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dc28202d2ddfdfdf609bcf4e92895725a850bb21
math/test/test_chisqr.cpp
Paul A. Bristow dc28202d2d updated to use argument promoted versions. PAB 27 Jun 2006 
[SVN r3035]
2006-06-27 09:48:29 +00:00

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// test_chisqr.cpp
// Copyright Paul A. Bristow 2006.
// 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)
// Basic sanity test for chisqr Cumulative Distribution Function.
#define BOOST_MATH_THROW_ON_DOMAIN_ERROR
#ifdef _MSC_VER
# pragma warning(disable: 4127) // conditional expression is constant.
# pragma warning(disable: 4100) // unreferenced formal parameter.
# pragma warning(disable: 4512) // assignment operator could not be generated.
# pragma warning(disable: 4996) // 'std::char_traits<char>::copy' was declared deprecated.
#endif
#include <boost/math/special_functions/chisqr.hpp> // for chisqr
using ::boost::math::chisqr;
#include <boost/math/concepts/real_concept.hpp> // for real_concept
using ::boost::math::concepts::real_concept;
#include <boost/test/included/test_exec_monitor.hpp> // for test_main
#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE
#include <iostream>
using std::cout;
using std::endl;
#include <limits>
using std::numeric_limits;
template <class FPT> // Any floating-point type FPT.
void test_spots(FPT)
{
// Basic sanity checks, tolerance is about numeric_limits<FPT>::digits10 decimal places,
// guaranteed for type FPT, eg 6 for float, 15 for double,
// expressed as a percentage (so -2) for BOOST_CHECK_CLOSE,
int decdigits = numeric_limits<FPT>::digits10;
decdigits -= 0; // Perhaps allow some decimal digits margin of numerical error.
FPT tolerance = static_cast<FPT>(std::pow(10., -(decdigits-2))); // 1e-6 (-2 so as %)
tolerance *= 1; // Allow some bit(s) small margin (2 means + or - 1 bit) of numerical error.
// Typically 2e-13% = 2e-15 as fraction for double.
// Sources of spot test values:
// http://www.vias.org/tmdatanaleng/cc_distri_calculator.html give some useful info,
// BUT the calculator link is broken.
// http://www.vias.org/simulations/simusoft_distcalc.html
// Distcalc version 1.2 Copyright 2002 H Lohninger, TU Wein
// H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8
// The Windows calculator is available zipped distcalc.exe for download at:
// http://www.vias.org/simulations/simu_stat.html
// Also usd a Java Chi Square calculator at:
// http://www.stat.sc.edu/~west/applets/chisqdemo.html
// but seems even less accurate.
// Many be some combinations for which the result is 'exact', or at least is to 40 decimal digits.
// 40 decimal digits includes 128-bit significand User Defined Floating-Point types,
// but these are as yet undiscovered for chi-sqr.
// Best source of accurate values is
// Mathworld online calculator (40 decimal digits precision, suitable for up to 128-bit significands)
// http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=GammaRegularized
// GammaRegularized is same as gamma incomplete, gamma or gamma_Q(a, x) or Q(a, z).
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(5.), // degrees_of_freedom - as floating-point.
static_cast<FPT>(11.0705)), // chisqr
static_cast<FPT>(0.04999995542804363455469285561840275602943), // probability.
// Source Mathworld online calculator (40 decimal digits precision)
// Q(5.0/2, 11.0705/2) = 0.049999955428043634554692855618402756029434129418384
tolerance);
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(4.), // degrees_of_freedom - as floating-point.
static_cast<FPT>(4.)), // chisqr
static_cast<FPT>(0.4060058497098380756819984849174532102229), // probability.
// Q(4/2, 4/2) = 0.049999955428043634554692855618402756029434129418384
tolerance);
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(1), // degrees_of_freedom - as floating-point.
static_cast<FPT>(10.)), // chisqr
static_cast<FPT>(0.001565402258002549677499803978385902310435), // probability.
tolerance);
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(10.), // degrees_of_freedom - as floating-point.
static_cast<FPT>(1.)), // chisqr
static_cast<FPT>(0.9998278843700441592218882959620240287207), // probability.
tolerance);
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(100.), // degrees_of_freedom - as floating-point.
static_cast<FPT>(5.)), // chisqr
static_cast<FPT>(0.999999999999999999814527311613020069945), // probability.
tolerance);
/*
// Try bad degrees_of_freedom argument for chisqr.
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(1), // degrees_of_freedom - as floating-point.
static_cast<FPT>(-2.)), // chisqr
static_cast<FPT>(0.999999999999999999), // probability.
tolerance);
// std::domain_error: Error in function float __cdecl boost::math::detail::chisqr_imp<float>(float,float): degrees of freedom argument is -1, but must be > 0 !
// Try bad chisqr argument for chisqr.
BOOST_CHECK_CLOSE(
chisqr(
static_cast<FPT>(1), // degrees_of_freedom - as floating-point.
static_cast<FPT>(-2.)), // chisqr
static_cast<FPT>(0.999999999999999999), // probability.
tolerance);
// std::domain_error: Error in function float __cdecl boost::math::detail::chisqr_imp<float>(float,float): chisqr argument is -2, but must be > 0 !
*/
} // template <class FPT>void test_spots(FPT)
int test_main(int, char* [])
{
// Basic sanity-check spot values.
#ifdef BOOST_MATH_THROW_ON_DOMAIN_ERROR
cout << "BOOST_MATH_THROW_ON_DOMAIN_ERROR" << " is defined to throw on domain error." << endl;
#else
cout << "BOOST_MATH_THROW_ON_DOMAIN_ERROR" << " is NOT defined, so NO throw on domain error." << endl;
#endif
// (Parameter value, arbitrarily zero, only communicates the floating point type).
test_spots(0.0F); // Test float.
test_spots(0.0); // Test double.
test_spots(0.0L); // Test long double.
test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
return 0;
} // int test_main(int, char* [])
/*
Output:
Compiling...
test_chisqr.cpp
Linking...
Embedding manifest...
Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_chisqr.exe"
Running 1 test case...
BOOST_MATH_THROW_ON_DOMAIN_ERROR is NOT defined so NO throw on domain error.
../../../../../../boost-sandbox/libs/math_functions/test/test_chisqr.cpp(116): error in "test_main_caller( argc, argv )": difference between chisqr( static_cast<FPT>(-1), static_cast<FPT>(-2.)){1.#QNAN} and static_cast<FPT>(0.999999999999999999){1} exceeds 0.0001%
../../../../../../boost-sandbox/libs/math_functions/test/test_chisqr.cpp(124): error in "test_main_caller( argc, argv )": difference between chisqr( static_cast<FPT>(1), static_cast<FPT>(-2.)){1.#QNAN} and static_cast<FPT>(0.999999999999999999){1} exceeds 0.0001%
../../../../../../boost-sandbox/libs/math_functions/test/test_chisqr.cpp(116): error in "test_main_caller( argc, argv )": difference between chisqr( static_cast<FPT>(-1), static_cast<FPT>(-2.)){1.#QNAN} and static_cast<FPT>(0.999999999999999999){1} exceeds 1e-013%
../../../../../../boost-sandbox/libs/math_functions/test/test_chisqr.cpp(124): error in "test_main_caller( argc, argv )": difference between chisqr( static_cast<FPT>(1), static_cast<FPT>(-2.)){1.#QNAN} and static_cast<FPT>(0.999999999999999999){1} exceeds 1e-013%
../../../../../../boost-sandbox/libs/math_functions/test/test_chisqr.cpp(116): error in "test_main_caller( argc, argv )": difference between chisqr( static_cast<FPT>(-1), static_cast<FPT>(-2.)){1.#QNAN} and static_cast<FPT>(0.999999999999999999){1} exceeds 1e-013%
../../../../../../boost-sandbox/libs/math_functions/test/test_chisqr.cpp(124): error in "test_main_caller( argc, argv )": difference between chisqr( static_cast<FPT>(1), static_cast<FPT>(-2.)){1.#QNAN} and static_cast<FPT>(0.999999999999999999){1} exceeds 1e-013%
unknown location(0): fatal error in "test_main_caller( argc, argv )": std::domain_error: Error in function class boost::math::concepts::real_concept __cdecl boost::math::detail::chisqr_imp<class boost::math::concepts::real_concept>(class boost::math::concepts::real_concept,class boost::math::concepts::real_concept): degrees of freedom argument is -1, but must be > 0 !
..\..\..\..\..\..\boost-sandbox\libs\math_functions\test\test_chisqr.cpp(116): last checkpoint
*** 7 failures detected in test suite "Test Program"
Project : error PRJ0019: A tool returned an error code from "Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_chisqr.exe""
Compiling...
test_chisqr.cpp
Linking...
Embedding manifest...
Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_chisqr.exe"
Running 1 test case...
BOOST_MATH_THROW_ON_DOMAIN_ERROR is defined to throw on domain error.
unknown location(0): fatal error in "test_main_caller( argc, argv )": std::domain_error: Error in function float __cdecl boost::math::detail::chisqr_imp<float>(float,float): degrees of freedom argument is -1, but must be > 0 !
..\..\..\..\..\..\boost-sandbox\libs\math_functions\test\test_chisqr.cpp(116): last checkpoint
*** 1 failure detected in test suite "Test Program"
Project : error PRJ0019: A tool returned an error code from "Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_chisqr.exe""
Compiling...
test_chisqr.cpp
Linking...
Embedding manifest...
Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_chisqr.exe"
Running 1 test case...
BOOST_MATH_THROW_ON_DOMAIN_ERROR is defined to throw on domain error.
unknown location(0): fatal error in "test_main_caller( argc, argv )": std::domain_error: Error in function float __cdecl boost::math::detail::chisqr_imp<float>(float,float): chisqr argument is -2, but must be > 0 !
..\..\..\..\..\..\boost-sandbox\libs\math_functions\test\test_chisqr.cpp(116): last checkpoint
*** 1 failure detected in test suite "Test Program"
Project : error PRJ0019: A tool returned an error code from "Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_chisqr.exe""
*/
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