| // test_find_scale.cpp |
| |
| // Copyright John Maddock 2007. |
| // Copyright Paul A. Bristow 2007. |
| |
| // 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) |
| |
| // Basic sanity test for find_scale function. |
| |
| // Default distribution domain error policy is |
| // #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error |
| |
| #include <pch.hpp> |
| |
| #include <boost/math/concepts/real_concept.hpp> // for real_concept |
| #include <boost/math/distributions/normal.hpp> // for normal_distribution |
| using boost::math::normal; // Default type double. |
| using boost::math::normal_distribution; // All floating-point types. |
| #include <boost/math/distributions/cauchy.hpp> // for cauchy_distribution |
| using boost::math::cauchy; |
| #include <boost/math/distributions/pareto.hpp> // for cauchy_distribution |
| using boost::math::pareto; |
| #include <boost/math/distributions/find_scale.hpp> |
| using boost::math::find_scale; |
| using boost::math::complement;// will be needed by users who want complement, |
| #include <boost/math/policies/policy.hpp> |
| using boost::math::policies::policy; |
| |
| #include <boost/test/test_exec_monitor.hpp> // for test_main |
| #include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL... |
| |
| #include <iostream> |
| using std::cout; using std::endl; using std::fixed; |
| using std::right; using std::left; using std::showpoint; |
| using std::showpos; using std::setw; using std::setprecision; |
| |
| #include <limits> |
| using std::numeric_limits; |
| |
| template <class RealType> // Any floating-point type RealType. |
| void test_spots(RealType) |
| { // Parameter only provides the type, float, double... value ignored. |
| |
| // Basic sanity checks, test data may be to double precision only |
| // so set tolerance to 100 eps expressed as a fraction, |
| // or 100 eps of type double expressed as a fraction, |
| // whichever is the larger. |
| |
| RealType tolerance = (std::max) |
| (boost::math::tools::epsilon<RealType>(), |
| static_cast<RealType>(std::numeric_limits<double>::epsilon())); |
| tolerance *= 100; // 100 eps as a fraction. |
| |
| cout << "Tolerance for type " << typeid(RealType).name() << " is " |
| << setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl; |
| |
| BOOST_CHECK_THROW( // Probability outside 0 to 1. |
| find_scale<normal_distribution<RealType> >( |
| static_cast<RealType>(0.), static_cast<RealType>(-1.), static_cast<RealType>(0.) ), |
| std::domain_error); |
| |
| normal_distribution<RealType> n; // standard N(0,1) |
| BOOST_CHECK_EQUAL(n.location(), 0); // aka mean. |
| BOOST_CHECK_EQUAL(n.scale(), 1); // aka standard_deviation. |
| |
| // Check for 'bad' arguments. |
| BOOST_CHECK_THROW(find_scale<normal>(0., -1., 0.), std::domain_error); // p below 0 to 1. |
| BOOST_CHECK_THROW(find_scale<normal>(0., 2., 0.), std::domain_error); // p above 0 to 1. |
| BOOST_CHECK_THROW(find_scale<normal>(numeric_limits<double>::infinity(), 0.5, 0.), |
| std::domain_error); // z not finite. |
| BOOST_CHECK_THROW(find_scale<normal>(numeric_limits<double>::quiet_NaN(), -1., 0.), |
| std::domain_error); // z not finite |
| BOOST_CHECK_THROW(find_scale<normal>(0., -1., numeric_limits<double>::quiet_NaN()), |
| std::domain_error); // scale not finite |
| |
| |
| BOOST_CHECK_THROW(find_scale<normal>(complement(0., -1., 0.)), std::domain_error); // p below 0 to 1. |
| BOOST_CHECK_THROW(find_scale<normal>(complement(0., 2., 0.)), std::domain_error); // p above 0 to 1. |
| BOOST_CHECK_THROW(find_scale<normal>(complement(numeric_limits<double>::infinity(), 0.5, 0.)), |
| std::domain_error); // z not finite. |
| BOOST_CHECK_THROW(find_scale<normal>(complement(numeric_limits<double>::quiet_NaN(), -1., 0.)), |
| std::domain_error); // z not finite |
| BOOST_CHECK_THROW(find_scale<normal>(complement(0., -1., numeric_limits<double>::quiet_NaN())), |
| std::domain_error); // scale not finite |
| |
| BOOST_CHECK_THROW(find_scale<normal>(complement(0., -1., 0.)), std::domain_error); // p below 0 to 1. |
| |
| |
| // Check for ab-use with unsuitable distribution(s), for example, |
| // pareto distribution (and most others) can't be used with find_scale (or find_location) |
| // because they lack the scale and location attributes. |
| // BOOST_CHECK_THROW(find_scale<pareto>(0., 0.5, 0.), std::domain_error); |
| // correctly fails to compile in find_scale() at |
| // BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value); |
| |
| // Check doesn't throw when an ignore_error for domain_error policy is used. |
| using boost::math::policies::policy; |
| using boost::math::policies::domain_error; |
| using boost::math::policies::ignore_error; |
| |
| // Define a (bad?) policy to ignore domain errors ('bad' arguments): |
| typedef policy<domain_error<ignore_error> > ignore_domain_policy; |
| // Using a typedef is convenient, especially if it is re-used. |
| |
| BOOST_CHECK_NO_THROW(find_scale<normal>(0, -1, 1, |
| ignore_domain_policy())); // probability outside [0, 1] |
| BOOST_CHECK_NO_THROW(find_scale<normal>(numeric_limits<double>::infinity(), -1, 1, |
| ignore_domain_policy())); // z not finite. |
| BOOST_CHECK_NO_THROW(find_scale<normal>(complement(0, -1, 1, ignore_domain_policy()))); // probability outside [0, 1] |
| BOOST_CHECK_NO_THROW(find_scale<normal>(complement(numeric_limits<double>::infinity(), -1, 1, |
| ignore_domain_policy()))); // z not finite. |
| |
| RealType l = 0.; // standard normal distribution. |
| RealType sd = static_cast<RealType>(1); // normal default standard deviation = 1. |
| normal_distribution<RealType> n01(l, sd); // mean(location) = 0, standard_deviation (scale) = 1. |
| RealType z = static_cast<RealType>(-2); // z to give prob p |
| //cout << "Standard normal distribution with standard deviation = " << sd |
| // << " has " << "fraction <= " << z << " = " << cdf(n01, z) << endl; |
| // Standard normal distribution with standard deviation = 1 has fraction <= -2 = 0.0227501 |
| |
| //normal_distribution<RealType> np001pc(l, sd); // Same mean(location) but with standard_deviation (scale) changed. |
| //cout << "Normal distribution with standard deviation = " << s |
| // << " has " << "fraction <= " << z << " = " << cdf(np001pc, z) << endl; |
| |
| // Find scale to give a probability p (0.001) of z (-2) |
| RealType p = static_cast<RealType>(0.001); // only 0.1% to be below z (-2). |
| // location (mean) remains at zero. |
| RealType s = find_scale<normal_distribution<RealType> >(z, p, l); |
| //cout << "Mean " << l << ", z " << z << ", p " << p |
| // << ", sd " << sd << ", find_scale " << s |
| // << ", difference in sd " << s - sd << endl; |
| // Mean 0, z -2, p 0.001, sd 1, find_scale 0.64720053440907599, difference in sd -0.352799 |
| |
| cout.precision(17); |
| BOOST_CHECK_CLOSE_FRACTION(s, static_cast<RealType>(0.64720053440907599L), tolerance); |
| |
| normal_distribution<RealType> np001pc(l, s); // Same mean(location) but with standard_deviation (scale) changed. |
| //cout << "Normal distribution with standard deviation = " << s |
| // << " has " << "fraction <= " << z << " = " << cdf(np001pc, z) << endl; |
| // Normal distribution with standard deviation = 0.647201 has fraction <= -2 = 0.001 |
| |
| // Check cdf such that only fraction p really is below changed standard deviation s. |
| BOOST_CHECK_CLOSE_FRACTION(p, cdf(np001pc, z), tolerance); |
| |
| // Check that some policies can be applied (though results not used here). |
| s = find_scale<normal_distribution<RealType> >(z, p, l, policy<>()); // Default policy, needs using boost::math::policies::policy; |
| s = find_scale<normal_distribution<RealType> >(z, p, l, boost::math::policies::policy<>()); // Default policy, fully specified. |
| s = find_scale<normal_distribution<RealType> >(z, p, l, ignore_domain_policy()); // find_scale with new policy, using typedef. |
| s = find_scale<normal_distribution<RealType> >(z, p, l, policy<domain_error<ignore_error> >()); // New policy, without typedef. |
| |
| // Check that can use the complement version too. |
| RealType q = 1 - p; // complement. |
| s = find_scale<normal_distribution<RealType> >(complement(z, q, l)); // Implicit default policy. |
| BOOST_CHECK_CLOSE_FRACTION(s, static_cast<RealType>(0.64720053440907599L), tolerance); |
| s = find_scale<normal_distribution<RealType> >(complement(z, q, l, policy<>())); // Explicit default policy. |
| BOOST_CHECK_CLOSE_FRACTION(s, static_cast<RealType>(0.64720053440907599L), tolerance); |
| |
| normal_distribution<RealType> np95pc(l, s); // Same mean(location) but with new standard_deviation (scale). |
| |
| //cout << "Mean " << l << ", z " << z << ", q " << q |
| //<< ", sd " << sd << ", find_scale " << s |
| //<< ", difference in sd " << s - sd << endl; |
| |
| //cout << "Normal distribution with standard deviation = " << s |
| // << " has " << "fraction <= " << z << " = " << cdf(np001pc, z) << endl; |
| BOOST_CHECK_CLOSE_FRACTION(q, cdf(complement(np95pc, z)), tolerance); |
| |
| } // template <class RealType>void test_spots(RealType) |
| |
| int test_main(int, char* []) |
| { |
| // Basic sanity-check spot values. |
| |
| // (Parameter value, arbitrarily zero, only communicates the floating-point type). |
| test_spots(0.0F); // Test float. |
| test_spots(0.0); // Test double. |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| test_spots(0.0L); // Test long double. |
| #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x0582)) |
| test_spots(boost::math::concepts::real_concept(0.)); // 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::cout; |
| #endif |
| return 0; |
| } // int test_main(int, char* []) |
| |
| /* |
| |
| Output is: |
| |
| Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_find_scale.exe" |
| Running 1 test case... |
| Tolerance for type float is 1.19e-005 (or 0.00119%). |
| Tolerance for type double is 2.22e-014 (or 2.22e-012%). |
| Tolerance for type long double is 2.22e-014 (or 2.22e-012%). |
| Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%). |
| *** No errors detected |
| |
| |
| */ |
| |
| |