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			326 lines
		
	
	
		
			8.0 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
			
		
		
	
	
			326 lines
		
	
	
		
			8.0 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
| //  Copyright John Maddock 2015.
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| //  Use, modification and distribution are subject to the
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| //  Boost Software License, Version 1.0. (See accompanying file
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| //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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| 
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| #ifndef TABLE_HELPER_HPP
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| #define TABLE_HELPER_HPP
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| 
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| #include <vector>
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| #include <string>
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| #include <boost/version.hpp>
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| #include <boost/lexical_cast.hpp>
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| 
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| //
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| // Also include headers for whatever else we may be testing:
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| //
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| #ifdef TEST_LIBSTDCXX
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| #include <tr1/cmath>
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| #include <stdexcept>
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| #endif
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| #ifdef TEST_GSL
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| #include <gsl/gsl_sf.h>
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| #include <gsl/gsl_errno.h>
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| #include <gsl/gsl_version.h>
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| 
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| void gsl_handler(const char * reason, const char * file, int line, int gsl_errno)
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| {
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|    if(gsl_errno == GSL_ERANGE) return; // handle zero or infinity in our test code.
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| #ifdef DISTRIBUTIONS_TEST
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|    return;
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| #else
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|    throw std::domain_error(reason);
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| #endif
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| }
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| 
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| struct gsl_error_handler_setter
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| {
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|    gsl_error_handler_t * old_handler;
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|    gsl_error_handler_setter()
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|    {
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|       old_handler = gsl_set_error_handler(gsl_handler);
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|    }
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|    ~gsl_error_handler_setter()
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|    {
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|       gsl_set_error_handler(old_handler);
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|    }
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| };
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| 
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| static const gsl_error_handler_setter handler;
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| 
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| #endif
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| 
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| #ifdef TEST_RMATH
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| // Rmath overloads ftrunc, leading to strange errors from GCC unless we include this:
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| #include <boost/math/special_functions.hpp>
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| #define MATHLIB_STANDALONE
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| #include <Rmath.h>
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| #endif
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| 
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| #ifdef TEST_DCDFLIB
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| extern "C" {
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|    extern void cdfbet(int*, double*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdfbin(int*, double*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdfchi(int*, double*, double*, double*, double*, int*, double*);
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|    extern void cdfchn(int*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdff(int*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdffnc(int*, double*, double*, double*, double*, double*, double*, int*s, double*);
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|    extern void cdfgam(int*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdfnbn(int*, double*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdfnor(int*, double*, double*, double*, double*, double*, int*, double*);
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|    extern void cdfpoi(int*, double*, double*, double*, double*, int*, double*);
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|    extern void cdft(int*, double*, double*, double*, double*, int*, double*);
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|    extern void cdftnc(int*, double*, double*, double*, double*, double*, int*, double*);
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| }
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| 
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| inline double dcdflib_beta_cdf(double x, double a, double b)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound, y(1-x);
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|    cdfbet(&what, &p, &q, &x, &y, &a, &b, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_beta_quantile(double p, double a, double b)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, y, bound, q(1 - p);
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|    cdfbet(&what, &p, &q, &x, &y, &a, &b, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_binomial_cdf(double x, double s, double sf)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound, sfc(1-sf);
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|    cdfbin(&what, &p, &q, &x, &s, &sf, &sfc, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_binomial_quantile(double p, double s, double sf)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p), sfc(1-sf);
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|    cdfbin(&what, &p, &q, &x, &s, &sf, &sfc, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_chi_cdf(double x, double df)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdfchi(&what, &p, &q, &x, &df, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_chi_quantile(double p, double df)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdfchi(&what, &p, &q, &x, &df, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_chi_n_cdf(double x, double df, double nc)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdfchn(&what, &p, &q, &x, &df, &nc, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_chi_n_quantile(double p, double df, double nc)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdfchn(&what, &p, &q, &x, &df, &nc, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_f_cdf(double x, double df1, double df2)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdff(&what, &p, &q, &x, &df1, &df2, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_f_quantile(double p, double df1, double df2)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdff(&what, &p, &q, &x, &df1, &df2, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_f_n_cdf(double x, double df1, double df2, double nc)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdffnc(&what, &p, &q, &x, &df1, &df2, &nc, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_f_n_quantile(double p, double df1, double df2, double nc)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdffnc(&what, &p, &q, &x, &df1, &df2, &nc, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_gamma_cdf(double x, double shape, double scale)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    scale = 1 / scale;
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|    cdfgam(&what, &p, &q, &x, &shape, &scale, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_gamma_quantile(double p, double shape, double scale)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    scale = 1 / scale;
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|    cdfgam(&what, &p, &q, &x, &shape, &scale, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_nbin_cdf(double x, double r, double sf)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound, sfc(1 - sf);
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|    cdfnbn(&what, &p, &q, &x, &r, &sf, &sfc, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_nbin_quantile(double p, double r, double sf)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p), sfc(1 - sf);
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|    cdfnbn(&what, &p, &q, &x, &r, &sf, &sfc, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_norm_cdf(double x, double mean, double sd)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdfnor(&what, &p, &q, &x, &mean, &sd, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_norm_quantile(double p, double mean, double sd)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdfnor(&what, &p, &q, &x, &mean, &sd, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_poisson_cdf(double x, double param)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdfpoi(&what, &p, &q, &x, ¶m, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_poisson_quantile(double p, double param)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdfpoi(&what, &p, &q, &x, ¶m, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_t_cdf(double x, double param)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdft(&what, &p, &q, &x, ¶m, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_t_quantile(double p, double param)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdft(&what, &p, &q, &x, ¶m, &status, &bound);
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|    return x;
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| }
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| 
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| inline double dcdflib_t_n_cdf(double x, double param, double nc)
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| {
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|    int what = 1;
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|    int status = 0;
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|    double p, q, bound;
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|    cdftnc(&what, &p, &q, &x, ¶m, &nc, &status, &bound);
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|    return p;
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| }
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| 
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| inline double dcdflib_t_n_quantile(double p, double param, double nc)
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| {
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|    int what = 2;
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|    int status = 0;
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|    double x, bound, q(1 - p);
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|    cdftnc(&what, &p, &q, &x, ¶m, &nc, &status, &bound);
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|    return x;
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| }
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| 
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| #endif
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| 
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| extern std::vector<std::vector<double> > data;
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| 
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| void report_execution_time(double t, std::string table, std::string row, std::string heading);
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| std::string get_compiler_options_name();
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| 
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| inline std::string boost_name()
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| {
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|    return "boost " + boost::lexical_cast<std::string>(BOOST_VERSION / 100000) + "." + boost::lexical_cast<std::string>((BOOST_VERSION / 100) % 1000);
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| }
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| 
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| inline std::string compiler_name()
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| {
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| #ifdef COMPILER_NAME
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|    return COMPILER_NAME;
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| #else
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|    return BOOST_COMPILER;
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| #endif
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| }
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| 
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| inline std::string platform_name()
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| {
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| #ifdef _WIN32
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|    return "Windows x64";
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| #else
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|    return BOOST_PLATFORM;
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| #endif
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| }
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| 
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| #endif // TABLE_HELPER_HPP
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| 
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