| // Copyright John Maddock 2008 |
| // Copyright Paul A. Bristow |
| // Copyright Gautam Sewani |
| |
| // 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) |
| |
| #define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error |
| #include <boost/math/concepts/real_concept.hpp> // for real_concept |
| #include <boost/math/distributions/hypergeometric.hpp> |
| |
| #include <boost/test/test_exec_monitor.hpp> // Boost.Test |
| #include <boost/test/results_collector.hpp> |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| |
| #include <iostream> |
| using std::cout; |
| using std::endl; |
| using std::setprecision; |
| |
| #include <boost/array.hpp> |
| #include "functor.hpp" |
| #include "handle_test_result.hpp" |
| |
| #define BOOST_CHECK_EX(a) \ |
| {\ |
| unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\ |
| BOOST_CHECK(a); \ |
| if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\ |
| {\ |
| std::cerr << "Failure was with data ";\ |
| std::cerr << std::setprecision(35); \ |
| std::cerr << "x = " << x << ", r = " << r << ", n = " << n\ |
| << ", N = " << N << ", p = " << cp << ", q = " << ccp << std::endl;\ |
| }\ |
| } |
| |
| void expected_results() |
| { |
| // |
| // Define the max and mean errors expected for |
| // various compilers and platforms. |
| // |
| const char* largest_type; |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >()) |
| { |
| largest_type = "(long\\s+)?double|real_concept"; |
| } |
| else |
| { |
| largest_type = "long double|real_concept"; |
| } |
| #else |
| largest_type = "(long\\s+)?double"; |
| #endif |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| if((boost::math::tools::digits<long double>() > boost::math::tools::digits<double>()) |
| && (boost::math::tools::digits<long double>() < 100)) |
| { |
| // |
| // Some split of errors from long double into double: |
| // |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| "double", // test type(s) |
| "Random.*", // test data group |
| ".*", 1500, 1500); // test function |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| "double", // test type(s) |
| ".*", // test data group |
| ".*", 10, 10); // test function |
| } |
| #endif |
| |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| "real_concept", // test type(s) |
| "Random.*", // test data group |
| ".*", 250000000, 25000000); // test function |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| largest_type, // test type(s) |
| "Random.*", // test data group |
| ".*", 10000000, 5000000); // test function |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| largest_type, // test type(s) |
| ".*", // test data group |
| ".*", 50, 20); // test function |
| } |
| |
| template <class T> |
| inline unsigned make_unsigned(T x) |
| { |
| return static_cast<unsigned>(x); |
| } |
| template<> |
| inline unsigned make_unsigned(boost::math::concepts::real_concept x) |
| { |
| return static_cast<unsigned>(x.value()); |
| } |
| |
| template <class T> |
| T pdf_tester(T r, T n, T N, T x) |
| { |
| boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N)); |
| return pdf(d, x); |
| } |
| |
| template <class T> |
| T cdf_tester(T r, T n, T N, T x) |
| { |
| boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N)); |
| return cdf(d, x); |
| } |
| |
| template <class T> |
| T ccdf_tester(T r, T n, T N, T x) |
| { |
| boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N)); |
| return cdf(complement(d, x)); |
| } |
| |
| template <class T> |
| void do_test_hypergeometric(const T& data, const char* type_name, const char* test_name) |
| { |
| // warning suppression: |
| (void)data; |
| (void)type_name; |
| (void)test_name; |
| |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 0) |
| typedef typename T::value_type row_type; |
| typedef typename row_type::value_type value_type; |
| |
| typedef value_type (*pg)(value_type, value_type, value_type, value_type); |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| pg funcp = pdf_tester<value_type>; |
| #else |
| pg funcp = pdf_tester; |
| #endif |
| |
| boost::math::tools::test_result<value_type> result; |
| |
| std::cout << "Testing " << test_name << " with type " << type_name |
| << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; |
| |
| // |
| // test hypergeometric against data: |
| // |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2, 3), |
| extract_result(4)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric PDF", test_name); |
| |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = cdf_tester<value_type>; |
| #else |
| funcp = cdf_tester; |
| #endif |
| |
| // |
| // test hypergeometric against data: |
| // |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2, 3), |
| extract_result(5)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric CDF", test_name); |
| |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = ccdf_tester<value_type>; |
| #else |
| funcp = ccdf_tester; |
| #endif |
| |
| // |
| // test hypergeometric against data: |
| // |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2, 3), |
| extract_result(6)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric CDF complement", test_name); |
| std::cout << std::endl; |
| #endif |
| } |
| |
| template <class T> |
| void do_test_hypergeometric_quantile(const T& data, const char* type_name, const char* test_name) |
| { |
| typedef typename T::value_type row_type; |
| typedef typename row_type::value_type value_type; |
| |
| std::cout << "Checking quantiles with " << test_name << " with type " << type_name |
| << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; |
| |
| if(boost::math::tools::digits<value_type>() > 50) |
| { |
| for(unsigned i = 0; i < data.size(); ++i) |
| { |
| using namespace boost::math::policies; |
| |
| unsigned r = make_unsigned(data[i][0]); |
| unsigned n = make_unsigned(data[i][1]); |
| unsigned N = make_unsigned(data[i][2]); |
| unsigned x = make_unsigned(data[i][3]); |
| value_type cp = data[i][5]; |
| value_type ccp = data[i][6]; |
| // |
| // A bit of warning supression: |
| // |
| (void)x; |
| (void)n; |
| (void)r; |
| (void)N; |
| (void)cp; |
| (void)ccp; |
| |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 1) |
| boost::math::hypergeometric_distribution<value_type, |
| policy<discrete_quantile<integer_round_up> > > du(r, n, N); |
| |
| if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>())) |
| { |
| BOOST_CHECK_EX(quantile(du, cp) >= x); |
| } |
| if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>())) |
| { |
| BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x); |
| } |
| #endif |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 2) |
| boost::math::hypergeometric_distribution<value_type, |
| policy<discrete_quantile<integer_round_down> > > dl(r, n, N); |
| if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>())) |
| { |
| BOOST_CHECK_EX(quantile(dl, cp) <= x); |
| } |
| if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>())) |
| { |
| BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x); |
| } |
| #endif |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 3) |
| boost::math::hypergeometric_distribution<value_type, |
| policy<discrete_quantile<integer_round_nearest> > > dn(r, n, N); |
| |
| if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>())) |
| { |
| BOOST_CHECK_EX(quantile(dn, cp) == x); |
| } |
| if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>())) |
| { |
| BOOST_CHECK_EX(quantile(complement(dn, ccp)) == x); |
| } |
| #endif |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 4) |
| boost::math::hypergeometric_distribution<value_type, |
| policy<discrete_quantile<integer_round_outwards> > > dou(r, n, N); |
| |
| if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>())) |
| { |
| if(cp < 0.5) |
| { |
| BOOST_CHECK_EX(quantile(dou, cp) <= x); |
| } |
| else |
| { |
| BOOST_CHECK_EX(quantile(dou, cp) >= x); |
| } |
| } |
| if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>())) |
| { |
| if(ccp < 0.5) |
| { |
| BOOST_CHECK_EX(quantile(complement(dou, ccp)) >= x); |
| } |
| else |
| { |
| BOOST_CHECK_EX(quantile(complement(dou, ccp)) <= x); |
| } |
| } |
| #endif |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 5) |
| boost::math::hypergeometric_distribution<value_type, |
| policy<discrete_quantile<integer_round_inwards> > > di(r, n, N); |
| |
| if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>())) |
| { |
| if(cp < 0.5) |
| { |
| BOOST_CHECK_EX(quantile(di, cp) >= x); |
| } |
| else |
| { |
| BOOST_CHECK_EX(quantile(di, cp) <= x); |
| } |
| } |
| if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>())) |
| { |
| if(ccp < 0.5) |
| { |
| BOOST_CHECK_EX(quantile(complement(di, ccp)) <= x); |
| } |
| else |
| { |
| BOOST_CHECK_EX(quantile(complement(di, ccp)) >= x); |
| } |
| } |
| #endif |
| } |
| } |
| } |
| |
| |
| template <class RealType> |
| void test_spot(unsigned x, unsigned n, unsigned r, unsigned N, |
| RealType p, RealType cp, RealType ccp, RealType tol) |
| { |
| // |
| // A bit of warning supression: |
| // |
| (void)x; |
| (void)n; |
| (void)r; |
| (void)N; |
| (void)p; |
| (void)cp; |
| (void)ccp; |
| (void)tol; |
| #if !defined(TEST_QUANT) || (TEST_QUANT == 0) |
| boost::math::hypergeometric_distribution<RealType> d(r, n, N); |
| |
| std::pair<unsigned, unsigned> extent = range(d); |
| // CDF's: |
| BOOST_CHECK_CLOSE(pdf(d, x), p, tol); |
| BOOST_CHECK_CLOSE(cdf(d, x), cp, tol); |
| BOOST_CHECK_CLOSE(cdf(complement(d, x)), ccp, tol); |
| // Again with real-value arguments: |
| BOOST_CHECK_CLOSE(pdf(d, static_cast<RealType>(x)), p, tol); |
| BOOST_CHECK_CLOSE(cdf(d, static_cast<RealType>(x)), cp, tol); |
| BOOST_CHECK_CLOSE(cdf(complement(d, static_cast<RealType>(x))), ccp, tol); |
| // |
| // Quantiles, don't bother checking these for type float |
| // as there's not enough precision in the p and q values |
| // to get back to where we started: |
| // |
| if(boost::math::tools::digits<RealType>() > 50) |
| { |
| using namespace boost::math::policies; |
| |
| boost::math::hypergeometric_distribution<RealType, |
| policy<discrete_quantile<integer_round_up> > > du(r, n, N); |
| |
| BOOST_CHECK_EX(quantile(du, cp) >= x); |
| BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x); |
| |
| boost::math::hypergeometric_distribution<RealType, |
| policy<discrete_quantile<integer_round_down> > > dl(r, n, N); |
| BOOST_CHECK_EX(quantile(dl, cp) <= x); |
| BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x); |
| |
| boost::math::hypergeometric_distribution<RealType, |
| policy<discrete_quantile<integer_round_nearest> > > dn(r, n, N); |
| |
| BOOST_CHECK_EX(quantile(dn, cp) == x); |
| BOOST_CHECK_EX(quantile(complement(dn, ccp)) == x); |
| } |
| // |
| // Error checking of out of bounds arguments: |
| // |
| BOOST_CHECK_THROW(pdf(d, extent.second + 1), std::domain_error); |
| BOOST_CHECK_THROW(cdf(d, extent.second + 1), std::domain_error); |
| BOOST_CHECK_THROW(cdf(complement(d, extent.second + 1)), std::domain_error); |
| if(extent.first > 0) |
| { |
| BOOST_CHECK_THROW(pdf(d, extent.first - 1), std::domain_error); |
| BOOST_CHECK_THROW(cdf(d, extent.first - 1), std::domain_error); |
| BOOST_CHECK_THROW(cdf(complement(d, extent.first - 1)), std::domain_error); |
| } |
| BOOST_CHECK_THROW(quantile(d, 1.1f), std::domain_error); |
| BOOST_CHECK_THROW(quantile(complement(d, 1.1f)), std::domain_error); |
| BOOST_CHECK_THROW(quantile(d, -0.001f), std::domain_error); |
| BOOST_CHECK_THROW(quantile(complement(d, -0.001f)), std::domain_error); |
| // |
| // Checking of extreme values: |
| // |
| BOOST_CHECK_EQUAL(quantile(d, 0), extent.first); |
| BOOST_CHECK_EQUAL(quantile(d, 1), extent.second); |
| BOOST_CHECK_EQUAL(quantile(complement(d, 0)), extent.second); |
| BOOST_CHECK_EQUAL(quantile(complement(d, 1)), extent.first); |
| BOOST_CHECK_EQUAL(cdf(d, extent.second), 1); |
| BOOST_CHECK_EQUAL(cdf(complement(d, extent.second)), 0); |
| #endif |
| } |
| |
| template <class RealType> |
| void test_spots(RealType /*T*/, const char* type_name) |
| { |
| // Basic sanity checks. |
| // 50 eps as a percentage, up to a maximum of double precision |
| // Test data taken from Mathematica 6 |
| #define T RealType |
| #include "hypergeometric_test_data.ipp" |
| do_test_hypergeometric(hypergeometric_test_data, type_name, "Mathematica data"); |
| |
| #include "hypergeometric_dist_data2.ipp" |
| if(boost::is_floating_point<RealType>::value) |
| { |
| // |
| // Don't test this for real_concept: it's too slow!!! |
| // |
| do_test_hypergeometric(hypergeometric_dist_data2, type_name, "Random large data"); |
| } |
| |
| do_test_hypergeometric_quantile(hypergeometric_test_data, type_name, "Mathematica data"); |
| if(boost::is_floating_point<RealType>::value) |
| { |
| // |
| // Don't test this for real_concept: it's too slow!!! |
| // |
| do_test_hypergeometric_quantile(hypergeometric_dist_data2, type_name, "Random large data"); |
| } |
| |
| RealType tolerance = (std::max)( |
| static_cast<RealType>(2e-16L), // limit of test data |
| boost::math::tools::epsilon<RealType>()); |
| cout<<"Absolute tolerance:"<<tolerance<<endl; |
| |
| tolerance *= 50 * 100; // 50eps as a persentage |
| cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl; |
| |
| // |
| // These sanity check values were calculated using the online |
| // calculator at http://stattrek.com/Tables/Hypergeometric.aspx |
| // It's assumed that the test values are accurate to no more than |
| // double precision. |
| // |
| test_spot(20, 200, 50, 500, static_cast<T>(0.120748236361163), static_cast<T>(0.563532430195156), static_cast<T>(1 - 0.563532430195156), tolerance); |
| test_spot(53, 452, 64, 500, static_cast<T>(0.0184749573044286), static_cast<T>(0.0299118078796907), static_cast<T>(1 - 0.0299118078796907), tolerance); |
| test_spot(32, 1287, 128, 5000, static_cast<T>(0.0807012167418264), static_cast<T>(0.469768774237742), static_cast<T>(1 - 0.469768774237742), tolerance); |
| test_spot(1, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.296521739130435), static_cast<T>(1 - 0.296521739130435), tolerance); |
| test_spot(2, 13, 4, 26, static_cast<T>(0.40695652173913), static_cast<T>(0.703478260869565), static_cast<T>(1 - 0.703478260869565), tolerance); |
| test_spot(3, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.952173913043478), static_cast<T>(1 - 0.952173913043478), tolerance); |
| |
| boost::math::hypergeometric_distribution<RealType> d(50, 200, 500); |
| BOOST_CHECK_EQUAL(range(d).first, 0u); |
| BOOST_CHECK_EQUAL(range(d).second, 50u); |
| BOOST_CHECK_CLOSE(mean(d), static_cast<RealType>(20), tolerance); |
| BOOST_CHECK_CLOSE(mode(d), static_cast<RealType>(20), tolerance); |
| BOOST_CHECK_CLOSE(variance(d), static_cast<RealType>(10.821643286573146292585170340681L), tolerance); |
| BOOST_CHECK_CLOSE(skewness(d), static_cast<RealType>(0.048833071022952084732902910189366L), tolerance); |
| BOOST_CHECK_CLOSE(kurtosis_excess(d), static_cast<RealType>(2.5155486690782804816404001878293L), tolerance); |
| BOOST_CHECK_CLOSE(kurtosis(d), kurtosis_excess(d) + 3, tolerance); |
| BOOST_CHECK_EQUAL(quantile(d, 0.5f), median(d)); |
| |
| BOOST_CHECK_THROW(d = boost::math::hypergeometric_distribution<RealType>(501, 40, 500), std::domain_error); |
| BOOST_CHECK_THROW(d = boost::math::hypergeometric_distribution<RealType>(40, 501, 500), std::domain_error); |
| } |
| |
| |
| int test_main(int, char* []) |
| { |
| expected_results(); |
| // Basic sanity-check spot values. |
| // (Parameter value, arbitrarily zero, only communicates the floating point type). |
| test_spots(0.0F, "float"); // Test float. OK at decdigits = 0 tolerance = 0.0001 % |
| test_spots(0.0, "double"); // Test double. OK at decdigits 7, tolerance = 1e07 % |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| test_spots(0.0L, "long double"); // Test long double. |
| test_spots(boost::math::concepts::real_concept(0), "real_concept"); // Test real_concept. |
| #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* []) |
| |
