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213 lines
10 KiB
C++
213 lines
10 KiB
C++
// test_find_scale.cpp
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// Copyright John Maddock 2007.
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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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// Basic sanity test for find_scale function.
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// Default distribution domain error policy is
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// #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
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#include <pch.hpp>
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#include <boost/math/tools/test.hpp>
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#include <boost/math/distributions/normal.hpp> // for normal_distribution
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using boost::math::normal; // Default type double.
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using boost::math::normal_distribution; // All floating-point types.
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#include <boost/math/distributions/cauchy.hpp> // for cauchy_distribution
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using boost::math::cauchy;
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#include <boost/math/distributions/pareto.hpp> // for cauchy_distribution
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using boost::math::pareto;
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#include <boost/math/distributions/find_scale.hpp>
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using boost::math::find_scale;
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using boost::math::complement;// will be needed by users who want complement,
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#include <boost/math/policies/policy.hpp>
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using boost::math::policies::policy;
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp> // for test_main
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#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL...
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#include <iostream>
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#include <iomanip>
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using std::cout; using std::endl; using std::fixed;
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using std::right; using std::left; using std::showpoint;
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using std::showpos; using std::setw; using std::setprecision;
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#include <limits>
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using std::numeric_limits;
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template <class RealType> // Any floating-point type RealType.
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void test_spots(RealType)
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{ // Parameter only provides the type, float, double... value ignored.
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// Basic sanity checks, test data may be to double precision only
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// so set tolerance to 100 eps expressed as a fraction,
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// or 100 eps of type double expressed as a fraction,
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// whichever is the larger.
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RealType tolerance = (std::max)
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(boost::math::tools::epsilon<RealType>(),
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static_cast<RealType>(std::numeric_limits<double>::epsilon()));
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tolerance *= 100; // 100 eps as a fraction.
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cout << "Tolerance for type " << typeid(RealType).name() << " is "
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<< setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl;
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BOOST_MATH_CHECK_THROW( // Probability outside 0 to 1.
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find_scale<normal_distribution<RealType> >(
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static_cast<RealType>(0.), static_cast<RealType>(-1.), static_cast<RealType>(0.) ),
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std::domain_error);
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normal_distribution<RealType> n; // standard N(0,1)
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BOOST_CHECK_EQUAL(n.location(), 0); // aka mean.
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BOOST_CHECK_EQUAL(n.scale(), 1); // aka standard_deviation.
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// Check for 'bad' arguments.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(0., -1., 0.), std::domain_error); // p below 0 to 1.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(0., 2., 0.), std::domain_error); // p above 0 to 1.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(numeric_limits<double>::infinity(), 0.5, 0.),
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std::domain_error); // z not finite.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(numeric_limits<double>::quiet_NaN(), -1., 0.),
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std::domain_error); // z not finite
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BOOST_MATH_CHECK_THROW(find_scale<normal>(0., -1., numeric_limits<double>::quiet_NaN()),
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std::domain_error); // scale not finite
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BOOST_MATH_CHECK_THROW(find_scale<normal>(complement(0., -1., 0.)), std::domain_error); // p below 0 to 1.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(complement(0., 2., 0.)), std::domain_error); // p above 0 to 1.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(complement(numeric_limits<double>::infinity(), 0.5, 0.)),
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std::domain_error); // z not finite.
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BOOST_MATH_CHECK_THROW(find_scale<normal>(complement(numeric_limits<double>::quiet_NaN(), -1., 0.)),
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std::domain_error); // z not finite
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BOOST_MATH_CHECK_THROW(find_scale<normal>(complement(0., -1., numeric_limits<double>::quiet_NaN())),
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std::domain_error); // scale not finite
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BOOST_MATH_CHECK_THROW(find_scale<normal>(complement(0., -1., 0.)), std::domain_error); // p below 0 to 1.
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// Check for ab-use with unsuitable distribution(s), for example,
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// pareto distribution (and most others) can't be used with find_scale (or find_location)
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// because they lack the scale and location attributes.
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// BOOST_MATH_CHECK_THROW(find_scale<pareto>(0., 0.5, 0.), std::domain_error);
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// correctly fails to compile in find_scale() at
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// BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value);
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// Check doesn't throw when an ignore_error for domain_error policy is used.
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using boost::math::policies::policy;
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using boost::math::policies::domain_error;
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using boost::math::policies::ignore_error;
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// Define a (bad?) policy to ignore domain errors ('bad' arguments):
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typedef policy<domain_error<ignore_error> > ignore_domain_policy;
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// Using a typedef is convenient, especially if it is re-used.
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#ifndef BOOST_NO_EXCEPTIONS
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BOOST_CHECK_NO_THROW(find_scale<normal>(0, -1, 1,
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ignore_domain_policy())); // probability outside [0, 1]
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BOOST_CHECK_NO_THROW(find_scale<normal>(numeric_limits<double>::infinity(), -1, 1,
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ignore_domain_policy())); // z not finite.
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BOOST_CHECK_NO_THROW(find_scale<normal>(complement(0, -1, 1, ignore_domain_policy()))); // probability outside [0, 1]
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BOOST_CHECK_NO_THROW(find_scale<normal>(complement(numeric_limits<double>::infinity(), -1, 1,
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ignore_domain_policy()))); // z not finite.
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#endif
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RealType l = 0.; // standard normal distribution.
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RealType sd = static_cast<RealType>(1); // normal default standard deviation = 1.
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normal_distribution<RealType> n01(l, sd); // mean(location) = 0, standard_deviation (scale) = 1.
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RealType z = static_cast<RealType>(-2); // z to give prob p
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//cout << "Standard normal distribution with standard deviation = " << sd
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// << " has " << "fraction <= " << z << " = " << cdf(n01, z) << endl;
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// Standard normal distribution with standard deviation = 1 has fraction <= -2 = 0.0227501
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//normal_distribution<RealType> np001pc(l, sd); // Same mean(location) but with standard_deviation (scale) changed.
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//cout << "Normal distribution with standard deviation = " << s
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// << " has " << "fraction <= " << z << " = " << cdf(np001pc, z) << endl;
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// Find scale to give a probability p (0.001) of z (-2)
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RealType p = static_cast<RealType>(0.001); // only 0.1% to be below z (-2).
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// location (mean) remains at zero.
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RealType s = find_scale<normal_distribution<RealType> >(z, p, l);
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//cout << "Mean " << l << ", z " << z << ", p " << p
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// << ", sd " << sd << ", find_scale " << s
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// << ", difference in sd " << s - sd << endl;
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// Mean 0, z -2, p 0.001, sd 1, find_scale 0.64720053440907599, difference in sd -0.352799
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cout.precision(17);
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BOOST_CHECK_CLOSE_FRACTION(s, static_cast<RealType>(0.64720053440907599L), tolerance);
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normal_distribution<RealType> np001pc(l, s); // Same mean(location) but with standard_deviation (scale) changed.
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//cout << "Normal distribution with standard deviation = " << s
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// << " has " << "fraction <= " << z << " = " << cdf(np001pc, z) << endl;
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// Normal distribution with standard deviation = 0.647201 has fraction <= -2 = 0.001
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// Check cdf such that only fraction p really is below changed standard deviation s.
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BOOST_CHECK_CLOSE_FRACTION(p, cdf(np001pc, z), tolerance);
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// Check that some policies can be applied (though results not used here).
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s = find_scale<normal_distribution<RealType> >(z, p, l, policy<>()); // Default policy, needs using boost::math::policies::policy;
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s = find_scale<normal_distribution<RealType> >(z, p, l, boost::math::policies::policy<>()); // Default policy, fully specified.
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s = find_scale<normal_distribution<RealType> >(z, p, l, ignore_domain_policy()); // find_scale with new policy, using typedef.
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s = find_scale<normal_distribution<RealType> >(z, p, l, policy<domain_error<ignore_error> >()); // New policy, without typedef.
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// Check that can use the complement version too.
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RealType q = 1 - p; // complement.
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s = find_scale<normal_distribution<RealType> >(complement(z, q, l)); // Implicit default policy.
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BOOST_CHECK_CLOSE_FRACTION(s, static_cast<RealType>(0.64720053440907599L), tolerance);
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s = find_scale<normal_distribution<RealType> >(complement(z, q, l, policy<>())); // Explicit default policy.
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BOOST_CHECK_CLOSE_FRACTION(s, static_cast<RealType>(0.64720053440907599L), tolerance);
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normal_distribution<RealType> np95pc(l, s); // Same mean(location) but with new standard_deviation (scale).
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//cout << "Mean " << l << ", z " << z << ", q " << q
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//<< ", sd " << sd << ", find_scale " << s
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//<< ", difference in sd " << s - sd << endl;
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//cout << "Normal distribution with standard deviation = " << s
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// << " has " << "fraction <= " << z << " = " << cdf(np001pc, z) << endl;
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BOOST_CHECK_CLOSE_FRACTION(q, cdf(complement(np95pc, z)), tolerance);
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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.
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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(0x0582))
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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 is:
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Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_find_scale.exe"
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Running 1 test case...
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Tolerance for type float is 1.19e-005 (or 0.00119%).
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Tolerance for type double is 2.22e-014 (or 2.22e-012%).
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Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
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Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
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*** No errors detected
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*/
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