cast(4), // p + 1e-15); // % + + BOOST_CHECK_CLOSE_FRACTION( + ::boost::math::quantile(complement( + rayleigh_distribution(4.), + static_cast(exp_minus_half()))), // x + static_cast(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 << "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." << 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 + +*/ + + -- cgit v1.2.3