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102 lines
3.6 KiB
C++
102 lines
3.6 KiB
C++
// 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_dist_overloads.cpp
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#include <boost/math/distributions/normal.hpp>
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using boost::math::normal_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 <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_spots(RealType)
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{
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// Basic sanity checks,
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// 2 eps as a percentage:
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RealType tolerance = boost::math::tools::epsilon<RealType>() * 2 * 100;
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cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
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for(int i = -4; i <= 4; ++i)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(normal_distribution<RealType>(), i),
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::boost::math::cdf(normal_distribution<RealType>(), static_cast<RealType>(i)),
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tolerance);
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BOOST_CHECK_CLOSE(
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::boost::math::pdf(normal_distribution<RealType>(), i),
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::boost::math::pdf(normal_distribution<RealType>(), static_cast<RealType>(i)),
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tolerance);
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(complement(normal_distribution<RealType>(), i)),
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::boost::math::cdf(complement(normal_distribution<RealType>(), static_cast<RealType>(i))),
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tolerance);
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BOOST_CHECK_CLOSE(
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::boost::math::hazard(normal_distribution<RealType>(), i),
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::boost::math::hazard(normal_distribution<RealType>(), static_cast<RealType>(i)),
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tolerance);
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BOOST_CHECK_CLOSE(
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::boost::math::chf(normal_distribution<RealType>(), i),
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::boost::math::chf(normal_distribution<RealType>(), static_cast<RealType>(i)),
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tolerance);
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}
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for(float f = 0.01f; f < 1; f += 0.01f)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(normal_distribution<RealType>(), f),
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::boost::math::quantile(normal_distribution<RealType>(), static_cast<RealType>(f)),
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tolerance);
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(complement(normal_distribution<RealType>(), f)),
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::boost::math::quantile(complement(normal_distribution<RealType>(), static_cast<RealType>(f))),
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tolerance);
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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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// 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:
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Running 1 test case...
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Tolerance for type float is 2.38419e-005 %
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Tolerance for type double is 4.44089e-014 %
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Tolerance for type long double is 4.44089e-014 %
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Tolerance for type class boost::math::concepts::real_concept is 4.44089e-014 %
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*** No errors detected
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*/
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