| // Copyright 2008 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_UNDERFLOW_ERROR_POLICY throw_on_error |
| #define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error |
| #include <boost/math/concepts/real_concept.hpp> // for real_concept |
| #include <boost/math/distributions/logistic.hpp> |
| using boost::math::logistic_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 location, RealType scale, RealType x, RealType p, RealType q, RealType tolerance) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::cdf( |
| logistic_distribution<RealType>(location,scale), |
| x), |
| p, |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::cdf( |
| complement(logistic_distribution<RealType>(location,scale), |
| x)), |
| q, |
| tolerance); // % |
| if(p < 0.999) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::quantile( |
| logistic_distribution<RealType>(location,scale), |
| p), |
| x, |
| tolerance); // % |
| } |
| if(q < 0.999) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::quantile( |
| complement(logistic_distribution<RealType>(location,scale), |
| q)), |
| x, |
| 2 * tolerance); // % |
| } |
| } |
| |
| |
| template <class RealType> |
| void test_spots(RealType T) |
| { |
| // Basic sanity checks. |
| // 50 eps as a percentage, up to a maximum of double precision |
| // Test data taken from Mathematica 6 |
| RealType tolerance = (std::max)( |
| static_cast<RealType>(1e-33L), |
| boost::math::tools::epsilon<RealType>()); |
| cout<<"Absolute tolerance:"<<tolerance<<endl; |
| |
| 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>(1), // location |
| static_cast<RealType>(0.5L), // scale |
| static_cast<RealType>(0.1L), // x |
| static_cast<RealType>(0.141851064900487789594278108470953L), // p |
| static_cast<RealType>(0.858148935099512210405721891529047L), //q |
| tolerance); |
| |
| test_spot( |
| static_cast<RealType>(5), // location |
| static_cast<RealType>(2), // scale |
| static_cast<RealType>(3.123123123L),//x |
| static_cast<RealType>(0.281215878622547904873088053477813L), // p |
| static_cast<RealType>(0.718784121377452095126911946522187L), //q |
| tolerance); |
| |
| test_spot( |
| static_cast<RealType>(1.2345L), // location |
| static_cast<RealType>(0.12345L), // scale |
| static_cast<RealType>(3.123123123L),//x |
| static_cast<RealType>(0.999999773084685079723328282229357L), // p |
| static_cast<RealType>(2.26915314920276671717770643005212e-7L), //q |
| tolerance); |
| |
| |
| //High probability |
| test_spot( |
| static_cast<RealType>(1), // location |
| static_cast<RealType>(0.5L), // scale |
| static_cast<RealType>(10), // x |
| static_cast<RealType>(0.99999998477002048723965105559179L), // p |
| static_cast<RealType>(1.5229979512760348944408208801237e-8L), //q |
| tolerance); |
| |
| //negative x |
| test_spot( |
| static_cast<RealType>(5), // location |
| static_cast<RealType>(2), // scale |
| static_cast<RealType>(-0.1L), // scale |
| static_cast<RealType>(0.0724264853615177178439235061476928L), // p |
| static_cast<RealType>(0.927573514638482282156076493852307L), //q |
| tolerance); |
| |
| |
| test_spot( |
| static_cast<RealType>(5), // location |
| static_cast<RealType>(2), // scale |
| static_cast<RealType>(-20), // x |
| static_cast<RealType>(3.72663928418656138608800947863869e-6L), // p |
| static_cast<RealType>(0.999996273360715813438613911990521L), //q |
| tolerance); |
| |
| |
| //test value to check cancellation error in straight/complimented quantile |
| //the subtraction in the formula location-scale*log term introduces catastrophics cancellator error if location and scale*log term are close |
| //For these values, the tests fail at tolerance, but work at 100*tolerance |
| test_spot( |
| static_cast<RealType>(-1.2345L), // location |
| static_cast<RealType>(1.4555L), // scale |
| static_cast<RealType>(-0.00125796420642514024493852425918807L),//x |
| static_cast<RealType>(0.7L), // p |
| static_cast<RealType>(0.3L), //q |
| 80*tolerance); |
| |
| test_spot( |
| static_cast<RealType>(1.2345L), // location |
| static_cast<RealType>(0.12345L), // scale |
| static_cast<RealType>(0.0012345L), // x |
| static_cast<RealType>(0.0000458541039469413343331170952855318L), // p |
| static_cast<RealType>(0.999954145896053058665666882904714L), //q |
| 80*tolerance); |
| |
| |
| |
| test_spot( |
| static_cast<RealType>(5L), // location |
| static_cast<RealType>(2L), // scale |
| static_cast<RealType>(0.0012345L), // x |
| static_cast<RealType>(0.0759014628704232983512906076564256L), // p |
| static_cast<RealType>(0.924098537129576701648709392343574L), //q |
| 80*tolerance); |
| |
| //negative location |
| test_spot( |
| static_cast<RealType>(-123.123123L), // location |
| static_cast<RealType>(2.123L), // scale |
| static_cast<RealType>(3), // x |
| static_cast<RealType>(0.999999999999999999999999984171276L), // p |
| static_cast<RealType>(1.58287236765203121622150720373972e-26L), //q |
| tolerance); |
| //PDF Testing |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| logistic_distribution<RealType>(5,2), |
| static_cast<RealType>(0.125L) ),//x |
| static_cast<RealType>(0.0369500730133475464584898192104821L), // probability |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| logistic_distribution<RealType>(static_cast<RealType>(1.2345L), static_cast<RealType>(0.12345L)), |
| static_cast<RealType>(0.0012345L) ),//x |
| static_cast<RealType>(0.000371421639109700748742498671686243L), // probability |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| logistic_distribution<RealType>(2,1), |
| static_cast<RealType>(2L) ),//x |
| static_cast<RealType>(0.25L), // probability |
| tolerance); // % |
| |
| //Extreme value testing |
| |
| if(std::numeric_limits<RealType>::has_infinity) |
| { |
| BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 0); // x = + infinity, pdf = 0 |
| BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, pdf = 0 |
| BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 1); // x = + infinity, cdf = 1 |
| BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, cdf = 0 |
| BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity())), 0); // x = + infinity, c cdf = 0 |
| BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity())), 1); // x = - infinity, c cdf = 1 |
| } |
| BOOST_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(1)), std::overflow_error); // x = + infinity, cdf = 1 |
| BOOST_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(0)), std::overflow_error); // x = - infinity, cdf = 0 |
| BOOST_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(1))), std::overflow_error); // x = - infinity, cdf = 0 |
| BOOST_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(0))), std::overflow_error); // x = + infinity, cdf = 1 |
| BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 1); // x = + infinity, cdf = 1 |
| BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, cdf = 0 |
| BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>())), 0); // x = + infinity, c cdf = 0 |
| BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>())), 1); // x = - infinity, c cdf = 1 |
| BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 0); // x = + infinity, pdf = 0 |
| BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, pdf = 0 |
| |
| // |
| // Things that are errors: |
| //1. domain errors for scale and location |
| //2. x being NAN |
| //3. Probabilies being outside (0,1) |
| |
| //location/scale can't be infinity |
| if(std::numeric_limits<RealType>::has_infinity) { |
| BOOST_CHECK_THROW( |
| logistic_distribution<RealType> dist(std::numeric_limits<RealType>::infinity(),0.5), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| logistic_distribution<RealType> dist(0.5,std::numeric_limits<RealType>::infinity()), |
| std::domain_error); |
| } |
| //scale can't be negative or 0 |
| BOOST_CHECK_THROW( |
| logistic_distribution<RealType> dist(0.5,-0.5), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| logistic_distribution<RealType> dist(0.5,0), |
| std::domain_error); |
| |
| logistic_distribution<RealType> dist(0.5,0.5); |
| //x can't be NaN,p can't be NaN |
| |
| if (std::numeric_limits<RealType>::has_quiet_NaN) |
| { |
| // No longer allow x to be NaN, then these tests should throw. |
| BOOST_CHECK_THROW(pdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN |
| BOOST_CHECK_THROW(cdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN |
| BOOST_CHECK_THROW(cdf(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // x = + infinity |
| BOOST_CHECK_THROW(quantile(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // p = + infinity |
| BOOST_CHECK_THROW(quantile(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // p = + infinity |
| } |
| |
| //p can't be outside (0,1) |
| BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(1.1)), std::domain_error); |
| BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(-0.1)), std::domain_error); |
| BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(1)), std::overflow_error); |
| BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(0)), std::overflow_error); |
| |
| BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1.1))), std::domain_error); |
| BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(-0.1))), std::domain_error); |
| BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1))), std::overflow_error); |
| BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(0))), std::overflow_error); |
| |
| //Tests for mean,mode,median,variance,skewness,kurtosis |
| //mean |
| BOOST_CHECK_CLOSE( |
| ::boost::math::mean( |
| logistic_distribution<RealType>(2,1) |
| ),//x |
| static_cast<RealType>(2), // probability |
| tolerance); // % |
| //median |
| BOOST_CHECK_CLOSE( |
| ::boost::math::median( |
| logistic_distribution<RealType>(2,1) |
| ),//x |
| static_cast<RealType>(2), // probability |
| tolerance); |
| //mode |
| BOOST_CHECK_CLOSE( |
| ::boost::math::mode( |
| logistic_distribution<RealType>(2,1) |
| ),//x |
| static_cast<RealType>(2), // probability |
| tolerance); |
| //variance |
| BOOST_CHECK_CLOSE( |
| ::boost::math::variance( |
| logistic_distribution<RealType>(2,1) |
| ),//x |
| static_cast<RealType>(3.28986813369645287294483033329205L), // probability |
| tolerance); |
| //skewness |
| BOOST_CHECK_CLOSE( |
| ::boost::math::skewness( |
| logistic_distribution<RealType>(2,1) |
| ),//x |
| static_cast<RealType>(0), // probability |
| tolerance); |
| BOOST_CHECK_CLOSE( |
| ::boost::math::kurtosis_excess( |
| logistic_distribution<RealType>(2,1) |
| ),//x |
| static_cast<RealType>(1.2L), // probability |
| tolerance); |
| |
| } // template <class RealType>void test_spots(RealType) |
| |
| |
| int test_main(int, char* []) |
| { |
| // Check that can generate logistic distribution using the two convenience methods: |
| boost::math::logistic mycexp1(1.); // Using typedef |
| logistic_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* []) |
| |
