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1 | // test_owens_t.cpp |
2 | ||
3 | // Copyright Paul A. Bristow 2012. | |
4 | // Copyright Benjamin Sobotta 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 | // Tested using some 30 decimal digit accuracy values from: | |
12 | // Fast and accurate calculation of Owen's T-function | |
13 | // Mike Patefield, and David Tandy | |
14 | // Journal of Statistical Software, 5 (5), 1-25 (2000). | |
15 | // http://www.jstatsoft.org/v05/a05/paper Table 3, page 15 | |
16 | // Values of T(h,a) accurate to thirty figures were calculated using 128 bit arithmetic by | |
17 | // evaluating (9) with m = 48, the summation over k being continued until additional terms did | |
18 | // not alter the result. The resultant values Tacc(h,a) say, were validated by evaluating (8) with | |
19 | // m = 48 (i.e. 96 point Gaussian quadrature). | |
20 | ||
21 | #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error | |
22 | ||
23 | #ifdef _MSC_VER | |
24 | # pragma warning (disable : 4127) // conditional expression is constant | |
25 | # pragma warning (disable : 4305) // 'initializing' : truncation from 'double' to 'const float' | |
26 | // ?? TODO get rid of these warnings? | |
27 | #endif | |
28 | ||
29 | #include <boost/math/concepts/real_concept.hpp> // for real_concept. | |
30 | using ::boost::math::concepts::real_concept; | |
31 | ||
32 | #include <boost/math/special_functions/owens_t.hpp> // for owens_t function. | |
33 | using boost::math::owens_t; | |
34 | #include <boost/math/distributions/normal.hpp> | |
35 | ||
36 | #define BOOST_TEST_MAIN | |
37 | #include <boost/test/unit_test.hpp> | |
92f5a8d4 | 38 | #include <boost/test/tools/floating_point_comparison.hpp> |
7c673cae FG |
39 | #include <boost/array.hpp> |
40 | ||
41 | #include "libs/math/test/handle_test_result.hpp" | |
42 | #include "libs/math/test/table_type.hpp" | |
43 | #include "libs/math/test/functor.hpp" | |
44 | #include "test_owens_t.hpp" | |
45 | ||
46 | // | |
47 | // Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support. | |
48 | // This requires the multiprecision library from sandbox/big_number. | |
49 | // Note that these tests *do not pass*, but they do give an idea of the | |
50 | // error rates that can be expected.... | |
51 | // | |
52 | #ifdef TEST_CPP_DEC_FLOAT | |
53 | #include <boost/multiprecision/cpp_dec_float.hpp> | |
54 | ||
55 | template <class R> | |
56 | inline R convert_to(const char* s) | |
57 | { | |
58 | try{ | |
59 | return boost::lexical_cast<R>(s); | |
60 | } | |
61 | catch(const boost::bad_lexical_cast&) | |
62 | { | |
63 | return 0; | |
64 | } | |
65 | } | |
f67539c2 | 66 | #undef SC_ |
7c673cae FG |
67 | #define SC_(x) convert_to<T>(BOOST_STRINGIZE(x)) |
68 | #endif | |
69 | ||
70 | #include "owens_t_T7.hpp" | |
71 | ||
72 | #include <iostream> | |
73 | using std::cout; | |
74 | using std::endl; | |
75 | #include <limits> | |
76 | using std::numeric_limits; | |
77 | ||
78 | void expected_results() | |
79 | { | |
80 | // | |
81 | // Define the max and mean errors expected for | |
82 | // various compilers and platforms. | |
83 | // | |
84 | const char* largest_type; | |
85 | #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS | |
86 | if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >()) | |
87 | { | |
88 | largest_type = "(long\\s+)?double|real_concept"; | |
89 | } | |
90 | else | |
91 | { | |
92 | largest_type = "long double|real_concept"; | |
93 | } | |
94 | #else | |
95 | largest_type = "(long\\s+)?double"; | |
96 | #endif | |
97 | ||
98 | // | |
99 | // Catch all cases come last: | |
100 | // | |
101 | if(std::numeric_limits<long double>::digits > 60) | |
102 | { | |
103 | add_expected_result( | |
104 | ".*", // compiler | |
105 | ".*", // stdlib | |
106 | ".*", // platform | |
107 | largest_type, // test type(s) | |
108 | ".*", // test data group | |
109 | "owens_t", 500, 100); // test function | |
110 | } | |
111 | else | |
112 | { | |
113 | add_expected_result( | |
114 | ".*", // compiler | |
115 | ".*", // stdlib | |
116 | ".*", // platform | |
117 | largest_type, // test type(s) | |
118 | ".*", // test data group | |
119 | "owens_t", 60, 5); // test function | |
120 | } | |
121 | // | |
122 | // Finish off by printing out the compiler/stdlib/platform names, | |
123 | // we do this to make it easier to mark up expected error rates. | |
124 | // | |
125 | std::cout << "Tests run with " << BOOST_COMPILER << ", " | |
126 | << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl; | |
127 | } | |
128 | ||
129 | BOOST_AUTO_TEST_CASE( test_main ) | |
130 | { | |
131 | BOOST_MATH_CONTROL_FP; | |
132 | ||
133 | expected_results(); | |
134 | ||
135 | // Basic sanity-check spot values. | |
136 | ||
137 | // (Parameter value, arbitrarily zero, only communicates the floating point type). | |
138 | test_spots(0.0F); // Test float. | |
139 | test_spots(0.0); // Test double. | |
140 | #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS | |
141 | test_spots(0.0L); // Test long double. | |
20effc67 | 142 | #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) |
7c673cae FG |
143 | test_spots(boost::math::concepts::real_concept(0.)); // Test real concept. |
144 | #endif | |
145 | #endif | |
146 | ||
147 | check_against_T7(0.0F); // Test float. | |
148 | check_against_T7(0.0); // Test double. | |
149 | #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS | |
150 | check_against_T7(0.0L); // Test long double. | |
20effc67 | 151 | #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) |
7c673cae FG |
152 | check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept. |
153 | #endif | |
154 | #endif | |
155 | ||
156 | test_owens_t(0.0F, "float"); // Test float. | |
157 | test_owens_t(0.0, "double"); // Test double. | |
158 | #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS | |
159 | test_owens_t(0.0L, "long double"); // Test long double. | |
20effc67 | 160 | #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) |
7c673cae FG |
161 | test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept. |
162 | #endif | |
163 | #endif | |
164 | #ifdef TEST_CPP_DEC_FLOAT | |
f67539c2 | 165 | typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35; |
7c673cae FG |
166 | test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept. |
167 | test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept. | |
168 | test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept. | |
169 | #endif | |
170 | ||
171 | } // BOOST_AUTO_TEST_CASE( test_main ) | |
172 | ||
173 | /* | |
174 | ||
175 | Output: | |
176 | ||
177 | Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe" | |
178 | Running 1 test case... | |
179 | Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32 | |
180 | Tolerance = 3.57628e-006. | |
181 | Tolerance = 6.66134e-015. | |
182 | Tolerance = 6.66134e-015. | |
183 | Tolerance = 6.66134e-015. | |
184 | Tolerance = 1.78814e-005. | |
185 | Tolerance = 3.33067e-014. | |
186 | Tolerance = 3.33067e-014. | |
187 | Tolerance = 3.33067e-014. | |
188 | Testing Owens T (medium small values) with type float | |
189 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
190 | boost::math::owens_t<float> Max = 0 RMS Mean=0 | |
191 | ||
192 | ||
193 | Testing Owens T (large and diverse values) with type float | |
194 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
195 | boost::math::owens_t<float> Max = 0 RMS Mean=0 | |
196 | ||
197 | ||
198 | Testing Owens T (medium small values) with type double | |
199 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
200 | boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728 | |
201 | worst case at row: 81 | |
202 | { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 } | |
203 | ||
204 | ||
205 | Testing Owens T (large and diverse values) with type double | |
206 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
207 | boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206 | |
208 | worst case at row: 430 | |
209 | { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 } | |
210 | ||
211 | ||
212 | Testing Owens T (medium small values) with type long double | |
213 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
214 | boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728 | |
215 | worst case at row: 81 | |
216 | { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 } | |
217 | ||
218 | ||
219 | Testing Owens T (large and diverse values) with type long double | |
220 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
221 | boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206 | |
222 | worst case at row: 430 | |
223 | { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 } | |
224 | ||
225 | ||
226 | Testing Owens T (medium small values) with type real_concept | |
227 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
228 | boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032 | |
229 | worst case at row: 81 | |
230 | { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 } | |
231 | ||
232 | ||
233 | Testing Owens T (large and diverse values) with type real_concept | |
234 | ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | |
235 | boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102 | |
236 | worst case at row: 439 | |
237 | { 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 } | |
238 | ||
239 | ||
240 | ||
241 | *** No errors detected | |
242 | ||
243 | ||
244 | */ | |
245 | ||
246 | ||
247 |