| // Copyright John Maddock 2006. |
| |
| // 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_rayleigh.cpp |
| |
| #ifdef _MSC_VER |
| # pragma warning(disable: 4127) // conditional expression is constant. |
| # pragma warning(disable: 4100) // unreferenced formal parameter. |
| #endif |
| |
| #include <boost/math/concepts/real_concept.hpp> // for real_concept |
| #include <boost/math/distributions/rayleigh.hpp> |
| using boost::math::rayleigh_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 s, RealType x, RealType p, RealType q, RealType tolerance) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::cdf( |
| rayleigh_distribution<RealType>(s), |
| x), |
| p, |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::cdf( |
| complement(rayleigh_distribution<RealType>(s), |
| x)), |
| q, |
| tolerance); // % |
| // Special extra tests for p and q near to unity. |
| if(p < 0.999) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::quantile( |
| rayleigh_distribution<RealType>(s), |
| p), |
| x, |
| tolerance); // % |
| } |
| if(q < 0.999) |
| { |
| BOOST_CHECK_CLOSE( |
| ::boost::math::quantile( |
| complement(rayleigh_distribution<RealType>(s), |
| q)), |
| x, |
| tolerance); // % |
| } |
| } // void test_spot |
| |
| template <class RealType> |
| void test_spots(RealType T) |
| { |
| using namespace std; // ADL of std names. |
| // 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 *= 10 * 100; // 10 eps as a percent |
| cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl; |
| |
| using namespace boost::math::constants; |
| |
| // Things that are errors: |
| rayleigh_distribution<RealType> dist(0.5); |
| |
| BOOST_CHECK_THROW( |
| quantile(dist, |
| RealType(1.)), // quantile unity should overflow. |
| std::overflow_error); |
| BOOST_CHECK_THROW( |
| quantile(complement(dist, |
| RealType(0.))), // quantile complement zero should overflow. |
| std::overflow_error); |
| BOOST_CHECK_THROW( |
| pdf(dist, RealType(-1)), // Bad negative x. |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| cdf(dist, RealType(-1)), // Bad negative x. |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| cdf(rayleigh_distribution<RealType>(-1), // bad sigma < 0 |
| RealType(1)), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| cdf(rayleigh_distribution<RealType>(0), // bad sigma == 0 |
| RealType(1)), |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| quantile(dist, RealType(-1)), // negative quantile probability. |
| std::domain_error); |
| BOOST_CHECK_THROW( |
| quantile(dist, RealType(2)), // > unity quantile probability. |
| std::domain_error); |
| |
| test_spot( |
| static_cast<RealType>(1.L), // sigma |
| static_cast<RealType>(1.L), // x |
| static_cast<RealType>(1 - exp_minus_half<RealType>()), // p |
| static_cast<RealType>(exp_minus_half<RealType>()), // q |
| tolerance); |
| |
| test_spot( |
| static_cast<RealType>(0.5L), // sigma |
| static_cast<RealType>(0.5L), // x |
| static_cast<RealType>(1 - exp_minus_half<RealType>()), // p |
| static_cast<RealType>(exp_minus_half<RealType>()), //q |
| tolerance); |
| |
| test_spot( |
| static_cast<RealType>(3.L), // sigma |
| static_cast<RealType>(3.L), // x |
| static_cast<RealType>(1 - exp_minus_half<RealType>()), // p |
| static_cast<RealType>(exp_minus_half<RealType>()), //q |
| tolerance); |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| rayleigh_distribution<RealType>(1.L), |
| static_cast<RealType>(1.L)), // x |
| static_cast<RealType>(exp_minus_half<RealType>()), // probability. |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| rayleigh_distribution<RealType>(0.5L), |
| static_cast<RealType>(0.5L)), // x |
| static_cast<RealType>(2 * exp_minus_half<RealType>()), // probability. |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::pdf( |
| rayleigh_distribution<RealType>(2.L), |
| static_cast<RealType>(2.L)), // x |
| static_cast<RealType>(exp_minus_half<RealType>() /2), // probability. |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::mean( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(root_half_pi<RealType>()), |
| tolerance); // % |
| BOOST_CHECK_CLOSE( |
| ::boost::math::variance( |
| rayleigh_distribution<RealType>(root_two<RealType>())), |
| static_cast<RealType>(four_minus_pi<RealType>()), |
| tolerance * 100); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::mode( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(1.L), |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::median( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(sqrt(log(4.L))), // sigma * sqrt(log_four) |
| tolerance); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::skewness( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(2.L * root_pi<RealType>()) * (pi<RealType>() - 3) / (pow((4 - pi<RealType>()), static_cast<RealType>(1.5L))), |
| tolerance * 100); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::skewness( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(0.63111065781893713819189935154422777984404221106391L), |
| tolerance * 100); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::kurtosis_excess( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(0.2450893006876380628486604106197544154170667057995L), |
| tolerance * 1000); // % |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::kurtosis( |
| rayleigh_distribution<RealType>(1.L)), |
| static_cast<RealType>(3.2450893006876380628486604106197544154170667057995L), |
| tolerance * 100); // % |
| |
| |
| BOOST_CHECK_CLOSE( |
| ::boost::math::kurtosis_excess(rayleigh_distribution<RealType>(2)), |
| ::boost::math::kurtosis(rayleigh_distribution<RealType>(2)) -3, |
| tolerance* 100); // % |
| return; |
| |
| } // template <class RealType>void test_spots(RealType) |
| |
| int test_main(int, char* []) |
| { |
| // Check that can generate rayleigh distribution using the two convenience methods: |
| boost::math::rayleigh ray1(1.); // Using typedef |
| rayleigh_distribution<> ray2(1.); // Using default RealType double. |
| |
| using namespace boost::math::constants; |
| // Basic sanity-check spot values. |
| |
| // Double only tests. |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::pdf( |
| rayleigh_distribution<double>(1.), |
| static_cast<double>(1)), // x |
| static_cast<double>(exp_minus_half<double>()), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::pdf( |
| rayleigh_distribution<double>(0.5), |
| static_cast<double>(0.5)), // x |
| static_cast<double>(2 * exp_minus_half<double>()), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::pdf( |
| rayleigh_distribution<double>(2.), |
| static_cast<double>(2)), // x |
| static_cast<double>(exp_minus_half<double>() /2 ), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::cdf( |
| rayleigh_distribution<double>(1.), |
| static_cast<double>(1)), // x |
| static_cast<double>(1- exp_minus_half<double>()), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::cdf( |
| rayleigh_distribution<double>(2.), |
| static_cast<double>(2)), // x |
| static_cast<double>(1- exp_minus_half<double>()), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::cdf( |
| rayleigh_distribution<double>(3.), |
| static_cast<double>(3)), // x |
| static_cast<double>(1- exp_minus_half<double>()), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::cdf( |
| rayleigh_distribution<double>(4.), |
| static_cast<double>(4)), // x |
| static_cast<double>(1- exp_minus_half<double>()), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::cdf(complement( |
| rayleigh_distribution<double>(4.), |
| static_cast<double>(4))), // x |
| static_cast<double>(exp_minus_half<double>()), // q = 1 - p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::quantile( |
| rayleigh_distribution<double>(4.), |
| static_cast<double>(1- exp_minus_half<double>())), // x |
| static_cast<double>(4), // p |
| 1e-15); // % |
| |
| BOOST_CHECK_CLOSE_FRACTION( |
| ::boost::math::quantile(complement( |
| rayleigh_distribution<double>(4.), |
| static_cast<double>(exp_minus_half<double>()))), // x |
| static_cast<double>(4), // p |
| 1e-15); // % |
| |
| // (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: |
| |
| Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_rayleigh.exe" |
| Running 1 test case... |
| Tolerance for type float is 0.000119209 % |
| Tolerance for type double is 2.22045e-013 % |
| Tolerance for type long double is 2.22045e-013 % |
| Tolerance for type class boost::math::concepts::real_concept is 2.22045e-013 % |
| *** No errors detected |
| |
| */ |
| |
| |
