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248 lines
8.2 KiB
C++
248 lines
8.2 KiB
C++
// test_owens_t.cpp
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// Copyright Paul A. Bristow 2012.
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// Copyright Benjamin Sobotta 2012.
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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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// Tested using some 30 decimal digit accuracy values from:
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// Fast and accurate calculation of Owen's T-function
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// Mike Patefield, and David Tandy
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// Journal of Statistical Software, 5 (5), 1-25 (2000).
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// http://www.jstatsoft.org/v05/a05/paper Table 3, page 15
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// Values of T(h,a) accurate to thirty figures were calculated using 128 bit arithmetic by
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// evaluating (9) with m = 48, the summation over k being continued until additional terms did
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// not alter the result. The resultant values Tacc(h,a) say, were validated by evaluating (8) with
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// m = 48 (i.e. 96 point Gaussian quadrature).
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#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
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#ifdef _MSC_VER
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# pragma warning (disable : 4127) // conditional expression is constant
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# pragma warning (disable : 4305) // 'initializing' : truncation from 'double' to 'const float'
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// ?? TODO get rid of these warnings?
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#endif
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#include <boost/math/concepts/real_concept.hpp> // for real_concept.
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using ::boost::math::concepts::real_concept;
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#include <boost/math/special_functions/owens_t.hpp> // for owens_t function.
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using boost::math::owens_t;
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#include <boost/math/distributions/normal.hpp>
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp>
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#include <boost/test/floating_point_comparison.hpp>
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#include <boost/array.hpp>
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#include "libs/math/test/handle_test_result.hpp"
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#include "libs/math/test/table_type.hpp"
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#include "libs/math/test/functor.hpp"
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#include "test_owens_t.hpp"
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//
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// Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support.
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// This requires the multiprecision library from sandbox/big_number.
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// Note that these tests *do not pass*, but they do give an idea of the
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// error rates that can be expected....
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//
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#ifdef TEST_CPP_DEC_FLOAT
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#include <boost/multiprecision/cpp_dec_float.hpp>
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template <class R>
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inline R convert_to(const char* s)
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{
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try{
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return boost::lexical_cast<R>(s);
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}
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catch(const boost::bad_lexical_cast&)
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{
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return 0;
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}
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}
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#define SC_(x) convert_to<T>(BOOST_STRINGIZE(x))
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#endif
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#include "owens_t_T7.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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#include <limits>
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using std::numeric_limits;
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void expected_results()
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{
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//
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// Define the max and mean errors expected for
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// various compilers and platforms.
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//
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const char* largest_type;
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
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{
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largest_type = "(long\\s+)?double|real_concept";
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}
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else
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{
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largest_type = "long double|real_concept";
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}
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#else
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largest_type = "(long\\s+)?double";
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#endif
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//
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// Catch all cases come last:
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//
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if(std::numeric_limits<long double>::digits > 60)
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{
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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".*", // platform
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largest_type, // test type(s)
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".*", // test data group
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"owens_t", 500, 100); // test function
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}
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else
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{
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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".*", // platform
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largest_type, // test type(s)
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".*", // test data group
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"owens_t", 60, 5); // test function
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}
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//
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// Finish off by printing out the compiler/stdlib/platform names,
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// we do this to make it easier to mark up expected error rates.
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//
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std::cout << "Tests run with " << BOOST_COMPILER << ", "
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<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
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}
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BOOST_AUTO_TEST_CASE( test_main )
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{
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BOOST_MATH_CONTROL_FP;
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expected_results();
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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.
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test_spots(0.0); // Test double.
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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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#endif
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check_against_T7(0.0F); // Test float.
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check_against_T7(0.0); // Test double.
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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check_against_T7(0.0L); // Test long double.
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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#endif
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test_owens_t(0.0F, "float"); // Test float.
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test_owens_t(0.0, "double"); // Test double.
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_owens_t(0.0L, "long double"); // Test long double.
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
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#endif
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#endif
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#ifdef TEST_CPP_DEC_FLOAT
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typedef boost::multiprecision::mp_number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35;
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test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept.
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test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept.
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test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept.
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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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Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
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Running 1 test case...
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Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32
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Tolerance = 3.57628e-006.
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Tolerance = 6.66134e-015.
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Tolerance = 6.66134e-015.
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Tolerance = 6.66134e-015.
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Tolerance = 1.78814e-005.
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Tolerance = 3.33067e-014.
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Tolerance = 3.33067e-014.
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Tolerance = 3.33067e-014.
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Testing Owens T (medium small values) with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<float> Max = 0 RMS Mean=0
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Testing Owens T (large and diverse values) with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<float> Max = 0 RMS Mean=0
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Testing Owens T (medium small values) with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728
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worst case at row: 81
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{ 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
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Testing Owens T (large and diverse values) with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206
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worst case at row: 430
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{ 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
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Testing Owens T (medium small values) with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728
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worst case at row: 81
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{ 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
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Testing Owens T (large and diverse values) with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206
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worst case at row: 430
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{ 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
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Testing Owens T (medium small values) with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032
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worst case at row: 81
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{ 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
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Testing Owens T (large and diverse values) with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102
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worst case at row: 439
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{ 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 }
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*** No errors detected
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*/
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