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[ceph.git] / ceph / src / boost / libs / math / test / test_exponential_dist.cpp
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FG		 1// Copyright John Maddock 2006.
2// Copyright Paul A. Bristow 2007.
3
4// Use, modification and distribution are subject to the
5// Boost Software License, Version 1.0.
6// (See accompanying file LICENSE_1_0.txt
7// or copy at http://www.boost.org/LICENSE_1_0.txt)
8
9// test_exponential_dist.cpp
10
11#include <boost/math/tools/test.hpp>
12#include <boost/math/concepts/real_concept.hpp> // for real_concept
13#include <boost/math/distributions/exponential.hpp>
14 using boost::math::exponential_distribution;
15
16#define BOOST_TEST_MAIN
17#include <boost/test/unit_test.hpp> // Boost.Test
92f5a8d4 18#include <boost/test/tools/floating_point_comparison.hpp>
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FG		 19#include "test_out_of_range.hpp"
20
21#include <iostream>
22 using std::cout;
23 using std::endl;
24 using std::setprecision;
25
26template <class RealType>
27void test_spot(RealType l, RealType x, RealType p, RealType q, RealType tolerance)
28{
29 BOOST_CHECK_CLOSE(
30 ::boost::math::cdf(
f67539c2 31 exponential_distribution<RealType>(l),
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FG		 32 x),
33 p,
34 tolerance); // %
35 BOOST_CHECK_CLOSE(
36 ::boost::math::cdf(
f67539c2 37 complement(exponential_distribution<RealType>(l),
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FG		 38 x)),
39 q,
40 tolerance); // %
41 if(p < 0.999)
42 {
43 BOOST_CHECK_CLOSE(
44 ::boost::math::quantile(
f67539c2 45 exponential_distribution<RealType>(l),
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FG		 46 p),
47 x,
48 tolerance); // %
49 }
50 if(q < 0.999)
51 {
52 BOOST_CHECK_CLOSE(
53 ::boost::math::quantile(
f67539c2 54 complement(exponential_distribution<RealType>(l),
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FG		 55 q)),
56 x,
57 tolerance); // %
58 }
59}
60
61template <class RealType>
62void test_spots(RealType T)
63{
64 // Basic sanity checks.
65 // 50 eps as a percentage, up to a maximum of double precision
66 // (that's the limit of our test data: obtained by punching
67 // numbers into a calculator).
68 RealType tolerance = (std::max)(
69 static_cast<RealType>(boost::math::tools::epsilon<double>()),
70 boost::math::tools::epsilon<RealType>());
f67539c2 71 tolerance *= 50 * 100;
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FG		 72 // # pragma warning(disable: 4100) // unreferenced formal parameter.
73 // prevent his spurious warning.
74 if (T != 0)
75 {
76 cout << "Expect parameter T == 0!" << endl;
77 }
78 cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
79
80 test_spot(
81 static_cast<RealType>(0.5), // lambda
82 static_cast<RealType>(0.125), // x
83 static_cast<RealType>(0.060586937186524213880289175377695L), // p
84 static_cast<RealType>(0.93941306281347578611971082462231L), //q
85 tolerance);
86 test_spot(
87 static_cast<RealType>(0.5), // lambda
88 static_cast<RealType>(5), // x
89 static_cast<RealType>(0.91791500137610120483047132553284L), // p
90 static_cast<RealType>(0.08208499862389879516952867446716L), //q
91 tolerance);
92 test_spot(
93 static_cast<RealType>(2), // lambda
94 static_cast<RealType>(0.125), // x
95 static_cast<RealType>(0.22119921692859513175482973302168L), // p
96 static_cast<RealType>(0.77880078307140486824517026697832L), //q
97 tolerance);
98 test_spot(
99 static_cast<RealType>(2), // lambda
100 static_cast<RealType>(5), // x
101 static_cast<RealType>(0.99995460007023751514846440848444L), // p
102 static_cast<RealType>(4.5399929762484851535591515560551e-5L), //q
103 tolerance);
104
105 //
106 // Some spot tests generated by MathCAD pexp(x,r):
107 //
108 test_spot(
109 static_cast<RealType>(1), // lambda
110 static_cast<RealType>(1), // x
111 static_cast<RealType>(6.321205588285580E-001L), // p
112 static_cast<RealType>(1-6.321205588285580E-001L), //q
113 tolerance);
114 test_spot(
115 static_cast<RealType>(2), // lambda
116 static_cast<RealType>(1), // x
117 static_cast<RealType>(8.646647167633870E-001L), // p
118 static_cast<RealType>(1-8.646647167633870E-001L), //q
119 tolerance);
120 test_spot(
121 static_cast<RealType>(1), // lambda
122 static_cast<RealType>(0.5), // x
123 static_cast<RealType>(3.934693402873670E-001L), // p
124 static_cast<RealType>(1-3.934693402873670E-001L), //q
125 tolerance);
126 test_spot(
127 static_cast<RealType>(0.1), // lambda
128 static_cast<RealType>(1), // x
129 static_cast<RealType>(9.516258196404040E-002L), // p
130 static_cast<RealType>(1-9.516258196404040E-002L), //q
131 tolerance);
132 test_spot(
133 static_cast<RealType>(10), // lambda
134 static_cast<RealType>(1), // x
135 static_cast<RealType>(9.999546000702380E-001L), // p
136 static_cast<RealType>(1-9.999546000702380E-001L), //q
137 tolerance*10000); // we loose four digits to cancellation
138 test_spot(
139 static_cast<RealType>(0.1), // lambda
140 static_cast<RealType>(10), // x
141 static_cast<RealType>(6.321205588285580E-001L), // p
142 static_cast<RealType>(1-6.321205588285580E-001L), //q
143 tolerance);
144 test_spot(
145 static_cast<RealType>(1), // lambda
146 static_cast<RealType>(0.01), // x
147 static_cast<RealType>(9.950166250831950E-003L), // p
148 static_cast<RealType>(1-9.950166250831950E-003L), //q
149 tolerance);
150 test_spot(
151 static_cast<RealType>(1), // lambda
152 static_cast<RealType>(0.0001), // x
153 static_cast<RealType>(9.999500016666250E-005L), // p
154 static_cast<RealType>(1-9.999500016666250E-005L), //q
155 tolerance);
156 /*
157 // This test data appears to be erroneous, MathCad appears
158 // to suffer from cancellation error as x -> 0
159 test_spot(
160 static_cast<RealType>(1), // lambda
161 static_cast<RealType>(0.0000001), // x
162 static_cast<RealType>(9.999999499998730E-008L), // p
163 static_cast<RealType>(1-9.999999499998730E-008L), //q
164 tolerance);
f67539c2 165 */
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FG		 166
167 BOOST_CHECK_CLOSE(
168 ::boost::math::pdf(
f67539c2 169 exponential_distribution<RealType>(0.5),
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FG		 170 static_cast<RealType>(0.125)), // x
171 static_cast<RealType>(0.46970653140673789305985541231115L), // probability.
172 tolerance); // %
173 BOOST_CHECK_CLOSE(
174 ::boost::math::pdf(
f67539c2 175 exponential_distribution<RealType>(0.5),
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FG		 176 static_cast<RealType>(5)), // x
177 static_cast<RealType>(0.04104249931194939758476433723358L), // probability.
178 tolerance); // %
179 BOOST_CHECK_CLOSE(
180 ::boost::math::pdf(
f67539c2 181 exponential_distribution<RealType>(2),
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FG		 182 static_cast<RealType>(0.125)), // x
183 static_cast<RealType>(1.5576015661428097364903405339566L), // probability.
184 tolerance); // %
185 BOOST_CHECK_CLOSE(
186 ::boost::math::pdf(
f67539c2 187 exponential_distribution<RealType>(2),
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FG		 188 static_cast<RealType>(5)), // x
189 static_cast<RealType>(9.0799859524969703071183031121101e-5L), // probability.
190 tolerance); // %
191
192 BOOST_CHECK_CLOSE(
193 ::boost::math::mean(
194 exponential_distribution<RealType>(2)),
f67539c2 195 static_cast<RealType>(0.5),
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FG		 196 tolerance); // %
197 BOOST_CHECK_CLOSE(
198 ::boost::math::standard_deviation(
f67539c2 199 exponential_distribution<RealType>(2)),
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FG		 200 static_cast<RealType>(0.5),
201 tolerance); // %
202 BOOST_CHECK_CLOSE(
203 ::boost::math::mode(
204 exponential_distribution<RealType>(2)),
f67539c2 205 static_cast<RealType>(0),
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FG		 206 tolerance); // %
207
208 BOOST_CHECK_CLOSE(
209 ::boost::math::median(
210 exponential_distribution<RealType>(4)),
f67539c2 211 static_cast<RealType>(0.693147180559945309417232121458176568075500134360255254) / 4,
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FG		 212 tolerance); // %
213
214 BOOST_CHECK_CLOSE(
215 ::boost::math::skewness(
216 exponential_distribution<RealType>(2)),
f67539c2 217 static_cast<RealType>(2),
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FG		 218 tolerance); // %
219 BOOST_CHECK_CLOSE(
220 ::boost::math::kurtosis(
221 exponential_distribution<RealType>(2)),
f67539c2 222 static_cast<RealType>(9),
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FG		 223 tolerance); // %
224 BOOST_CHECK_CLOSE(
225 ::boost::math::kurtosis_excess(
226 exponential_distribution<RealType>(2)),
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TL		 227 static_cast<RealType>(6),
228 tolerance); // %
229
230 using std::log;
231 BOOST_CHECK_CLOSE(
232 ::boost::math::entropy(
233 exponential_distribution<RealType>(2)),
234 static_cast<RealType>(1-log(RealType(2))),
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FG		 235 tolerance); // %
236
237 //
238 // Things that are errors:
239 //
240 exponential_distribution<RealType> dist(0.5);
241 BOOST_MATH_CHECK_THROW(
242 quantile(dist, RealType(1.0)),
243 std::overflow_error);
244 BOOST_MATH_CHECK_THROW(
245 quantile(complement(dist, RealType(0.0))),
246 std::overflow_error);
247 BOOST_MATH_CHECK_THROW(
248 pdf(dist, RealType(-1)),
249 std::domain_error);
250 BOOST_MATH_CHECK_THROW(
251 cdf(dist, RealType(-1)),
252 std::domain_error);
253 BOOST_MATH_CHECK_THROW(
254 cdf(exponential_distribution<RealType>(-1), RealType(1)),
255 std::domain_error);
256 BOOST_MATH_CHECK_THROW(
257 quantile(dist, RealType(-1)),
258 std::domain_error);
259 BOOST_MATH_CHECK_THROW(
260 quantile(dist, RealType(2)),
261 std::domain_error);
262
263 check_out_of_range<exponential_distribution<RealType> >(2);
264 BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(0), std::domain_error);
265 BOOST_MATH_CHECK_THROW(exponential_distribution<RealType>(-1), std::domain_error);
266 if(std::numeric_limits<RealType>::has_infinity)
267 {
268 RealType inf = std::numeric_limits<RealType>::infinity();
269 BOOST_CHECK_EQUAL(pdf(exponential_distribution<RealType>(2), inf), 0);
270 BOOST_CHECK_EQUAL(cdf(exponential_distribution<RealType>(2), inf), 1);
271 BOOST_CHECK_EQUAL(cdf(complement(exponential_distribution<RealType>(2), inf)), 0);
272 }
273} // template <class RealType>void test_spots(RealType)
274
275BOOST_AUTO_TEST_CASE( test_main )
276{
277 // Check that can generate exponential distribution using the two convenience methods:
278 boost::math::exponential mycexp1(1.); // Using typedef
279 exponential_distribution<> myexp2(1.); // Using default RealType double.
280
281 // Basic sanity-check spot values.
282 // (Parameter value, arbitrarily zero, only communicates the floating point type).
283 test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
284 test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
285#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
286 test_spots(0.0L); // Test long double.
20effc67 287#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582))
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FG		 288 test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
289#endif
290#else
291 std::cout << "<note>The long double tests have been disabled on this platform "
292 "either because the long double overloads of the usual math functions are "
293 "not available at all, or because they are too inaccurate for these tests "
294 "to pass.</note>" << std::endl;
295#endif
296
297} // BOOST_AUTO_TEST_CASE( test_main )
298
299/*
300
301Output is:
302
303Running 1 test case...
304Tolerance for type float is 0.000596046 %
305Tolerance for type double is 1.11022e-012 %
306Tolerance for type long double is 1.11022e-012 %
307Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 %
308*** No errors detected
309
310*/
Ceph