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268 lines
9.7 KiB
C++
268 lines
9.7 KiB
C++
// test_bernoulli.cpp
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// Copyright John Maddock 2006.
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// Copyright Paul A. Bristow 2007.
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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 Bernoulli Cumulative Distribution Function.
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// Default domain error policy is
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// #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
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#include <boost/math/distributions/bernoulli.hpp> // for bernoulli_distribution
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using boost::math::bernoulli_distribution;
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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_FRACTION, BOOST_CHECK_EQUAL...
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#include <iostream>
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using std::cout;
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using std::endl;
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using std::fixed;
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using std::right;
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using std::left;
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using std::showpoint;
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using std::showpos;
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using std::setw;
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using std::setprecision;
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#include <limits>
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using std::numeric_limits;
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template <class RealType> // Any floating-point type RealType.
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void test_spots(RealType)
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{ // Parameter only provides the type, float, double... value ignored.
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// Basic sanity checks, test data may be to double precision only
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// so set tolerance to 100 eps expressed as a fraction,
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// or 100 eps of type double expressed as a fraction,
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// whichever is the larger.
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RealType tolerance = (std::max)
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(boost::math::tools::epsilon<RealType>(),
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static_cast<RealType>(std::numeric_limits<double>::epsilon()));
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tolerance *= 100;
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cout << "Tolerance for type " << typeid(RealType).name() << " is "
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<< setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl;
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// Sources of spot test values - calculator,
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// or Steve Moshier's command interpreter V1.3 100 decimal digit calculator,
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// Wolfram function evaluator.
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using boost::math::bernoulli_distribution; // of type RealType.
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using ::boost::math::cdf;
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using ::boost::math::pdf;
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BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.5)).success_fraction(), static_cast<RealType>(0.5));
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BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L)).success_fraction(), static_cast<RealType>(0.1L));
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BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.9L)).success_fraction(), static_cast<RealType>(0.9L));
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BOOST_CHECK_THROW( // Constructor success_fraction outside 0 to 1.
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bernoulli_distribution<RealType>(static_cast<RealType>(2)), std::domain_error);
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BOOST_CHECK_THROW(
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bernoulli_distribution<RealType>(static_cast<RealType>(-2)), std::domain_error);
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BOOST_CHECK_THROW(
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pdf( // pdf k neither 0 nor 1.
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bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(-1)), std::domain_error);
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BOOST_CHECK_THROW(
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pdf( // pdf k neither 0 nor 1.
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bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(2)), std::domain_error);
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BOOST_CHECK_EQUAL(
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pdf( // OK k (or n)
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bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), static_cast<RealType>(0)),
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static_cast<RealType>(0.5)); // Expect 1 - p.
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BOOST_CHECK_CLOSE_FRACTION(
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pdf( // OK k (or n)
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
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static_cast<RealType>(0.4L), tolerance); // Expect 1 - p.
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BOOST_CHECK_CLOSE_FRACTION(
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pdf( // OK k (or n)
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
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static_cast<RealType>(0.4L), tolerance); // Expect 1- p.
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BOOST_CHECK_CLOSE_FRACTION(
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pdf( // OK k (or n)
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bernoulli_distribution<RealType>(static_cast<RealType>(0.4L)), static_cast<RealType>(0)),
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static_cast<RealType>(0.6L), tolerance); // Expect 1- p.
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BOOST_CHECK_EQUAL(
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mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.5L))), static_cast<RealType>(0.5L));
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BOOST_CHECK_EQUAL(
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mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
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static_cast<RealType>(0.1L));
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BOOST_CHECK_CLOSE_FRACTION(
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variance(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
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static_cast<RealType>(0.09L),
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tolerance);
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BOOST_CHECK_CLOSE_FRACTION(
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skewness(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
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static_cast<RealType>(2.666666666666666666666666666666666666666666L),
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tolerance);
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BOOST_CHECK_CLOSE_FRACTION(
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kurtosis(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
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static_cast<RealType>(8.11111111111111111111111111111111111111111111L),
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tolerance);
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BOOST_CHECK_CLOSE_FRACTION(
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kurtosis_excess(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
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static_cast<RealType>(5.11111111111111111111111111111111111111111111L),
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tolerance);
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BOOST_CHECK_THROW(
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quantile(
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bernoulli_distribution<RealType>(static_cast<RealType>(2)), // prob >1
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static_cast<RealType>(0)), std::domain_error
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);
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BOOST_CHECK_THROW(
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quantile(
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bernoulli_distribution<RealType>(static_cast<RealType>(-1)), // prob < 0
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static_cast<RealType>(0)), std::domain_error
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);
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BOOST_CHECK_THROW(
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quantile(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k >1
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static_cast<RealType>(-1)), std::domain_error
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);
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BOOST_CHECK_THROW(
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quantile(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k < 0
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static_cast<RealType>(2)), std::domain_error
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);
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BOOST_CHECK_CLOSE_FRACTION(
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cdf(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(0)),
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static_cast<RealType>(0.4L), // 1 - p
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tolerance
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);
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BOOST_CHECK_CLOSE_FRACTION(
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cdf(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(1)),
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static_cast<RealType>(1), // p
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tolerance
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);
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BOOST_CHECK_CLOSE_FRACTION(
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cdf(complement(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(1))),
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static_cast<RealType>(0),
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tolerance
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);
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BOOST_CHECK_CLOSE_FRACTION(
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cdf(complement(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(0))),
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static_cast<RealType>(0.6L),
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tolerance
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);
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BOOST_CHECK_EQUAL(
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quantile(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(0.1L)), // < p
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static_cast<RealType>(0)
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);
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BOOST_CHECK_EQUAL(
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quantile(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(0.9L)), // > p
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static_cast<RealType>(1)
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);
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BOOST_CHECK_EQUAL(
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quantile(complement(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(0.1L))), // < p
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static_cast<RealType>(1)
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);
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BOOST_CHECK_EQUAL(
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quantile(complement(
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bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
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static_cast<RealType>(0.9L))), // > p
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static_cast<RealType>(0)
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);
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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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// Check that can generate bernoulli distribution using both convenience methods:
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bernoulli_distribution<double> bn1(0.5); // Using default RealType double.
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boost::math::bernoulli bn2(0.5); // Using typedef.
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BOOST_CHECK_EQUAL(bn1.success_fraction(), 0.5);
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BOOST_CHECK_EQUAL(bn2.success_fraction(), 0.5);
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BOOST_CHECK_THROW(bernoulli_distribution<double>(-1), std::domain_error); // p outside 0 to 1.
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BOOST_CHECK_THROW(bernoulli_distribution<double>(+2), std::domain_error); // p outside 0 to 1.
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BOOST_CHECK_THROW(bernoulli_distribution<double> bn3(std::numeric_limits<double>::quiet_NaN() ), std::domain_error); // p outside 0 to 1.
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BOOST_CHECK_THROW(bernoulli_distribution<double> bn4(std::numeric_limits<double>::infinity() ), std::domain_error); // p outside 0 to 1.
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BOOST_CHECK_EQUAL(kurtosis(bn2) -3, kurtosis_excess(bn2));
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BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -2);
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//using namespace boost::math; or
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using boost::math::bernoulli;
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double tol5eps = std::numeric_limits<double>::epsilon() * 5; // 5 eps as a fraction.
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// Default bernoulli is type double, so these test values should also be type double.
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BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.1)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
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BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.9)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
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BOOST_CHECK_CLOSE_FRACTION(kurtosis(bernoulli(0.6)), 1./0.4 + 1./0.6 -3., tol5eps);
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BOOST_CHECK_EQUAL(kurtosis(bernoulli(0)), +std::numeric_limits<double>::infinity());
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BOOST_CHECK_EQUAL(kurtosis(bernoulli(1)), +std::numeric_limits<double>::infinity());
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//
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// Basic sanity-check spot values.
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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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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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return 0;
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} // int test_main(int, char* [])
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/*
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Output is:
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Running 1 test case...
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Tolerance for type float is 1.19e-005 (or 0.00119%).
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Tolerance for type double is 2.22e-014 (or 2.22e-012%).
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Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
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Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
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*** No errors detected
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No warnings MSVC level 4 31 Jul 2007
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*/
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