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37 lines
1.2 KiB
C++
37 lines
1.2 KiB
C++
// Copyright John Maddock 2025.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#define BOOST_TEST_MAIN
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#include <boost/math/distributions.hpp>
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#include <boost/multiprecision/cpp_bin_float.hpp>
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#include <iostream>
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/test/unit_test.hpp>
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typedef boost::math::policies::policy<
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boost::math::policies::promote_double<false>
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> SciPyPolicy;
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using mp_t = boost::multiprecision::cpp_bin_float_quad;
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BOOST_AUTO_TEST_CASE(test_main)
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{
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double v = 980.0;
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double l = 38.0;
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double x = 1.5;
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// With policy
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double y_policy = boost::math::cdf(
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boost::math::non_central_t_distribution<double, SciPyPolicy>(v, l), x);
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double reference = 1.1824454111413493e-291;
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std::cout << std::setprecision(17);
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std::cout << "With SciPyPolicy: cdf(noncentral_t; x=" << x << ", v=" << v << ", l=" << l << ") = " << y_policy << std::endl;
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double tolerance = 1e-8; // precision is limited due to cancellation
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BOOST_CHECK_CLOSE_FRACTION(y_policy, reference, tolerance);
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}
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