| // Copyright John Maddock 2006. |
| // Copyright Paul A. Bristow 2007, 2009 |
| // 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) |
| |
| #include <boost/math/concepts/real_concept.hpp> |
| #define BOOST_TEST_MAIN |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/math/special_functions/math_fwd.hpp> |
| #include <boost/math/tools/stats.hpp> |
| #include <boost/math/tools/test.hpp> |
| #include <boost/math/constants/constants.hpp> |
| #include <boost/type_traits/is_floating_point.hpp> |
| #include <boost/array.hpp> |
| #include "functor.hpp" |
| |
| #include "test_beta_hooks.hpp" |
| #include "handle_test_result.hpp" |
| #include "table_type.hpp" |
| |
| #ifndef SC_ |
| #define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L)) |
| #endif |
| |
| template <class Real, class T> |
| void test_inverses(const T& data) |
| { |
| using namespace std; |
| typedef typename T::value_type row_type; |
| typedef Real value_type; |
| |
| value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100; |
| if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50) |
| precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated |
| |
| for(unsigned i = 0; i < data.size(); ++i) |
| { |
| // |
| // These inverse tests are thrown off if the output of the |
| // incomplete beta is too close to 1: basically there is insuffient |
| // information left in the value we're using as input to the inverse |
| // to be able to get back to the original value. |
| // |
| if(Real(data[i][5]) == 0) |
| BOOST_CHECK_EQUAL(boost::math::ibeta_inv(Real(data[i][0]), Real(data[i][1]), Real(data[i][5])), value_type(0)); |
| else if((1 - Real(data[i][5]) > 0.001) |
| && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>()) |
| && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<double>())) |
| { |
| value_type inv = boost::math::ibeta_inv(Real(data[i][0]), Real(data[i][1]), Real(data[i][5])); |
| BOOST_CHECK_CLOSE(Real(data[i][2]), inv, precision); |
| } |
| else if(1 == Real(data[i][5])) |
| BOOST_CHECK_EQUAL(boost::math::ibeta_inv(Real(data[i][0]), Real(data[i][1]), Real(data[i][5])), value_type(1)); |
| |
| if(Real(data[i][6]) == 0) |
| BOOST_CHECK_EQUAL(boost::math::ibetac_inv(Real(data[i][0]), Real(data[i][1]), Real(data[i][6])), value_type(1)); |
| else if((1 - Real(data[i][6]) > 0.001) |
| && (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<value_type>()) |
| && (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<double>())) |
| { |
| value_type inv = boost::math::ibetac_inv(Real(data[i][0]), Real(data[i][1]), Real(data[i][6])); |
| BOOST_CHECK_CLOSE(Real(data[i][2]), inv, precision); |
| } |
| else if(Real(data[i][6]) == 1) |
| BOOST_CHECK_EQUAL(boost::math::ibetac_inv(Real(data[i][0]), Real(data[i][1]), Real(data[i][6])), value_type(0)); |
| } |
| } |
| |
| template <class Real, class T> |
| void test_inverses2(const T& data, const char* type_name, const char* test_name) |
| { |
| typedef typename T::value_type row_type; |
| typedef Real value_type; |
| |
| typedef value_type (*pg)(value_type, value_type, value_type); |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| pg funcp = boost::math::ibeta_inv<value_type, value_type, value_type>; |
| #else |
| pg funcp = boost::math::ibeta_inv; |
| #endif |
| |
| boost::math::tools::test_result<value_type> result; |
| |
| std::cout << "Testing " << test_name << " with type " << type_name |
| << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; |
| |
| // |
| // test ibeta_inv(T, T, T) against data: |
| // |
| result = boost::math::tools::test_hetero<Real>( |
| data, |
| bind_func<Real>(funcp, 0, 1, 2), |
| extract_result<Real>(3)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_inv", test_name); |
| // |
| // test ibetac_inv(T, T, T) against data: |
| // |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = boost::math::ibetac_inv<value_type, value_type, value_type>; |
| #else |
| funcp = boost::math::ibetac_inv; |
| #endif |
| result = boost::math::tools::test_hetero<Real>( |
| data, |
| bind_func<Real>(funcp, 0, 1, 2), |
| extract_result<Real>(4)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_inv", test_name); |
| } |
| |
| |
| template <class T> |
| void test_beta(T, const char* name) |
| { |
| (void)name; |
| // |
| // The actual test data is rather verbose, so it's in a separate file |
| // |
| // The contents are as follows, each row of data contains |
| // five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x): |
| // |
| #if !defined(TEST_DATA) || (TEST_DATA == 1) |
| # include "ibeta_small_data.ipp" |
| |
| test_inverses<T>(ibeta_small_data); |
| #endif |
| |
| #if !defined(TEST_DATA) || (TEST_DATA == 2) |
| # include "ibeta_data.ipp" |
| |
| test_inverses<T>(ibeta_data); |
| #endif |
| |
| #if !defined(TEST_DATA) || (TEST_DATA == 3) |
| # include "ibeta_large_data.ipp" |
| |
| test_inverses<T>(ibeta_large_data); |
| #endif |
| |
| #if !defined(TEST_DATA) || (TEST_DATA == 4) |
| # include "ibeta_inv_data.ipp" |
| |
| test_inverses2<T>(ibeta_inv_data, name, "Inverse incomplete beta"); |
| #endif |
| } |
| |
| template <class T> |
| void test_spots(T) |
| { |
| BOOST_MATH_STD_USING |
| // |
| // basic sanity checks, tolerance is 100 epsilon expressed as a percentage: |
| // |
| T tolerance = boost::math::tools::epsilon<T>() * 10000; |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(1), |
| static_cast<T>(2), |
| static_cast<T>(0.5)), |
| static_cast<T>(0.29289321881345247559915563789515096071516406231153L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(3), |
| static_cast<T>(0.5), |
| static_cast<T>(0.5)), |
| static_cast<T>(0.92096723292382700385142816696980724853063433975470L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(20.125), |
| static_cast<T>(0.5), |
| static_cast<T>(0.5)), |
| static_cast<T>(0.98862133312917003480022776106012775747685870929920L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(40), |
| static_cast<T>(80), |
| static_cast<T>(0.5)), |
| static_cast<T>(0.33240456430025026300937492802591128972548660643778L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(40), |
| static_cast<T>(0.5), |
| ldexp(T(1), -30)), |
| static_cast<T>(0.624305407878048788716096298053941618358257550305573588792717L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(40), |
| static_cast<T>(0.5), |
| static_cast<T>(1 - ldexp(T(1), -30))), |
| static_cast<T>(0.99999999999999999998286262026583217516676792408012252456039L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(0.5), |
| static_cast<T>(40), |
| static_cast<T>(ldexp(T(1), -30))), |
| static_cast<T>(1.713737973416782483323207591987747543960774485649459249e-20L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(0.5), |
| static_cast<T>(0.75), |
| static_cast<T>(ldexp(T(1), -30))), |
| static_cast<T>(1.245132488513853853809715434621955746959615015005382639e-18L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(0.5), |
| static_cast<T>(0.5), |
| static_cast<T>(0.25)), |
| static_cast<T>(0.1464466094067262377995778189475754803575820311557629L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(0.5), |
| static_cast<T>(0.5), |
| static_cast<T>(0.75)), |
| static_cast<T>(0.853553390593273762200422181052424519642417968844237018294169L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(1), |
| static_cast<T>(5), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.026352819384831863473794894078665766580641189002729204514544L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(5), |
| static_cast<T>(1), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.659753955386447129687000985614820066516734506596709340752903L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(1), |
| static_cast<T>(0.125), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.656391084194183349609374999999999999999999999999999999999999L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibeta_inv( |
| static_cast<T>(0.125), |
| static_cast<T>(1), |
| static_cast<T>(0.125)), |
| static_cast<T>(5.960464477539062500000e-8), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibetac_inv( |
| static_cast<T>(5), |
| static_cast<T>(1), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.973647180615168136526205105921334233419358810997270795485455L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibetac_inv( |
| static_cast<T>(1), |
| static_cast<T>(5), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.340246044613552870312999014385179933483265493403290659247096L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibetac_inv( |
| static_cast<T>(0.125), |
| static_cast<T>(1), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.343608915805816650390625000000000000000000000000000000000000L), tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::ibetac_inv( |
| static_cast<T>(1), |
| static_cast<T>(0.125), |
| static_cast<T>(0.125)), |
| static_cast<T>(0.99999994039535522460937500000000000000000000000L), tolerance); |
| } |
| |
