ceph/src/boost/libs/math/test/anderson_darling_test.cpp

   1 /*
   2  * Copyright Nick Thompson, 2019
   3  * Use, modification and distribution are subject to the
   4  * Boost Software License, Version 1.0. (See accompanying file
   5  * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   6  */
   7
   8 #include "math_unit_test.hpp"
   9 #include <numeric>
  10 #include <utility>
  11 #include <random>
  12 #include <boost/core/demangle.hpp>
  13 #include <boost/math/statistics/anderson_darling.hpp>
  14 #ifdef BOOST_HAS_FLOAT128
  15 #include <boost/multiprecision/float128.hpp>
  16 using boost::multiprecision::float128;
  17 #endif
  18
  19
  20 using boost::math::statistics::anderson_darling_normality_statistic;
  21
  22 void test_ad_normal_agreement_w_mathematica()
  23 {
  24     // To reproduce:
  25     // data = RandomVariate[NormalDistribution[0.0, 1], 32];
  26     // AndersonDarlingTest[data, NormalDistribution[0.0, 1.0], "TestStatistic"]
  27     std::vector<double> v = {0.6018671202167422, 0.34935310534248165, -0.2975464874480147, 0.19075371678288966, 0.7871329594028097, 1.153968559452821,
  28                             -0.22255484635945819, 0.08509539017654276, -1.3495873906132927, 0.5579622886226612, -0.8781637835839865, 1.144016010880056,
  29                              0.3117638373078617, 1.2774825413798292, 0.24847416220730323, -0.5002468827503855, -0.23124277830160153, 0.1880980838556693,
  30                             -1.2249409521605903, 2.583585311795, -1.4237305768919715, -0.7613985266437971, -1.089096700141564, -1.2595396780059587,
  31                             -0.735507006841229, -0.6957024998691735, 0.24671590370045435, 0.24620128485023313, -2.4445908627621833, 0.1882647961008893,
  32                              1.8527432579288248, -0.1908629038857823, -1.6542624501251562, 1.414542907065601, 0.8188282235404601, -0.5040501225935047,
  33                             -1.634617885381599, -0.43608956281596023, -1.7347258501594351, 0.8387606547880405, 0.3554282034994122, -0.27872688042721255,
  34                             -1.6445047421517192, 1.0262620986278987, -0.14517030192098415, -0.15386932114942647, -0.13364750619758223, 0.27194802295714676,
  35                             -0.6396907621289796, 0.3390884293844603, -0.08298748318375798, -0.7165572035514544, -0.2580817977433051, -1.9250094572058072,
  36                             -0.07995578394716944, -1.146629910012214, -2.0053073148074665, -1.6745995591714353, 0.2973860474005926, -0.4981763213542575,
  37                              0.22190763958244972, 0.699111028057888, -1.1872952966557475, 0.6151420566782272};
  38
  39     double expected = 1.542329830419774;
  40     std::sort(v.begin(), v.end());
  41     double ADtest = anderson_darling_normality_statistic(v, 0.0, 1.0);
  42
  43     CHECK_ULP_CLOSE(expected, ADtest, 250);
  44
  45     double sigma = 2;
  46     for (auto & x : v) {
  47         x *= sigma;
  48     }
  49     ADtest = anderson_darling_normality_statistic(v, 0.0, sigma);
  50     CHECK_ULP_CLOSE(expected, ADtest, 250);
  51
  52     double mu = 10;
  53     for (auto & x : v) {
  54         x += mu;
  55     }
  56     ADtest = anderson_darling_normality_statistic(v, mu, sigma);
  57     CHECK_ULP_CLOSE(expected, ADtest, 250);
  58 }
  59
  60 int main()
  61 {
  62     test_ad_normal_agreement_w_mathematica();
  63     return boost::math::test::report_errors();
  64 }