// test_geometric.cpp // Copyright Paul A. Bristow 2010. // Copyright John Maddock 2010. // 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) // Tests for Geometric Distribution. // Note that these defines must be placed BEFORE #includes. #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error // because several tests overflow & underflow by design. #define BOOST_MATH_DISCRETE_QUANTILE_POLICY real #ifdef _MSC_VER # pragma warning(disable: 4127) // conditional expression is constant. #endif #if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT) # define TEST_FLOAT # define TEST_DOUBLE # define TEST_LDOUBLE # define TEST_REAL_CONCEPT #endif #include #include // for real_concept using ::boost::math::concepts::real_concept; #include // for geometric_distribution using boost::math::geometric_distribution; using boost::math::geometric; // using typedef for geometric_distribution #include // for some comparisons. #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; using std::setprecision; using std::showpoint; #include using std::numeric_limits; template void test_spot( // Test a single spot value against 'known good' values. RealType k, // Number of failures. RealType p, // Probability of success_fraction. RealType P, // CDF probability. RealType Q, // Complement of CDF. RealType tol) // Test tolerance. { boost::math::geometric_distribution g(p); BOOST_CHECK_EQUAL(p, g.success_fraction()); BOOST_CHECK_CLOSE_FRACTION(cdf(g, k), 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: // BOOST_CHECK_CLOSE_FRACTION( cdf(complement(g, k)), Q, tol); if(k != 0) { BOOST_CHECK_CLOSE_FRACTION( quantile(g, P), k, 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(g, P) < boost::math::tools::epsilon() * 10); } } if(k != 0) { BOOST_CHECK_CLOSE_FRACTION( quantile(complement(g, Q)), k, 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(g, Q)) < boost::math::tools::epsilon() * 10); } } } // if((P < 0.99) && (Q < 0.99)) // Parameter estimation test: estimate success ratio: BOOST_CHECK_CLOSE_FRACTION( geometric_distribution::find_lower_bound_on_p( 1+k, P), p, 0.02); // Wide tolerance needed for some tests. // Note we bump up the sample size here, purely for the sake of the test, // internally the function has to adjust the sample size so that we get // the right upper bound, our test undoes this, so we can verify the result. BOOST_CHECK_CLOSE_FRACTION( geometric_distribution::find_upper_bound_on_p( 1+k+1, Q), p, 0.02); if(Q < P) { // // We check two things here, that the upper and lower bounds // are the right way around, and that they do actually bracket // the naive estimate of p = successes / (sample size) // BOOST_CHECK( geometric_distribution::find_lower_bound_on_p( 1+k, Q) <= geometric_distribution::find_upper_bound_on_p( 1+k, Q) ); BOOST_CHECK( geometric_distribution::find_lower_bound_on_p( 1+k, Q) <= 1 / (1+k) ); BOOST_CHECK( 1 / (1+k) <= geometric_distribution::find_upper_bound_on_p( 1+k, Q) ); } else { // As above but when P is small. BOOST_CHECK( geometric_distribution::find_lower_bound_on_p( 1+k, P) <= geometric_distribution::find_upper_bound_on_p( 1+k, P) ); BOOST_CHECK( geometric_distribution::find_lower_bound_on_p( 1+k, P) <= 1 / (1+k) ); BOOST_CHECK( 1 / (1+k) <= geometric_distribution::find_upper_bound_on_p( 1+k, P) ); } // Estimate sample size: BOOST_CHECK_CLOSE_FRACTION( geometric_distribution::find_minimum_number_of_trials( k, p, P), 1+k, 0.02); // Can differ 50 to 51 for small p BOOST_CHECK_CLOSE_FRACTION( geometric_distribution::find_maximum_number_of_trials( k, p, Q), 1+k, 0.02); } // test_spot template // Any floating-point type RealType. void test_spots(RealType) { // Basic sanity checks. // Most test data is to double precision (17 decimal digits) only, cout << "Floating point Type is " << typeid(RealType).name() << endl; // so set tolerance to 1000 eps expressed as a fraction, // or 1000 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())); tolerance *= 10; // 10 eps cout << "Tolerance = " << tolerance << "." << endl; RealType tol1eps = boost::math::tools::epsilon(); // Very tight, suit exact values. //RealType tol2eps = boost::math::tools::epsilon() * 2; // Tight, values. RealType tol5eps = boost::math::tools::epsilon() * 5; // Wider 5 epsilon. cout << "Tolerance 5 eps = " << tol5eps << "." << endl; // Sources of spot test values are mainly R. using boost::math::geometric_distribution; using boost::math::geometric; using boost::math::cdf; using boost::math::pdf; using boost::math::quantile; using boost::math::complement; BOOST_MATH_STD_USING // for std math functions // Test geometric using cdf spot values R // These test quantiles and complements as well. test_spot( // static_cast(2), // Number of failures, k static_cast(0.5), // Probability of success as fraction, p static_cast(0.875L), // Probability of result (CDF), P static_cast(0.125L), // complement CCDF Q = 1 - P tolerance); test_spot( // static_cast(0), // Number of failures, k static_cast(0.25), // Probability of success as fraction, p static_cast(0.25), // Probability of result (CDF), P static_cast(0.75), // Q = 1 - P tolerance); test_spot( // R formatC(pgeom(10,0.25), digits=17) [1] "0.95776486396789551" // formatC(pgeom(10,0.25, FALSE), digits=17) [1] "0.042235136032104499" static_cast(10), // Number of failures, k static_cast(0.25), // Probability of success, p static_cast(0.95776486396789551L), // Probability of result (CDF), P static_cast(0.042235136032104499L), // Q = 1 - P tolerance); test_spot( // // > R formatC(pgeom(50,0.25, TRUE), digits=17) [1] "0.99999957525875771" // > R formatC(pgeom(50,0.25, FALSE), digits=17) [1] "4.2474124232020353e-07" static_cast(50), // Number of failures, k static_cast(0.25), // Probability of success, p static_cast(0.99999957525875771), // Probability of result (CDF), P static_cast(4.2474124232020353e-07), // Q = 1 - P tolerance); /* // This causes failures in find_upper_bound_on_p p is small branch. test_spot( // formatC(pgeom(50,0.01, TRUE), digits=17)[1] "0.40104399353383874" // > formatC(pgeom(50,0.01, FALSE), digits=17) [1] "0.59895600646616121" static_cast(50), // Number of failures, k static_cast(0.01), // Probability of success, p static_cast(0.40104399353383874), // Probability of result (CDF), P static_cast(0.59895600646616121), // Q = 1 - P tolerance); */ test_spot( // > formatC(pgeom(50,0.99, TRUE), digits=17) [1] " 1" // formatC(pgeom(50,0.99, FALSE), digits=17) [1] "1.0000000000000364e-102" static_cast(50), // Number of failures, k static_cast(0.99), // Probability of success, p static_cast(1), // Probability of result (CDF), P static_cast(1.0000000000000364e-102), // Q = 1 - P tolerance); test_spot( // > formatC(pgeom(1,0.99, TRUE), digits=17) [1] "0.99990000000000001" // > formatC(pgeom(1,0.99, FALSE), digits=17) [1] "0.00010000000000000009" static_cast(1), // Number of failures, k static_cast(0.99), // Probability of success, p static_cast(0.9999), // Probability of result (CDF), P static_cast(0.0001), // Q = 1 - P tolerance); if(std::numeric_limits::is_specialized) { // An extreme value test that is more accurate than using negative binomial. // Since geometric only uses exp and log functions. test_spot( // > formatC(pgeom(10000, 0.001, TRUE), digits=17) [1] "0.99995487182736897" // > formatC(pgeom(10000,0.001, FALSE), digits=17) [1] "4.5128172631071587e-05" static_cast(10000L), // Number of failures, k static_cast(0.001L), // Probability of success, p static_cast(0.99995487182736897L), // Probability of result (CDF), P static_cast(4.5128172631071587e-05L), // Q = 1 - P tolerance); // } // numeric_limit is specialized // End of single spot tests using RealType // Tests on PDF: BOOST_CHECK_CLOSE_FRACTION( //> formatC(dgeom(0,0.5), digits=17)[1] " 0.5" pdf(geometric_distribution(static_cast(0.5)), static_cast(0.0) ), // Number of failures, k is very small but not integral, static_cast(0.5), // nearly success probability. tolerance); BOOST_CHECK_CLOSE_FRACTION( //> formatC(dgeom(0,0.5), digits=17)[1] " 0.5" // R treates geom as a discrete distribution. // > formatC(dgeom(1.999999,0.5, FALSE), digits=17) [1] " 0" // Warning message: // In dgeom(1.999999, 0.5, FALSE) : non-integer x = 1.999999 pdf(geometric_distribution(static_cast(0.5)), static_cast(0.0001L) ), // Number of failures, k is very small but not integral, static_cast(0.4999653438420768L), // nearly success probability. tolerance); BOOST_CHECK_CLOSE_FRACTION( // > formatC(pgeom(0.0001,0.5, TRUE), digits=17)[1] " 0.5" // > formatC(pgeom(0.0001,0.5, FALSE), digits=17) [1] " 0.5" // R treates geom as a discrete distribution. pdf(geometric_distribution(static_cast(0.5)), static_cast(0.0001L) ), // Number of failures, k is very small but not integral, static_cast(0.4999653438420768L), // nearly success probability. tolerance); BOOST_CHECK_CLOSE_FRACTION( // formatC(dgeom(1,0.01), digits=17)[1] "0.0099000000000000008" pdf(geometric_distribution(static_cast(0.01L)), static_cast(1) ), // Number of failures, k static_cast(0.0099000000000000008), // tolerance); BOOST_CHECK_CLOSE_FRACTION( //> formatC(dgeom(1,0.99), digits=17)[1] "0.0099000000000000043" pdf(geometric_distribution(static_cast(0.99L)), static_cast(1) ), // Number of failures, k static_cast(0.00990000000000000043L), // tolerance); BOOST_CHECK_CLOSE_FRACTION( //> > formatC(dgeom(0,0.99), digits=17)[1] "0.98999999999999999" pdf(geometric_distribution(static_cast(0.99L)), static_cast(0) ), // Number of failures, k static_cast(0.98999999999999999L), // tolerance); // p near unity. BOOST_CHECK_CLOSE_FRACTION( // > formatC(dgeom(100,0.99), digits=17)[1] "9.9000000000003448e-201" pdf(geometric_distribution(static_cast(0.99L)), static_cast(100) ), // Number of failures, k static_cast(9.9000000000003448e-201L), // 100 * tolerance); // Note difference // p nearer unity. BOOST_CHECK_CLOSE_FRACTION( // pdf(geometric_distribution(static_cast(0.9999)), static_cast(10) ), // Number of failures, k // static_cast(9.9989999999889024e-41), // Boost.Math // static_cast(1.00156406e-040) static_cast(9.999e-41), // exact from 100 digit calculator. 2e3 * tolerance); // Note bigger tolerance needed. // Moshier Cephes 100 digits calculator says 9.999e-41 //0.9999*pow(1-0.9999,10) // 9.9990000000000000000000000000000000000000000000000000000000000000000000E-41 // 9.998999999988988e-041 // > formatC(dgeom(10, 0.9999), digits=17) [1] "9.9989999999889024e-41" // p * pow(q, k) 9.9989999999889880e-041 // exp(p * k * log1p(-p)) 9.9989999999889024e-041 // 0.9999999999 * pow(1-0.9999999999,10)= 9.9999999990E-101 // > formatC(dgeom(10,0.9999999999), digits=17) [1] "1.0000008273040127e-100" BOOST_CHECK_CLOSE_FRACTION( // pdf(geometric_distribution(static_cast(0.9999999999L)), static_cast(10) ), // static_cast(9.9999999990E-101L), // 1.0000008273040179e-100 1e9 * tolerance); // Note big tolerance needed. // 1.0000008273040179e-100 Boost.Math // 1.0000008273040127e-100 R // 0.9999999990000004e-100 100 digit calculator 'exact' BOOST_CHECK_CLOSE_FRACTION( // pdf(geometric_distribution(static_cast(0.00000000001L)), static_cast(10) ), // static_cast(9.999999999e-12L), // get 9.9999999989999994e-012 1 * tolerance); // Note small tolerance needed. BOOST_CHECK_CLOSE_FRACTION( // pdf(geometric_distribution(static_cast(0.00000000001L)), static_cast(1000) ), // static_cast(9.9999999e-12L), // get 9.9999998999999913e-012 tolerance); // Note small tolerance needed. /////////////////////////////////////////////////// BOOST_CHECK_CLOSE_FRACTION( // // > formatC(dgeom(0.0001,0.5, FALSE), digits=17) [1] " 0.5" // R treates geom as a discrete distribution. // But Boost.Math is continuous, so if you want R behaviour, // make number of failures, k into an integer with the floor function. pdf(geometric_distribution(static_cast(0.5)), static_cast(floor(0.0001L)) ), // Number of failures, k is very small but MADE integral, static_cast(0.5), // nearly success probability. tolerance); // R switches over at about 1e7 from k = 0, returning 0.5, to k = 1, returning 0.25. // Boost.Math does not do this, even for 0.9999999999999999 // > formatC(pgeom(0.999999,0.5, FALSE), digits=17) [1] " 0.5" // > formatC(pgeom(0.9999999,0.5, FALSE), digits=17) [1] " 0.25" BOOST_CHECK_CLOSE_FRACTION( // > formatC(pgeom(0.0001,0.5, TRUE), digits=17)[1] " 0.5" // > formatC(pgeom(0.0001,0.5, FALSE), digits=17) [1] " 0.5" // R treates geom as a discrete distribution. // But Boost.Math is continuous, so if you want R behaviour, // make number of failures, k into an integer with the floor function. pdf(geometric_distribution(static_cast(0.5)), static_cast(floor(0.9999999999999999L)) ), // Number of failures, k is very small but MADE integral, static_cast(0.5), // nearly success probability. tolerance); BOOST_CHECK_CLOSE_FRACTION( // > formatC(pgeom(0.0001,0.5, TRUE), digits=17)[1] " 0.5" // > formatC(pgeom(0.0001,0.5, FALSE), digits=17) [1] " 0.5" // R treates geom as a discrete distribution. // But Boost.Math is continuous, so if you want R behaviour, // make number of failures, k into an integer with the floor function. pdf(geometric_distribution(static_cast(0.5)), static_cast(floor(1. - tolerance)) ), // Number of failures, k is very small but MADE integral, // Need to use tolerance here, // as epsilon is ill-defined for Real concept: // numeric_limits::epsilon() 0 static_cast(0.5), // nearly success probability. tolerance * 10); BOOST_CHECK_CLOSE_FRACTION( pdf(geometric_distribution(static_cast(0.0001L)), static_cast(2)), // k = 2. static_cast(9.99800010e-5L), // 'exact ' tolerance); //> formatC(dgeom(2, 0.9999), digits=17) [1] "9.9989999999977806e-09" BOOST_CHECK_CLOSE_FRACTION( pdf(geometric_distribution(static_cast(0.9999L)), static_cast(2)), // k = 0 static_cast(9.999e-9L), // 'exact' 1000*tolerance); BOOST_CHECK_CLOSE_FRACTION( pdf(geometric_distribution(static_cast(0.9999L)), static_cast(3)), // k = 3 static_cast(9.999e-13L), // get 1000*tolerance); BOOST_CHECK_CLOSE_FRACTION( pdf(geometric_distribution(static_cast(0.9999L)), static_cast(5)), // k = 5 static_cast(9.999e-21L), // 9.9989999999944947e-021 1000*tolerance); BOOST_CHECK_CLOSE_FRACTION( pdf(geometric_distribution( static_cast(0.0001L)), static_cast(3)), // k = 0. static_cast(9.99700029999e-5L), // tolerance); // Tests on cdf: // MathCAD pgeom k, r, p) == failures, successes, probability. BOOST_CHECK_CLOSE_FRACTION(cdf( geometric_distribution(static_cast(0.5)), // prob 0.5 static_cast(0) ), // k = 0 static_cast(0.5), // probability =p tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf(complement( geometric_distribution(static_cast(0.5)), // static_cast(0) )), // k = 0 static_cast(0.5), // probability = tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf( geometric_distribution(static_cast(0.25)), // prob 0.5 static_cast(1) ), // k = 0 static_cast(0.4375L), // probability =p tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf(complement( geometric_distribution(static_cast(0.25)), // static_cast(1) )), // k = 0 static_cast(1-0.4375L), // probability = tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf(complement( geometric_distribution(static_cast(0.5)), // static_cast(1) )), // k = 0 static_cast(0.25), // probability = exact 0.25 tolerance); BOOST_CHECK_CLOSE_FRACTION( // cdf(geometric_distribution(static_cast(0.5)), static_cast(4)), // k =4. static_cast(0.96875L), // exact tolerance); // Tests of other functions, mean and other moments ... geometric_distribution dist(static_cast(0.25)); // mean: BOOST_CHECK_CLOSE_FRACTION( mean(dist), static_cast((1 - 0.25) /0.25), tol5eps); BOOST_CHECK_CLOSE_FRACTION( mode(dist), static_cast(0), tol1eps); // variance: BOOST_CHECK_CLOSE_FRACTION( variance(dist), static_cast((1 - 0.25) / (0.25 * 0.25)), tol5eps); // std deviation: // sqrt(0.75/0.125) BOOST_CHECK_CLOSE_FRACTION( standard_deviation(dist), // static_cast(sqrt((1.0L - 0.25L) / (0.25L * 0.25L))), // using 100 digit calc tol5eps); BOOST_CHECK_CLOSE_FRACTION( skewness(dist), // static_cast((2-0.25L) /sqrt(0.75L)), // using calculator tol5eps); BOOST_CHECK_CLOSE_FRACTION( kurtosis_excess(dist), // static_cast(6 + 0.0625L/0.75L), // tol5eps); // 6.083333333333333 6.166666666666667 BOOST_CHECK_CLOSE_FRACTION( kurtosis(dist), // true static_cast(9 + 0.0625L/0.75L), // tol5eps); // hazard: RealType x = static_cast(0.125); BOOST_CHECK_CLOSE_FRACTION( hazard(dist, x) , pdf(dist, x) / cdf(complement(dist, x)), tol5eps); // cumulative hazard: BOOST_CHECK_CLOSE_FRACTION( chf(dist, x), -log(cdf(complement(dist, x))), tol5eps); // coefficient_of_variation: BOOST_CHECK_CLOSE_FRACTION( coefficient_of_variation(dist) , standard_deviation(dist) / mean(dist), tol5eps); // Special cases for PDF: BOOST_CHECK_EQUAL( pdf( geometric_distribution(static_cast(0)), // static_cast(0)), static_cast(0) ); BOOST_CHECK_EQUAL( pdf( geometric_distribution(static_cast(0)), static_cast(0.0001)), static_cast(0) ); BOOST_CHECK_EQUAL( pdf( geometric_distribution(static_cast(1)), static_cast(0.001)), static_cast(0) ); BOOST_CHECK_EQUAL( pdf( geometric_distribution(static_cast(1)), static_cast(8)), static_cast(0) ); BOOST_CHECK_SMALL( pdf( geometric_distribution(static_cast(0.25)), static_cast(0))- static_cast(0.25), 2 * boost::math::tools::epsilon() ); // Expect exact, but not quite. // numeric_limits::epsilon()); // Not suitable for real concept! // Quantile boundary cases checks: BOOST_CHECK_EQUAL( quantile( // zero P < cdf(0) so should be exactly zero. geometric_distribution(static_cast(0.25)), static_cast(0)), static_cast(0)); BOOST_CHECK_EQUAL( quantile( // min P < cdf(0) so should be exactly zero. geometric_distribution(static_cast(0.25)), static_cast(boost::math::tools::min_value())), static_cast(0)); BOOST_CHECK_CLOSE_FRACTION( quantile( // Small P < cdf(0) so should be near zero. geometric_distribution(static_cast(0.25)), static_cast(boost::math::tools::epsilon())), // static_cast(0), tol5eps); BOOST_CHECK_CLOSE_FRACTION( quantile( // Small P < cdf(0) so should be exactly zero. geometric_distribution(static_cast(0.25)), static_cast(0.0001)), static_cast(0), tolerance); //BOOST_CHECK( // Fails with overflow for real_concept //quantile( // Small P near 1 so k failures should be big. //geometric_distribution(static_cast(8), static_cast(0.25)), //static_cast(1 - boost::math::tools::epsilon())) <= //static_cast(189.56999032670058) // 106.462769 for float //); if(std::numeric_limits::has_infinity) { // BOOST_CHECK tests for infinity using std::numeric_limits<>::infinity() // Note that infinity is not implemented for real_concept, so these tests // are only done for types, like built-in float, double.. that have infinity. // Note that these assume that BOOST_MATH_OVERFLOW_ERROR_POLICY is NOT throw_on_error. // #define BOOST_MATH_THROW_ON_OVERFLOW_POLICY == throw_on_error would throw here. // #define BOOST_MAT_DOMAIN_ERROR_POLICY IS defined throw_on_error, // so the throw path of error handling is tested below with BOOST_MATH_CHECK_THROW tests. BOOST_CHECK( quantile( // At P == 1 so k failures should be infinite. geometric_distribution(static_cast(0.25)), static_cast(1)) == //static_cast(boost::math::tools::infinity()) static_cast(std::numeric_limits::infinity()) ); BOOST_CHECK_EQUAL( quantile( // At 1 == P so should be infinite. geometric_distribution( static_cast(0.25)), static_cast(1)), // std::numeric_limits::infinity() ); BOOST_CHECK_EQUAL( quantile(complement( // Q zero 1 so P == 1 < cdf(0) so should be exactly infinity. geometric_distribution(static_cast(0.25)), static_cast(0))), std::numeric_limits::infinity() ); } // test for infinity using std::numeric_limits<>::infinity() else { // real_concept case, so check it throws rather than returning infinity. BOOST_CHECK_EQUAL( quantile( // At P == 1 so k failures should be infinite. geometric_distribution(static_cast(0.25)), static_cast(1)), boost::math::tools::max_value() ); BOOST_CHECK_EQUAL( quantile(complement( // Q zero 1 so P == 1 < cdf(0) so should be exactly infinity. geometric_distribution(static_cast(0.25)), static_cast(0))), boost::math::tools::max_value()); } // has infinity BOOST_CHECK( // Should work for built-in and real_concept. quantile(complement( // Q near to 1 so P nearly 1, so should be large > 300. geometric_distribution(static_cast(0.25)), static_cast(boost::math::tools::min_value()))) >= static_cast(300) ); BOOST_CHECK_EQUAL( quantile( // P == 0 < cdf(0) so should be zero. geometric_distribution(static_cast(0.25)), static_cast(0)), static_cast(0)); // Quantile Complement boundary cases: BOOST_CHECK_EQUAL( quantile(complement( // Q = 1 so P = 0 < cdf(0) so should be exactly zero. geometric_distribution( static_cast(0.25)), static_cast(1))), static_cast(0) ); BOOST_CHECK_EQUAL( quantile(complement( // Q very near 1 so P == epsilon < cdf(0) so should be exactly zero. geometric_distribution(static_cast(0.25)), static_cast(1 - boost::math::tools::epsilon()))), static_cast(0) ); // Check that duff arguments throw domain_error: BOOST_MATH_CHECK_THROW( pdf( // Negative success_fraction! geometric_distribution(static_cast(-0.25)), static_cast(0)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( // Success_fraction > 1! geometric_distribution(static_cast(1.25)), static_cast(0)), std::domain_error); BOOST_MATH_CHECK_THROW( pdf( // Negative k argument ! geometric_distribution(static_cast(0.25)), static_cast(-1)), std::domain_error); //BOOST_MATH_CHECK_THROW( //pdf( // check limit on k (failures) //geometric_distribution(static_cast(0.25)), //std::numeric_limitsinfinity()), //std::domain_error); BOOST_MATH_CHECK_THROW( cdf( // Negative k argument ! geometric_distribution(static_cast(0.25)), static_cast(-1)), std::domain_error); BOOST_MATH_CHECK_THROW( cdf( // Negative success_fraction! geometric_distribution(static_cast(-0.25)), static_cast(0)), std::domain_error); BOOST_MATH_CHECK_THROW( cdf( // Success_fraction > 1! geometric_distribution(static_cast(1.25)), static_cast(0)), std::domain_error); BOOST_MATH_CHECK_THROW( quantile( // Negative success_fraction! geometric_distribution(static_cast(-0.25)), static_cast(0)), std::domain_error); BOOST_MATH_CHECK_THROW( quantile( // Success_fraction > 1! geometric_distribution(static_cast(1.25)), static_cast(0)), std::domain_error); check_out_of_range >(0.5); // End of check throwing 'duff' out-of-domain values. { // Compare geometric and negative binomial functions. using boost::math::negative_binomial_distribution; using boost::math::geometric_distribution; RealType k = static_cast(2.L); RealType alpha = static_cast(0.05L); RealType p = static_cast(0.5L); BOOST_CHECK_CLOSE_FRACTION( // Successes parameter in negative binomial is 1 for geometric. geometric_distribution::find_lower_bound_on_p(k, alpha), negative_binomial_distribution::find_lower_bound_on_p(k, static_cast(1), alpha), tolerance); BOOST_CHECK_CLOSE_FRACTION( // Successes parameter in negative binomial is 1 for geometric. geometric_distribution::find_upper_bound_on_p(k, alpha), negative_binomial_distribution::find_upper_bound_on_p(k, static_cast(1), alpha), tolerance); BOOST_CHECK_CLOSE_FRACTION( // Should be identical - successes parameter is not used. geometric_distribution::find_maximum_number_of_trials(k, p, alpha), negative_binomial_distribution::find_maximum_number_of_trials(k, p, alpha), tolerance); } //geometric::find_upper_bound_on_p(k, alpha); return; } // template void test_spots(RealType) // Any floating-point type RealType. BOOST_AUTO_TEST_CASE( test_main ) { // Check that can generate geometric distribution using the two convenience methods: using namespace boost::math; geometric g05d(0.5); // Using typedef - default type is double. geometric_distribution<> g05dd(0.5); // Using default RealType double. // Basic sanity-check spot values. // Test some simple double only examples. geometric_distribution mydist(0.25); // success fraction == 0.25 == 25% or 1 in 4 successes. // Note: double values (matching the distribution definition) avoid the need for any casting. // Check accessor functions return exact values for double at least. BOOST_CHECK_EQUAL(mydist.success_fraction(), static_cast(1./4.)); //cout << numeric_limits::epsilon() << endl; // (Parameter value, arbitrarily zero, only communicates the floating point type). #ifdef TEST_FLOAT test_spots(0.0F); // Test float. #endif #ifdef TEST_DOUBLE test_spots(0.0); // Test double. #endif #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS #ifdef TEST_LDOUBLE test_spots(0.0L); // Test long double. #endif #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) #ifdef TEST_REAL_CONCEPT test_spots(boost::math::concepts::real_concept(0.)); // Test real concept. #endif #endif #else std::cout << "The long double tests have been disabled on this platform " "either because the long double overloads of the usual math functions are " "not available at all, or because they are too inaccurate for these tests " "to pass." << std::endl; #endif } // BOOST_AUTO_TEST_CASE( test_main ) /* */