boost/math
2
0
Fork 0
mirror of https://github.com/boostorg/math.git synced 2026-02-25 16:32:15 +00:00
Code Issues Projects Releases Wiki Activity

Coected test sof kurtosis (and k neither 0 or 1)

Browse Source 
[SVN r3595]
This commit is contained in:
Paul A. Bristow
2007-01-03 17:38:38 +00:00
parent 95d7be4127
commit c8094b86da
1 changed files with 14 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files

26
test/test_bernoulli.cpp
View File

@@ -45,7 +45,7 @@ template <class RealType> // Any floating-point type RealType.
void test_spots(RealType)
{ // Parameter only provides the type, float, double... value ignored.
// Basic sanity checks, test data is to double precision only
// Basic sanity checks, test data may be to double precision only
// so set tolerance to 100 eps expressed as a fraction,
// or 100 eps of type double expressed as a fraction,
// whichever is the larger.
@@ -58,7 +58,9 @@ void test_spots(RealType)
cout << "Tolerance for type " << typeid(RealType).name() << " is "
<< setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl;
// Sources of spot test values:
// Sources of spot test values - calculator,
// or Steve Moshier's command interpreter V1.3 100 decimal digit calculator,
// Wolfram function evaluator.
using boost::math::bernoulli_distribution; // of type RealType.
using ::boost::math::cdf;
@@ -120,13 +122,18 @@ void test_spots(RealType)
BOOST_CHECK_CLOSE_FRACTION(
kurtosis(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
static_cast<RealType>(8.11111111111111111111111111111111111111111111L),
tolerance);
BOOST_CHECK_CLOSE_FRACTION(
kurtosis_excess(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
static_cast<RealType>(5.11111111111111111111111111111111111111111111L),
tolerance);
// median NOT implemented.
BOOST_CHECK_THROW(
median(bernoulli_distribution<RealType>(static_cast<RealType>(0.5L))), std::domain_error);
BOOST_CHECK_THROW(
quantile(
bernoulli_distribution<RealType>(static_cast<RealType>(2)), // prob >1
@@ -223,20 +230,17 @@ int test_main(int, char* [])
BOOST_CHECK_THROW(bernoulli_distribution<double> bn3(std::numeric_limits<double>::quiet_NaN() ), std::domain_error); // p outside 0 to 1.
BOOST_CHECK_THROW(bernoulli_distribution<double> bn4(std::numeric_limits<double>::infinity() ), std::domain_error); // p outside 0 to 1.
BOOST_CHECK_EQUAL(kurtosis(bn2) -3, kurtosis_excess(bn2));
BOOST_CHECK_EQUAL(kurtosis(bn2), -2);
BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -5);
BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -5);
BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -2);
//using namespace boost::math; or
using boost::math::bernoulli;
double tol5eps = std::numeric_limits<double>::epsilon() * 5; // 5 eps as a fraction.
BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.1)), 2.11111111111111111111111111111111111111111111111111, tol5eps);
BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.9)), 2.11111111111111111111111111111111111111111111111111, tol5eps);
BOOST_CHECK_CLOSE_FRACTION(kurtosis(bernoulli(0.6)), -1.8333333333333333333333333333333333333333333333333, tol5eps);
BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.1)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.9)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
BOOST_CHECK_CLOSE_FRACTION(kurtosis(bernoulli(0.6)), 1/0.4 + 1/0.6 -3, tol5eps);
BOOST_CHECK_EQUAL(kurtosis(bernoulli(0)), +std::numeric_limits<double>::infinity());
BOOST_CHECK_EQUAL(kurtosis(bernoulli(1)), +std::numeric_limits<double>::infinity());
//
@@ -274,8 +278,6 @@ Tolerance for type double is 2.22e-014 (or 2.22e-012%).
Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
*** No errors detected
Build Time 0:05
*/