| // Copyright John Maddock 2006. |
| // 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) |
| |
| // test_exponential_dist.cpp |
| |
| #include <boost/math/concepts/real_concept.hpp> // for real_concept |
| #include <boost/math/distributions/exponential.hpp> |
| using boost::math::exponential_distribution; |
| |
| #include <boost/test/test_exec_monitor.hpp> // Boost.Test |
| #include <boost/test/floating_point_comparison.hpp> |
| |
| #include <iostream> |
| using std::cout; |
| using std::endl; |
| using std::setprecision; |
| |
| template <class RealType> |
| void test_spot(RealType l, RealType x, RealType p, RealType q, RealType tolerance) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::cdf( |
| exponential_distribution<RealType>(l), |
| x), |
| p, |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::cdf( |
| complement(exponential_distribution<RealType>(l), |
| x)), |
| q, |
| tolerance); // % |
| if(p < 0.999) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::quantile( |
| exponential_distribution<RealType>(l), |
| p), |
| x, |
| tolerance); // % |
| } |
| if(q < 0.999) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::quantile( |
| complement(exponential_distribution<RealType>(l), |
| q)), |
| x, |
| tolerance); // % |
| } |
| } |
| |
| template <class RealType> |
| void test_spots(RealType T) |
| { |
| // Basic sanity checks. |
| // 50 eps as a percentage, up to a maximum of double precision |
| // (that's the limit of our test data: obtained by punching |
| // numbers into a calculator). |
| RealType tolerance = (std::max)( |
| static_cast<RealType>(boost::math::tools::epsilon<double>()), |
| boost::math::tools::epsilon<RealType>()); |
| tolerance *= 50 * 100; |
| // # pragma warning(disable: 4100) // unreferenced formal parameter. |
| // prevent his spurious warning. |
| if (T != 0) |
| { |
| cout << "Expect parameter T == 0!" << endl; |
| } |
| cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl; |
| |
| test_spot( |
| static_cast<RealType>(0.5), // lambda |
| static_cast<RealType>(0.125), // x |
| static_cast<RealType>(0.060586937186524213880289175377695L), // p |
| static_cast<RealType>(0.93941306281347578611971082462231L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(0.5), // lambda |
| static_cast<RealType>(5), // x |
| static_cast<RealType>(0.91791500137610120483047132553284L), // p |
| static_cast<RealType>(0.08208499862389879516952867446716L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(2), // lambda |
| static_cast<RealType>(0.125), // x |
| static_cast<RealType>(0.22119921692859513175482973302168L), // p |
| static_cast<RealType>(0.77880078307140486824517026697832L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(2), // lambda |
| static_cast<RealType>(5), // x |
| static_cast<RealType>(0.99995460007023751514846440848444L), // p |
| static_cast<RealType>(4.5399929762484851535591515560551e-5L), //q |
| tolerance); |
| |
| // |
| // Some spot tests generated by MathCAD pexp(x,r): |
| // |
| test_spot( |
| static_cast<RealType>(1), // lambda |
| static_cast<RealType>(1), // x |
| static_cast<RealType>(6.321205588285580E-001L), // p |
| static_cast<RealType>(1-6.321205588285580E-001L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(2), // lambda |
| static_cast<RealType>(1), // x |
| static_cast<RealType>(8.646647167633870E-001L), // p |
| static_cast<RealType>(1-8.646647167633870E-001L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(1), // lambda |
| static_cast<RealType>(0.5), // x |
| static_cast<RealType>(3.934693402873670E-001L), // p |
| static_cast<RealType>(1-3.934693402873670E-001L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(0.1), // lambda |
| static_cast<RealType>(1), // x |
| static_cast<RealType>(9.516258196404040E-002L), // p |
| static_cast<RealType>(1-9.516258196404040E-002L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(10), // lambda |
| static_cast<RealType>(1), // x |
| static_cast<RealType>(9.999546000702380E-001L), // p |
| static_cast<RealType>(1-9.999546000702380E-001L), //q |
| tolerance*10000); // we loose four digits to cancellation |
| test_spot( |
| static_cast<RealType>(0.1), // lambda |
| static_cast<RealType>(10), // x |
| static_cast<RealType>(6.321205588285580E-001L), // p |
| static_cast<RealType>(1-6.321205588285580E-001L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(1), // lambda |
| static_cast<RealType>(0.01), // x |
| static_cast<RealType>(9.950166250831950E-003L), // p |
| static_cast<RealType>(1-9.950166250831950E-003L), //q |
| tolerance); |
| test_spot( |
| static_cast<RealType>(1), // lambda |
| static_cast<RealType>(0.0001), // x |
| static_cast<RealType>(9.999500016666250E-005L), // p |
| static_cast<RealType>(1-9.999500016666250E-005L), //q |
| tolerance); |
| /* |
| // This test data appears to be erroneous, MathCad appears |
| // to suffer from cancellation error as x -> 0 |
| test_spot( |
| static_cast<RealType>(1), // lambda |
| static_cast<RealType>(0.0000001), // x |
| static_cast<RealType>(9.999999499998730E-008L), // p |
| static_cast<RealType>(1-9.999999499998730E-008L), //q |
| tolerance); |
| */ |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| exponential_distribution<RealType>(0.5), |
| static_cast<RealType>(0.125)), // x |
| static_cast<RealType>(0.46970653140673789305985541231115L), // probability. |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| exponential_distribution<RealType>(0.5), |
| static_cast<RealType>(5)), // x |
| static_cast<RealType>(0.04104249931194939758476433723358L), // probability. |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| exponential_distribution<RealType>(2), |
| static_cast<RealType>(0.125)), // x |
| static_cast<RealType>(1.5576015661428097364903405339566L), // probability. |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| exponential_distribution<RealType>(2), |
| static_cast<RealType>(5)), // x |
| static_cast<RealType>(9.0799859524969703071183031121101e-5L), // probability. |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::mean( |
| exponential_distribution<RealType>(2)), |
| static_cast<RealType>(0.5), |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::standard_deviation( |
| exponential_distribution<RealType>(2)), |
| static_cast<RealType>(0.5), |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::mode( |
| exponential_distribution<RealType>(2)), |
| static_cast<RealType>(0), |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::median( |
| exponential_distribution<RealType>(4)), |
| static_cast<RealType>(0.693147180559945309417232121458176568075500134360255254) / 4, |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::skewness( |
| exponential_distribution<RealType>(2)), |
| static_cast<RealType>(2), |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::kurtosis( |
| exponential_distribution<RealType>(2)), |
| static_cast<RealType>(9), |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::kurtosis_excess( |
| exponential_distribution<RealType>(2)), |
| static_cast<RealType>(6), |
| tolerance); // % |
| |
| // |
| // Things that are errors: |
| // |
| exponential_distribution<RealType> dist(0.5); |
| BOOST_CHECK_THROW( |
| quantile(dist, RealType(1.0)), |
| std::overflow_error); |
| BOOST_CHECK_THROW( |
| quantile(complement(dist, RealType(0.0))), |
| std::overflow_error); |
| BOOST_CHECK_THROW( |
| pdf(dist, RealType(-1)), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| cdf(dist, RealType(-1)), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| cdf(exponential_distribution<RealType>(-1), RealType(1)), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| quantile(dist, RealType(-1)), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| quantile(dist, RealType(2)), |
| std::domain_error); |
| |
| } // template <class RealType>void test_spots(RealType) |
| |
| int test_main(int, char* []) |
| { |
| // Check that can generate exponential distribution using the two convenience methods: |
| boost::math::exponential mycexp1(1.); // Using typedef |
| exponential_distribution<> myexp2(1.); // Using default RealType double. |
| |
| // Basic sanity-check spot values. |
| // (Parameter value, arbitrarily zero, only communicates the floating point type). |
| test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 % |
| test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 % |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| test_spots(0.0L); // Test long double. |
| #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) |
| 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: |
| |
| Running 1 test case... |
| Tolerance for type float is 0.000596046 % |
| Tolerance for type double is 1.11022e-012 % |
| Tolerance for type long double is 1.11022e-012 % |
| Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 % |
| *** No errors detected |
| |
| */ |
