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math/test/test_nc_f.cpp
Matt Borland e9cd6c96fd Add GPU support to normal dist 
Add SYCL testing of normal dist

Add CUDA testing of normal dist

Add NVRTC testing of normal dist

NVRTC fixes

Move headers for NVRTC support

Add GPU support to inverse gaussian dist

Add NVRTC testing of inverse Gaussian dist

Add CUDA testing of inverse gaussian dist

Add SYCL testing of inverse gaussian dist

Add GPU support to lognormal dist

Add SYCL testing of lognormal dist

Add CUDA testing of lognormal dist

Add nvrtc testing of lognormal dist

Add GPU support to negative binomial dist

Avoid float_prior on GPU platform

Add NVRTC testing of negative binomial dist

Fix ambiguous use of nextafter

Add CUDA testing of negative binomial dist

Fix float_prior workaround

Add SYCL testing of negative binomial dist

Add GPU support to non_central_beta dist

Add SYCL testing of nc beta dist

Add CUDA testing of nc beta dist

Enable generic dist handling on GPU

Add GPU support to brent_find_minima

Add NVRTC testing of nc beta dist

Add utility header

Replace non-functional macro with new function

Add GPU support to non central chi squared dist

Add SYCL testing of non central chi squared dist

Add missing macro definition

Markup generic quantile finder

Add CUDA testing of non central chi squared dist

Add NVRTC testing of non central chi squared dist

Add GPU support to the non-central f dist

Add SYCL testing of ncf

Add CUDA testing of ncf dist

Add NVRTC testing of ncf dist

Add GPU support to students_t dist

Add SYCL testing of students_t dist

Add CUDA testing of students_t

Add NVRTC testing of students_t dist

Workaround for header cycle

Add GPU support to pareto dist

Add SYCL testing of pareto dist

Add CUDA testing of pareto dist

Add NVRTC testing of pareto dist

Add missing header

Add GPU support to poisson dist

Add SYCL testing of poisson dist

Add CUDA testing of poisson dist

Add NVRTC testing of poisson dist

Add forward decl for NVRTC platform

Add GPU support to rayleigh dist

Add CUDA testing of rayleigh dist

Add SYCL testing of rayleigh dist

Add NVRTC testing of rayleigh dist

Add GPU support to triangular dist

Add SYCL testing of triangular dist

Add NVRTC testing of triangular dist

Add CUDA testing of triangular dist

Add GPU support to the uniform dist

Add CUDA testing of uniform dist

Add SYCL testing of uniform dist

Add NVRTC testing of uniform dist

Fix missing header

Add markers to docs
2024-09-06 12:10:18 -04:00

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// test_nc_beta.cpp
// Copyright John Maddock 2008.
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt
// or copy at http://www.boost.org/LICENSE_1_0.txt)
#ifndef SYCL_LANGUAGE_VERSION
#include <pch.hpp>
#endif
#ifdef _MSC_VER
#pragma warning (disable:4127 4512)
#endif
#if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT)
# define TEST_FLOAT
# define TEST_DOUBLE
# define TEST_LDOUBLE
# define TEST_REAL_CONCEPT
#endif
#include "../include_private/boost/math/tools/test.hpp"
#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
#include <boost/math/concepts/real_concept.hpp> // for real_concept
#endif
#include <boost/math/distributions/non_central_f.hpp> // for chi_squared_distribution
#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp> // for test_main
#include <boost/test/results_collector.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE
#include "test_out_of_range.hpp"
#include "functor.hpp"
#include "handle_test_result.hpp"
#include <iostream>
#include <iomanip>
using std::cout;
using std::endl;
#include <limits>
using std::numeric_limits;
#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
{\
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
BOOST_CHECK_CLOSE(a, b, prec); \
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
{\
std::cerr << "Failure was at row " << i << std::endl;\
std::cerr << std::setprecision(35); \
std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
}\
}
#define BOOST_CHECK_EX(a, i) \
{\
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
BOOST_CHECK(a); \
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
{\
std::cerr << "Failure was at row " << i << std::endl;\
std::cerr << std::setprecision(35); \
std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
}\
}
void expected_results()
{
//
// Printing out the compiler/stdlib/platform names,
// we do this to make it easier to mark up expected error rates.
//
std::cout << "Tests run with " << BOOST_COMPILER << ", "
<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
}
template <class RealType>
RealType naive_pdf(RealType v1, RealType v2, RealType l, RealType f)
{
BOOST_MATH_STD_USING
RealType sum = 0;
for(int i = 0; ; ++i)
{
RealType term = -l/2 + log(l/2) * i;
term += boost::math::lgamma(v2/2 + v1/2+i) - (boost::math::lgamma(v2/2) + boost::math::lgamma(v1/2+i));
term -= boost::math::lgamma(RealType(i+1));
term += log(v1/v2) * (v1/2+i) + log(v2 / (v2 + v1 * f)) * ((v1 + v2) / 2 + i);
term += log(f) * (v1/2 - 1 + i);
term = exp(term);
sum += term;
if((term/sum < boost::math::tools::epsilon<RealType>()) || (term == 0))
break;
}
return sum;
}
template <class RealType>
void test_spot(
RealType a, // df1
RealType b, // df2
RealType ncp, // non-centrality param
RealType x, // F statistic
RealType P, // CDF
RealType Q, // Complement of CDF
RealType D, // PDF
RealType tol) // Test tolerance
{
boost::math::non_central_f_distribution<RealType> dist(a, b, ncp);
BOOST_CHECK_CLOSE(
cdf(dist, x), P, tol);
BOOST_CHECK_CLOSE(
pdf(dist, x), D, tol);
if(boost::math::tools::digits<RealType>() > 50)
{
//
// The "naive" pdf calculation fails at float precision.
//
BOOST_CHECK_CLOSE(
pdf(dist, x), naive_pdf(a, b, ncp, x), tol);
}
if((P < 0.99) && (Q < 0.99))
{
//
// We can only check this if P is not too close to 1,
// so that we can guarantee Q is reasonably free of error:
//
BOOST_CHECK_CLOSE(
cdf(complement(dist, x)), Q, tol);
BOOST_CHECK_CLOSE(
quantile(dist, P), x, tol * 10);
BOOST_CHECK_CLOSE(
quantile(complement(dist, Q)), x, tol * 10);
}
if(boost::math::tools::digits<RealType>() > 50)
{
//
// Sanity check mode:
//
RealType m = mode(dist);
RealType p = pdf(dist, m);
BOOST_CHECK(pdf(dist, m * (1 + sqrt(tol) * 10)) <= p);
BOOST_CHECK(pdf(dist, m * (1 - sqrt(tol)) * 10) <= p);
}
}
template <class RealType> // Any floating-point type RealType.
void test_spots(RealType)
{
RealType tolerance = boost::math::tools::epsilon<RealType>() * 10000;
cout << "Tolerance = " << (tolerance / 100) << "%." << endl;
//
// Spot tests from Mathematica computed values:
//
test_spot(
RealType(5), // alpha
RealType(2), // beta
RealType(1), // non-centrality param
RealType(1.5), // F statistic
RealType(0.49845842011686358665786775091245664L), // CDF
RealType(1 - 0.49845842011686358665786775091245664L), // Complement of CDF
RealType(0.20251311620629730205859816288225385L), // PDF
RealType(tolerance));
test_spot(
RealType(2), // alpha
RealType(5), // beta
RealType(1), // non-centrality param
RealType(2), // F statistic
RealType(0.64938711196845800322066756609406894L), // CDF
RealType(1 - 0.64938711196845800322066756609406894L), // Complement of CDF
RealType(0.15512617916132011524583796078456003L), // PDF
RealType(tolerance));
test_spot(
RealType(100), // alpha
RealType(5), // beta
RealType(15), // non-centrality param
RealType(105), // F statistic
RealType(0.99996207325249555786258005958906310L), // CDF
RealType(0.000037926747504442137419940410936905407L), // Complement of CDF
RealType(8.9562292619539161551049126260104435e-7L), // PDF
RealType(tolerance * 10));
test_spot(
RealType(100), // alpha
RealType(5), // beta
RealType(15), // non-centrality param
RealType(1.5), // F statistic
RealType(0.57592315596686179870591317303126895L), // CDF
RealType(1 - 0.57592315596686179870591317303126895L), // Complement of CDF
RealType(0.36743745541686900593212039288061162L), // PDF
RealType(tolerance * 5));
test_spot(
RealType(5), // alpha
RealType(100), // beta
RealType(102), // non-centrality param
RealType(25), // F statistic
RealType(0.74993383259829917593356265102363267L), // CDF
RealType(1 - 0.74993383259829917593356265102363267L), // Complement of CDF
RealType(0.054467600423154020554785779421659007L), // PDF
RealType(tolerance * 5));
test_spot(
RealType(85), // alpha
RealType(100), // beta
RealType(0.5), // non-centrality param
RealType(1.25), // F statistic
RealType(0.85228624977948142884820398473385455L), // CDF
RealType(0.14771375022051857115179601526614545L), // Complement of CDF
RealType(0.88510283331631848299643323511414868L), // PDF
RealType(tolerance * 5));
//
// Spot tests use values computed by the R statistical
// package and the pbeta and dbeta functions:
//
tolerance = (std::max)(
boost::math::tools::epsilon<RealType>() * 100,
(RealType)1e-6) * 100;
test_spot(
RealType(85), // alpha
RealType(100), // beta
RealType(245), // non-centrality param
RealType(3.5), // F statistic
RealType(0.2697244), // CDF
RealType(1 - 0.2697244), // Complement of CDF
RealType(0.54352369104452836465948073900030320L), // PDF
RealType(tolerance));
BOOST_MATH_STD_USING
//
// 5 eps expressed as a percentage, otherwise the limit of the test data:
//
RealType tol2 = (std::max)(boost::math::tools::epsilon<RealType>() * 500, RealType(1e-25));
RealType x = 2;
boost::math::non_central_f_distribution<RealType> dist(20, 15, 30);
// mean:
BOOST_CHECK_CLOSE(
mean(dist)
, static_cast<RealType>(2.8846153846153846153846153846154L), tol2);
// variance:
BOOST_CHECK_CLOSE(
variance(dist)
, static_cast<RealType>(2.1422807961269499731038192576654L), tol2);
// std deviation:
BOOST_CHECK_CLOSE(
standard_deviation(dist)
, sqrt(variance(dist)), tol2);
// hazard:
BOOST_CHECK_CLOSE(
hazard(dist, x)
, pdf(dist, x) / cdf(complement(dist, x)), tol2);
// cumulative hazard:
BOOST_CHECK_CLOSE(
chf(dist, x)
, -log(cdf(complement(dist, x))), tol2);
// coefficient_of_variation:
BOOST_CHECK_CLOSE(
coefficient_of_variation(dist)
, standard_deviation(dist) / mean(dist), tol2);
BOOST_CHECK_CLOSE(
median(dist),
quantile(
dist,
static_cast<RealType>(0.5)), static_cast<RealType>(tol2));
// mode:
BOOST_CHECK_CLOSE(
mode(dist)
, static_cast<RealType>(2.070019130232759428074835788815387743293972985542L), sqrt(tolerance));
// skewness:
BOOST_CHECK_CLOSE(
skewness(dist)
, static_cast<RealType>(2.1011821125804540669752380228510691320707051692719L), tol2);
// kurtosis:
BOOST_CHECK_CLOSE(
kurtosis(dist)
, 3 + kurtosis_excess(dist), tol2);
// kurtosis excess:
BOOST_CHECK_CLOSE(
kurtosis_excess(dist)
, static_cast<RealType>(13.225781681053154767604638331440974359675882226873L), tol2);
// Error handling checks:
check_out_of_range<boost::math::non_central_f_distribution<RealType> >(1, 1, 1);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(0, 1, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(-1, 1, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(1, 0, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(1, -1, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(boost::math::non_central_f_distribution<RealType>(1, 1, 1), -1), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(boost::math::non_central_f_distribution<RealType>(1, 1, 1), 2), std::domain_error);
//
// Some special error handling tests, if the non-centrality param is too large
// then we have no evaluation method and should get a domain_error:
//
using std::ldexp;
using distro1 = boost::math::non_central_f_distribution<RealType>;
using distro2 = boost::math::non_central_f_distribution<RealType, boost::math::policies::policy<boost::math::policies::domain_error<boost::math::policies::ignore_error>>>;
using de = std::domain_error;
BOOST_MATH_CHECK_THROW(distro1(2, 3, ldexp(RealType(1), 100)), de);
if (std::numeric_limits<RealType>::has_quiet_NaN)
{
distro2 d2(2, 3, ldexp(RealType(1), 100));
BOOST_CHECK(boost::math::isnan(pdf(d2, 0.5)));
BOOST_CHECK(boost::math::isnan(cdf(d2, 0.5)));
}
} // template <class RealType>void test_spots(RealType)
BOOST_AUTO_TEST_CASE( test_main )
{
BOOST_MATH_CONTROL_FP;
// Basic sanity-check spot values.
expected_results();
// (Parameter value, arbitrarily zero, only communicates the floating point type).
test_spots(0.0F); // Test float.
test_spots(0.0); // Test double.
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
test_spots(0.0L); // Test long double.
#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
#endif
#endif
} // BOOST_AUTO_TEST_CASE( test_main )
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