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Fix msvc-14 warnings, and correct use of tolerances exposed by msvc-14 testing.

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This commit is contained in:
jzmaddock
2014-11-20 18:01:47 +00:00
parent 870df2d32a
commit 76ae440ffd
1 changed files with 35 additions and 33 deletions
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68
test/test_skew_normal.cpp
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@@ -279,7 +279,7 @@ void test_spots(RealType)
coefficient_of_variation(dist)
, standard_deviation(dist) / mean(dist), tol5);
// mode:
BOOST_CHECK_CLOSE_FRACTION(mode(dist), static_cast<RealType>(8), 0.001);
BOOST_CHECK_CLOSE_FRACTION(mode(dist), static_cast<RealType>(8), 0.001f);
BOOST_CHECK_CLOSE(
median(dist)
@@ -324,9 +324,9 @@ void test_spots(RealType)
// Skew_normal tests with shape != 0.
{
//RealType tol5 = boost::math::tools::epsilon<RealType>() * 5;
RealType tol100 = boost::math::tools::epsilon<RealType>() * 100;
RealType tol1000 = boost::math::tools::epsilon<RealType>() * 1000;
// Note these tolerances are expressed as percentages, hence the extra * 100 on the end:
RealType tol10 = boost::math::tools::epsilon<RealType>() * 10 * 100;
RealType tol100 = boost::math::tools::epsilon<RealType>() * 100 * 100;
//skew_normal_distribution<RealType> dist(1.1, 0.02, 0.03);
@@ -334,109 +334,111 @@ void test_spots(RealType)
// Test values from R = see skew_normal_drv.cpp which included the R code used.
{
skew_normal_distribution<RealType> dist(static_cast<RealType>(1.1l), static_cast<RealType>(2.2l), static_cast<RealType>(-3.3l));
dist = skew_normal_distribution<RealType>(static_cast<RealType>(1.1l), static_cast<RealType>(2.2l), static_cast<RealType>(-3.3l));
BOOST_CHECK_CLOSE( // mean:
mean(dist)
, static_cast<RealType>(-0.579908992539856825862549L), tol100 * 2);
, static_cast<RealType>(-0.579908992539856825862549L), tol10 * 2);
std::cout << std::setprecision(17) << "Variance = " << variance(dist) << std::endl;
BOOST_CHECK_CLOSE( // variance: N[variance[skewnormaldistribution[1.1, 2.2, -3.3]], 50]
variance(dist)
, static_cast<RealType>(2.0179057767837232633904061072049998357047989154484L), tol100);
, static_cast<RealType>(2.0179057767837232633904061072049998357047989154484L), tol10);
BOOST_CHECK_CLOSE( // skewness:
skewness(dist)
, static_cast<RealType>(-0.709854548171537509192897824663L), tol1000);
, static_cast<RealType>(-0.709854548171537509192897824663L), tol100);
BOOST_CHECK_CLOSE( // kurtosis:
kurtosis(dist)
, static_cast<RealType>(3.5538752625241790601377L), tol1000);
, static_cast<RealType>(3.5538752625241790601377L), tol100);
BOOST_CHECK_CLOSE( // kurtosis excess:
kurtosis_excess(dist)
, static_cast<RealType>(0.5538752625241790601377L), tol1000);
, static_cast<RealType>(0.5538752625241790601377L), tol100);
BOOST_CHECK_CLOSE(
pdf(dist, static_cast<RealType>(0.4L)),
static_cast<RealType>(0.294140110156599539564571L),
tol100);
tol10);
BOOST_CHECK_CLOSE(
cdf(dist, static_cast<RealType>(0.4L)),
static_cast<RealType>(0.7339186189278737976326676452L),
tol1000);
tol100);
BOOST_CHECK_CLOSE(
quantile(dist, static_cast<RealType>(0.3L)),
static_cast<RealType>(-1.180104068086875314419247L),
tol1000);
tol100);
{ // mode tests
skew_normal_distribution<RealType> dist(static_cast<RealType>(0.l), static_cast<RealType>(1.l), static_cast<RealType>(4.l));
dist = skew_normal_distribution<RealType>(static_cast<RealType>(0.l), static_cast<RealType>(1.l), static_cast<RealType>(4.l));
// cout << "pdf(dist, 0) = " << pdf(dist, 0) << ", pdf(dist, 0.45) = " << pdf(dist, 0.45) << endl;
// BOOST_CHECK_CLOSE(mode(dist), boost::math::constants::root_two<RealType>() / 2, tol5);
BOOST_CHECK_CLOSE(mode(dist), static_cast<RealType>(0.41697299497388863932L), tol1000);
BOOST_CHECK_CLOSE(mode(dist), static_cast<RealType>(0.41697299497388863932L), tol100);
}
}
{
skew_normal_distribution<RealType> dist(static_cast<RealType>(1.1l), static_cast<RealType>(0.02l), static_cast<RealType>(0.03l));
dist = skew_normal_distribution<RealType>(static_cast<RealType>(1.1l), static_cast<RealType>(0.02l), static_cast<RealType>(0.03l));
BOOST_CHECK_CLOSE( // mean:
mean(dist)
, static_cast<RealType>(1.1004785154529557886162L), tol100);
, static_cast<RealType>(1.1004785154529557886162L), tol10);
BOOST_CHECK_CLOSE( // variance:
variance(dist)
, static_cast<RealType>(0.00039977102296128251645L), tol100);
, static_cast<RealType>(0.00039977102296128251645L), tol10);
BOOST_CHECK_CLOSE( // skewness:
skewness(dist)
, static_cast<RealType>(5.8834811259890359782e-006L), tol1000);
, static_cast<RealType>(5.8834811259890359782e-006L), tol100);
BOOST_CHECK_CLOSE( // kurtosis:
kurtosis(dist)
, static_cast<RealType>(3.L + 9.2903475812137800239002e-008L), tol1000);
, static_cast<RealType>(3.L + 9.2903475812137800239002e-008L), tol100);
BOOST_CHECK_CLOSE( // kurtosis excess:
kurtosis_excess(dist)
, static_cast<RealType>(9.2903475812137800239002e-008L), tol1000);
, static_cast<RealType>(9.2903475812137800239002e-008L), tol100);
}
{
skew_normal_distribution<RealType> dist(static_cast<RealType>(10.1l), static_cast<RealType>(5.l), static_cast<RealType>(-0.03l));
dist = skew_normal_distribution<RealType>(static_cast<RealType>(10.1l), static_cast<RealType>(5.l), static_cast<RealType>(-0.03l));
BOOST_CHECK_CLOSE( // mean:
mean(dist)
, static_cast<RealType>(9.9803711367610528459485937L), tol100);
, static_cast<RealType>(9.9803711367610528459485937L), tol10);
BOOST_CHECK_CLOSE( // variance:
variance(dist)
, static_cast<RealType>(24.98568893508015727823L), tol100);
, static_cast<RealType>(24.98568893508015727823L), tol10);
BOOST_CHECK_CLOSE( // skewness:
skewness(dist)
, static_cast<RealType>(-5.8834811259890359782085e-006L), tol1000);
, static_cast<RealType>(-5.8834811259890359782085e-006L), tol100);
BOOST_CHECK_CLOSE( // kurtosis:
kurtosis(dist)
, static_cast<RealType>(3.L + 9.2903475812137800239002e-008L), tol1000);
, static_cast<RealType>(3.L + 9.2903475812137800239002e-008L), tol100);
BOOST_CHECK_CLOSE( // kurtosis excess:
kurtosis_excess(dist)
, static_cast<RealType>(9.2903475812137800239002e-008L), tol1000);
, static_cast<RealType>(9.2903475812137800239002e-008L), tol100);
}
{
skew_normal_distribution<RealType> dist(static_cast<RealType>(-10.1l), static_cast<RealType>(5.l), static_cast<RealType>(30.l));
dist = skew_normal_distribution<RealType>(static_cast<RealType>(-10.1l), static_cast<RealType>(5.l), static_cast<RealType>(30.l));
BOOST_CHECK_CLOSE( // mean:
mean(dist)
, static_cast<RealType>(-6.11279169674138408531365L), 2 * tol100);
, static_cast<RealType>(-6.11279169674138408531365L), 2 * tol10);
BOOST_CHECK_CLOSE( // variance:
variance(dist)
, static_cast<RealType>(9.10216994642554914628242L), tol100 * 2);
, static_cast<RealType>(9.10216994642554914628242L), tol10 * 2);
BOOST_CHECK_CLOSE( // skewness:
skewness(dist)
, static_cast<RealType>(0.99072425443686904424L), tol1000);
, static_cast<RealType>(0.99072425443686904424L), tol100);
BOOST_CHECK_CLOSE( // kurtosis:
kurtosis(dist)
, static_cast<RealType>(3.L + 0.8638862008406084244563L), tol1000);
, static_cast<RealType>(3.L + 0.8638862008406084244563L), tol100);
BOOST_CHECK_CLOSE( // kurtosis excess:
kurtosis_excess(dist)
, static_cast<RealType>(0.8638862008406084244563L), tol1000);
, static_cast<RealType>(0.8638862008406084244563L), tol100);
}
BOOST_CHECK_THROW(cdf(skew_normal_distribution<RealType>(0, 0, 0), 0), std::domain_error);