/* test_poisson.cpp * * Copyright Steven Watanabe 2010 * Distributed under 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) * * $Id$ * */ #include #include #include #include #include #include #include #include #include #include "chi_squared_test.hpp" bool do_test(double mean, long long max) { std::cout << "running poisson(" << mean << ")" << " " << max << " times: " << std::flush; int max_value = static_cast(mean * 4); std::vector expected(max_value+1); { boost::math::poisson dist(mean); for(int i = 0; i <= max_value; ++i) { expected[i] = pdf(dist, i); } expected.back() += 1 - cdf(dist, max_value); } boost::random::poisson_distribution dist(mean); boost::mt19937 gen; std::vector results(max_value + 1); for(long long i = 0; i < max; ++i) { ++results[std::min(dist(gen), max_value)]; } long long sum = std::accumulate(results.begin(), results.end(), 0ll); if(sum != max) { std::cout << "*** Failed: incorrect total: " << sum << " ***" << std::endl; return false; } double chsqr = chi_squared_test(results, expected, max); bool result = chsqr < 0.99; const char* err = result? "" : "*"; std::cout << std::setprecision(17) << chsqr << err << std::endl; std::cout << std::setprecision(6); return result; } bool do_tests(int repeat, double max_mean, long long trials) { boost::mt19937 gen; boost::uniform_real<> rdist(1e-15, max_mean); int errors = 0; for(int i = 0; i < repeat; ++i) { if(!do_test(rdist(gen), trials)) { ++errors; } } if(errors != 0) { std::cout << "*** " << errors << " errors detected ***" << std::endl; } return errors == 0; } int usage() { std::cerr << "Usage: test_poisson -r -m -t " << std::endl; return 2; } template bool handle_option(int& argc, char**& argv, char opt, T& value) { if(argv[0][1] == opt && argc > 1) { --argc; ++argv; value = boost::lexical_cast(argv[0]); return true; } else { return false; } } int main(int argc, char** argv) { int repeat = 10; double max_mean = 100000; long long trials = 1000000ll; if(argc > 0) { --argc; ++argv; } while(argc > 0) { if(argv[0][0] != '-') return usage(); else if(!handle_option(argc, argv, 'r', repeat) && !handle_option(argc, argv, 'm', max_mean) && !handle_option(argc, argv, 't', trials)) { return usage(); } --argc; ++argv; } try { if(do_tests(repeat, max_mean, trials)) { return 0; } else { return EXIT_FAILURE; } } catch(...) { std::cerr << boost::current_exception_diagnostic_information() << std::endl; return EXIT_FAILURE; } }