mirror of
https://github.com/boostorg/math.git
synced 2026-01-19 04:22:09 +00:00
e4a01104d0
Fix igamma_large support on device Add GPU support to toms748 Add GPU support to igamma_inv Add GPU markers to gamma_inva Add GPU Markers to lgamma_small Remove STL usage from gamma Remove NVRTC workaround Fix fraction use of STL headers Mark gamma functions in fwd Disable declval on all GPU platforms Disable more unneeded code on device Add forward decl for NVRTC tgamma Disable unneeded items for all GPU Change workaround for missing overloads Rearrange definition location Add include path to cuda now that workaround is removed Fix NVRTC incompatibility with recursion and forward decls Add tgamma_ratio CUDA and NVRTC testing Fix NVRTC handling of gamma_p_derivative Add gamma_p_derivative CUDA and NVRTC testing Remove recursion from gamma_incomplete_imp Add SYCL testing of igamma, igamma_inv, and igamma_inva Ignore literal-range warnings Remove use of static const char* for function name Fix missing CUDA header Remove calls under NVRTC to fwd decl Add more nvrtc workarounds Use builtin erfc instead of header cycle Add CUDA and NVRTC testing of gamma_p_inv Adjust tolerances Add GPU support to chi squared dist Fix static local variable Add chi squared dist SYCL testing Add chi squared dist CUDA testing Add chi squared dist NVRTC testing Add GPU support to weibull dist Add weibull dist SYCL testing Add weibull dist CUDA testing Add weibull dist NVRTC testing
466 lines
18 KiB
C++
466 lines
18 KiB
C++
// Copyright John Maddock 2006, 2012.
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// Copyright Paul A. Bristow 2007, 2012.
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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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// test_weibull.cpp
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#ifdef _MSC_VER
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# pragma warning (disable : 4127) // conditional expression is constant.
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#endif
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#include <boost/math/tools/config.hpp>
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#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#endif
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp> // Boost.Test
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/math/distributions/weibull.hpp>
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using boost::math::weibull_distribution;
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#include "../include_private/boost/math/tools/test.hpp"
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#include "test_out_of_range.hpp"
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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::setprecision;
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#include <limits>
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using std::numeric_limits;
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#include <cmath>
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using std::log;
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template <class RealType>
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void check_weibull(RealType shape, RealType scale, RealType x, RealType p, RealType q, RealType tol)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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weibull_distribution<RealType>(shape, scale), // distribution.
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x), // random variable.
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p, // probability.
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tol); // %tolerance.
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BOOST_CHECK_CLOSE(
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::boost::math::logcdf(
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weibull_distribution<RealType>(shape, scale), // distribution.
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x), // random variable.
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log(p), // probability.
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tol);
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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complement(
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weibull_distribution<RealType>(shape, scale), // distribution.
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x)), // random variable.
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q, // probability complement.
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tol); // %tolerance.
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BOOST_CHECK_CLOSE(
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::boost::math::logcdf(
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complement(
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weibull_distribution<RealType>(shape, scale), // distribution.
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x)), // random variable.
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log(q), // probability complement.
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tol);
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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weibull_distribution<RealType>(shape, scale), // distribution.
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p), // probability.
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x, // random variable.
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tol); // %tolerance.
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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complement(
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weibull_distribution<RealType>(shape, scale), // distribution.
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q)), // probability complement.
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x, // random variable.
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tol); // %tolerance.
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}
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template <class RealType>
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void test_spots(RealType)
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{
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// Basic sanity checks
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//
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// These test values were generated for the normal distribution
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// using the online calculator at
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// http://espse.ed.psu.edu/edpsych/faculty/rhale/hale/507Mat/statlets/free/pdist.htm
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//
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// Tolerance is just over 5 decimal digits expressed as a percentage:
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// that's the limit of the test data.
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RealType tolerance = 2e-5f * 100;
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cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
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using std::exp;
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check_weibull(
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static_cast<RealType>(0.25), // shape
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static_cast<RealType>(0.5), // scale
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static_cast<RealType>(0.1), // x
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static_cast<RealType>(0.487646), // p
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static_cast<RealType>(1-0.487646), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.25), // shape
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static_cast<RealType>(0.5), // scale
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static_cast<RealType>(0.5), // x
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static_cast<RealType>(1-0.367879), // p
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static_cast<RealType>(0.367879), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.25), // shape
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static_cast<RealType>(0.5), // scale
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static_cast<RealType>(1), // x
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static_cast<RealType>(1-0.304463), // p
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static_cast<RealType>(0.304463), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.25), // shape
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static_cast<RealType>(0.5), // scale
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static_cast<RealType>(2), // x
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static_cast<RealType>(1-0.243117), // p
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static_cast<RealType>(0.243117), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.25), // shape
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static_cast<RealType>(0.5), // scale
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static_cast<RealType>(5), // x
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static_cast<RealType>(1-0.168929), // p
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static_cast<RealType>(0.168929), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.5), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(0.1), // x
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static_cast<RealType>(0.200371), // p
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static_cast<RealType>(1-0.200371), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.5), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(0.5), // x
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static_cast<RealType>(0.393469), // p
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static_cast<RealType>(1-0.393469), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.5), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(1), // x
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static_cast<RealType>(1-0.493069), // p
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static_cast<RealType>(0.493069), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.5), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(2), // x
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static_cast<RealType>(1-0.367879), // p
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static_cast<RealType>(0.367879), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(0.5), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(5), // x
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static_cast<RealType>(1-0.205741), // p
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static_cast<RealType>(0.205741), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(2), // shape
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static_cast<RealType>(0.25), // scale
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static_cast<RealType>(0.1), // x
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static_cast<RealType>(0.147856), // p
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static_cast<RealType>(1-0.147856), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(2), // shape
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static_cast<RealType>(0.25), // scale
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static_cast<RealType>(0.5), // x
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static_cast<RealType>(1-0.018316), // p
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static_cast<RealType>(0.018316), // q
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tolerance);
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/*
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This test value came from
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http://espse.ed.psu.edu/edpsych/faculty/rhale/hale/507Mat/statlets/free/pdist.htm
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but appears to be grossly incorrect: certainly it does not agree with the values
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I get from pushing numbers into a calculator (0.0001249921878255106610615995196123).
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Strangely other test values generated for the same shape and scale parameters do look OK.
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check_weibull(
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static_cast<RealType>(3), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(0.1), // x
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static_cast<RealType>(1.25E-40), // p
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static_cast<RealType>(1-1.25E-40), // q
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tolerance);
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*/
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check_weibull(
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static_cast<RealType>(3), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(0.5), // x
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static_cast<RealType>(0.015504), // p
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static_cast<RealType>(1-0.015504), // q
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tolerance * 10); // few digits in test value
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check_weibull(
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static_cast<RealType>(3), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(1), // x
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static_cast<RealType>(0.117503), // p
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static_cast<RealType>(1-0.117503), // q
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tolerance);
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check_weibull(
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static_cast<RealType>(3), // shape
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static_cast<RealType>(2), // scale
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static_cast<RealType>(2), // x
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static_cast<RealType>(1-0.367879), // p
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static_cast<RealType>(0.367879), // q
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tolerance);
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//
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// Tests for PDF
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//
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(0.1)),
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static_cast<RealType>(0.856579),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(0.5)),
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static_cast<RealType>(0.183940),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(5)),
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static_cast<RealType>(0.015020),
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tolerance * 10); // fewer digits in test value
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(0.1)),
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static_cast<RealType>(0.894013),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(0.5)),
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static_cast<RealType>(0.303265),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(1)),
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static_cast<RealType>(0.174326),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(2, 0.25), static_cast<RealType>(0.1)),
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static_cast<RealType>(2.726860),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(2, 0.25), static_cast<RealType>(0.5)),
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static_cast<RealType>(0.293050),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(3, 2), static_cast<RealType>(1)),
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static_cast<RealType>(0.330936),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(weibull_distribution<RealType>(3, 2), static_cast<RealType>(2)),
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static_cast<RealType>(0.551819),
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tolerance);
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//
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// Tests for logpdf
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//
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(0.1)),
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log(static_cast<RealType>(0.856579)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(0.5)),
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log(static_cast<RealType>(0.183940)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(0.25, 0.5), static_cast<RealType>(5)),
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log(static_cast<RealType>(0.015020)),
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tolerance * 10); // fewer digits in test value
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(0.1)),
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log(static_cast<RealType>(0.894013)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(0.5)),
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log(static_cast<RealType>(0.303265)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(0.5, 2), static_cast<RealType>(1)),
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log(static_cast<RealType>(0.174326)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(2, 0.25), static_cast<RealType>(0.1)),
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log(static_cast<RealType>(2.726860)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(2, 0.25), static_cast<RealType>(0.5)),
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log(static_cast<RealType>(0.293050)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(3, 2), static_cast<RealType>(1)),
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log(static_cast<RealType>(0.330936)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(weibull_distribution<RealType>(3, 2), static_cast<RealType>(2)),
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log(static_cast<RealType>(0.551819)),
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tolerance);
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//
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// These test values were obtained using the formulas at
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// http://en.wikipedia.org/wiki/Weibull_distribution
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// which are subtly different to (though mathematically
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// the same as) the ones on the Mathworld site
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// http://mathworld.wolfram.com/WeibullDistribution.html
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// which are the ones used in the implementation.
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// The assumption is that if both computation methods
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// agree then the implementation is probably correct...
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// What's not clear is which method is more accurate.
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//
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tolerance = (std::max)(
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boost::math::tools::epsilon<RealType>(),
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static_cast<RealType>(boost::math::tools::epsilon<double>())) * 5 * 100; // 5 eps as a percentage
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cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
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weibull_distribution<RealType> dist(2, 3);
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RealType x = static_cast<RealType>(0.125);
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BOOST_MATH_STD_USING // ADL of std lib math functions
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// mean:
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BOOST_CHECK_CLOSE(
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mean(dist)
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, dist.scale() * boost::math::tgamma(1 + 1 / dist.shape()), tolerance);
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// variance:
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BOOST_CHECK_CLOSE(
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variance(dist)
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, dist.scale() * dist.scale() * boost::math::tgamma(1 + 2 / dist.shape()) - mean(dist) * mean(dist), tolerance);
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// std deviation:
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BOOST_CHECK_CLOSE(
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standard_deviation(dist)
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, sqrt(variance(dist)), tolerance);
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// hazard:
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BOOST_CHECK_CLOSE(
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hazard(dist, x)
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, pdf(dist, x) / cdf(complement(dist, x)), tolerance);
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// cumulative hazard:
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BOOST_CHECK_CLOSE(
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chf(dist, x)
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, -log(cdf(complement(dist, x))), tolerance);
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// coefficient_of_variation:
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BOOST_CHECK_CLOSE(
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coefficient_of_variation(dist)
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, standard_deviation(dist) / mean(dist), tolerance);
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// mode:
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BOOST_CHECK_CLOSE(
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mode(dist)
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, dist.scale() * pow((dist.shape() - 1) / dist.shape(), 1/dist.shape()), tolerance);
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// median:
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BOOST_CHECK_CLOSE(
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median(dist)
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, dist.scale() * pow(log(static_cast<RealType>(2)), 1 / dist.shape()), tolerance);
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// skewness:
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BOOST_CHECK_CLOSE(
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skewness(dist),
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(boost::math::tgamma(1 + 3/dist.shape()) * pow(dist.scale(), RealType(3)) - 3 * mean(dist) * variance(dist) - pow(mean(dist), RealType(3))) / pow(standard_deviation(dist), RealType(3)),
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tolerance * 100);
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// kurtosis:
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BOOST_CHECK_CLOSE(
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kurtosis(dist)
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, kurtosis_excess(dist) + 3, tolerance);
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// kurtosis excess:
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BOOST_CHECK_CLOSE(
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kurtosis_excess(dist),
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(pow(dist.scale(), RealType(4)) * boost::math::tgamma(1 + 4/dist.shape())
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- 3 * variance(dist) * variance(dist)
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- 4 * skewness(dist) * variance(dist) * standard_deviation(dist) * mean(dist)
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- 6 * variance(dist) * mean(dist) * mean(dist)
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- pow(mean(dist), RealType(4))) / (variance(dist) * variance(dist)),
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tolerance * 1000);
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RealType expected_entropy = boost::math::constants::euler<RealType>()*(1-1/dist.shape()) + log(dist.scale()/dist.shape()) + 1;
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BOOST_CHECK_CLOSE(
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entropy(dist)
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, expected_entropy, tolerance);
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//
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// Special cases:
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//
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BOOST_CHECK(cdf(dist, 0) == 0);
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BOOST_CHECK(cdf(complement(dist, 0)) == 1);
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BOOST_CHECK(quantile(dist, 0) == 0);
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BOOST_CHECK(quantile(complement(dist, 1)) == 0);
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BOOST_CHECK_EQUAL(pdf(weibull_distribution<RealType>(1, 1), 0), 1);
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//
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// Error checks:
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//
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BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(1, -1), std::domain_error);
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BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(-1, 1), std::domain_error);
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BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(1, 0), std::domain_error);
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BOOST_MATH_CHECK_THROW(weibull_distribution<RealType>(0, 1), std::domain_error);
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BOOST_MATH_CHECK_THROW(pdf(dist, -1), std::domain_error);
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BOOST_MATH_CHECK_THROW(cdf(dist, -1), std::domain_error);
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BOOST_MATH_CHECK_THROW(cdf(complement(dist, -1)), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(dist, 1), std::overflow_error);
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, 0)), std::overflow_error);
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BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
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BOOST_CHECK_EQUAL(pdf(dist, 0), exp(-pow(RealType(0) / RealType(3), RealType(2))) * pow(RealType(0), RealType(1)) * RealType(2) / RealType(3));
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BOOST_CHECK_EQUAL(pdf(weibull_distribution<RealType>(1, 3), 0), exp(-pow(RealType(0) / RealType(3), RealType(1))) * pow(RealType(0), RealType(0)) * RealType(1) / RealType(3));
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BOOST_MATH_CHECK_THROW(pdf(weibull_distribution<RealType>(0.5, 3), 0), std::overflow_error);
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check_out_of_range<weibull_distribution<RealType> >(1, 1);
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} // template <class RealType>void test_spots(RealType)
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BOOST_AUTO_TEST_CASE( test_main )
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{
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// Check that can construct weibull distribution using the two convenience methods:
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using namespace boost::math;
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weibull myw1(2); // Using typedef
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weibull_distribution<> myw2(2); // Using default RealType double.
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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. OK at decdigits = 0 tolerance = 0.0001 %
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test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_spots(0.0L); // Test long double.
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#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x0582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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#else
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std::cout << "<note>The long double tests have been disabled on this platform "
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"either because the long double overloads of the usual math functions are "
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"not available at all, or because they are too inaccurate for these tests "
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"to pass.</note>" << std::endl;
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#endif
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} // BOOST_AUTO_TEST_CASE( test_main )
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/*
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Output:
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Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_weibull.exe"
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Running 1 test case...
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Tolerance for type float is 0.002 %
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Tolerance for type float is 5.96046e-005 %
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Tolerance for type double is 0.002 %
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Tolerance for type double is 1.11022e-013 %
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Tolerance for type long double is 0.002 %
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Tolerance for type long double is 1.11022e-013 %
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Tolerance for type class boost::math::concepts::real_concept is 0.002 %
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Tolerance for type class boost::math::concepts::real_concept is 1.11022e-013 %
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*** No errors detected
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*/
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