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1// test_bernoulli.cpp
2
3// Copyright John Maddock 2006.
4// Copyright Paul A. Bristow 2007, 2012.
5
6// Use, modification and distribution are subject to the
7// Boost Software License, Version 1.0.
8// (See accompanying file LICENSE_1_0.txt
9// or copy at http://www.boost.org/LICENSE_1_0.txt)
10
11// Basic sanity test for Bernoulli Cumulative Distribution Function.
12
13#ifdef _MSC_VER
14# pragma warning (disable : 4535) // calling _set_se_translator() requires /EHa.
15# pragma warning (disable : 4244) // conversion possible loss of data.
16# pragma warning (disable : 4996) // 'putenv': The POSIX name for this item is deprecated.
17# pragma warning (disable : 4127) // conditional expression is constant.
18#endif
19
20// Default domain error policy is
21// #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
22
23#include <boost/math/concepts/real_concept.hpp> // for real_concept
24using ::boost::math::concepts::real_concept;
25#include <boost/math/tools/test.hpp>
26
27#include <boost/math/distributions/bernoulli.hpp> // for bernoulli_distribution
28using boost::math::bernoulli_distribution;
29
30#define BOOST_TEST_MAIN
31#include <boost/test/unit_test.hpp> // for test_main
92f5a8d4 32#include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL...
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33
34#include <iostream>
35using std::cout;
36using std::endl;
37using std::fixed;
38using std::right;
39using std::left;
40using std::showpoint;
41using std::showpos;
42using std::setw;
43using std::setprecision;
44
45#include <limits>
46using std::numeric_limits;
47
48template <class RealType> // Any floating-point type RealType.
49void test_spots(RealType)
50{ // Parameter only provides the type, float, double... value ignored.
51
52 // Basic sanity checks, test data may be to double precision only
53 // so set tolerance to 100 eps expressed as a fraction,
54 // or 100 eps of type double expressed as a fraction,
55 // whichever is the larger.
56
57 RealType tolerance = (std::max)
58 (boost::math::tools::epsilon<RealType>(),
59 static_cast<RealType>(std::numeric_limits<double>::epsilon()));
60 tolerance *= 100;
61
62 cout << "Tolerance for type " << typeid(RealType).name() << " is "
63 << setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl;
64
65 // Sources of spot test values - calculator,
66 // or Steve Moshier's command interpreter V1.3 100 decimal digit calculator,
67 // Wolfram function evaluator.
68
69 using boost::math::bernoulli_distribution; // of type RealType.
70 using ::boost::math::cdf;
71 using ::boost::math::pdf;
72
73 BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.5)).success_fraction(), static_cast<RealType>(0.5));
74 BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L)).success_fraction(), static_cast<RealType>(0.1L));
75 BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.9L)).success_fraction(), static_cast<RealType>(0.9L));
76
77 BOOST_MATH_CHECK_THROW( // Constructor success_fraction outside 0 to 1.
78 bernoulli_distribution<RealType>(static_cast<RealType>(2)), std::domain_error);
79 BOOST_MATH_CHECK_THROW(
80 bernoulli_distribution<RealType>(static_cast<RealType>(-2)), std::domain_error);
81
82 BOOST_MATH_CHECK_THROW(
83 pdf( // pdf k neither 0 nor 1.
84 bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(-1)), std::domain_error);
85
86 BOOST_MATH_CHECK_THROW(
87 pdf( // pdf k neither 0 nor 1.
88 bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(2)), std::domain_error);
89
90 BOOST_CHECK_EQUAL(
91 pdf( // OK k (or n)
92 bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), static_cast<RealType>(0)),
93 static_cast<RealType>(0.5)); // Expect 1 - p.
94
95 BOOST_CHECK_CLOSE_FRACTION(
96 pdf( // OK k (or n)
97 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
98 static_cast<RealType>(0.4L), tolerance); // Expect 1 - p.
99
100 BOOST_CHECK_CLOSE_FRACTION(
101 pdf( // OK k (or n)
102 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
103 static_cast<RealType>(0.4L), tolerance); // Expect 1- p.
104
105 BOOST_CHECK_CLOSE_FRACTION(
106 pdf( // OK k (or n)
107 bernoulli_distribution<RealType>(static_cast<RealType>(0.4L)), static_cast<RealType>(0)),
108 static_cast<RealType>(0.6L), tolerance); // Expect 1- p.
109
110 BOOST_CHECK_EQUAL(
111 mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.5L))), static_cast<RealType>(0.5L));
112
113 BOOST_CHECK_EQUAL(
114 mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
115 static_cast<RealType>(0.1L));
116
117 BOOST_CHECK_CLOSE_FRACTION(
118 variance(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
119 static_cast<RealType>(0.09L),
120 tolerance);
121
122 BOOST_CHECK_CLOSE_FRACTION(
123 skewness(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
124 static_cast<RealType>(2.666666666666666666666666666666666666666666L),
125 tolerance);
126
127 BOOST_CHECK_CLOSE_FRACTION(
128 kurtosis(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
129 static_cast<RealType>(8.11111111111111111111111111111111111111111111L),
130 tolerance);
131
132 BOOST_CHECK_CLOSE_FRACTION(
133 kurtosis_excess(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
134 static_cast<RealType>(5.11111111111111111111111111111111111111111111L),
135 tolerance);
136
137 BOOST_MATH_CHECK_THROW(
138 quantile(
139 bernoulli_distribution<RealType>(static_cast<RealType>(2)), // prob >1
140 static_cast<RealType>(0)), std::domain_error
141 );
142 BOOST_MATH_CHECK_THROW(
143 quantile(
144 bernoulli_distribution<RealType>(static_cast<RealType>(-1)), // prob < 0
145 static_cast<RealType>(0)), std::domain_error
146 );
147 BOOST_MATH_CHECK_THROW(
148 quantile(
149 bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k >1
150 static_cast<RealType>(-1)), std::domain_error
151 );
152 BOOST_MATH_CHECK_THROW(
153 quantile(
154 bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k < 0
155 static_cast<RealType>(2)), std::domain_error
156 );
157
158 BOOST_CHECK_CLOSE_FRACTION(
159 cdf(
160 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
161 static_cast<RealType>(0)),
162 static_cast<RealType>(0.4L), // 1 - p
163 tolerance
164 );
165
166 BOOST_CHECK_CLOSE_FRACTION(
167 cdf(
168 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
169 static_cast<RealType>(1)),
170 static_cast<RealType>(1), // p
171 tolerance
172 );
173
174 BOOST_CHECK_CLOSE_FRACTION(
175 cdf(complement(
176 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
177 static_cast<RealType>(1))),
178 static_cast<RealType>(0),
179 tolerance
180 );
181
182 BOOST_CHECK_CLOSE_FRACTION(
183 cdf(complement(
184 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
185 static_cast<RealType>(0))),
186 static_cast<RealType>(0.6L),
187 tolerance
188 );
189
190 BOOST_CHECK_EQUAL(
191 quantile(
192 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
193 static_cast<RealType>(0.1L)), // < p
194 static_cast<RealType>(0)
195 );
196
197 BOOST_CHECK_EQUAL(
198 quantile(
199 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
200 static_cast<RealType>(0.9L)), // > p
201 static_cast<RealType>(1)
202 );
203
204 BOOST_CHECK_EQUAL(
205 quantile(complement(
206 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
207 static_cast<RealType>(0.1L))), // < p
208 static_cast<RealType>(1)
209 );
210
211 BOOST_CHECK_EQUAL(
212 quantile(complement(
213 bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
214 static_cast<RealType>(0.9L))), // > p
215 static_cast<RealType>(0)
216 );
217
218 // Checks for 'bad' parameters.
219 // Construction.
220 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(-1), std::domain_error); // p outside 0 to 1.
221 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(+2), std::domain_error); // p outside 0 to 1.
222
223 // Parameters.
224 bernoulli_distribution<RealType> dist(RealType(1));
225 BOOST_MATH_CHECK_THROW(pdf(dist, -1), std::domain_error);
226 BOOST_MATH_CHECK_THROW(cdf(dist, -1), std::domain_error);
227 BOOST_MATH_CHECK_THROW(cdf(complement(dist, -1)), std::domain_error);
228 BOOST_MATH_CHECK_THROW(quantile(dist, 2), std::domain_error);
229 BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
230 BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error);
231 BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
232
233 // No longer allow any parameter to be NaN or inf, so all these tests should throw.
234 if (std::numeric_limits<RealType>::has_quiet_NaN)
235 {
236 // Attempt to construct from non-finite should throw.
237 RealType nan = std::numeric_limits<RealType>::quiet_NaN();
238#ifndef BOOST_NO_EXCEPTIONS
239 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> b(nan), std::domain_error);
240#else
241 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(nan), std::domain_error);
242#endif
243 // Non-finite parameters should throw.
244 bernoulli_distribution<RealType> b(RealType(1));
245 BOOST_MATH_CHECK_THROW(pdf(b, +nan), std::domain_error); // x = NaN
246 BOOST_MATH_CHECK_THROW(cdf(b, +nan), std::domain_error); // x = NaN
247 BOOST_MATH_CHECK_THROW(cdf(complement(b, +nan)), std::domain_error); // x = + nan
248 BOOST_MATH_CHECK_THROW(quantile(b, +nan), std::domain_error); // p = + nan
249 BOOST_MATH_CHECK_THROW(quantile(complement(b, +nan)), std::domain_error); // p = + nan
250 } // has_quiet_NaN
251
252 if (std::numeric_limits<RealType>::has_infinity)
253 {
254 RealType inf = std::numeric_limits<RealType>::infinity();
255#ifndef BOOST_NO_EXCEPTIONS
256 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> w(inf), std::domain_error);
257#else
258 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(inf), std::domain_error);
259#endif
260 bernoulli_distribution<RealType> w(RealType(1));
261#ifndef BOOST_NO_EXCEPTIONS
262 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> w(inf), std::domain_error);
263#else
264 BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(inf), std::domain_error);
265#endif
266 BOOST_MATH_CHECK_THROW(pdf(w, +inf), std::domain_error); // x = inf
267 BOOST_MATH_CHECK_THROW(cdf(w, +inf), std::domain_error); // x = inf
268 BOOST_MATH_CHECK_THROW(cdf(complement(w, +inf)), std::domain_error); // x = + inf
269 BOOST_MATH_CHECK_THROW(quantile(w, +inf), std::domain_error); // p = + inf
270 BOOST_MATH_CHECK_THROW(quantile(complement(w, +inf)), std::domain_error); // p = + inf
271 } // has_infinity
272
273} // template <class RealType>void test_spots(RealType)
274
275BOOST_AUTO_TEST_CASE( test_main )
276{
277 BOOST_MATH_CONTROL_FP;
278 // Check that can generate bernoulli distribution using both convenience methods:
279 bernoulli_distribution<double> bn1(0.5); // Using default RealType double.
280 boost::math::bernoulli bn2(0.5); // Using typedef.
281
282 BOOST_CHECK_EQUAL(bn1.success_fraction(), 0.5);
283 BOOST_CHECK_EQUAL(bn2.success_fraction(), 0.5);
284
285 BOOST_CHECK_EQUAL(kurtosis(bn2) -3, kurtosis_excess(bn2));
286 BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -2);
287
288 //using namespace boost::math; or
289 using boost::math::bernoulli;
290
291 double tol5eps = std::numeric_limits<double>::epsilon() * 5; // 5 eps as a fraction.
292 // Default bernoulli is type double, so these test values should also be type double.
293 BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.1)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
294 BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.9)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
295 BOOST_CHECK_CLOSE_FRACTION(kurtosis(bernoulli(0.6)), 1./0.4 + 1./0.6 -3., tol5eps);
296 BOOST_CHECK_EQUAL(kurtosis(bernoulli(0)), +std::numeric_limits<double>::infinity());
297 BOOST_CHECK_EQUAL(kurtosis(bernoulli(1)), +std::numeric_limits<double>::infinity());
298 //
299
300 // Basic sanity-check spot values.
301
302 // (Parameter value, arbitrarily zero, only communicates the floating point type).
303 test_spots(0.0F); // Test float.
304 test_spots(0.0); // Test double.
305 test_spots(0.0L); // Test long double.
1e59de90 306#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
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307 test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
308#endif
309
310} // BOOST_AUTO_TEST_CASE( test_main )
311
312/*
313
314Output is:
315
316 Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_bernouilli.exe"
317 Running 1 test case...
318 Tolerance for type float is 1.19e-005 (or 0.00119%).
319 Tolerance for type double is 2.22e-014 (or 2.22e-012%).
320 Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
321 Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
322
323 *** No errors detected
324
325
326*/
327
328