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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 | |
24 | using ::boost::math::concepts::real_concept; | |
25 | #include <boost/math/tools/test.hpp> | |
26 | ||
27 | #include <boost/math/distributions/bernoulli.hpp> // for bernoulli_distribution | |
28 | using 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... |
7c673cae FG |
33 | |
34 | #include <iostream> | |
35 | using std::cout; | |
36 | using std::endl; | |
37 | using std::fixed; | |
38 | using std::right; | |
39 | using std::left; | |
40 | using std::showpoint; | |
41 | using std::showpos; | |
42 | using std::setw; | |
43 | using std::setprecision; | |
44 | ||
45 | #include <limits> | |
46 | using std::numeric_limits; | |
47 | ||
48 | template <class RealType> // Any floating-point type RealType. | |
49 | void 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 | ||
275 | BOOST_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) |
7c673cae FG |
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 | ||
314 | Output 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 |