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[distributions] Hyper-Exponential: added test for special cases (i.e., the one discussed under the 'Related distributions' section of the doc).

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sguazt
2014-09-04 16:07:50 +02:00
parent bc77596f23
commit e4d290b501
1 changed files with 31 additions and 0 deletions
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31
test/test_hyperexponential_dist.cpp
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@@ -338,3 +338,34 @@ BOOST_AUTO_TEST_CASE(construct)
#endif
}
BOOST_AUTO_TEST_CASE_TEMPLATE(special_cases, RealT, test_types)
{
const RealT tol = make_tolerance<RealT>();
// When the number of phases is 1, the hyperexponential distribution is an exponential distribution
const RealT rates1[] = { static_cast<RealT>(0.5L) };
boost::math::hyperexponential_distribution<RealT> hexp1(rates1);
boost::math::exponential_distribution<RealT> exp1(rates1[0]);
BOOST_CHECK_CLOSE(boost::math::pdf(hexp1, static_cast<RealT>(1L)), boost::math::pdf(exp1, static_cast<RealT>(1L)), tol);
BOOST_CHECK_CLOSE(boost::math::cdf(hexp1, static_cast<RealT>(1L)), boost::math::cdf(exp1, static_cast<RealT>(1L)), tol);
BOOST_CHECK_CLOSE(boost::math::mean(hexp1), boost::math::mean(exp1), tol);
BOOST_CHECK_CLOSE(boost::math::variance(hexp1), boost::math::variance(exp1), tol);
BOOST_CHECK_CLOSE(boost::math::quantile(hexp1, static_cast<RealT>(0.25L)), boost::math::quantile(exp1, static_cast<RealT>(0.25L)), tol);
BOOST_CHECK_CLOSE(boost::math::median(hexp1), boost::math::median(exp1), tol);
BOOST_CHECK_CLOSE(boost::math::quantile(hexp1, static_cast<RealT>(0.75L)), boost::math::quantile(exp1, static_cast<RealT>(0.75L)), tol);
BOOST_CHECK_CLOSE(boost::math::mode(hexp1), boost::math::mode(exp1), tol);
// When a k-phase hyperexponential distribution has all rates equal to r, the distribution is an exponential distribution with rate r
const RealT rate2 = static_cast<RealT>(0.5L);
const RealT rates2[] = { rate2, rate2, rate2 };
boost::math::hyperexponential_distribution<RealT> hexp2(rates2);
boost::math::exponential_distribution<RealT> exp2(rate2);
BOOST_CHECK_CLOSE(boost::math::pdf(hexp2, static_cast<RealT>(1L)), boost::math::pdf(exp2, static_cast<RealT>(1L)), tol);
BOOST_CHECK_CLOSE(boost::math::cdf(hexp2, static_cast<RealT>(1L)), boost::math::cdf(exp2, static_cast<RealT>(1L)), tol);
BOOST_CHECK_CLOSE(boost::math::mean(hexp2), boost::math::mean(exp2), tol);
BOOST_CHECK_CLOSE(boost::math::variance(hexp2), boost::math::variance(exp2), tol);
BOOST_CHECK_CLOSE(boost::math::quantile(hexp2, static_cast<RealT>(0.25L)), boost::math::quantile(exp2, static_cast<RealT>(0.25L)), tol);
BOOST_CHECK_CLOSE(boost::math::median(hexp2), boost::math::median(exp2), tol);
BOOST_CHECK_CLOSE(boost::math::quantile(hexp2, static_cast<RealT>(0.75L)), boost::math::quantile(exp2, static_cast<RealT>(0.75L)), tol);
BOOST_CHECK_CLOSE(boost::math::mode(hexp2), boost::math::mode(exp2), tol);
}