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WSJT-X/boost/libs/math/test/test_hypergeometric_dist.cpp

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// Copyright John Maddock 2008
// Copyright Paul A. Bristow
// Copyright Gautam Sewani
// 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)
#define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error
#include <boost/math/concepts/real_concept.hpp> // for real_concept
#include <boost/math/distributions/hypergeometric.hpp>
#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp> // Boost.Test
#include <boost/test/results_collector.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <iostream>
using std::cout;
using std::endl;
using std::setprecision;
#include <boost/array.hpp>
#include "functor.hpp"
#include "handle_test_result.hpp"
#include "table_type.hpp"
#define BOOST_CHECK_EX(a) \
{\
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
BOOST_CHECK(a); \
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
{\
std::cerr << "Failure was with data ";\
std::cerr << std::setprecision(35); \
std::cerr << "x = " << x << ", r = " << r << ", n = " << n\
<< ", N = " << N << ", p = " << cp << ", q = " << ccp << std::endl;\
}\
}
void expected_results()
{
//
// Define the max and mean errors expected for
// various compilers and platforms.
//
const char* largest_type;
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
{
largest_type = "(long\\s+)?double|real_concept";
}
else
{
largest_type = "long double|real_concept";
}
#else
largest_type = "(long\\s+)?double";
#endif
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
if((boost::math::tools::digits<long double>() > boost::math::tools::digits<double>())
&& (boost::math::tools::digits<long double>() < 100))
{
//
// Some split of errors from long double into double:
//
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
"double", // test type(s)
"Random.*", // test data group
".*", 1500, 1500); // test function
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
"double", // test type(s)
".*", // test data group
".*", 10, 10); // test function
}
#endif
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
"real_concept", // test type(s)
"Random.*", // test data group
".*", 250000000, 25000000); // test function
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
largest_type, // test type(s)
"Random.*", // test data group
".*", 10000000, 5000000); // test function
add_expected_result(
".*", // compiler
".*", // stdlib
".*", // platform
largest_type, // test type(s)
".*", // test data group
".*", 50, 20); // test function
}
template <class T>
inline unsigned make_unsigned(T x)
{
return static_cast<unsigned>(x);
}
template<>
inline unsigned make_unsigned(boost::math::concepts::real_concept x)
{
return static_cast<unsigned>(x.value());
}
template <class T>
T pdf_tester(T r, T n, T N, T x)
{
boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
return pdf(d, x);
}
template <class T>
T cdf_tester(T r, T n, T N, T x)
{
boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
return cdf(d, x);
}
template <class T>
T ccdf_tester(T r, T n, T N, T x)
{
boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
return cdf(complement(d, x));
}
template <class Real, class T>
void do_test_hypergeometric(const T& data, const char* type_name, const char* test_name)
{
// warning suppression:
(void)data;
(void)type_name;
(void)test_name;
#if !defined(TEST_QUANT) || (TEST_QUANT == 0)
typedef Real value_type;
typedef value_type (*pg)(value_type, value_type, value_type, value_type);
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
pg funcp = pdf_tester<value_type>;
#else
pg funcp = pdf_tester;
#endif
boost::math::tools::test_result<value_type> result;
std::cout << "Testing " << test_name << " with type " << type_name
<< "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
//
// test hypergeometric against data:
//
result = boost::math::tools::test_hetero<Real>(
data,
bind_func<Real>(funcp, 0, 1, 2, 3),
extract_result<Real>(4));
handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric PDF", test_name);
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
funcp = cdf_tester<value_type>;
#else
funcp = cdf_tester;
#endif
//
// test hypergeometric against data:
//
result = boost::math::tools::test_hetero<Real>(
data,
bind_func<Real>(funcp, 0, 1, 2, 3),
extract_result<Real>(5));
handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric CDF", test_name);
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
funcp = ccdf_tester<value_type>;
#else
funcp = ccdf_tester;
#endif
//
// test hypergeometric against data:
//
result = boost::math::tools::test_hetero<Real>(
data,
bind_func<Real>(funcp, 0, 1, 2, 3),
extract_result<Real>(6));
handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric CDF complement", test_name);
std::cout << std::endl;
#endif
}
template <class Real, class T>
void do_test_hypergeometric_quantile(const T& data, const char* type_name, const char* test_name)
{
typedef Real value_type;
std::cout << "Checking quantiles with " << test_name << " with type " << type_name
<< "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
if(boost::math::tools::digits<value_type>() > 50)
{
for(unsigned i = 0; i < data.size(); ++i)
{
using namespace boost::math::policies;
unsigned r = make_unsigned(data[i][0]);
unsigned n = make_unsigned(data[i][1]);
unsigned N = make_unsigned(data[i][2]);
unsigned x = make_unsigned(data[i][3]);
value_type cp = data[i][5];
value_type ccp = data[i][6];
//
// A bit of warning suppression:
//
(void)x;
(void)n;
(void)r;
(void)N;
(void)cp;
(void)ccp;
#if !defined(TEST_QUANT) || (TEST_QUANT == 1)
boost::math::hypergeometric_distribution<value_type,
policy<discrete_quantile<integer_round_up> > > du(r, n, N);
if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
{
BOOST_CHECK_EX(quantile(du, cp) >= x);
}
if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
{
BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x);
}
#endif
#if !defined(TEST_QUANT) || (TEST_QUANT == 2)
boost::math::hypergeometric_distribution<value_type,
policy<discrete_quantile<integer_round_down> > > dl(r, n, N);
if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
{
BOOST_CHECK_EX(quantile(dl, cp) <= x);
}
if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
{
BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x);
}
#endif
#if !defined(TEST_QUANT) || (TEST_QUANT == 3)
boost::math::hypergeometric_distribution<value_type,
policy<discrete_quantile<integer_round_nearest> > > dn(r, n, N);
if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
{
BOOST_CHECK_EX(quantile(dn, cp) == x);
}
if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
{
BOOST_CHECK_EX(quantile(complement(dn, ccp)) == x);
}
#endif
#if !defined(TEST_QUANT) || (TEST_QUANT == 4)
boost::math::hypergeometric_distribution<value_type,
policy<discrete_quantile<integer_round_outwards> > > dou(r, n, N);
if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
{
if(cp < 0.5)
{
BOOST_CHECK_EX(quantile(dou, cp) <= x);
}
else
{
BOOST_CHECK_EX(quantile(dou, cp) >= x);
}
}
if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
{
if(ccp < 0.5)
{
BOOST_CHECK_EX(quantile(complement(dou, ccp)) >= x);
}
else
{
BOOST_CHECK_EX(quantile(complement(dou, ccp)) <= x);
}
}
#endif
#if !defined(TEST_QUANT) || (TEST_QUANT == 5)
boost::math::hypergeometric_distribution<value_type,
policy<discrete_quantile<integer_round_inwards> > > di(r, n, N);
if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
{
if(cp < 0.5)
{
BOOST_CHECK_EX(quantile(di, cp) >= x);
}
else
{
BOOST_CHECK_EX(quantile(di, cp) <= x);
}
}
if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
{
if(ccp < 0.5)
{
BOOST_CHECK_EX(quantile(complement(di, ccp)) <= x);
}
else
{
BOOST_CHECK_EX(quantile(complement(di, ccp)) >= x);
}
}
#endif
}
}
}
template <class RealType>
void test_spot(unsigned x, unsigned n, unsigned r, unsigned N,
RealType p, RealType cp, RealType ccp, RealType tol)
{
//
// A bit of warning suppression:
//
(void)x;
(void)n;
(void)r;
(void)N;
(void)p;
(void)cp;
(void)ccp;
(void)tol;
#if !defined(TEST_QUANT) || (TEST_QUANT == 0)
boost::math::hypergeometric_distribution<RealType> d(r, n, N);
std::pair<unsigned, unsigned> extent = range(d);
// CDF's:
BOOST_CHECK_CLOSE(pdf(d, x), p, tol);
BOOST_CHECK_CLOSE(cdf(d, x), cp, tol);
BOOST_CHECK_CLOSE(cdf(complement(d, x)), ccp, tol);
// Again with real-value arguments:
BOOST_CHECK_CLOSE(pdf(d, static_cast<RealType>(x)), p, tol);
BOOST_CHECK_CLOSE(cdf(d, static_cast<RealType>(x)), cp, tol);
BOOST_CHECK_CLOSE(cdf(complement(d, static_cast<RealType>(x))), ccp, tol);
//
// Quantiles, don't bother checking these for type float
// as there's not enough precision in the p and q values
// to get back to where we started:
//
if(boost::math::tools::digits<RealType>() > 50)
{
using namespace boost::math::policies;
boost::math::hypergeometric_distribution<RealType,
policy<discrete_quantile<integer_round_up> > > du(r, n, N);
BOOST_CHECK_EX(quantile(du, cp) >= x);
BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x);
boost::math::hypergeometric_distribution<RealType,
policy<discrete_quantile<integer_round_down> > > dl(r, n, N);
BOOST_CHECK_EX(quantile(dl, cp) <= x);
BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x);
boost::math::hypergeometric_distribution<RealType,
policy<discrete_quantile<integer_round_nearest> > > dn(r, n, N);
BOOST_CHECK_EX(quantile(dn, cp) == x);
BOOST_CHECK_EX(quantile(complement(dn, ccp)) == x);
}
//
// Error checking of out of bounds arguments:
//
BOOST_MATH_CHECK_THROW(pdf(d, extent.second + 1), std::domain_error);
BOOST_MATH_CHECK_THROW(cdf(d, extent.second + 1), std::domain_error);
BOOST_MATH_CHECK_THROW(cdf(complement(d, extent.second + 1)), std::domain_error);
if(extent.first > 0)
{
BOOST_MATH_CHECK_THROW(pdf(d, extent.first - 1), std::domain_error);
BOOST_MATH_CHECK_THROW(cdf(d, extent.first - 1), std::domain_error);
BOOST_MATH_CHECK_THROW(cdf(complement(d, extent.first - 1)), std::domain_error);
}
BOOST_MATH_CHECK_THROW(quantile(d, 1.1f), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(complement(d, 1.1f)), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(d, -0.001f), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(complement(d, -0.001f)), std::domain_error);
//
// Checking of extreme values:
//
BOOST_CHECK_EQUAL(quantile(d, 0), extent.first);
BOOST_CHECK_EQUAL(quantile(d, 1), extent.second);
BOOST_CHECK_EQUAL(quantile(complement(d, 0)), extent.second);
BOOST_CHECK_EQUAL(quantile(complement(d, 1)), extent.first);
BOOST_CHECK_EQUAL(cdf(d, extent.second), 1);
BOOST_CHECK_EQUAL(cdf(complement(d, extent.second)), 0);
#endif
}
template <class RealType>
void test_spots(RealType /*T*/, const char* type_name)
{
// Basic sanity checks.
// 50 eps as a percentage, up to a maximum of double precision
// Test data taken from Mathematica 6
#define T RealType
#include "hypergeometric_test_data.ipp"
do_test_hypergeometric<T>(hypergeometric_test_data, type_name, "Mathematica data");
#include "hypergeometric_dist_data2.ipp"
if(boost::is_floating_point<RealType>::value)
{
//
// Don't test this for real_concept: it's too slow!!!
//
do_test_hypergeometric<T>(hypergeometric_dist_data2, type_name, "Random large data");
}
do_test_hypergeometric_quantile<T>(hypergeometric_test_data, type_name, "Mathematica data");
if(boost::is_floating_point<RealType>::value)
{
//
// Don't test this for real_concept: it's too slow!!!
//
do_test_hypergeometric_quantile<T>(hypergeometric_dist_data2, type_name, "Random large data");
}
RealType tolerance = (std::max)(
static_cast<RealType>(2e-16L), // limit of test data
boost::math::tools::epsilon<RealType>());
cout<<"Absolute tolerance:"<<tolerance<<endl;
tolerance *= 50 * 100; // 50eps as a persentage
cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
//
// These sanity check values were calculated using the online
// calculator at http://stattrek.com/Tables/Hypergeometric.aspx
// It's assumed that the test values are accurate to no more than
// double precision.
//
test_spot(20, 200, 50, 500, static_cast<T>(0.120748236361163), static_cast<T>(0.563532430195156), static_cast<T>(1 - 0.563532430195156), tolerance);
test_spot(53, 452, 64, 500, static_cast<T>(0.0184749573044286), static_cast<T>(0.0299118078796907), static_cast<T>(1 - 0.0299118078796907), tolerance);
test_spot(32, 1287, 128, 5000, static_cast<T>(0.0807012167418264), static_cast<T>(0.469768774237742), static_cast<T>(1 - 0.469768774237742), tolerance);
test_spot(1, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.296521739130435), static_cast<T>(1 - 0.296521739130435), tolerance);
test_spot(2, 13, 4, 26, static_cast<T>(0.40695652173913), static_cast<T>(0.703478260869565), static_cast<T>(1 - 0.703478260869565), tolerance);
test_spot(3, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.952173913043478), static_cast<T>(1 - 0.952173913043478), tolerance);
test_spot(40, 70, 89, 170, static_cast<T>(0.0721901023798991), static_cast<T>(0.885447799131944), static_cast<T>(1 - 0.885447799131944), tolerance);
boost::math::hypergeometric_distribution<RealType> d(50, 200, 500);
BOOST_CHECK_EQUAL(range(d).first, 0u);
BOOST_CHECK_EQUAL(range(d).second, 50u);
BOOST_CHECK_CLOSE(mean(d), static_cast<RealType>(20), tolerance);
BOOST_CHECK_CLOSE(mode(d), static_cast<RealType>(20), tolerance);
BOOST_CHECK_CLOSE(variance(d), static_cast<RealType>(10.821643286573146292585170340681L), tolerance);
BOOST_CHECK_CLOSE(skewness(d), static_cast<RealType>(0.048833071022952084732902910189366L), tolerance);
BOOST_CHECK_CLOSE(kurtosis_excess(d), static_cast<RealType>(2.5155486690782804816404001878293L), tolerance);
BOOST_CHECK_CLOSE(kurtosis(d), kurtosis_excess(d) + 3, tolerance);
BOOST_CHECK_EQUAL(quantile(d, 0.5f), median(d));
BOOST_MATH_CHECK_THROW(d = boost::math::hypergeometric_distribution<RealType>(501, 40, 500), std::domain_error);
BOOST_MATH_CHECK_THROW(d = boost::math::hypergeometric_distribution<RealType>(40, 501, 500), std::domain_error);
}
BOOST_AUTO_TEST_CASE( test_main )
{
expected_results();
// Basic sanity-check spot values.
// (Parameter value, arbitrarily zero, only communicates the floating point type).
test_spots(0.0F, "float"); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
test_spots(0.0, "double"); // Test double. OK at decdigits 7, tolerance = 1e07 %
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
test_spots(0.0L, "long double"); // Test long double.
#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
test_spots(boost::math::concepts::real_concept(0), "real_concept"); // 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 )
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