// Copyright 2008 Gautam Sewani // Copyright 2013 Paul A. Bristow // 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) #ifdef _MSC_VER # pragma warning (disable : 4127) // conditional expression is constant. # pragma warning (disable : 4512) // assignment operator could not be generated. #endif #include #ifndef BOOST_NO_EXCEPTIONS #define BOOST_MATH_UNDERFLOW_ERROR_POLICY throw_on_error #define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error #endif #include #include // for real_concept #include using boost::math::logistic_distribution; #define BOOST_TEST_MAIN #include // Boost.Test #include #include "test_out_of_range.hpp" #include using std::cout; using std::endl; using std::setprecision; template void test_spot(RealType location, RealType scale, RealType x, RealType p, RealType q, RealType tolerance) { BOOST_CHECK_CLOSE( ::boost::math::cdf( logistic_distribution(location,scale), x), p, tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::cdf( complement(logistic_distribution(location,scale), x)), q, tolerance); // % if(p < 0.999) { BOOST_CHECK_CLOSE( ::boost::math::quantile( logistic_distribution(location,scale), p), x, tolerance); // % } if(q < 0.999) { BOOST_CHECK_CLOSE( ::boost::math::quantile( complement(logistic_distribution(location,scale), q)), x, 2 * tolerance); // % } } template void test_spots(RealType T) { // Basic sanity checks. // 50 eps as a percentage, up to a maximum of double precision // Test data taken from Mathematica 6 RealType tolerance = (std::max)( static_cast(1e-33L), boost::math::tools::epsilon()); cout<<"Absolute tolerance:"<(1), // location static_cast(0.5L), // scale static_cast(0.1L), // x static_cast(0.141851064900487789594278108470953L), // p static_cast(0.858148935099512210405721891529047L), //q tolerance); test_spot( static_cast(5), // location static_cast(2), // scale static_cast(3.123123123L),//x static_cast(0.281215878622547904873088053477813L), // p static_cast(0.718784121377452095126911946522187L), //q tolerance); test_spot( static_cast(1.2345L), // location static_cast(0.12345L), // scale static_cast(3.123123123L),//x static_cast(0.999999773084685079723328282229357L), // p static_cast(2.26915314920276671717770643005212e-7L), //q tolerance); //High probability test_spot( static_cast(1), // location static_cast(0.5L), // scale static_cast(10), // x static_cast(0.99999998477002048723965105559179L), // p static_cast(1.5229979512760348944408208801237e-8L), //q tolerance); //negative x test_spot( static_cast(5), // location static_cast(2), // scale static_cast(-0.1L), // scale static_cast(0.0724264853615177178439235061476928L), // p static_cast(0.927573514638482282156076493852307L), //q tolerance); test_spot( static_cast(5), // location static_cast(2), // scale static_cast(-20), // x static_cast(3.72663928418656138608800947863869e-6L), // p static_cast(0.999996273360715813438613911990521L), //q tolerance); // Test value to check cancellation error in straight/complemented quantile. // The subtraction in the formula location-scale*log term introduces catastrophic // cancellation error if location and scale*log term are close. // For these values, the tests fail at tolerance, but work at 100*tolerance. test_spot( static_cast(-1.2345L), // location static_cast(1.4555L), // scale static_cast(-0.00125796420642514024493852425918807L),// x static_cast(0.7L), // p static_cast(0.3L), //q 80*tolerance); test_spot( static_cast(1.2345L), // location static_cast(0.12345L), // scale static_cast(0.0012345L), // x static_cast(0.0000458541039469413343331170952855318L), // p static_cast(0.999954145896053058665666882904714L), //q 80*tolerance); test_spot( static_cast(5L), // location static_cast(2L), // scale static_cast(0.0012345L), // x static_cast(0.0759014628704232983512906076564256L), // p static_cast(0.924098537129576701648709392343574L), //q 80*tolerance); //negative location test_spot( static_cast(-123.123123L), // location static_cast(2.123L), // scale static_cast(3), // x static_cast(0.999999999999999999999999984171276L), // p static_cast(1.58287236765203121622150720373972e-26L), //q tolerance); //PDF Testing BOOST_CHECK_CLOSE( ::boost::math::pdf( logistic_distribution(5,2), static_cast(0.125L) ),//x static_cast(0.0369500730133475464584898192104821L), // probability tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( logistic_distribution(static_cast(1.2345L), static_cast(0.12345L)), static_cast(0.0012345L) ),//x static_cast(0.000371421639109700748742498671686243L), // probability tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( logistic_distribution(2,1), static_cast(2L) ),//x static_cast(0.25L), // probability tolerance); // % //Extreme value testing if(std::numeric_limits::has_infinity) { BOOST_CHECK_EQUAL(pdf(logistic_distribution(), +std::numeric_limits::infinity()), 0); // x = + infinity, pdf = 0 BOOST_CHECK_EQUAL(pdf(logistic_distribution(), -std::numeric_limits::infinity()), 0); // x = - infinity, pdf = 0 BOOST_CHECK_EQUAL(cdf(logistic_distribution(), +std::numeric_limits::infinity()), 1); // x = + infinity, cdf = 1 BOOST_CHECK_EQUAL(cdf(logistic_distribution(), -std::numeric_limits::infinity()), 0); // x = - infinity, cdf = 0 BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution(), +std::numeric_limits::infinity())), 0); // x = + infinity, c cdf = 0 BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution(), -std::numeric_limits::infinity())), 1); // x = - infinity, c cdf = 1 } BOOST_MATH_CHECK_THROW(quantile(logistic_distribution(), static_cast(1)), std::overflow_error); // x = + infinity, cdf = 1 BOOST_MATH_CHECK_THROW(quantile(logistic_distribution(), static_cast(0)), std::overflow_error); // x = - infinity, cdf = 0 BOOST_MATH_CHECK_THROW(quantile(complement(logistic_distribution(), static_cast(1))), std::overflow_error); // x = - infinity, cdf = 0 BOOST_MATH_CHECK_THROW(quantile(complement(logistic_distribution(), static_cast(0))), std::overflow_error); // x = + infinity, cdf = 1 BOOST_CHECK_EQUAL(cdf(logistic_distribution(), +boost::math::tools::max_value()), 1); // x = + infinity, cdf = 1 BOOST_CHECK_EQUAL(cdf(logistic_distribution(), -boost::math::tools::max_value()), 0); // x = - infinity, cdf = 0 BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution(), +boost::math::tools::max_value())), 0); // x = + infinity, c cdf = 0 BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution(), -boost::math::tools::max_value())), 1); // x = - infinity, c cdf = 1 BOOST_CHECK_EQUAL(pdf(logistic_distribution(), +boost::math::tools::max_value()), 0); // x = + infinity, pdf = 0 BOOST_CHECK_EQUAL(pdf(logistic_distribution(), -boost::math::tools::max_value()), 0); // x = - infinity, pdf = 0 // // Things that are errors: // 1. Domain errors for scale and location. // 2. x being NAN. // 3. Probabilies being outside (0,1). check_out_of_range >(0, 1); if(std::numeric_limits::has_infinity) { RealType inf = std::numeric_limits::infinity(); BOOST_CHECK_EQUAL(pdf(logistic_distribution(0, 1), inf), 0); BOOST_CHECK_EQUAL(pdf(logistic_distribution(0, 1), -inf), 0); BOOST_CHECK_EQUAL(cdf(logistic_distribution(0, 1), inf), 1); BOOST_CHECK_EQUAL(cdf(logistic_distribution(0, 1), -inf), 0); BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution(0, 1), inf)), 0); BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution(0, 1), -inf)), 1); } // location/scale can't be infinity. if(std::numeric_limits::has_infinity) { #ifndef BOOST_NO_EXCEPTIONS BOOST_MATH_CHECK_THROW( logistic_distribution dist(std::numeric_limits::infinity(), 0.5), std::domain_error); BOOST_MATH_CHECK_THROW( logistic_distribution dist(0.5, std::numeric_limits::infinity()), std::domain_error); #else BOOST_MATH_CHECK_THROW( logistic_distribution(std::numeric_limits::infinity(), 0.5), std::domain_error); BOOST_MATH_CHECK_THROW( logistic_distribution(0.5, std::numeric_limits::infinity()), std::domain_error); #endif } // scale can't be negative or 0. #ifndef BOOST_NO_EXCEPTIONS BOOST_MATH_CHECK_THROW( logistic_distribution dist(0.5, -0.5), std::domain_error); BOOST_MATH_CHECK_THROW( logistic_distribution dist(0.5, 0), std::domain_error); #else BOOST_MATH_CHECK_THROW( logistic_distribution(0.5, -0.5), std::domain_error); BOOST_MATH_CHECK_THROW( logistic_distribution(0.5, 0), std::domain_error); #endif logistic_distribution dist(0.5, 0.5); // x can't be NaN, p can't be NaN. if (std::numeric_limits::has_quiet_NaN) { // No longer allow x to be NaN, then these tests should throw. BOOST_MATH_CHECK_THROW(pdf(dist, +std::numeric_limits::quiet_NaN()), std::domain_error); // x = NaN BOOST_MATH_CHECK_THROW(cdf(dist, +std::numeric_limits::quiet_NaN()), std::domain_error); // x = NaN BOOST_MATH_CHECK_THROW(cdf(complement(dist, +std::numeric_limits::quiet_NaN())), std::domain_error); // x = + infinity BOOST_MATH_CHECK_THROW(quantile(dist, +std::numeric_limits::quiet_NaN()), std::domain_error); // p = + infinity BOOST_MATH_CHECK_THROW(quantile(complement(dist, +std::numeric_limits::quiet_NaN())), std::domain_error); // p = + infinity } if (std::numeric_limits::has_infinity) { // Added test for Trac https://svn.boost.org/trac/boost/ticket/9126#comment:1 logistic_distribution dist(0., 0.5); BOOST_CHECK_EQUAL(pdf(dist, +std::numeric_limits::infinity()), static_cast(0) ); // x = infinity } // p can't be outside (0,1). BOOST_MATH_CHECK_THROW(quantile(dist, static_cast(1.1)), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(dist, static_cast(-0.1)), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(dist, static_cast(1)), std::overflow_error); BOOST_MATH_CHECK_THROW(quantile(dist, static_cast(0)), std::overflow_error); BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast(1.1))), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast(-0.1))), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast(1))), std::overflow_error); BOOST_MATH_CHECK_THROW(quantile(complement(dist, static_cast(0))), std::overflow_error); // Tests for mean,mode,median,variance,skewness,kurtosis. //mean BOOST_CHECK_CLOSE( ::boost::math::mean( logistic_distribution(2,1) ),//x static_cast(2), // probability tolerance); // % //median BOOST_CHECK_CLOSE( ::boost::math::median( logistic_distribution(2,1) ),//x static_cast(2), // probability tolerance); //mode BOOST_CHECK_CLOSE( ::boost::math::mode( logistic_distribution(2,1) ),//x static_cast(2), // probability tolerance); //variance BOOST_CHECK_CLOSE( ::boost::math::variance( logistic_distribution(2,1) ),//x static_cast(3.28986813369645287294483033329205L), // probability tolerance); //skewness BOOST_CHECK_CLOSE( ::boost::math::skewness( logistic_distribution(2,1) ),//x static_cast(0), // probability tolerance); BOOST_CHECK_CLOSE( ::boost::math::kurtosis_excess( logistic_distribution(2,1) ),//x static_cast(1.2L), // probability tolerance); } // template void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { // Check that can generate logistic distribution using the two convenience methods: boost::math::logistic mycexp1(1.); // Using typedef logistic_distribution<> myexp2(1.); // Using default RealType double. // Basic sanity-check spot values. // (Parameter value, arbitrarily zero, only communicates the floating point type). test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 % test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 % #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 #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 )