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improve_coverage_3
math/test/test_nc_beta.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)
//
// This must appear *before* any #includes, and precludes pch usage:
//
#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
#ifndef BOOST_MATH_OVERFLOW_ERROR_POLICY
#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
#endif
#ifdef _MSC_VER
#pragma warning (disable:4127 4512)
#elif __GNUC__ >= 5
# pragma GCC diagnostic ignored "-Woverflow"
#elif defined(__clang__)
# pragma clang diagnostic ignored "-Wliteral-range"
#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 <boost/math/tools/config.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_beta.hpp> // for chi_squared_distribution
#include <boost/math/distributions/poisson.hpp> // for poisson_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 "functor.hpp"
#include "handle_test_result.hpp"
#include "test_ncbeta_hooks.hpp"
#include "table_type.hpp"
#include "test_nc_beta.hpp"
#include "../include_private/boost/math/tools/test.hpp"
#include <iostream>
using std::cout;
using std::endl;
#include <limits>
using std::numeric_limits;
void expected_results()
{
//
// Define the max and mean errors expected for
// various compilers and platforms.
//
const char* largest_type;
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
{
largest_type = "(long\\s+)?double|real_concept";
}
else
{
largest_type = "long double|real_concept";
}
#else
largest_type = "(long\\s+)?double|real_concept";
#endif
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
if(boost::math::tools::digits<long double>() == 64)
{
//
// Allow a small amount of error leakage from long double to double:
//
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"double", // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 5, 5); // test function
}
if(boost::math::tools::digits<long double>() == 64)
{
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*medium[^|]*", // test data group
"[^|]*", 1200, 500); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 40000, 6000); // test function
}
#endif
//
// Catch all cases come last:
//
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*medium[^|]*", // test data group
"[^|]*", 1500, 500); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"real_concept", // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 30000, 5000); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 20000, 2000); // test function
//
// Finish off by 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 a, RealType b, RealType lam, RealType x)
{
using namespace boost::math;
RealType term = pdf(poisson_distribution<RealType>(lam/2), 0)
* ibeta_derivative(a, b, x);
RealType sum = term;
int i = 1;
while(term / sum > tools::epsilon<RealType>())
{
term = pdf(poisson_distribution<RealType>(lam/2), i)
* ibeta_derivative(a + i, b, x);
++i;
sum += term;
}
return sum;
}
template <class RealType>
void test_spot(
RealType a, // alpha
RealType b, // beta
RealType ncp, // non-centrality param
RealType cs, // Chi Square statistic
RealType P, // CDF
RealType Q, // Complement of CDF
RealType D, // PDF
RealType tol) // Test tolerance
{
boost::math::non_central_beta_distribution<RealType> dist(a, b, ncp);
BOOST_CHECK_CLOSE(
cdf(dist, cs), P, tol);
//
// Sanity checking using the naive PDF calculation above fails at
// float precision:
//
if(!boost::is_same<float, RealType>::value)
{
BOOST_CHECK_CLOSE(
pdf(dist, cs), naive_pdf(dist.alpha(), dist.beta(), ncp, cs), tol);
}
BOOST_CHECK_CLOSE(
pdf(dist, cs), D, 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, cs)), Q, tol);
BOOST_CHECK_CLOSE(
quantile(dist, P), cs, tol * 10);
BOOST_CHECK_CLOSE(
quantile(complement(dist, Q)), cs, tol * 10);
}
}
template <class RealType> // Any floating-point type RealType.
void test_spots(RealType)
{
RealType tolerance = (std::max)(
boost::math::tools::epsilon<RealType>() * 100,
(RealType)1e-6) * 100;
RealType abs_tolerance = boost::math::tools::epsilon<RealType>() * 100;
cout << "Tolerance = " << tolerance << "%." << endl;
//
// Spot tests use values computed by the R statistical
// package and the pbeta and dbeta functions:
//
test_spot(
RealType(2), // alpha
RealType(5), // beta
RealType(1), // non-centrality param
RealType(0.25), // Chi Square statistic
RealType(0.3658349), // CDF
RealType(1-0.3658349), // Complement of CDF
RealType(2.184465), // PDF
RealType(tolerance));
test_spot(
RealType(20), // alpha
RealType(15), // beta
RealType(35), // non-centrality param
RealType(0.75), // Chi Square statistic
RealType(0.6994175), // CDF
RealType(1-0.6994175), // Complement of CDF
RealType(5.576146), // PDF
RealType(tolerance));
test_spot(
RealType(100), // alpha
RealType(3), // beta
RealType(63), // non-centrality param
RealType(0.95), // Chi Square statistic
RealType(0.03529306), // CDF
RealType(1-0.03529306), // Complement of CDF
RealType(3.637894), // PDF
RealType(tolerance));
test_spot(
RealType(0.25), // alpha
RealType(0.75), // beta
RealType(150), // non-centrality param
RealType(0.975), // Chi Square statistic
RealType(0.09752216), // CDF
RealType(1-0.09752216), // Complement of CDF
RealType(8.020935), // PDF
RealType(tolerance));
BOOST_MATH_STD_USING
boost::math::non_central_beta_distribution<RealType> dist(100, 3, 63);
BOOST_CHECK_CLOSE(mean(dist), RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) * exp(-RealType(31.5)) * 100 / 103, tolerance);
// Variance only guarantees small absolute error:
BOOST_CHECK_SMALL(variance(dist)
- static_cast<RealType>(RealType(4.85592267707818899235900237275021938334418424134218087127572e13L)
* exp(RealType(-31.5)) * 100 * 101 / (103 * 104) -
RealType(4.82280451915522329944315287538684030781836554279474240490936e13L) * RealType(4.82280451915522329944315287538684030781836554279474240490936e13L)
* exp(RealType(-63)) * 10000 / (103 * 103)), abs_tolerance);
BOOST_MATH_CHECK_THROW(skewness(dist), boost::math::evaluation_error);
BOOST_MATH_CHECK_THROW(kurtosis(dist), boost::math::evaluation_error);
BOOST_MATH_CHECK_THROW(kurtosis_excess(dist), boost::math::evaluation_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_beta_distribution<RealType>;
using distro2 = boost::math::non_central_beta_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)));
BOOST_CHECK(boost::math::isnan(cdf(complement(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).
#ifdef TEST_FLOAT
test_spots(0.0F); // Test float.
#endif
#ifdef TEST_DOUBLE
test_spots(0.0); // Test double.
#endif
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
#ifdef TEST_LDOUBLE
test_spots(0.0L); // Test long double.
#endif
#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
#ifdef TEST_REAL_CONCEPT
test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
#endif
#endif
#endif
#ifdef TEST_FLOAT
test_accuracy(0.0F, "float"); // Test float.
#endif
#ifdef TEST_DOUBLE
test_accuracy(0.0, "double"); // Test double.
#endif
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
#ifdef TEST_LDOUBLE
test_accuracy(0.0L, "long double"); // Test long double.
#endif
#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
#ifdef TEST_REAL_CONCEPT
test_accuracy(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
#endif
#endif
#endif
} // BOOST_AUTO_TEST_CASE( test_main )
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