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18ed6163760892672813024c5b4697bee3d33377
math/reporting/performance/test_distributions.cpp
Evan Miller 18ed616376 Kolmogorov-Smirnov distribution (#422) 
* Kolmogorov-Smirnov distribution #421

Add a new distribution, kolmogorov_smirnov_distribution, which takes a
parameter that represents the number of observations used in a
Kolmogorov-Smirnov test. (The K-S test is a popular test for comparing
two CDFs, but the test statistic is not implemented here.)

This implementation includes Kolmogorov's original 1st order Taylor
expansion. There is a literature on the distribution's other
mathematical properties (higher order terms and exact version); this
literature is summarized in the main header file for anyone who may
want to expand the implementation later.

The CDF is implemented using a Jacobi theta function, and the PDF is a
hand-rolled derivative of that function. Quantiles plug the CDF and PDF
into a Newton-Raphson iteration. The mean and variance have nice
closed-form expressions, and the mode uses a dumb run-time maximizer.

This commit includes graphs, a ULP plotter for the PDF, and the usual
compilation and numerical tests. The test file is on the small side, but
it integrates the distribution from zero to infinity, and covers the
quantiles pretty well. As of now the numerical tests only verify
self-consistency (e.g. distribution moments and CDF-quantile relations),
so there's room to add some external checks.

* Implement skewness for K-S distribution [CI SKIP]

The third moment integrates nicely with the help of Apery's constant
(zeta_three). Verify the result via quadrature.

* Implement kurtosis for the K-S distribution

Verify the result via quadrature.
2020-09-04 08:48:51 -04:00

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// Copyright John Maddock 2015.
// 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)
#ifdef _MSC_VER
# pragma warning (disable : 4224)
#endif
#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
#define DISTRIBUTIONS_TEST
#include <boost/math/distributions.hpp>
#include <boost/array.hpp>
#include <boost/lexical_cast.hpp>
#include "../../test/table_type.hpp"
#include "table_helper.hpp"
#include "performance.hpp"
#include <iostream>
#ifdef TEST_GSL
#include <gsl/gsl_cdf.h>
#endif
class distribution_tester
{
std::string distro_name;
static const double quantiles[19];
double sum;
struct param_info
{
std::vector<double> params;
std::vector<double> x_values;
};
std::vector<param_info> tests;
double sanitize_x(double x)
{
if(x > boost::math::tools::max_value<float>() / 2)
return boost::math::tools::max_value<float>() / 2;
if(x < -boost::math::tools::max_value<float>() / 2)
return -boost::math::tools::max_value<float>() / 2;
return x;
}
public:
distribution_tester(const char* name) : distro_name(name), sum(0) {}
template <class F>
void add_test_case(F f)
{
tests.push_back(param_info());
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(quantiles[i])));
}
}
template <class F>
void add_test_case(double p1, F f)
{
tests.push_back(param_info());
tests.back().params.push_back(p1);
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(p1, quantiles[i])));
}
}
template <class F>
void add_test_case(double p1, double p2, F f)
{
tests.push_back(param_info());
tests.back().params.push_back(p1);
tests.back().params.push_back(p2);
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(p1, p2, quantiles[i])));
}
}
template <class F>
void add_test_case(double p1, double p2, double p3, F f)
{
tests.push_back(param_info());
tests.back().params.push_back(p1);
tests.back().params.push_back(p2);
tests.back().params.push_back(p3);
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(p1, p2, p3, quantiles[i])));
}
}
enum
{
main_table = 1,
boost_only_table = 2,
both_tables = 3
};
template <class F>
void run_timed_tests(F f, std::string sub_name, std::string column, bool p_value = false, int where = main_table)
{
std::cout << "Testing " << distro_name + " (" + std::string(sub_name) + ")" << " with library " << column << std::endl;
try{
double t = 0;
unsigned repeats = 1;
unsigned data_size;
do{
data_size = 0;
stopwatch<boost::chrono::high_resolution_clock> w;
for(unsigned count = 0; count < repeats; ++count)
{
for(unsigned i = 0; i < tests.size(); ++i)
{
for(unsigned j = 0; j < tests[i].x_values.size(); ++j)
{
if((boost::math::isfinite)(tests[i].x_values[j]))
sum += f(tests[i].params, p_value ? quantiles[j] : tests[i].x_values[j]);
++data_size;
}
}
}
t = boost::chrono::duration_cast<boost::chrono::duration<double>>(w.elapsed()).count();
if(t < 0.5)
repeats *= 2;
} while(t < 0.5);
static const std::string main_table_name = std::string("Distribution performance comparison with ") + compiler_name() + std::string(" on ") + platform_name();
static const std::string boost_table_name = std::string("Distribution performance comparison for different performance options with ") + compiler_name() + std::string(" on ") + platform_name();
if (where & 1)
{
report_execution_time(
t / data_size,
main_table_name,
distro_name + " (" + std::string(sub_name) + ")",
column);
}
if (where & 2)
{
report_execution_time(
t / data_size,
boost_table_name,
distro_name + " (" + std::string(sub_name) + ")",
column);
}
}
catch(const std::exception& e)
{
std::cerr << "Aborting due to exception: " << e.what() << std::endl;
std::cerr << "In " << distro_name + " (" + std::string(sub_name) + ")" << std::endl;
report_execution_time(
(std::numeric_limits<boost::uintmax_t>::max)(),
std::string("Distribution performance comparison with ") + compiler_name() + std::string(" on ") + platform_name(),
distro_name + " (" + std::string(sub_name) + ")",
column);
}
}
};
const double distribution_tester::quantiles[19] =
{
0.000001,
0.00001,
0.0001,
0.001,
0.01,
0.1,
0.2,
0.3,
0.4,
0.5,
0.6,
0.7,
0.8,
0.9,
0.99,
0.999,
0.9999,
0.99999,
0.999999
};
template <class D>
struct three_param_quantile
{
template <class T, class U, class V, class X>
double operator()(T x, U y, V z, X q)const
{
return quantile(D(x, y, z), q);
}
};
template <class D>
struct two_param_quantile
{
template <class T, class U, class V>
double operator()(T x, U y, V q)const
{
return quantile(D(x, y), q);
}
};
template <class D>
struct one_param_quantile
{
template <class T, class V>
double operator()(T x, V q)const
{
return quantile(D(x), q);
}
};
template <template <class T, class U> class D>
void test_boost_1_param(distribution_tester& tester)
{
//
// Define some custom policies to test:
//
typedef boost::math::policies::policy<> default_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false> > no_promote_double_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false>, boost::math::policies::digits10<10> > no_promote_double_10_digits_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_float<false> > no_promote_float_policy;
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, default_policy>(v[0]), x); }, "PDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, default_policy>(v[0]), x); }, "CDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, default_policy>(v[0]), x); }, "quantile", boost_name(), true, distribution_tester::both_tables);
if(sizeof(double) != sizeof(long double))
{
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_policy>(v[0]), x); }, "PDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_policy>(v[0]), x); }, "CDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_policy>(v[0]), x); }, "quantile", "Boost[br]promote_double<false>", true, distribution_tester::both_tables);
}
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_10_digits_policy>(v[0]), x); }, "PDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_10_digits_policy>(v[0]), x); }, "CDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_10_digits_policy>(v[0]), x); }, "quantile", "Boost[br]promote_double<false>[br]digits10<10>", true, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<float, no_promote_float_policy>(static_cast<float>(v[0])), static_cast<float>(x)); }, "PDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<float, no_promote_float_policy>(static_cast<float>(v[0])), static_cast<float>(x)); }, "CDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<float, no_promote_float_policy>(static_cast<float>(v[0])), static_cast<float>(x)); }, "quantile", "Boost[br]float[br]promote_float<false>", true, distribution_tester::boost_only_table);
}
template <template <class T, class U> class D>
void test_boost_2_param(distribution_tester& tester)
{
//
// Define some custom policies to test:
//
typedef boost::math::policies::policy<> default_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false> > no_promote_double_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false>, boost::math::policies::digits10<10> > no_promote_double_10_digits_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_float<false> > no_promote_float_policy;
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, default_policy>(v[0], v[1]), x); }, "PDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, default_policy>(v[0], v[1]), x); }, "CDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, default_policy>(v[0], v[1]), x); }, "quantile", boost_name(), true, distribution_tester::both_tables);
if(sizeof(double) != sizeof(long double))
{
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_policy>(v[0], v[1]), x); }, "PDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_policy>(v[0], v[1]), x); }, "CDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_policy>(v[0], v[1]), x); }, "quantile", "Boost[br]promote_double<false>", true, distribution_tester::both_tables);
}
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1]), x); }, "PDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1]), x); }, "CDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_10_digits_policy>(v[0], v[1]), x); }, "quantile", "Boost[br]promote_double<false>[br]digits10<10>", true, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1])), static_cast<float>(x)); }, "PDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1])), static_cast<float>(x)); }, "CDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1])), static_cast<float>(x)); }, "quantile", "Boost[br]float[br]promote_float<false>", true, distribution_tester::boost_only_table);
}
template <template <class T, class U> class D>
void test_boost_3_param(distribution_tester& tester)
{
//
// Define some custom policies to test:
//
typedef boost::math::policies::policy<> default_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false> > no_promote_double_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false>, boost::math::policies::digits10<10> > no_promote_double_10_digits_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_float<false> > no_promote_float_policy;
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, default_policy>(v[0], v[1], v[2]), x); }, "PDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, default_policy>(v[0], v[1], v[2]), x); }, "CDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, default_policy>(v[0], v[1], v[2]), x); }, "quantile", boost_name(), true, distribution_tester::both_tables);
if(sizeof(double) != sizeof(long double))
{
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_policy>(v[0], v[1], v[2]), x); }, "PDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_policy>(v[0], v[1], v[2]), x); }, "CDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_policy>(v[0], v[1], v[2]), x); }, "quantile", "Boost[br]promote_double<false>", true, distribution_tester::both_tables);
}
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1], v[2]), x); }, "PDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1], v[2]), x); }, "CDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_10_digits_policy>(v[0], v[1], v[2]), x); }, "quantile", "Boost[br]promote_double<false>[br]digits10<10>", true, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1]), static_cast<float>(v[2])), static_cast<float>(x)); }, "PDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1]), static_cast<float>(v[2])), static_cast<float>(x)); }, "CDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1]), static_cast<float>(v[2])), static_cast<float>(x)); }, "quantile", "Boost[br]float[br]promote_float<false>", true, distribution_tester::boost_only_table);
}
int main()
{
try {
//
// Normal:
//
distribution_tester n("Normal");
n.add_test_case(0, 1, two_param_quantile<boost::math::normal_distribution<> >());
n.add_test_case(20, 20, two_param_quantile<boost::math::normal_distribution<> >());
n.add_test_case(-20, 0.0125, two_param_quantile<boost::math::normal_distribution<> >());
test_boost_2_param<boost::math::normal_distribution>(n);
distribution_tester arcsine("ArcSine");
arcsine.add_test_case(0, 1, two_param_quantile<boost::math::arcsine_distribution<> >());
arcsine.add_test_case(20, 500, two_param_quantile<boost::math::arcsine_distribution<> >());
arcsine.add_test_case(-20, 100000, two_param_quantile<boost::math::arcsine_distribution<> >());
test_boost_2_param<boost::math::arcsine_distribution>(arcsine);
distribution_tester beta("Beta");
beta.add_test_case(1, 4, two_param_quantile<boost::math::beta_distribution<> >());
beta.add_test_case(20, 500, two_param_quantile<boost::math::beta_distribution<> >());
beta.add_test_case(0.1, 0.01, two_param_quantile<boost::math::beta_distribution<> >());
test_boost_2_param<boost::math::beta_distribution>(beta);
distribution_tester binomial("Binomial");
binomial.add_test_case(5, 0.125, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(200, 0.75, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(2000, 0.5, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(20000, 0.001, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(200000, 0.99, two_param_quantile<boost::math::binomial_distribution<> >());
test_boost_2_param<boost::math::binomial_distribution>(binomial);
distribution_tester cauchy("Cauchy");
cauchy.add_test_case(0, 1, two_param_quantile<boost::math::cauchy_distribution<> >());
cauchy.add_test_case(20, 20, two_param_quantile<boost::math::cauchy_distribution<> >());
cauchy.add_test_case(-20, 0.0125, two_param_quantile<boost::math::cauchy_distribution<> >());
test_boost_2_param<boost::math::cauchy_distribution>(cauchy);
distribution_tester chi_squared("ChiSquared");
chi_squared.add_test_case(3, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(20, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(200, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(2000, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(20000, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(200000, one_param_quantile<boost::math::chi_squared_distribution<> >());
test_boost_1_param<boost::math::chi_squared_distribution>(chi_squared);
distribution_tester exponential("Exponential");
exponential.add_test_case(0.001, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(0.01, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(0.1, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(1, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(10, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(100, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(1000, one_param_quantile<boost::math::exponential_distribution<> >());
test_boost_1_param<boost::math::exponential_distribution>(exponential);
distribution_tester extreme_value("ExtremeValue");
extreme_value.add_test_case(0, 1, two_param_quantile<boost::math::extreme_value_distribution<> >());
extreme_value.add_test_case(20, 20, two_param_quantile<boost::math::extreme_value_distribution<> >());
extreme_value.add_test_case(-20, 0.0125, two_param_quantile<boost::math::extreme_value_distribution<> >());
test_boost_2_param<boost::math::extreme_value_distribution>(extreme_value);
distribution_tester fisher("F");
for (unsigned i = 2; i <= 200000; i *= 10)
{
for (unsigned j = 2; j <= 200000; j *= 10)
{
fisher.add_test_case(i, j, two_param_quantile<boost::math::fisher_f_distribution<> >());
}
}
test_boost_2_param<boost::math::fisher_f_distribution>(fisher);
distribution_tester gamma("Gamma");
gamma.add_test_case(0.1, 1, two_param_quantile<boost::math::gamma_distribution<> >());
gamma.add_test_case(20, 20, two_param_quantile<boost::math::gamma_distribution<> >());
gamma.add_test_case(200, 0.0125, two_param_quantile<boost::math::gamma_distribution<> >());
gamma.add_test_case(2000, 500, two_param_quantile<boost::math::gamma_distribution<> >());
test_boost_2_param<boost::math::gamma_distribution>(gamma);
distribution_tester geometric("Geometric");
geometric.add_test_case(0.001, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.01, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.1, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.5, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.9, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.99, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.999, one_param_quantile<boost::math::geometric_distribution<> >());
test_boost_1_param<boost::math::geometric_distribution>(geometric);
distribution_tester hypergeometric("Hypergeometric");
hypergeometric.add_test_case(10, 5, 100, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(50, 75, 100, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(30, 20, 100, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(100, 50, 1000000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(500000, 3000, 1000000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(20000, 800000, 1000000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(100, 5, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(500, 50, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(2, 25, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(1, 5, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(100, 500, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
test_boost_3_param<boost::math::hypergeometric_distribution>(hypergeometric);
distribution_tester inverse_chi_squared("InverseChiSquared");
inverse_chi_squared.add_test_case(5, 0.125, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(200, 0.75, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(2000, 1, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(20000, 10, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(200000, 100, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
test_boost_2_param<boost::math::inverse_chi_squared_distribution>(inverse_chi_squared);
distribution_tester inverse_gamma("InverseGamma");
inverse_gamma.add_test_case(0.1, 1, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
inverse_gamma.add_test_case(20, 20, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
inverse_gamma.add_test_case(200, 0.0125, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
inverse_gamma.add_test_case(2000, 500, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
test_boost_2_param<boost::math::inverse_gamma_distribution>(inverse_gamma);
distribution_tester inverse_gaussian("InverseGaussian");
inverse_gaussian.add_test_case(0.001, 1, two_param_quantile<boost::math::inverse_gaussian_distribution<> >());
inverse_gaussian.add_test_case(20, 20, two_param_quantile<boost::math::inverse_gaussian_distribution<> >());
test_boost_2_param<boost::math::inverse_gaussian_distribution>(inverse_gaussian);
distribution_tester kolmogorov("KolmogorovSmirnov");
kolmogorov.add_test_case(3, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(20, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(200, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(2000, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(20000, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(200000, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
test_boost_1_param<boost::math::kolmogorov_smirnov_distribution>(kolmogorov);
distribution_tester laplace("Laplace");
laplace.add_test_case(0, 1, two_param_quantile<boost::math::laplace_distribution<> >());
laplace.add_test_case(20, 20, two_param_quantile<boost::math::laplace_distribution<> >());
laplace.add_test_case(-20, 0.0125, two_param_quantile<boost::math::laplace_distribution<> >());
test_boost_2_param<boost::math::laplace_distribution>(laplace);
distribution_tester logistic("Logistic");
logistic.add_test_case(0, 1, two_param_quantile<boost::math::logistic_distribution<> >());
logistic.add_test_case(20, 20, two_param_quantile<boost::math::logistic_distribution<> >());
logistic.add_test_case(-20, 0.0125, two_param_quantile<boost::math::logistic_distribution<> >());
test_boost_2_param<boost::math::logistic_distribution>(logistic);
distribution_tester lognormal("LogNormal");
lognormal.add_test_case(0, 1, two_param_quantile<boost::math::lognormal_distribution<> >());
lognormal.add_test_case(20, 20, two_param_quantile<boost::math::lognormal_distribution<> >());
lognormal.add_test_case(-20, 0.0125, two_param_quantile<boost::math::lognormal_distribution<> >());
test_boost_2_param<boost::math::lognormal_distribution>(lognormal);
distribution_tester negative_binomial("NegativeBinomial");
negative_binomial.add_test_case(5, 0.125, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(200, 0.75, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(2000, 0.001, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(20000, 0.5, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(200000, 0.99, two_param_quantile<boost::math::negative_binomial_distribution<> >());
test_boost_2_param<boost::math::negative_binomial_distribution>(negative_binomial);
distribution_tester non_central_beta("NonCentralBeta");
non_central_beta.add_test_case(2, 5, 2.1, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(0.25, 0.01, 20, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(20, 3, 30, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(100, 200, 400, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(100, 0.25, 20, three_param_quantile<boost::math::non_central_beta_distribution<> >());
test_boost_3_param<boost::math::non_central_beta_distribution>(non_central_beta);
distribution_tester non_central_chi_squared("NonCentralChiSquared");
non_central_chi_squared.add_test_case(5, 0.5, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(200, 2, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(2000, 20, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(20000, 10, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(200000, 50, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
test_boost_2_param<boost::math::non_central_chi_squared_distribution>(non_central_chi_squared);
distribution_tester non_central_f("NonCentralF");
non_central_f.add_test_case(20, 20, 3, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(20, 50, 20, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(100, 20, 30, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(100, 200, 100, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(1000, 100000, 20, three_param_quantile<boost::math::non_central_f_distribution<> >());
test_boost_3_param<boost::math::non_central_f_distribution>(non_central_f);
distribution_tester non_central_t("NonCentralT");
non_central_t.add_test_case(5, 0.5, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(200, 2, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(2000, 20, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(20000, 10, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(200000, 50, two_param_quantile<boost::math::non_central_t_distribution<> >());
test_boost_2_param<boost::math::non_central_t_distribution>(non_central_t);
distribution_tester pareto("Pareto");
pareto.add_test_case(0.1, 1, two_param_quantile<boost::math::pareto_distribution<> >());
pareto.add_test_case(20, 20, two_param_quantile<boost::math::pareto_distribution<> >());
pareto.add_test_case(200, 0.0125, two_param_quantile<boost::math::pareto_distribution<> >());
pareto.add_test_case(2000, 500, two_param_quantile<boost::math::pareto_distribution<> >());
test_boost_2_param<boost::math::pareto_distribution>(pareto);
distribution_tester poisson("Poisson");
poisson.add_test_case(0.001, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(0.01, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(0.1, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(1, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(10, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(100, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(1000, one_param_quantile<boost::math::poisson_distribution<> >());
test_boost_1_param<boost::math::poisson_distribution>(poisson);
distribution_tester rayleigh("Rayleigh");
rayleigh.add_test_case(0.001, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(0.01, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(0.1, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(1, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(10, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(100, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(1000, one_param_quantile<boost::math::rayleigh_distribution<> >());
test_boost_1_param<boost::math::rayleigh_distribution>(rayleigh);
distribution_tester skew_norm("SkewNormal");
skew_norm.add_test_case(0, 1, 0.1, three_param_quantile<boost::math::skew_normal_distribution<> >());
skew_norm.add_test_case(20, 20, 30, three_param_quantile<boost::math::skew_normal_distribution<> >());
skew_norm.add_test_case(-20, 0.0125, 10, three_param_quantile<boost::math::skew_normal_distribution<> >());
test_boost_3_param<boost::math::skew_normal_distribution>(skew_norm);
distribution_tester students_t("StudentsT");
students_t.add_test_case(3, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(20, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(200, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(2000, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(20000, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(200000, one_param_quantile<boost::math::students_t_distribution<> >());
test_boost_1_param<boost::math::students_t_distribution>(students_t);
distribution_tester weibull("Weibull");
weibull.add_test_case(0.1, 1, two_param_quantile<boost::math::weibull_distribution<> >());
weibull.add_test_case(20, 20, two_param_quantile<boost::math::weibull_distribution<> >());
weibull.add_test_case(200, 0.0125, two_param_quantile<boost::math::weibull_distribution<> >());
weibull.add_test_case(2000, 500, two_param_quantile<boost::math::weibull_distribution<> >());
test_boost_2_param<boost::math::weibull_distribution>(weibull);
#ifdef TEST_GSL
// normal, note no location param
n.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gaussian_P(x, v[1]); }, "CDF", "GSL");
n.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gaussian_Pinv(x, v[1]); }, "quantile", "GSL", true);
// exponential:
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_exponential_P(x, 1 / v[0]); }, "CDF", "GSL");
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_exponential_Pinv(x, 1 / v[0]); }, "quantile", "GSL", true);
// laplace, note no location param:
laplace.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_laplace_P(x, v[1]); }, "CDF", "GSL");
laplace.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_laplace_Pinv(x, v[1]); }, "quantile", "GSL", true);
// cauchy, note no location param:
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_cauchy_P(x, v[1]); }, "CDF", "GSL");
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_cauchy_Pinv(x, v[1]); }, "quantile", "GSL", true);
// rayleigh:
rayleigh.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_rayleigh_P(x, v[0]); }, "CDF", "GSL");
rayleigh.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_rayleigh_Pinv(x, v[0]); }, "quantile", "GSL", true);
// gamma:
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gamma_P(x, v[0], v[1]); }, "CDF", "GSL");
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gamma_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// lognormal:
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_lognormal_P(x, v[0], v[1]); }, "CDF", "GSL");
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_lognormal_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// chi squared:
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_chisq_P(x, v[0]); }, "CDF", "GSL");
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_chisq_Pinv(x, v[0]); }, "quantile", "GSL", true);
// F:
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_fdist_P(x, v[0], v[1]); }, "CDF", "GSL");
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_fdist_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// T:
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_tdist_P(x, v[0]); }, "CDF", "GSL");
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_tdist_Pinv(x, v[0]); }, "quantile", "GSL", true);
// beta:
beta.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_beta_P(x, v[0], v[1]); }, "CDF", "GSL");
beta.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_beta_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// logistic, note no location param
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_logistic_P(x, v[1]); }, "CDF", "GSL");
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_logistic_Pinv(x, v[1]); }, "quantile", "GSL", true);
// pareto:
pareto.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_pareto_P(x, v[1], v[0]); }, "CDF", "GSL");
pareto.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_pareto_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// weibull:
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_weibull_P(x, v[1], v[0]); }, "CDF", "GSL");
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_weibull_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// poisson:
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_poisson_P(x, v[0]); }, "CDF", "GSL");
//poisson.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_poisson_Pinv(x, v[0]); }, "quantile", "GSL", true);
// binomial:
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_binomial_P(x, v[1], v[0]); }, "CDF", "GSL");
//binomial.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_binomial_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// negative_binomial:
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_negative_binomial_P(x, v[1], v[0]); }, "CDF", "GSL");
//negative_binomial.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_negative_binomial_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// geometric:
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_geometric_P(x + 1, v[0]); }, "CDF", "GSL");
//geometric.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_geometric_Pinv(x, v[0]) - 1; }, "quantile", "GSL", true);
// hypergeometric:
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_hypergeometric_P(x, v[0], v[2] - v[0], v[1]); }, "CDF", "GSL");
//hypergeometric.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_hypergeometric_Pinv(x, v[0], v[2] - v[0], v[1]); }, "quantile", "GSL", true);
#endif
#ifdef TEST_RMATH
// beta
beta.run_timed_tests([](const std::vector<double>& v, double x) { return dbeta(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
beta.run_timed_tests([](const std::vector<double>& v, double x) { return pbeta(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
beta.run_timed_tests([](const std::vector<double>& v, double x) { return qbeta(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non-central beta
non_central_beta.run_timed_tests([](const std::vector<double>& v, double x) { return dnbeta(x, v[0], v[1], v[2], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_beta.run_timed_tests([](const std::vector<double>& v, double x) { return pnbeta(x, v[0], v[1], v[2], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_beta.run_timed_tests([](const std::vector<double>& v, double x) { return qnbeta(x, v[0], v[1], v[2], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// binomial
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dbinom(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return pbinom(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return qbinom(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// cauchy
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return dcauchy(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return pcauchy(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return qcauchy(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// chi squared
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dchisq(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return pchisq(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return qchisq(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non central chi squared
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dnchisq(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return pnchisq(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return qnchisq(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// exponential
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return dexp(x, 1 / v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return pexp(x, 1 / v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return qexp(x, 1 / v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// F
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return df(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return pf(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return qf(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non central F
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return dnf(x, v[0], v[1], v[2], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return pnf(x, v[0], v[1], v[2], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return qnf(x, v[0], v[1], v[2], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// gamma
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return dgamma(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return pgamma(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return qgamma(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// geometric
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return dgeom(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return pgeom(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return qgeom(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// hypergeometric
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return dhyper(x, v[0], v[2] - v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return phyper(x, v[0], v[2] - v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return qhyper(x, v[0], v[2] - v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// logistic
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return dlogis(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return plogis(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return qlogis(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// lognormal
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return dlnorm(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return plnorm(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return qlnorm(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// negative_binomial
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dnbinom(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return pnbinom(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return qnbinom(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// normal
n.run_timed_tests([](const std::vector<double>& v, double x) { return dnorm(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
n.run_timed_tests([](const std::vector<double>& v, double x) { return pnorm(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
n.run_timed_tests([](const std::vector<double>& v, double x) { return qnorm(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// poisson
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return dpois(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return ppois(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return qpois(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// T
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return dt(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return pt(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return qt(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non central T
non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return dnt(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return pnt(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return qnt(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// weibull
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return dweibull(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return pweibull(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return qweibull(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
#endif
#ifdef TEST_DCDFLIB
n.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_norm_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
n.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_norm_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
beta.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_beta_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
beta.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_beta_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_binomial_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_binomial_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_cdf(x, v[0]); }, "CDF", "DCDFLIB");
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_quantile(x, v[0]); }, "quantile", "DCDFLIB", true);
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_n_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_n_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_n_cdf(x, v[0], v[1], v[2]); }, "CDF", "DCDFLIB");
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_n_quantile(x, v[0], v[1], v[2]); }, "quantile", "DCDFLIB", true);
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_gamma_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_gamma_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_nbin_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_nbin_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_poisson_cdf(x, v[0]); }, "CDF", "DCDFLIB");
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_poisson_quantile(x, v[0]); }, "quantile", "DCDFLIB", true);
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_cdf(x, v[0]); }, "CDF", "DCDFLIB");
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_quantile(x, v[0]); }, "quantile", "DCDFLIB", true);
//non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_n_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
//non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_n_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
#endif
}
catch(const std::exception& e)
{
std::cout << "Test run aborted due to thrown exception: " << e.what() << std::endl;
return 1;
}
return 0;
}
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