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304 lines
11 KiB
C++
304 lines
11 KiB
C++
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// Copyright John Maddock 2006.
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// Copyright Paul A. Bristow 2007.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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// test_exponential_dist.cpp
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#include <boost/math/tools/test.hpp>
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#include <boost/math/distributions/exponential.hpp>
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using boost::math::exponential_distribution;
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp> // Boost.Test
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#include <boost/test/floating_point_comparison.hpp>
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#include "test_out_of_range.hpp"
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#include <iostream>
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using std::cout;
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using std::endl;
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using std::setprecision;
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template <class RealType>
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void test_spot(RealType l, RealType x, RealType p, RealType q, RealType tolerance)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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exponential_distribution<RealType>(l),
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x),
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p,
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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complement(exponential_distribution<RealType>(l),
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x)),
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q,
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tolerance); // %
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if(p < 0.999)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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exponential_distribution<RealType>(l),
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p),
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x,
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tolerance); // %
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}
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if(q < 0.999)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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complement(exponential_distribution<RealType>(l),
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q)),
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x,
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tolerance); // %
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}
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}
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template <class RealType>
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void test_spots(RealType T)
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{
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// Basic sanity checks.
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// 50 eps as a percentage, up to a maximum of double precision
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// (that's the limit of our test data: obtained by punching
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// numbers into a calculator).
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RealType tolerance = (std::max)(
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static_cast<RealType>(boost::math::tools::epsilon<double>()),
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boost::math::tools::epsilon<RealType>());
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tolerance *= 50 * 100;
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// # pragma warning(disable: 4100) // unreferenced formal parameter.
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// prevent his spurious warning.
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if (T != 0)
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{
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cout << "Expect parameter T == 0!" << endl;
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}
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cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
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test_spot(
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static_cast<RealType>(0.5), // lambda
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static_cast<RealType>(0.125), // x
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static_cast<RealType>(0.060586937186524213880289175377695L), // p
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static_cast<RealType>(0.93941306281347578611971082462231L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(0.5), // lambda
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static_cast<RealType>(5), // x
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static_cast<RealType>(0.91791500137610120483047132553284L), // p
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static_cast<RealType>(0.08208499862389879516952867446716L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(2), // lambda
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static_cast<RealType>(0.125), // x
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static_cast<RealType>(0.22119921692859513175482973302168L), // p
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static_cast<RealType>(0.77880078307140486824517026697832L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(2), // lambda
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static_cast<RealType>(5), // x
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static_cast<RealType>(0.99995460007023751514846440848444L), // p
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static_cast<RealType>(4.5399929762484851535591515560551e-5L), //q
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tolerance);
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//
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// Some spot tests generated by MathCAD pexp(x,r):
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//
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test_spot(
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static_cast<RealType>(1), // lambda
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static_cast<RealType>(1), // x
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static_cast<RealType>(6.321205588285580E-001L), // p
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static_cast<RealType>(1-6.321205588285580E-001L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(2), // lambda
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static_cast<RealType>(1), // x
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static_cast<RealType>(8.646647167633870E-001L), // p
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static_cast<RealType>(1-8.646647167633870E-001L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(1), // lambda
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static_cast<RealType>(0.5), // x
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static_cast<RealType>(3.934693402873670E-001L), // p
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static_cast<RealType>(1-3.934693402873670E-001L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(0.1), // lambda
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static_cast<RealType>(1), // x
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static_cast<RealType>(9.516258196404040E-002L), // p
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static_cast<RealType>(1-9.516258196404040E-002L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(10), // lambda
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static_cast<RealType>(1), // x
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static_cast<RealType>(9.999546000702380E-001L), // p
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static_cast<RealType>(1-9.999546000702380E-001L), //q
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tolerance*10000); // we loose four digits to cancellation
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test_spot(
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static_cast<RealType>(0.1), // lambda
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static_cast<RealType>(10), // x
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static_cast<RealType>(6.321205588285580E-001L), // p
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static_cast<RealType>(1-6.321205588285580E-001L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(1), // lambda
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static_cast<RealType>(0.01), // x
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static_cast<RealType>(9.950166250831950E-003L), // p
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static_cast<RealType>(1-9.950166250831950E-003L), //q
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tolerance);
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test_spot(
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static_cast<RealType>(1), // lambda
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static_cast<RealType>(0.0001), // x
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static_cast<RealType>(9.999500016666250E-005L), // p
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static_cast<RealType>(1-9.999500016666250E-005L), //q
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tolerance);
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/*
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// This test data appears to be erroneous, MathCad appears
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// to suffer from cancellation error as x -> 0
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test_spot(
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static_cast<RealType>(1), // lambda
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static_cast<RealType>(0.0000001), // x
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static_cast<RealType>(9.999999499998730E-008L), // p
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static_cast<RealType>(1-9.999999499998730E-008L), //q
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tolerance);
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*/
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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exponential_distribution<RealType>(0.5),
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static_cast<RealType>(0.125)), // x
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static_cast<RealType>(0.46970653140673789305985541231115L), // probability.
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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exponential_distribution<RealType>(0.5),
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static_cast<RealType>(5)), // x
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static_cast<RealType>(0.04104249931194939758476433723358L), // probability.
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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exponential_distribution<RealType>(2),
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static_cast<RealType>(0.125)), // x
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static_cast<RealType>(1.5576015661428097364903405339566L), // probability.
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(
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exponential_distribution<RealType>(2),
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static_cast<RealType>(5)), // x
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static_cast<RealType>(9.0799859524969703071183031121101e-5L), // probability.
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::mean(
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exponential_distribution<RealType>(2)),
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static_cast<RealType>(0.5),
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::standard_deviation(
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exponential_distribution<RealType>(2)),
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static_cast<RealType>(0.5),
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::mode(
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exponential_distribution<RealType>(2)),
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static_cast<RealType>(0),
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::median(
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exponential_distribution<RealType>(4)),
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static_cast<RealType>(0.693147180559945309417232121458176568075500134360255254) / 4,
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::skewness(
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exponential_distribution<RealType>(2)),
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static_cast<RealType>(2),
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::kurtosis(
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exponential_distribution<RealType>(2)),
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static_cast<RealType>(9),
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tolerance); // %
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BOOST_CHECK_CLOSE(
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::boost::math::kurtosis_excess(
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exponential_distribution<RealType>(2)),
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static_cast<RealType>(6),
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tolerance); // %
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//
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// Things that are errors:
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//
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exponential_distribution<RealType> dist(0.5);
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BOOST_MATH_CHECK_THROW(
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quantile(dist, RealType(1.0)),
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std::overflow_error);
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BOOST_MATH_CHECK_THROW(
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quantile(complement(dist, RealType(0.0))),
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std::overflow_error);
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BOOST_MATH_CHECK_THROW(
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pdf(dist, RealType(-1)),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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cdf(dist, RealType(-1)),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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cdf(exponential_distribution<RealType>(-1), RealType(1)),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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quantile(dist, RealType(-1)),
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std::domain_error);
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BOOST_MATH_CHECK_THROW(
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quantile(dist, RealType(2)),
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std::domain_error);
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check_out_of_range<exponential_distribution<RealType> >(2);
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BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(0), std::domain_error);
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BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(-1), std::domain_error);
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if(std::numeric_limits<RealType>::has_infinity)
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{
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RealType inf = std::numeric_limits<RealType>::infinity();
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BOOST_CHECK_EQUAL(pdf(exponential_distribution<RealType>(2), inf), 0);
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BOOST_CHECK_EQUAL(cdf(exponential_distribution<RealType>(2), inf), 1);
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BOOST_CHECK_EQUAL(cdf(complement(exponential_distribution<RealType>(2), inf)), 0);
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}
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} // template <class RealType>void test_spots(RealType)
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BOOST_AUTO_TEST_CASE( test_main )
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{
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// Check that can generate exponential distribution using the two convenience methods:
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boost::math::exponential mycexp1(1.); // Using typedef
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exponential_distribution<> myexp2(1.); // Using default RealType double.
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// Basic sanity-check spot values.
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// (Parameter value, arbitrarily zero, only communicates the floating point type).
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test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
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test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_spots(0.0L); // Test long double.
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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#else
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std::cout << "<note>The long double tests have been disabled on this platform "
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"either because the long double overloads of the usual math functions are "
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"not available at all, or because they are too inaccurate for these tests "
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"to pass.</note>" << std::endl;
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#endif
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} // BOOST_AUTO_TEST_CASE( test_main )
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/*
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Output is:
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Running 1 test case...
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Tolerance for type float is 0.000596046 %
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Tolerance for type double is 1.11022e-012 %
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Tolerance for type long double is 1.11022e-012 %
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Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 %
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*** No errors detected
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*/
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