mirror of
https://github.com/saitohirga/WSJT-X.git
synced 2025-11-03 21:40:52 -05:00
379 lines
16 KiB
C++
379 lines
16 KiB
C++
// Copyright 2008 Gautam Sewani
|
|
// Copyright 2013 Paul A. Bristow
|
|
|
|
// 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)
|
|
|
|
#ifdef _MSC_VER
|
|
# pragma warning (disable : 4127) // conditional expression is constant.
|
|
# pragma warning (disable : 4512) // assignment operator could not be generated.
|
|
#endif
|
|
|
|
#include <boost/config.hpp>
|
|
#ifndef BOOST_NO_EXCEPTIONS
|
|
#define BOOST_MATH_UNDERFLOW_ERROR_POLICY throw_on_error
|
|
#define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error
|
|
#endif
|
|
#include <boost/math/tools/test.hpp>
|
|
#include <boost/math/concepts/real_concept.hpp> // for real_concept
|
|
#include <boost/math/distributions/logistic.hpp>
|
|
using boost::math::logistic_distribution;
|
|
|
|
#define BOOST_TEST_MAIN
|
|
#include <boost/test/unit_test.hpp> // Boost.Test
|
|
#include <boost/test/floating_point_comparison.hpp>
|
|
#include "test_out_of_range.hpp"
|
|
|
|
#include <iostream>
|
|
using std::cout;
|
|
using std::endl;
|
|
using std::setprecision;
|
|
|
|
template <class RealType>
|
|
void test_spot(RealType location, RealType scale, RealType x, RealType p, RealType q, RealType tolerance)
|
|
{
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::cdf(
|
|
logistic_distribution<RealType>(location,scale),
|
|
x),
|
|
p,
|
|
tolerance); // %
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::cdf(
|
|
complement(logistic_distribution<RealType>(location,scale),
|
|
x)),
|
|
q,
|
|
tolerance); // %
|
|
if(p < 0.999)
|
|
{
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::quantile(
|
|
logistic_distribution<RealType>(location,scale),
|
|
p),
|
|
x,
|
|
tolerance); // %
|
|
}
|
|
if(q < 0.999)
|
|
{
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::quantile(
|
|
complement(logistic_distribution<RealType>(location,scale),
|
|
q)),
|
|
x,
|
|
2 * tolerance); // %
|
|
}
|
|
}
|
|
|
|
|
|
template <class RealType>
|
|
void test_spots(RealType T)
|
|
{
|
|
// Basic sanity checks.
|
|
// 50 eps as a percentage, up to a maximum of double precision
|
|
// Test data taken from Mathematica 6
|
|
RealType tolerance = (std::max)(
|
|
static_cast<RealType>(1e-33L),
|
|
boost::math::tools::epsilon<RealType>());
|
|
cout<<"Absolute tolerance:"<<tolerance<<endl;
|
|
|
|
tolerance *= 50 * 100;
|
|
// # pragma warning(disable: 4100) // unreferenced formal parameter.
|
|
// prevent his spurious warning.
|
|
if (T != 0)
|
|
{
|
|
cout << "Expect parameter T == 0!" << endl;
|
|
}
|
|
cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
|
|
|
|
test_spot(
|
|
static_cast<RealType>(1), // location
|
|
static_cast<RealType>(0.5L), // scale
|
|
static_cast<RealType>(0.1L), // x
|
|
static_cast<RealType>(0.141851064900487789594278108470953L), // p
|
|
static_cast<RealType>(0.858148935099512210405721891529047L), //q
|
|
tolerance);
|
|
|
|
test_spot(
|
|
static_cast<RealType>(5), // location
|
|
static_cast<RealType>(2), // scale
|
|
static_cast<RealType>(3.123123123L),//x
|
|
static_cast<RealType>(0.281215878622547904873088053477813L), // p
|
|
static_cast<RealType>(0.718784121377452095126911946522187L), //q
|
|
tolerance);
|
|
|
|
test_spot(
|
|
static_cast<RealType>(1.2345L), // location
|
|
static_cast<RealType>(0.12345L), // scale
|
|
static_cast<RealType>(3.123123123L),//x
|
|
static_cast<RealType>(0.999999773084685079723328282229357L), // p
|
|
static_cast<RealType>(2.26915314920276671717770643005212e-7L), //q
|
|
tolerance);
|
|
|
|
|
|
//High probability
|
|
test_spot(
|
|
static_cast<RealType>(1), // location
|
|
static_cast<RealType>(0.5L), // scale
|
|
static_cast<RealType>(10), // x
|
|
static_cast<RealType>(0.99999998477002048723965105559179L), // p
|
|
static_cast<RealType>(1.5229979512760348944408208801237e-8L), //q
|
|
tolerance);
|
|
|
|
//negative x
|
|
test_spot(
|
|
static_cast<RealType>(5), // location
|
|
static_cast<RealType>(2), // scale
|
|
static_cast<RealType>(-0.1L), // scale
|
|
static_cast<RealType>(0.0724264853615177178439235061476928L), // p
|
|
static_cast<RealType>(0.927573514638482282156076493852307L), //q
|
|
tolerance);
|
|
|
|
|
|
test_spot(
|
|
static_cast<RealType>(5), // location
|
|
static_cast<RealType>(2), // scale
|
|
static_cast<RealType>(-20), // x
|
|
static_cast<RealType>(3.72663928418656138608800947863869e-6L), // p
|
|
static_cast<RealType>(0.999996273360715813438613911990521L), //q
|
|
tolerance);
|
|
|
|
|
|
// Test value to check cancellation error in straight/complemented quantile.
|
|
// The subtraction in the formula location-scale*log term introduces catastrophic
|
|
// cancellation error if location and scale*log term are close.
|
|
// For these values, the tests fail at tolerance, but work at 100*tolerance.
|
|
test_spot(
|
|
static_cast<RealType>(-1.2345L), // location
|
|
static_cast<RealType>(1.4555L), // scale
|
|
static_cast<RealType>(-0.00125796420642514024493852425918807L),// x
|
|
static_cast<RealType>(0.7L), // p
|
|
static_cast<RealType>(0.3L), //q
|
|
80*tolerance);
|
|
|
|
test_spot(
|
|
static_cast<RealType>(1.2345L), // location
|
|
static_cast<RealType>(0.12345L), // scale
|
|
static_cast<RealType>(0.0012345L), // x
|
|
static_cast<RealType>(0.0000458541039469413343331170952855318L), // p
|
|
static_cast<RealType>(0.999954145896053058665666882904714L), //q
|
|
80*tolerance);
|
|
|
|
|
|
|
|
test_spot(
|
|
static_cast<RealType>(5L), // location
|
|
static_cast<RealType>(2L), // scale
|
|
static_cast<RealType>(0.0012345L), // x
|
|
static_cast<RealType>(0.0759014628704232983512906076564256L), // p
|
|
static_cast<RealType>(0.924098537129576701648709392343574L), //q
|
|
80*tolerance);
|
|
|
|
//negative location
|
|
test_spot(
|
|
static_cast<RealType>(-123.123123L), // location
|
|
static_cast<RealType>(2.123L), // scale
|
|
static_cast<RealType>(3), // x
|
|
static_cast<RealType>(0.999999999999999999999999984171276L), // p
|
|
static_cast<RealType>(1.58287236765203121622150720373972e-26L), //q
|
|
tolerance);
|
|
//PDF Testing
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::pdf(
|
|
logistic_distribution<RealType>(5,2),
|
|
static_cast<RealType>(0.125L) ),//x
|
|
static_cast<RealType>(0.0369500730133475464584898192104821L), // probability
|
|
tolerance); // %
|
|
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::pdf(
|
|
logistic_distribution<RealType>(static_cast<RealType>(1.2345L), static_cast<RealType>(0.12345L)),
|
|
static_cast<RealType>(0.0012345L) ),//x
|
|
static_cast<RealType>(0.000371421639109700748742498671686243L), // probability
|
|
tolerance); // %
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::pdf(
|
|
logistic_distribution<RealType>(2,1),
|
|
static_cast<RealType>(2L) ),//x
|
|
static_cast<RealType>(0.25L), // probability
|
|
tolerance); // %
|
|
|
|
//Extreme value testing
|
|
|
|
if(std::numeric_limits<RealType>::has_infinity)
|
|
{
|
|
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 0); // x = + infinity, pdf = 0
|
|
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, pdf = 0
|
|
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 1); // x = + infinity, cdf = 1
|
|
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, cdf = 0
|
|
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity())), 0); // x = + infinity, c cdf = 0
|
|
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity())), 1); // x = - infinity, c cdf = 1
|
|
}
|
|
BOOST_MATH_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(1)), std::overflow_error); // x = + infinity, cdf = 1
|
|
BOOST_MATH_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(0)), std::overflow_error); // x = - infinity, cdf = 0
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(1))), std::overflow_error); // x = - infinity, cdf = 0
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(0))), std::overflow_error); // x = + infinity, cdf = 1
|
|
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 1); // x = + infinity, cdf = 1
|
|
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, cdf = 0
|
|
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>())), 0); // x = + infinity, c cdf = 0
|
|
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>())), 1); // x = - infinity, c cdf = 1
|
|
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 0); // x = + infinity, pdf = 0
|
|
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, pdf = 0
|
|
|
|
//
|
|
// Things that are errors:
|
|
// 1. Domain errors for scale and location.
|
|
// 2. x being NAN.
|
|
// 3. Probabilies being outside (0,1).
|
|
check_out_of_range<logistic_distribution<RealType> >(0, 1);
|
|
if(std::numeric_limits<RealType>::has_infinity)
|
|
{
|
|
RealType inf = std::numeric_limits<RealType>::infinity();
|
|
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(0, 1), inf), 0);
|
|
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(0, 1), -inf), 0);
|
|
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(0, 1), inf), 1);
|
|
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(0, 1), -inf), 0);
|
|
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(0, 1), inf)), 0);
|
|
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(0, 1), -inf)), 1);
|
|
}
|
|
|
|
// location/scale can't be infinity.
|
|
if(std::numeric_limits<RealType>::has_infinity)
|
|
{
|
|
#ifndef BOOST_NO_EXCEPTIONS
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType> dist(std::numeric_limits<RealType>::infinity(), 0.5),
|
|
std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType> dist(0.5, std::numeric_limits<RealType>::infinity()),
|
|
std::domain_error);
|
|
#else
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType>(std::numeric_limits<RealType>::infinity(), 0.5),
|
|
std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType>(0.5, std::numeric_limits<RealType>::infinity()),
|
|
std::domain_error);
|
|
#endif
|
|
}
|
|
// scale can't be negative or 0.
|
|
#ifndef BOOST_NO_EXCEPTIONS
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType> dist(0.5, -0.5),
|
|
std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType> dist(0.5, 0),
|
|
std::domain_error);
|
|
#else
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType>(0.5, -0.5),
|
|
std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(
|
|
logistic_distribution<RealType>(0.5, 0),
|
|
std::domain_error);
|
|
#endif
|
|
|
|
logistic_distribution<RealType> dist(0.5, 0.5);
|
|
// x can't be NaN, p can't be NaN.
|
|
|
|
if (std::numeric_limits<RealType>::has_quiet_NaN)
|
|
{
|
|
// No longer allow x to be NaN, then these tests should throw.
|
|
BOOST_MATH_CHECK_THROW(pdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
|
|
BOOST_MATH_CHECK_THROW(cdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
|
|
BOOST_MATH_CHECK_THROW(cdf(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // x = + infinity
|
|
BOOST_MATH_CHECK_THROW(quantile(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // p = + infinity
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // p = + infinity
|
|
}
|
|
if (std::numeric_limits<RealType>::has_infinity)
|
|
{
|
|
// Added test for Trac https://svn.boost.org/trac/boost/ticket/9126#comment:1
|
|
logistic_distribution<RealType> dist(0., 0.5);
|
|
BOOST_CHECK_EQUAL(pdf(dist, +std::numeric_limits<RealType>::infinity()), static_cast<RealType>(0) ); // x = infinity
|
|
|
|
}
|
|
|
|
|
|
// p can't be outside (0,1).
|
|
BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(1.1)), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(-0.1)), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(1)), std::overflow_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(dist, static_cast<RealType>(0)), std::overflow_error);
|
|
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1.1))), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(-0.1))), std::domain_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1))), std::overflow_error);
|
|
BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(0))), std::overflow_error);
|
|
|
|
// Tests for mean,mode,median,variance,skewness,kurtosis.
|
|
//mean
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::mean(
|
|
logistic_distribution<RealType>(2,1)
|
|
),//x
|
|
static_cast<RealType>(2), // probability
|
|
tolerance); // %
|
|
//median
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::median(
|
|
logistic_distribution<RealType>(2,1)
|
|
),//x
|
|
static_cast<RealType>(2), // probability
|
|
tolerance);
|
|
//mode
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::mode(
|
|
logistic_distribution<RealType>(2,1)
|
|
),//x
|
|
static_cast<RealType>(2), // probability
|
|
tolerance);
|
|
//variance
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::variance(
|
|
logistic_distribution<RealType>(2,1)
|
|
),//x
|
|
static_cast<RealType>(3.28986813369645287294483033329205L), // probability
|
|
tolerance);
|
|
//skewness
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::skewness(
|
|
logistic_distribution<RealType>(2,1)
|
|
),//x
|
|
static_cast<RealType>(0), // probability
|
|
tolerance);
|
|
BOOST_CHECK_CLOSE(
|
|
::boost::math::kurtosis_excess(
|
|
logistic_distribution<RealType>(2,1)
|
|
),//x
|
|
static_cast<RealType>(1.2L), // probability
|
|
tolerance);
|
|
|
|
} // template <class RealType>void test_spots(RealType)
|
|
|
|
|
|
BOOST_AUTO_TEST_CASE( test_main )
|
|
{
|
|
// Check that can generate logistic distribution using the two convenience methods:
|
|
boost::math::logistic mycexp1(1.); // Using typedef
|
|
logistic_distribution<> myexp2(1.); // Using default RealType double.
|
|
|
|
// 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 )
|
|
|