// (C) Copyright John Maddock 2007. // 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) #ifndef BOOST_MATH_OVERFLOW_ERROR_POLICY #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error #endif #include #define BOOST_TEST_MAIN #include #include #include #include #include #include #include "functor.hpp" #include "handle_test_result.hpp" #include "table_type.hpp" #define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \ {\ unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\ BOOST_CHECK_CLOSE(a, b, prec); \ if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\ {\ std::cerr << "Failure was at row " << i << std::endl;\ std::cerr << std::setprecision(35); \ std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\ std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\ }\ } #define BOOST_CHECK_EX(a, i) \ {\ unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\ BOOST_CHECK(a); \ if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\ {\ std::cerr << "Failure was at row " << i << std::endl;\ std::cerr << std::setprecision(35); \ std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\ std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\ }\ } template T nc_beta_cdf(T a, T b, T nc, T x) { #ifdef NC_BETA_CDF_FUNCTION_TO_TEST return NC_BETA_CDF_FUNCTION_TO_TEST(a, b, nc, x); #else return cdf(boost::math::non_central_beta_distribution(a, b, nc), x); #endif } template T nc_beta_ccdf(T a, T b, T nc, T x) { #ifdef NC_BETA_CCDF_FUNCTION_TO_TEST return NC_BETA_CCDF_FUNCTION_TO_TEST(a, b, nc, x); #else return cdf(complement(boost::math::non_central_beta_distribution(a, b, nc), x)); #endif } template void do_test_nc_chi_squared(T& data, const char* type_name, const char* test) { typedef Real value_type; std::cout << "Testing: " << test << std::endl; value_type(*fp1)(value_type, value_type, value_type, value_type) = nc_beta_cdf; boost::math::tools::test_result result; #if !(defined(ERROR_REPORTING_MODE) && !defined(NC_BETA_CDF_FUNCTION_TO_TEST)) result = boost::math::tools::test_hetero( data, bind_func(fp1, 0, 1, 2, 3), extract_result(4)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "non central beta CDF", test); #endif #if !(defined(ERROR_REPORTING_MODE) && !defined(NC_BETA_CCDF_FUNCTION_TO_TEST)) fp1 = nc_beta_ccdf; result = boost::math::tools::test_hetero( data, bind_func(fp1, 0, 1, 2, 3), extract_result(5)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "non central beta CDF complement", test); #endif std::cout << std::endl; } template void quantile_sanity_check(T& data, const char* type_name, const char* test) { #ifndef ERROR_REPORTING_MODE typedef Real value_type; // // Tests with type real_concept take rather too long to run, so // for now we'll disable them: // if(!boost::is_floating_point::value) return; std::cout << "Testing: " << type_name << " quantile sanity check, with tests " << test << std::endl; // // These sanity checks test for a round trip accuracy of one half // of the bits in T, unless T is type float, in which case we check // for just one decimal digit. The problem here is the sensitivity // of the functions, not their accuracy. This test data was generated // for the forward functions, which means that when it is used as // the input to the inverses then it is necessarily inexact. This rounding // of the input is what makes the data unsuitable for use as an accuracy check, // and also demonstrates that you can't in general round-trip these functions. // It is however a useful sanity check. // value_type precision = static_cast(ldexp(1.0, 1 - boost::math::policies::digits >() / 2)) * 100; if(boost::math::policies::digits >() < 50) precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated to float for(unsigned i = 0; i < data.size(); ++i) { // // Test case 493 fails at float precision: not enough bits to get // us back where we started: // if((i == 493) && boost::is_same::value) continue; if(data[i][4] == 0) { BOOST_CHECK(0 == quantile(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), data[i][4])); } else if(data[i][4] < 0.9999f) { value_type p = quantile(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), data[i][4]); value_type pt = data[i][3]; BOOST_CHECK_CLOSE_EX(pt, p, precision, i); } if(data[i][5] == 0) { BOOST_CHECK(1 == quantile(complement(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), data[i][5]))); } else if(data[i][5] < 0.9999f) { value_type p = quantile(complement(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), data[i][5])); value_type pt = data[i][3]; BOOST_CHECK_CLOSE_EX(pt, p, precision, i); } if(boost::math::tools::digits() > 50) { // // Sanity check mode, accuracy of // the mode is at *best* the square root of the accuracy of the PDF: // value_type m = mode(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2])); if((m == 1) || (m == 0)) break; value_type p = pdf(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), m); if(m * (1 + sqrt(precision) * 10) < 1) { BOOST_CHECK_EX(pdf(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), m * (1 + sqrt(precision) * 10)) <= p, i); } if(m * (1 - sqrt(precision)) * 10 > boost::math::tools::min_value()) { BOOST_CHECK_EX(pdf(boost::math::non_central_beta_distribution(data[i][0], data[i][1], data[i][2]), m * (1 - sqrt(precision)) * 10) <= p, i); } } } #endif } template void test_accuracy(T, const char* type_name) { #if !defined(TEST_DATA) || (TEST_DATA == 1) #include "ncbeta.ipp" do_test_nc_chi_squared(ncbeta, type_name, "Non Central Beta, medium parameters"); quantile_sanity_check(ncbeta, type_name, "Non Central Beta, medium parameters"); #endif #if !defined(TEST_DATA) || (TEST_DATA == 2) #include "ncbeta_big.ipp" do_test_nc_chi_squared(ncbeta_big, type_name, "Non Central Beta, large parameters"); // Takes too long to run: // quantile_sanity_check(ncbeta_big, type_name, "Non Central Beta, large parameters"); #endif }