// test_beta_dist.cpp // Copyright John Maddock 2006. // Copyright Paul A. Bristow 2007, 2009, 2010, 2012. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. // (See accompanying file LICENSE_1_0.txt // or copy at http://www.boost.org/LICENSE_1_0.txt) // Basic sanity tests for the beta Distribution. // http://members.aol.com/iandjmsmith/BETAEX.HTM beta distribution calculator // Appreas to be a 64-bit calculator showing 17 decimal digit (last is noisy). // Similar to mathCAD? // http://www.nuhertz.com/statmat/distributions.html#Beta // Pretty graphs and explanations for most distributions. // http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp // provided 40 decimal digits accuracy incomplete beta aka beta regularized == cdf // http://www.ausvet.com.au/pprev/content.php?page=PPscript // mode 0.75 5/95% 0.9 alpha 7.39 beta 3.13 // http://www.epi.ucdavis.edu/diagnostictests/betabuster.html // Beta Buster also calculates alpha and beta from mode & percentile estimates. // This is NOT (yet) implemented. #ifdef _MSC_VER # pragma warning(disable: 4127) // conditional expression is constant. # pragma warning (disable : 4996) // POSIX name for this item is deprecated. # pragma warning (disable : 4224) // nonstandard extension used : formal parameter 'arg' was previously defined as a type. #endif #include // for real_concept using ::boost::math::concepts::real_concept; #include #include // for beta_distribution using boost::math::beta_distribution; using boost::math::beta; #define BOOST_TEST_MAIN #include // for test_main #include // for BOOST_CHECK_CLOSE_FRACTION #include "test_out_of_range.hpp" #include using std::cout; using std::endl; #include using std::numeric_limits; template void test_spot( RealType a, // alpha a RealType b, // beta b RealType x, // Probability RealType P, // CDF of beta(a, b) RealType Q, // Complement of CDF RealType tol) // Test tolerance. { boost::math::beta_distribution abeta(a, b); BOOST_CHECK_CLOSE_FRACTION(cdf(abeta, x), P, tol); if((P < 0.99) && (Q < 0.99)) { // We can only check this if P is not too close to 1, // so that we can guarantee that Q is free of error, // (and similarly for Q) BOOST_CHECK_CLOSE_FRACTION( cdf(complement(abeta, x)), Q, tol); if(x != 0) { BOOST_CHECK_CLOSE_FRACTION( quantile(abeta, P), x, tol); } else { // Just check quantile is very small: if((std::numeric_limits::max_exponent <= std::numeric_limits::max_exponent) && (boost::is_floating_point::value)) { // Limit where this is checked: if exponent range is very large we may // run out of iterations in our root finding algorithm. BOOST_CHECK(quantile(abeta, P) < boost::math::tools::epsilon() * 10); } } // if k if(x != 0) { BOOST_CHECK_CLOSE_FRACTION(quantile(complement(abeta, Q)), x, tol); } else { // Just check quantile is very small: if((std::numeric_limits::max_exponent <= std::numeric_limits::max_exponent) && (boost::is_floating_point::value)) { // Limit where this is checked: if exponent range is very large we may // run out of iterations in our root finding algorithm. BOOST_CHECK(quantile(complement(abeta, Q)) < boost::math::tools::epsilon() * 10); } } // if x // Estimate alpha & beta from mean and variance: BOOST_CHECK_CLOSE_FRACTION( beta_distribution::find_alpha(mean(abeta), variance(abeta)), abeta.alpha(), tol); BOOST_CHECK_CLOSE_FRACTION( beta_distribution::find_beta(mean(abeta), variance(abeta)), abeta.beta(), tol); // Estimate sample alpha and beta from others: BOOST_CHECK_CLOSE_FRACTION( beta_distribution::find_alpha(abeta.beta(), x, P), abeta.alpha(), tol); BOOST_CHECK_CLOSE_FRACTION( beta_distribution::find_beta(abeta.alpha(), x, P), abeta.beta(), tol); } // if((P < 0.99) && (Q < 0.99) } // template void test_spot template // Any floating-point type RealType. void test_spots(RealType) { // Basic sanity checks with 'known good' values. // MathCAD test data is to double precision only, // so set tolerance to 100 eps expressed as a fraction, or // 100 eps of type double expressed as a fraction, // whichever is the larger. RealType tolerance = (std::max) (boost::math::tools::epsilon(), static_cast(std::numeric_limits::epsilon())); // 0 if real_concept. cout << "Boost::math::tools::epsilon = " << boost::math::tools::epsilon() <() * 10; // Sources of spot test values: // MathCAD defines dbeta(x, s1, s2) pdf, s1 == alpha, s2 = beta, x = x in Wolfram // pbeta(x, s1, s2) cdf and qbeta(x, s1, s2) inverse of cdf // returns pr(X ,= x) when random variable X // has the beta distribution with parameters s1)alpha) and s2(beta). // s1 > 0 and s2 >0 and 0 < x < 1 (but allows x == 0! and x == 1!) // dbeta(0,1,1) = 0 // dbeta(0.5,1,1) = 1 using boost::math::beta_distribution; using ::boost::math::cdf; using ::boost::math::pdf; // Tests that should throw: BOOST_MATH_CHECK_THROW(mode(beta_distribution(static_cast(1), static_cast(1))), std::domain_error); // mode is undefined, and throws domain_error! // BOOST_MATH_CHECK_THROW(median(beta_distribution(static_cast(1), static_cast(1))), std::domain_error); // median is undefined, and throws domain_error! // But now median IS provided via derived accessor as quantile(half). BOOST_MATH_CHECK_THROW( // For various bad arguments. pdf( beta_distribution(static_cast(-1), static_cast(1)), // bad alpha < 0. static_cast(1)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( beta_distribution(static_cast(0), static_cast(1)), // bad alpha == 0. static_cast(1)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( beta_distribution(static_cast(1), static_cast(0)), // bad beta == 0. static_cast(1)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( beta_distribution(static_cast(1), static_cast(-1)), // bad beta < 0. static_cast(1)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( beta_distribution(static_cast(1), static_cast(1)), // bad x < 0. static_cast(-1)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( beta_distribution(static_cast(1), static_cast(1)), // bad x > 1. static_cast(999)), std::domain_error); // Some exact pdf values. BOOST_CHECK_EQUAL( // a = b = 1 is uniform distribution. pdf(beta_distribution(static_cast(1), static_cast(1)), static_cast(1)), // x static_cast(1)); BOOST_CHECK_EQUAL( pdf(beta_distribution(static_cast(1), static_cast(1)), static_cast(0)), // x static_cast(1)); BOOST_CHECK_CLOSE_FRACTION( pdf(beta_distribution(static_cast(1), static_cast(1)), static_cast(0.5)), // x static_cast(1), tolerance); BOOST_CHECK_EQUAL( beta_distribution(static_cast(1), static_cast(1)).alpha(), static_cast(1) ); // BOOST_CHECK_EQUAL( mean(beta_distribution(static_cast(1), static_cast(1))), static_cast(0.5) ); // Exact one half. BOOST_CHECK_CLOSE_FRACTION( pdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.5)), // x static_cast(1.5), // Exactly 3/2 tolerance); BOOST_CHECK_CLOSE_FRACTION( pdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.5)), // x static_cast(1.5), // Exactly 3/2 tolerance); // CDF BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.1)), // x static_cast(0.02800000000000000000000000000000000000000L), // Seems exact. // http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=BetaRegularized&ptype=0&z=0.1&a=2&b=2&digits=40 tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.0001)), // x static_cast(2.999800000000000000000000000000000000000e-8L), // http://members.aol.com/iandjmsmith/BETAEX.HTM 2.9998000000004 // http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=BetaRegularized&ptype=0&z=0.0001&a=2&b=2&digits=40 tolerance); BOOST_CHECK_CLOSE_FRACTION( pdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.0001)), // x static_cast(0.0005999400000000004L), // http://members.aol.com/iandjmsmith/BETAEX.HTM // Slightly higher tolerance for real concept: (std::numeric_limits::is_specialized ? 1 : 10) * tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.9999)), // x static_cast(0.999999970002L), // http://members.aol.com/iandjmsmith/BETAEX.HTM // Wolfram 0.9999999700020000000000000000000000000000 tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(0.5), static_cast(2)), static_cast(0.9)), // x static_cast(0.9961174629530394895796514664963063381217L), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(0.5), static_cast(0.5)), static_cast(0.1)), // x static_cast(0.2048327646991334516491978475505189480977L), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(0.5), static_cast(0.5)), static_cast(0.9)), // x static_cast(0.7951672353008665483508021524494810519023L), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( quantile(beta_distribution(static_cast(0.5), static_cast(0.5)), static_cast(0.7951672353008665483508021524494810519023L)), // x static_cast(0.9), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(0.5), static_cast(0.5)), static_cast(0.6)), // x static_cast(0.5640942168489749316118742861695149357858L), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( quantile(beta_distribution(static_cast(0.5), static_cast(0.5)), static_cast(0.5640942168489749316118742861695149357858L)), // x static_cast(0.6), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(2), static_cast(0.5)), static_cast(0.6)), // x static_cast(0.1778078083562213736802876784474931812329L), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( quantile(beta_distribution(static_cast(2), static_cast(0.5)), static_cast(0.1778078083562213736802876784474931812329L)), // x static_cast(0.6), // Wolfram tolerance); // gives BOOST_CHECK_CLOSE_FRACTION( cdf(beta_distribution(static_cast(1), static_cast(1)), static_cast(0.1)), // x static_cast(0.1), // 0.1000000000000000000000000000000000000000 // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( quantile(beta_distribution(static_cast(1), static_cast(1)), static_cast(0.1)), // x static_cast(0.1), // 0.1000000000000000000000000000000000000000 // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(complement(beta_distribution(static_cast(0.5), static_cast(0.5)), static_cast(0.1))), // complement of x static_cast(0.7951672353008665483508021524494810519023L), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( quantile(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.0280000000000000000000000000000000000L)), // x static_cast(0.1), // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(complement(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.1))), // x static_cast(0.9720000000000000000000000000000000000000L), // Exact. // Wolfram tolerance); BOOST_CHECK_CLOSE_FRACTION( pdf(beta_distribution(static_cast(2), static_cast(2)), static_cast(0.9999)), // x static_cast(0.0005999399999999344L), // http://members.aol.com/iandjmsmith/BETAEX.HTM tolerance*10); // Note loss of precision calculating 1-p test value. //void test_spot( // RealType a, // alpha a // RealType b, // beta b // RealType x, // Probability // RealType P, // CDF of beta(a, b) // RealType Q, // Complement of CDF // RealType tol) // Test tolerance. // These test quantiles and complements, and parameter estimates as well. // Spot values using, for example: // http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=BetaRegularized&ptype=0&z=0.1&a=0.5&b=3&digits=40 test_spot( static_cast(1), // alpha a static_cast(1), // beta b static_cast(0.1), // Probability p static_cast(0.1), // Probability of result (CDF of beta), P static_cast(0.9), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.1), // Probability p static_cast(0.0280000000000000000000000000000000000L), // Probability of result (CDF of beta), P static_cast(1 - 0.0280000000000000000000000000000000000L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.5), // Probability p static_cast(0.5), // Probability of result (CDF of beta), P static_cast(0.5), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.9), // Probability p static_cast(0.972000000000000), // Probability of result (CDF of beta), P static_cast(1-0.972000000000000), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.01), // Probability p static_cast(0.0002980000000000000000000000000000000000000L), // Probability of result (CDF of beta), P static_cast(1-0.0002980000000000000000000000000000000000000L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.001), // Probability p static_cast(2.998000000000000000000000000000000000000E-6L), // Probability of result (CDF of beta), P static_cast(1-2.998000000000000000000000000000000000000E-6L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.0001), // Probability p static_cast(2.999800000000000000000000000000000000000E-8L), // Probability of result (CDF of beta), P static_cast(1-2.999800000000000000000000000000000000000E-8L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(2), // alpha a static_cast(2), // beta b static_cast(0.99), // Probability p static_cast(0.9997020000000000000000000000000000000000L), // Probability of result (CDF of beta), P static_cast(1-0.9997020000000000000000000000000000000000L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(0.5), // alpha a static_cast(2), // beta b static_cast(0.5), // Probability p static_cast(0.8838834764831844055010554526310612991060L), // Probability of result (CDF of beta), P static_cast(1-0.8838834764831844055010554526310612991060L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(0.5), // alpha a static_cast(3.), // beta b static_cast(0.7), // Probability p static_cast(0.9903963064097119299191611355232156905687L), // Probability of result (CDF of beta), P static_cast(1-0.9903963064097119299191611355232156905687L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. test_spot( static_cast(0.5), // alpha a static_cast(3.), // beta b static_cast(0.1), // Probability p static_cast(0.5545844446520295253493059553548880128511L), // Probability of result (CDF of beta), P static_cast(1-0.5545844446520295253493059553548880128511L), // Complement of CDF Q = 1 - P tolerance); // Test tolerance. // // Error checks: // Construction with 'bad' parameters. BOOST_MATH_CHECK_THROW(beta_distribution(1, -1), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution(-1, 1), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution(1, 0), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution(0, 1), std::domain_error); beta_distribution<> dist; BOOST_MATH_CHECK_THROW(pdf(dist, -1), std::domain_error); BOOST_MATH_CHECK_THROW(cdf(dist, -1), std::domain_error); BOOST_MATH_CHECK_THROW(cdf(complement(dist, -1)), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error); // No longer allow any parameter to be NaN or inf, so all these tests should throw. if (std::numeric_limits::has_quiet_NaN) { // Attempt to construct from non-finite should throw. RealType nan = std::numeric_limits::quiet_NaN(); #ifndef BOOST_NO_EXCEPTIONS BOOST_MATH_CHECK_THROW(beta_distribution w(nan), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution w(1, nan), std::domain_error); #else BOOST_MATH_CHECK_THROW(beta_distribution(nan), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution(1, nan), std::domain_error); #endif // Non-finite parameters should throw. beta_distribution w(RealType(1)); BOOST_MATH_CHECK_THROW(pdf(w, +nan), std::domain_error); // x = NaN BOOST_MATH_CHECK_THROW(cdf(w, +nan), std::domain_error); // x = NaN BOOST_MATH_CHECK_THROW(cdf(complement(w, +nan)), std::domain_error); // x = + nan BOOST_MATH_CHECK_THROW(quantile(w, +nan), std::domain_error); // p = + nan BOOST_MATH_CHECK_THROW(quantile(complement(w, +nan)), std::domain_error); // p = + nan } // has_quiet_NaN if (std::numeric_limits::has_infinity) { // Attempt to construct from non-finite should throw. RealType inf = std::numeric_limits::infinity(); #ifndef BOOST_NO_EXCEPTIONS BOOST_MATH_CHECK_THROW(beta_distribution w(inf), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution w(1, inf), std::domain_error); #else BOOST_MATH_CHECK_THROW(beta_distribution(inf), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution(1, inf), std::domain_error); #endif // Non-finite parameters should throw. beta_distribution w(RealType(1)); #ifndef BOOST_NO_EXCEPTIONS BOOST_MATH_CHECK_THROW(beta_distribution w(inf), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution w(1, inf), std::domain_error); #else BOOST_MATH_CHECK_THROW(beta_distribution(inf), std::domain_error); BOOST_MATH_CHECK_THROW(beta_distribution(1, inf), std::domain_error); #endif BOOST_MATH_CHECK_THROW(pdf(w, +inf), std::domain_error); // x = inf BOOST_MATH_CHECK_THROW(cdf(w, +inf), std::domain_error); // x = inf BOOST_MATH_CHECK_THROW(cdf(complement(w, +inf)), std::domain_error); // x = + inf BOOST_MATH_CHECK_THROW(quantile(w, +inf), std::domain_error); // p = + inf BOOST_MATH_CHECK_THROW(quantile(complement(w, +inf)), std::domain_error); // p = + inf } // has_infinity // Error handling checks: check_out_of_range >(1, 1); // (All) valid constructor parameter values. // and range and non-finite. // Not needed?????? BOOST_MATH_CHECK_THROW(pdf(boost::math::beta_distribution(0, 1), 0), std::domain_error); BOOST_MATH_CHECK_THROW(pdf(boost::math::beta_distribution(-1, 1), 0), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(boost::math::beta_distribution(1, 1), -1), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(boost::math::beta_distribution(1, 1), 2), std::domain_error); } // template void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { BOOST_MATH_CONTROL_FP; // Check that can generate beta distribution using one convenience methods: beta_distribution<> mybeta11(1., 1.); // Using default RealType double. // but that // boost::math::beta mybeta1(1., 1.); // Using typedef fails. // error C2039: 'beta' : is not a member of 'boost::math' // Basic sanity-check spot values. // Some simple checks using double only. BOOST_CHECK_EQUAL(mybeta11.alpha(), 1); // BOOST_CHECK_EQUAL(mybeta11.beta(), 1); BOOST_CHECK_EQUAL(mean(mybeta11), 0.5); // 1 / (1 + 1) = 1/2 exactly BOOST_MATH_CHECK_THROW(mode(mybeta11), std::domain_error); beta_distribution<> mybeta22(2., 2.); // pdf is dome shape. BOOST_CHECK_EQUAL(mode(mybeta22), 0.5); // 2-1 / (2+2-2) = 1/2 exactly. beta_distribution<> mybetaH2(0.5, 2.); // beta_distribution<> mybetaH3(0.5, 3.); // // Check a few values using double. BOOST_CHECK_EQUAL(pdf(mybeta11, 1), 1); // is uniform unity over 0 to 1, BOOST_CHECK_EQUAL(pdf(mybeta11, 0), 1); // including zero and unity. // Although these next three have an exact result, internally they're // *not* treated as special cases, and may be out by a couple of eps: BOOST_CHECK_CLOSE_FRACTION(pdf(mybeta11, 0.5), 1.0, 5*std::numeric_limits::epsilon()); BOOST_CHECK_CLOSE_FRACTION(pdf(mybeta11, 0.0001), 1.0, 5*std::numeric_limits::epsilon()); BOOST_CHECK_CLOSE_FRACTION(pdf(mybeta11, 0.9999), 1.0, 5*std::numeric_limits::epsilon()); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta11, 0.1), 0.1, 2 * std::numeric_limits::epsilon()); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta11, 0.5), 0.5, 2 * std::numeric_limits::epsilon()); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta11, 0.9), 0.9, 2 * std::numeric_limits::epsilon()); BOOST_CHECK_EQUAL(cdf(mybeta11, 1), 1.); // Exact unity expected. double tol = std::numeric_limits::epsilon() * 10; BOOST_CHECK_EQUAL(pdf(mybeta22, 1), 0); // is dome shape. BOOST_CHECK_EQUAL(pdf(mybeta22, 0), 0); BOOST_CHECK_CLOSE_FRACTION(pdf(mybeta22, 0.5), 1.5, tol); // top of dome, expect exactly 3/2. BOOST_CHECK_CLOSE_FRACTION(pdf(mybeta22, 0.0001), 5.9994000000000E-4, tol); BOOST_CHECK_CLOSE_FRACTION(pdf(mybeta22, 0.9999), 5.9994000000000E-4, tol*50); BOOST_CHECK_EQUAL(cdf(mybeta22, 0.), 0); // cdf is a curved line from 0 to 1. BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.1), 0.028000000000000, tol); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.5), 0.5, tol); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.9), 0.972000000000000, tol); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.0001), 2.999800000000000000000000000000000000000E-8, tol); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.001), 2.998000000000000000000000000000000000000E-6, tol); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.01), 0.0002980000000000000000000000000000000000000, tol); BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.1), 0.02800000000000000000000000000000000000000, tol); // exact BOOST_CHECK_CLOSE_FRACTION(cdf(mybeta22, 0.99), 0.9997020000000000000000000000000000000000, tol); BOOST_CHECK_EQUAL(cdf(mybeta22, 1), 1.); // Exact unity expected. // Complement BOOST_CHECK_CLOSE_FRACTION(cdf(complement(mybeta22, 0.9)), 0.028000000000000, tol); // quantile. BOOST_CHECK_CLOSE_FRACTION(quantile(mybeta22, 0.028), 0.1, tol); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(mybeta22, 1 - 0.028)), 0.1, tol); BOOST_CHECK_EQUAL(kurtosis(mybeta11), 3+ kurtosis_excess(mybeta11)); // Check kurtosis_excess = kurtosis - 3; BOOST_CHECK_CLOSE_FRACTION(variance(mybeta22), 0.05, tol); BOOST_CHECK_CLOSE_FRACTION(mean(mybeta22), 0.5, tol); BOOST_CHECK_CLOSE_FRACTION(mode(mybeta22), 0.5, tol); BOOST_CHECK_CLOSE_FRACTION(median(mybeta22), 0.5, sqrt(tol)); // Theoretical maximum accuracy using Brent is sqrt(epsilon). BOOST_CHECK_CLOSE_FRACTION(skewness(mybeta22), 0.0, tol); BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(mybeta22), -144.0 / 168, tol); BOOST_CHECK_CLOSE_FRACTION(skewness(beta_distribution<>(3, 5)), 0.30983866769659335081434123198259, tol); BOOST_CHECK_CLOSE_FRACTION(beta_distribution::find_alpha(mean(mybeta22), variance(mybeta22)), mybeta22.alpha(), tol); // mean, variance, probability. BOOST_CHECK_CLOSE_FRACTION(beta_distribution::find_beta(mean(mybeta22), variance(mybeta22)), mybeta22.beta(), tol);// mean, variance, probability. BOOST_CHECK_CLOSE_FRACTION(mybeta22.find_alpha(mybeta22.beta(), 0.8, cdf(mybeta22, 0.8)), mybeta22.alpha(), tol); BOOST_CHECK_CLOSE_FRACTION(mybeta22.find_beta(mybeta22.alpha(), 0.8, cdf(mybeta22, 0.8)), mybeta22.beta(), tol); beta_distribution rcbeta22(2, 2); // Using RealType real_concept. cout << "numeric_limits::is_specialized " << numeric_limits::is_specialized << endl; cout << "numeric_limits::digits " << numeric_limits::digits << endl; cout << "numeric_limits::digits10 " << numeric_limits::digits10 << endl; cout << "numeric_limits::epsilon " << numeric_limits::epsilon() << endl; // (Parameter value, arbitrarily zero, only communicates the floating point type). test_spots(0.0F); // Test float. test_spots(0.0); // Test double. #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_spots(0.0L); // Test long double. #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) test_spots(boost::math::concepts::real_concept(0.)); // Test real concept. #endif #endif } // BOOST_AUTO_TEST_CASE( test_main ) /* Output is: -Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_beta_dist.exe" Running 1 test case... numeric_limits::is_specialized 0 numeric_limits::digits 0 numeric_limits::digits10 0 numeric_limits::epsilon 0 Boost::math::tools::epsilon = 1.19209e-007 std::numeric_limits::epsilon = 1.19209e-007 epsilon = 1.19209e-007, Tolerance = 0.0119209%. Boost::math::tools::epsilon = 2.22045e-016 std::numeric_limits::epsilon = 2.22045e-016 epsilon = 2.22045e-016, Tolerance = 2.22045e-011%. Boost::math::tools::epsilon = 2.22045e-016 std::numeric_limits::epsilon = 2.22045e-016 epsilon = 2.22045e-016, Tolerance = 2.22045e-011%. Boost::math::tools::epsilon = 2.22045e-016 std::numeric_limits::epsilon = 0 epsilon = 2.22045e-016, Tolerance = 2.22045e-011%. *** No errors detected */