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Added JM copyright !
[SVN r3342]
This commit is contained in:
Paul A. Bristow
@@ -1,6 +1,7 @@
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// test_binomial.cpp
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// Copyright Paul A. Bristow 2006.
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// Copyright John Maddock 2006.
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// Copyright Paul A. Bristow 2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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@@ -85,19 +86,19 @@ void test_spot(
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// estimate success ratio:
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BOOST_CHECK_CLOSE(
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binomial_distribution<RealType>::estimate_lower_bound_on_p(
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N, k, Q),
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N, k, Q),
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p, tol);
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BOOST_CHECK_CLOSE(
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binomial_distribution<RealType>::estimate_upper_bound_on_p(
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N, k, P),
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N, k, P),
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p, tol);
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if(Q < P)
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{
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BOOST_CHECK(
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binomial_distribution<RealType>::estimate_lower_bound_on_p(
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N, k, Q)
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<
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<
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binomial_distribution<RealType>::estimate_upper_bound_on_p(
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N, k, Q)
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);
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@@ -107,7 +108,7 @@ void test_spot(
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BOOST_CHECK(
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binomial_distribution<RealType>::estimate_lower_bound_on_p(
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N, k, P)
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<
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<
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binomial_distribution<RealType>::estimate_upper_bound_on_p(
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N, k, P)
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);
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@@ -117,15 +118,15 @@ void test_spot(
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//
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BOOST_CHECK_CLOSE(
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binomial_distribution<RealType>::estimate_number_of_trials(
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k, p, P),
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k, p, P),
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N, tol);
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BOOST_CHECK_CLOSE(
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binomial_distribution<RealType>::estimate_number_of_trials(
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boost::math::complement(k, p, Q)),
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boost::math::complement(k, p, Q)),
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N, tol);
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}
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// Double check consistency of CDF and PDF by computing
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// Double check consistency of CDF and PDF by computing
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// the finite sum:
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RealType sum = 0;
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for(unsigned i = 0; i <= k; ++i)
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@@ -233,7 +234,7 @@ void test_spots(RealType)
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static_cast<RealType>(0.75), // Probability of result (CDF), P
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static_cast<RealType>(0.25), // Q = 1 - P
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tolerance);
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test_spot(
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static_cast<RealType>(8), // Sample size, N
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static_cast<RealType>(3), // Number of successes, k
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@@ -241,7 +242,7 @@ void test_spots(RealType)
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static_cast<RealType>(0.8861846923828125), // Probability of result (CDF), P
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static_cast<RealType>(1 - 0.8861846923828125), // Q = 1 - P
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tolerance);
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test_spot(
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static_cast<RealType>(8), // Sample size, N
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static_cast<RealType>(0), // Number of successes, k
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@@ -249,7 +250,7 @@ void test_spots(RealType)
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static_cast<RealType>(0.1001129150390625), // Probability of result (CDF), P
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static_cast<RealType>(1 - 0.1001129150390625), // Q = 1 - P
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tolerance);
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test_spot(
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static_cast<RealType>(8), // Sample size, N
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static_cast<RealType>(1), // Number of successes, k
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@@ -257,7 +258,7 @@ void test_spots(RealType)
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static_cast<RealType>(0.36708068847656244), // Probability of result (CDF), P
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static_cast<RealType>(1 - 0.36708068847656244), // Q = 1 - P
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tolerance);
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test_spot(
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static_cast<RealType>(8), // Sample size, N
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static_cast<RealType>(4), // Number of successes, k
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@@ -265,7 +266,7 @@ void test_spots(RealType)
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static_cast<RealType>(0.9727020263671875), // Probability of result (CDF), P
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static_cast<RealType>(1 - 0.9727020263671875), // Q = 1 - P
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tolerance);
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test_spot(
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static_cast<RealType>(8), // Sample size, N
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static_cast<RealType>(7), // Number of successes, k
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@@ -273,7 +274,7 @@ void test_spots(RealType)
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static_cast<RealType>(0.9999847412109375), // Probability of result (CDF), P
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static_cast<RealType>(1 - 0.9999847412109375), // Q = 1 - P
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tolerance);
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// Tests on PDF follow:
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BOOST_CHECK_CLOSE(
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.75)),
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@@ -282,11 +283,11 @@ void test_spots(RealType)
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.5)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.5)),
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static_cast<RealType>(10)), // k.
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static_cast<RealType>(0.17619705200195312500000000000000000000), // get k=10 0.049611376398388612 p = 0.25
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tolerance);
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// Binomial pdf Test values from
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// http://www.adsciengineering.com/bpdcalc/index.php for example
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// http://www.adsciengineering.com/bpdcalc/index.php?n=20&p=0.25&start=0&stop=20&Submit=Generate
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@@ -319,65 +320,65 @@ void test_spots(RealType)
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BOOST_CHECK_CLOSE(
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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static_cast<RealType>(10)), // k.
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static_cast<RealType>(0.00992227527967770583927631378173), // k=10 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 0 use different formula - only exp so more accurate.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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static_cast<RealType>(0)), // k.
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static_cast<RealType>(0.00317121193893399322405457496643), // k=0 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 20 use different formula - only exp so more accurate.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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static_cast<RealType>(20)), // k == n.
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static_cast<RealType>(0.00000000000090949470177292823791), // k=20 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 1.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(20), static_cast<RealType>(0.25)),
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static_cast<RealType>(1)), // k.
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static_cast<RealType>(0.02114141292622662149369716644287), // k=1 p = 0.25
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tolerance);
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tolerance);
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// Some exact (probably) values.
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BOOST_CHECK_CLOSE(
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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BOOST_CHECK_CLOSE(
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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static_cast<RealType>(0)), // k.
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static_cast<RealType>(0.10011291503906250000000000000000), // k=0 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 1.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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static_cast<RealType>(1)), // k.
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static_cast<RealType>(0.26696777343750000000000000000000), // k=1 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 2.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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static_cast<RealType>(2)), // k.
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static_cast<RealType>(0.31146240234375000000000000000000), // k=2 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 3.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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static_cast<RealType>(3)), // k.
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static_cast<RealType>(0.20764160156250000000000000000000), // k=3 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 7.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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static_cast<RealType>(7)), // k.
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static_cast<RealType>(0.00036621093750000000000000000000), // k=7 p = 0.25
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tolerance);
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tolerance);
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BOOST_CHECK_CLOSE( // k = 8.
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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pdf(binomial_distribution<RealType>(static_cast<RealType>(8), static_cast<RealType>(0.25)),
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static_cast<RealType>(8)), // k = n.
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static_cast<RealType>(0.00001525878906250000000000000000), // k=8 p = 0.25
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tolerance);
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tolerance);
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RealType tol2 = boost::math::tools::epsilon<RealType>() * 5 * 100; // 5 eps as a persent
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binomial_distribution<RealType> dist(static_cast<RealType>(8), static_cast<RealType>(0.25));
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@@ -544,14 +545,14 @@ void test_spots(RealType)
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}
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// n = 8, p =0.25
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//k pdf cdf
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//0 0.1001129150390625 0.1001129150390625
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//1 0.26696777343749994 0.36708068847656244
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//2 0.31146240234375017 0.67854309082031261
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//3 0.20764160156249989 0.8861846923828125
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//4 0.086517333984375 0.9727020263671875
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//5 0.023071289062499997 0.9957733154296875
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//6 0.0038452148437500009 0.9996185302734375
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//7 0.00036621093749999984 0.9999847412109375
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//0 0.1001129150390625 0.1001129150390625
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//1 0.26696777343749994 0.36708068847656244
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//2 0.31146240234375017 0.67854309082031261
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//3 0.20764160156249989 0.8861846923828125
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//4 0.086517333984375 0.9727020263671875
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//5 0.023071289062499997 0.9957733154296875
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//6 0.0038452148437500009 0.9996185302734375
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//7 0.00036621093749999984 0.9999847412109375
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//8 1.52587890625e-005 1 1 0
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}
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