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Merge changes from Trunk: Fixes #4504. Fixes #4518.

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[SVN r64664]
This commit is contained in:
John Maddock
2010-08-07 16:35:39 +00:00
parent 9842cb0651
commit 4bdc5ccc5f
132 changed files with 773 additions and 662 deletions
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5
test/Jamfile.v2
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@@ -40,8 +40,11 @@ project
<include>../../..
<source>../../regex/build//boost_regex
<link>shared:<define>BOOST_REGEX_DYN_LINK=1
# Sunpro has problems building regex as a shared lib:
# Sunpro and cygwin/Mingw have problems building regex as a shared lib:
<toolset>sun:<link>static
<toolset>gcc-mw:<link>static
<toolset>gcc-mingw:<link>static
<toolset>gcc-cygwin:<link>static
<define>BOOST_ALL_NO_LIB=1
<define>BOOST_UBLAS_UNSUPPORTED_COMPILER=0
<include>.

92
test/test_students_t.cpp
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@@ -255,6 +255,98 @@ void test_spots(RealType)
static_cast<RealType>(-6.96455673428326), // t
tolerance);
//
// Some special tests to exercise the double-precision approximations
// to the quantile:
//
// tolerance is 50 eps expressed as a persent:
//
tolerance = boost::math::tools::epsilon<RealType>() * 5000;
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(2.00390625L), // degrees_of_freedom.
static_cast<RealType>(0.5625L)), // probability.
static_cast<RealType>(0.178133131573788108465134803511798566L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(1L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-10.1531703876088604621071476634194722L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(1L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(2.41421356237309504880168872421390942L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(2L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-3.81000381000571500952501666878143315L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(2L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.60356745147454630810732088527854144L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(4L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-2.56208431914409044861223047927635034L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(4L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.34439755550909142430681981315923574L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(6L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-2.28348667906973065861212495010082952L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(6L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.27334930914664286821103236660071906L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(8L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-2.16296475406014719458642055768894376L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(8L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.24031826078267310637634677726479038L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(10L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-2.09596136475109350926340169211429572L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(10L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.2212553950039221407185188573696834L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(2.125L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-3.62246031671091980110493455859296532L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(2.125L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.56905270993307293450392958697861969L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(3L), // degrees_of_freedom.
static_cast<RealType>(0.03125L)), // probability.
static_cast<RealType>(-2.90004411882995814036141778367917946L), // t.
tolerance);
BOOST_CHECK_CLOSE(boost::math::quantile(
students_t_distribution<RealType>(3L), // degrees_of_freedom.
static_cast<RealType>(0.875L)), // probability.
static_cast<RealType>(1.42262528146180931868169289781115099L), // t.
tolerance);
// Student's t pdf tests.
// for PDF checks, use 100 eps tolerance expressed as a percent: