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Uncommented to correct #include pch.hpp mistake.

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[SVN r73439]
This commit is contained in:
Paul A. Bristow
2011-07-30 11:29:52 +00:00
parent 3091965c44
commit 299ac65bf3
1 changed files with 92 additions and 92 deletions
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184
test/test_triangular.cpp
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@@ -8,7 +8,7 @@
// test_triangular.cpp
// #include <pch.hpp>
#include <pch.hpp>
#ifdef _MSC_VER
# pragma warning(disable: 4127) // conditional expression is constant.
@@ -74,7 +74,7 @@ void test_spots(RealType)
// Basic sanity checks:
//
// Some test values were generated for the triangular distribution
// using the online calculator at
// using the online calculator at
// http://espse.ed.psu.edu/edpsych/faculty/rhale/hale/507Mat/statlets/free/pdist.htm
//
// Tolerance is just over 5 epsilon expressed as a fraction:
@@ -82,7 +82,7 @@ void test_spots(RealType)
RealType tol5eps = boost::math::tools::epsilon<RealType>() * 5; // 5 eps as a fraction.
cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << "." << endl;
using namespace std; // for ADL of std::exp;
// Tests on construction
@@ -126,91 +126,91 @@ void test_spots(RealType)
// Tests for PDF
// // triangular_distribution<RealType>() default is (0, 0, 1), mode == lower.
BOOST_CHECK_CLOSE_FRACTION( // x == lower == mode
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0)),
static_cast<RealType>(2),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0)),
static_cast<RealType>(2),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == upper
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(1)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(1)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x > upper
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x < lower
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x < lower
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
tolerance);
// triangular_distribution<RealType>() (0, 1, 1) mode == upper
BOOST_CHECK_CLOSE_FRACTION( // x == lower
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == upper
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1)),
static_cast<RealType>(2),
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1)),
static_cast<RealType>(2),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x > upper
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x < lower
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x < middle so Wiki says special case pdf = 2 * x
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.25)),
static_cast<RealType>(0.5),
pdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.25)),
static_cast<RealType>(0.5),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x < middle so Wiki says special case cdf = x * x
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.25)),
static_cast<RealType>(0.25 * 0.25),
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.25)),
static_cast<RealType>(0.25 * 0.25),
tolerance);
// triangular_distribution<RealType>() (0, 0.5, 1) mode == middle.
BOOST_CHECK_CLOSE_FRACTION( // x == lower
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == upper
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(1)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(1)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x > upper
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x < lower
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(2)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == mode
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.5)),
static_cast<RealType>(2),
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.5)),
static_cast<RealType>(2),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == half mode
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.25)),
static_cast<RealType>(1),
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.25)),
static_cast<RealType>(1),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == half mode
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.75)),
static_cast<RealType>(1),
pdf(triangular_distribution<RealType>(0, 0.5, 1), static_cast<RealType>(0.75)),
static_cast<RealType>(1),
tolerance);
if(std::numeric_limits<RealType>::has_infinity)
@@ -223,112 +223,112 @@ void test_spots(RealType)
// of error handling is tested below with BOOST_CHECK_THROW tests.
BOOST_CHECK_THROW( // x == infinity NOT OK.
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(std::numeric_limits<RealType>::infinity())),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(std::numeric_limits<RealType>::infinity())),
std::domain_error);
BOOST_CHECK_THROW( // x == minus infinity not OK too.
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-std::numeric_limits<RealType>::infinity())),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-std::numeric_limits<RealType>::infinity())),
std::domain_error);
}
if(std::numeric_limits<RealType>::has_quiet_NaN)
{ // BOOST_CHECK tests for NaN using std::numeric_limits<>::has_quiet_NaN() - should throw.
BOOST_CHECK_THROW(
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(std::numeric_limits<RealType>::quiet_NaN())),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(std::numeric_limits<RealType>::quiet_NaN())),
std::domain_error);
BOOST_CHECK_THROW(
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-std::numeric_limits<RealType>::quiet_NaN())),
pdf(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-std::numeric_limits<RealType>::quiet_NaN())),
std::domain_error);
} // test for x = NaN using std::numeric_limits<>::quiet_NaN()
// cdf
BOOST_CHECK_EQUAL( // x < lower
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(-1)),
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0) );
BOOST_CHECK_CLOSE_FRACTION( // x == lower
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0)),
static_cast<RealType>(0),
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x == upper
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1)),
static_cast<RealType>(1),
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1)),
static_cast<RealType>(1),
tolerance);
BOOST_CHECK_EQUAL( // x > upper
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(2)),
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(2)),
static_cast<RealType>(1));
BOOST_CHECK_CLOSE_FRACTION( // x == mode
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0)),
//static_cast<RealType>((mode - lower) / (upper - lower)),
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0)),
//static_cast<RealType>((mode - lower) / (upper - lower)),
static_cast<RealType>(0.5), // (0 --1) / (1 -- 1) = 0.5
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.9L)),
static_cast<RealType>(0.81L),
cdf(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(0.9L)),
static_cast<RealType>(0.81L),
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-1)),
static_cast<RealType>(0),
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-0.5L)),
static_cast<RealType>(0.125L),
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-0.5L)),
static_cast<RealType>(0.125L),
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0)),
static_cast<RealType>(0.5),
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0)),
static_cast<RealType>(0.5),
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(+0.5L)),
static_cast<RealType>(0.875L),
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(+0.5L)),
static_cast<RealType>(0.875L),
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(1)),
static_cast<RealType>(1),
cdf(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(1)),
static_cast<RealType>(1),
tolerance);
// cdf complement
BOOST_CHECK_EQUAL( // x < lower
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-1))),
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(-1))),
static_cast<RealType>(1));
BOOST_CHECK_EQUAL( // x == lower
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0))),
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0))),
static_cast<RealType>(1));
BOOST_CHECK_EQUAL( // x == mode
cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0))),
cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0))),
static_cast<RealType>(0.5));
BOOST_CHECK_EQUAL( // x == mode
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0))),
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(0))),
static_cast<RealType>(1));
BOOST_CHECK_EQUAL( // x == mode
cdf(complement(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1))),
cdf(complement(triangular_distribution<RealType>(0, 1, 1), static_cast<RealType>(1))),
static_cast<RealType>(0));
BOOST_CHECK_EQUAL( // x > upper
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2))),
BOOST_CHECK_EQUAL( // x > upper
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(2))),
static_cast<RealType>(0));
BOOST_CHECK_EQUAL( // x == upper
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(1))),
cdf(complement(triangular_distribution<RealType>(0, 0, 1), static_cast<RealType>(1))),
static_cast<RealType>(0));
BOOST_CHECK_CLOSE_FRACTION( // x = -0.5
cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-0.5))),
static_cast<RealType>(0.875L),
cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(-0.5))),
static_cast<RealType>(0.875L),
tolerance);
BOOST_CHECK_CLOSE_FRACTION( // x = +0.5
cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0.5))),
static_cast<RealType>(0.125),
cdf(complement(triangular_distribution<RealType>(-1, 0, 1), static_cast<RealType>(0.5))),
static_cast<RealType>(0.125),
tolerance);
triangular_distribution<RealType> triang; // Using typedef == triangular_distribution<double> tristd;
triangular_distribution<RealType> tristd(0, 0.5, 1); // 'Standard' triangular distribution.
BOOST_CHECK_CLOSE_FRACTION( // median of Standard triangular is sqrt(mode/2) if c > 1/2 else 1 - sqrt((1-c)/2)
median(tristd),
static_cast<RealType>(0.5),
median(tristd),
static_cast<RealType>(0.5),
tolerance);
triangular_distribution<RealType> tri011(0, 1, 1); // Using default RealType double.
triangular_distribution<RealType> tri0q1(0, 0.25, 1); // mode is near bottom.
@@ -384,7 +384,7 @@ void test_spots(RealType)
for (unsigned j = 0; j < sizeof(xs) /sizeof(RealType); j++)
{
RealType x = xs[j];
BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], x), quantile(complement(*dist, 1 - x)), tol5eps);
BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], x), quantile(complement(*dist, 1 - x)), tol5eps);
} // for j
} // for i
@@ -439,7 +439,7 @@ void test_spots(RealType)
BOOST_CHECK_CLOSE_FRACTION(
variance(tridef), static_cast<RealType>(0.16666666666666666666666666666666666666666667L), tolerance);
// was 0.0833333333333333333333333333333333333333333L
// std deviation:
BOOST_CHECK_CLOSE_FRACTION(
standard_deviation(tridef), sqrt(variance(tridef)), tolerance);
@@ -485,8 +485,8 @@ void test_spots(RealType)
// Define a (bad?) policy to ignore domain errors ('bad' arguments):
typedef policy<domain_error<ignore_error> > inf_policy; // domain error returns infinity.
triangular_distribution<RealType, inf_policy> tridef_inf(-1, 0., 1);
// But can't use BOOST_CHECK_EQUAL(?, quiet_NaN)
triangular_distribution<RealType, inf_policy> tridef_inf(-1, 0., 1);
// But can't use BOOST_CHECK_EQUAL(?, quiet_NaN)
using boost::math::isnan;
BOOST_CHECK((isnan)(pdf(tridef_inf, std::numeric_limits<RealType>::infinity())));
} // test for infinity using std::numeric_limits<>::infinity()
@@ -500,7 +500,7 @@ void test_spots(RealType)
//BOOST_CHECK_THROW(pdf(tridef, std::numeric_limits<RealType>::infinity()), std::domain_error);
//BOOST_CHECK_THROW(pdf(tridef, std::numeric_limits<RealType>::quiet_NaN()), std::domain_error);
// BOOST_CHECK_THROW(pdf(tridef, boost::math::tools::max_value<RealType>() * 2), std::domain_error); // Doesn't throw.
BOOST_CHECK_EQUAL(pdf(tridef, boost::math::tools::max_value<RealType>()), 0);
BOOST_CHECK_EQUAL(pdf(tridef, boost::math::tools::max_value<RealType>()), 0);
}
// Special cases:
BOOST_CHECK(pdf(tridef, -1) == 0);
@@ -544,7 +544,7 @@ int test_main(int, char* [])
triangular tristd (0, 0.5, 1); // Using typedef
BOOST_CHECK_EQUAL(tristd.lower(), 0);
BOOST_CHECK_EQUAL(tristd.lower(), 0);
BOOST_CHECK_EQUAL(tristd.mode(), 0.5);
BOOST_CHECK_EQUAL(tristd.upper(), 1);
@@ -642,22 +642,22 @@ int test_main(int, char* [])
cout << showpos << setprecision(2) << endl;
//triangular_distribution<double>& dist = trim12;
//triangular_distribution<double>& dist = trim12;
for (unsigned i = 0; i < sizeof(xs) /sizeof(double); i++)
{
double x = xs[i] * (trim12.upper() - trim12.lower()) + trim12.lower();
double dx = cdf(trim12, x);
double cx = cdf(complement(trim12, x));
//cout << fixed << showpos << setprecision(3)
//cout << fixed << showpos << setprecision(3)
// << xs[i] << ", " << x << ", " << pdf(trim12, x) << ", " << dx << ", " << cx << ",, " ;
BOOST_CHECK_CLOSE_FRACTION(cx, 1 - dx, tol500eps); // cx == 1 - dx
// << setprecision(2) << scientific << cr - x << ", " // difference x - quan(cdf)
// << setprecision(3) << fixed
// << quantile(trim12, dx) << ", "
// << quantile(complement(trim12, 1 - dx)) << ", "
// << quantile(complement(trim12, cx)) << ", "
// << quantile(trim12, dx) << ", "
// << quantile(complement(trim12, 1 - dx)) << ", "
// << quantile(complement(trim12, cx)) << ", "
// << endl;
BOOST_CHECK_CLOSE_FRACTION(quantile(trim12, dx), quantile(complement(trim12, 1 - dx)), tol500eps);
}