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168 lines
6.1 KiB
C++
168 lines
6.1 KiB
C++
// test_negative_binomial.cpp
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// Copyright Paul A. Bristow 2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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// Basic sanity test for Negative Binomial Cumulative Distribution Function.
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#define BOOST_MATH_THROW_ON_DOMAIN_ERROR
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#ifdef _MSC_VER
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//# pragma warning(disable: 4127) // conditional expression is constant.
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//# pragma warning(disable: 4100) // unreferenced formal parameter.
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//# pragma warning(disable: 4512) // assignment operator could not be generated.
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//# pragma warning(disable: 4996) // 'std::char_traits<char>::copy' was declared deprecated.
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//# pragma warning(disable: 4244) // conversion from 'double' to 'const float', possible loss of data.
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#endif
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#include <boost/math/special_functions/negative_binomial.hpp> // for negative_binomial
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using ::boost::math::negative_binomial;
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using ::boost::math::negative_binomial_c;
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using ::boost::math::negative_binomial_inv;
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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using ::boost::math::concepts::real_concept;
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#include <boost/test/included/test_exec_monitor.hpp> // for test_main
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#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE
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#include <iostream>
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using std::cout;
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using std::endl;
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#include <limits>
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using std::numeric_limits;
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template <class RealType> // RealType is any floating-point type.
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void test_spots(RealType)
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{
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// Basic sanity checks, tolerance is about numeric_limits<RealType>::digits10 decimal places,
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// guaranteed for type RealType, eg 6 for float, 15 for double,
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// expressed as a percentage (so -2) for BOOST_CHECK_CLOSE,
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int decdigits = numeric_limits<RealType>::digits10;
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decdigits -= 1; // Perhaps allow some decimal digits margin of numerical error.
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RealType tolerance = static_cast<RealType>(std::pow(10., -(decdigits-2))); // 1e-6 (-2 so as %)
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tolerance *= 1; // Allow some bit(s) small margin (2 means + or - 1 bit) of numerical error.
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// Typically 2e-13% = 2e-15 as fraction for double.
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// Sources of spot test values:
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// MathCAD
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// pnbinom(k, n, p)
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// Returns cumulative negative binomial distribution.
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// qnbinom(p, n, q)
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// Returns the inverse negative binomial distribution function,
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// the smallest integer k so that pnbinom(k, n, q) >= p
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// Many be some combinations for which the result is 'exact', or at least is to 40 decimal digits.
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// 40 decimal digits includes 128-bit significand User Defined Floating-Point types,
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// but these are as yet undiscovered for negative binomial. TODO
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// Test negative binomial.
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// These are from MathCAD
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//BOOST_CHECK_CLOSE(negative_binomial(
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// static_cast<RealType>(1), // k.
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// static_cast<RealType>(2), // n
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// static_cast<RealType>(0.5)), // mean
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// static_cast<RealType>(3) / // probability 3/4.
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// static_cast<RealType>(4.), // q
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//tolerance);
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//BOOST_CHECK_CLOSE(negative_binomial(
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// static_cast<RealType>(1), // k
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// static_cast<RealType>(2), // n
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// static_cast<RealType>(0.5)), // p
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// static_cast<RealType>(0.75), // pnbinom(1,2,0.5) = 0.5
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//tolerance);
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//BOOST_CHECK_CLOSE(negative_binomial_c(
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// static_cast<RealType>(1), // k
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// static_cast<RealType>(2), // n
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// static_cast<RealType>(0.5)), // p
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// static_cast<RealType>(0.25), // q
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//tolerance);
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//BOOST_CHECK_CLOSE(negative_binomial_inv(
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// static_cast<RealType>(1), //
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// static_cast<RealType>(2), // n
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// static_cast<RealType>(0.75)), // q
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// static_cast<RealType>(0.5), // p
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//tolerance);
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BOOST_CHECK_CLOSE(negative_binomial(
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static_cast<RealType>(1), // k.
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static_cast<RealType>(2), // n
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static_cast<RealType>(0.5)), // mean
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static_cast<RealType>(0.5), // q
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tolerance);
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BOOST_CHECK_CLOSE(negative_binomial(
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static_cast<RealType>(1), // k.
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static_cast<RealType>(2), // n
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static_cast<RealType>(0.5)), // mean
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static_cast<RealType>(0.5), // q
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tolerance);
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BOOST_CHECK_CLOSE(negative_binomial(
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static_cast<RealType>(1), // k
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static_cast<RealType>(2), // n
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static_cast<RealType>(0.5)), // p
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static_cast<RealType>(0.5), // pnbinom(1,2,0.5) = 0.5
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tolerance);
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BOOST_CHECK_CLOSE(negative_binomial_c(
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static_cast<RealType>(1), // k
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static_cast<RealType>(2), // n
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static_cast<RealType>(0.5)), // p
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static_cast<RealType>(0.5), // q
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tolerance);
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BOOST_CHECK_CLOSE(negative_binomial_inv(
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static_cast<RealType>(1), //
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static_cast<RealType>(2), // n
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static_cast<RealType>(0.5)), // q
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static_cast<RealType>(0.5), // p
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static_cast<RealType>(1e-6) ); // tolerance );
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} // template <class RealType>void test_spots(RealType)
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int test_main(int, char* [])
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{
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// Basic sanity-check spot values.
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#ifdef BOOST_MATH_THROW_ON_DOMAIN_ERROR
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cout << "BOOST_MATH_THROW_ON_DOMAIN_ERROR" << " is defined to throw on domain error." << endl;
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#else
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cout << "BOOST_MATH_THROW_ON_DOMAIN_ERROR" << " is NOT defined, so NO throw on domain error." << endl;
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#endif
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// (Parameter value, arbitrarily zero, only communicates the floating point type).
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test_spots(0.0F); // Test float.
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test_spots(0.0); // Test double.
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test_spots(0.0L); // Test long double.
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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return 0;
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} // int test_main(int, char* [])
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/*
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Output:
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------ Build started: Project: test_negative_binomial, Configuration: Debug Win32 ------
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Compiling...
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test_negative_binomial.cpp
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Linking...
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Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_negative_binomial.exe"
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Running 1 test case...
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BOOST_MATH_THROW_ON_DOMAIN_ERROR is defined to throw on domain error.
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*** No errors detected
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Build Time 0:08
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Build log was saved at "file://i:\boost-06-05-03-1300\libs\math\test\Math_test\test_negative_binomial\Debug\BuildLog.htm"
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test_negative_binomial - 0 error(s), 0 warning(s)
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========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
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*/ |