// Copyright Paul Bristow 2006, 2007. // Copyright John Maddock 2006, 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) // test_triangular.cpp #include #ifdef _MSC_VER # pragma warning(disable: 4127) // conditional expression is constant. # pragma warning(disable: 4305) // truncation from 'long double' to 'float' #endif #include // for real_concept #define BOOST_TEST_MAIN #include // Boost.Test #include #include using boost::math::triangular_distribution; #include #include #include "test_out_of_range.hpp" #include #include using std::cout; using std::endl; using std::scientific; using std::fixed; using std::left; using std::right; using std::setw; using std::setprecision; using std::showpos; #include using std::numeric_limits; template void check_triangular(RealType lower, RealType mode, RealType upper, RealType x, RealType p, RealType q, RealType tol) { BOOST_CHECK_CLOSE_FRACTION( ::boost::math::cdf( triangular_distribution(lower, mode, upper), // distribution. x), // random variable. p, // probability. tol); // tolerance. BOOST_CHECK_CLOSE_FRACTION( ::boost::math::cdf( complement( triangular_distribution(lower, mode, upper), // distribution. x)), // random variable. q, // probability complement. tol); // tolerance. BOOST_CHECK_CLOSE_FRACTION( ::boost::math::quantile( triangular_distribution(lower,mode, upper), // distribution. p), // probability. x, // random variable. tol); // tolerance. BOOST_CHECK_CLOSE_FRACTION( ::boost::math::quantile( complement( triangular_distribution(lower, mode, upper), // distribution. q)), // probability complement. x, // random variable. tol); // tolerance. } // void check_triangular template void test_spots(RealType) { // Basic sanity checks: // // Some test values were generated for the triangular distribution // using the online calculator at // http://espse.ed.psu.edu/edpsych/faculty/rhale/hale/507Mat/statlets/free/pdist.htm // // Tolerance is just over 5 epsilon expressed as a fraction: RealType tolerance = boost::math::tools::epsilon() * 5; // 5 eps as a fraction. RealType tol5eps = boost::math::tools::epsilon() * 5; // 5 eps as a fraction. cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << "." << endl; using namespace std; // for ADL of std::exp; // Tests on construction // Default should be 0, 0, 1 BOOST_CHECK_EQUAL(triangular_distribution().lower(), -1); BOOST_CHECK_EQUAL(triangular_distribution().mode(), 0); BOOST_CHECK_EQUAL(triangular_distribution().upper(), 1); BOOST_CHECK_EQUAL(support(triangular_distribution()).first, triangular_distribution().lower()); BOOST_CHECK_EQUAL(support(triangular_distribution()).second, triangular_distribution().upper()); if (std::numeric_limits::has_quiet_NaN == true) { BOOST_MATH_CHECK_THROW( // duff parameter lower. triangular_distribution(static_cast(std::numeric_limits::quiet_NaN()), 0, 0), std::domain_error); BOOST_MATH_CHECK_THROW( // duff parameter mode. triangular_distribution(0, static_cast(std::numeric_limits::quiet_NaN()), 0), std::domain_error); BOOST_MATH_CHECK_THROW( // duff parameter upper. triangular_distribution(0, 0, static_cast(std::numeric_limits::quiet_NaN())), std::domain_error); } // quiet_NaN tests. BOOST_MATH_CHECK_THROW( // duff parameters upper < lower. triangular_distribution(1, 0, -1), std::domain_error); BOOST_MATH_CHECK_THROW( // duff parameters upper == lower. triangular_distribution(0, 0, 0), std::domain_error); BOOST_MATH_CHECK_THROW( // duff parameters mode < lower. triangular_distribution(0, -1, 1), std::domain_error); BOOST_MATH_CHECK_THROW( // duff parameters mode > upper. triangular_distribution(0, 2, 1), std::domain_error); // Tests for PDF // // triangular_distribution() default is (0, 0, 1), mode == lower. BOOST_CHECK_CLOSE_FRACTION( // x == lower == mode pdf(triangular_distribution(0, 0, 1), static_cast(0)), static_cast(2), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == upper pdf(triangular_distribution(0, 0, 1), static_cast(1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x > upper pdf(triangular_distribution(0, 0, 1), static_cast(-1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x < lower pdf(triangular_distribution(0, 0, 1), static_cast(2)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x < lower pdf(triangular_distribution(0, 0, 1), static_cast(2)), static_cast(0), tolerance); // triangular_distribution() (0, 1, 1) mode == upper BOOST_CHECK_CLOSE_FRACTION( // x == lower pdf(triangular_distribution(0, 1, 1), static_cast(0)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == upper pdf(triangular_distribution(0, 1, 1), static_cast(1)), static_cast(2), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x > upper pdf(triangular_distribution(0, 1, 1), static_cast(-1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x < lower pdf(triangular_distribution(0, 1, 1), static_cast(2)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x < middle so Wiki says special case pdf = 2 * x pdf(triangular_distribution(0, 1, 1), static_cast(0.25)), static_cast(0.5), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x < middle so Wiki says special case cdf = x * x cdf(triangular_distribution(0, 1, 1), static_cast(0.25)), static_cast(0.25 * 0.25), tolerance); // triangular_distribution() (0, 0.5, 1) mode == middle. BOOST_CHECK_CLOSE_FRACTION( // x == lower pdf(triangular_distribution(0, 0.5, 1), static_cast(0)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == upper pdf(triangular_distribution(0, 0.5, 1), static_cast(1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x > upper pdf(triangular_distribution(0, 0.5, 1), static_cast(-1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x < lower pdf(triangular_distribution(0, 0.5, 1), static_cast(2)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == mode pdf(triangular_distribution(0, 0.5, 1), static_cast(0.5)), static_cast(2), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == half mode pdf(triangular_distribution(0, 0.5, 1), static_cast(0.25)), static_cast(1), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == half mode pdf(triangular_distribution(0, 0.5, 1), static_cast(0.75)), static_cast(1), tolerance); 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_OVERFLOW_ERROR_POLICY == throw_on_error would give a throw here. // #define BOOST_MATH_DOMAIN_ERROR_POLICY == throw_on_error IS defined, so the throw path // of error handling is tested below with BOOST_MATH_CHECK_THROW tests. BOOST_MATH_CHECK_THROW( // x == infinity NOT OK. pdf(triangular_distribution(0, 0, 1), static_cast(std::numeric_limits::infinity())), std::domain_error); BOOST_MATH_CHECK_THROW( // x == minus infinity not OK too. pdf(triangular_distribution(0, 0, 1), static_cast(-std::numeric_limits::infinity())), std::domain_error); } if(std::numeric_limits::has_quiet_NaN) { // BOOST_CHECK tests for NaN using std::numeric_limits<>::has_quiet_NaN() - should throw. BOOST_MATH_CHECK_THROW( pdf(triangular_distribution(0, 0, 1), static_cast(std::numeric_limits::quiet_NaN())), std::domain_error); BOOST_MATH_CHECK_THROW( pdf(triangular_distribution(0, 0, 1), static_cast(-std::numeric_limits::quiet_NaN())), std::domain_error); } // test for x = NaN using std::numeric_limits<>::quiet_NaN() // cdf BOOST_CHECK_EQUAL( // x < lower cdf(triangular_distribution(0, 1, 1), static_cast(-1)), static_cast(0) ); BOOST_CHECK_CLOSE_FRACTION( // x == lower cdf(triangular_distribution(0, 1, 1), static_cast(0)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x == upper cdf(triangular_distribution(0, 1, 1), static_cast(1)), static_cast(1), tolerance); BOOST_CHECK_EQUAL( // x > upper cdf(triangular_distribution(0, 1, 1), static_cast(2)), static_cast(1)); BOOST_CHECK_CLOSE_FRACTION( // x == mode cdf(triangular_distribution(-1, 0, 1), static_cast(0)), //static_cast((mode - lower) / (upper - lower)), static_cast(0.5), // (0 --1) / (1 -- 1) = 0.5 tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(triangular_distribution(0, 1, 1), static_cast(0.9L)), static_cast(0.81L), tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(triangular_distribution(-1, 0, 1), static_cast(-1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(triangular_distribution(-1, 0, 1), static_cast(-0.5L)), static_cast(0.125L), tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(triangular_distribution(-1, 0, 1), static_cast(0)), static_cast(0.5), tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(triangular_distribution(-1, 0, 1), static_cast(+0.5L)), static_cast(0.875L), tolerance); BOOST_CHECK_CLOSE_FRACTION( cdf(triangular_distribution(-1, 0, 1), static_cast(1)), static_cast(1), tolerance); // cdf complement BOOST_CHECK_EQUAL( // x < lower cdf(complement(triangular_distribution(0, 0, 1), static_cast(-1))), static_cast(1)); BOOST_CHECK_EQUAL( // x == lower cdf(complement(triangular_distribution(0, 0, 1), static_cast(0))), static_cast(1)); BOOST_CHECK_EQUAL( // x == mode cdf(complement(triangular_distribution(-1, 0, 1), static_cast(0))), static_cast(0.5)); BOOST_CHECK_EQUAL( // x == mode cdf(complement(triangular_distribution(0, 0, 1), static_cast(0))), static_cast(1)); BOOST_CHECK_EQUAL( // x == mode cdf(complement(triangular_distribution(0, 1, 1), static_cast(1))), static_cast(0)); BOOST_CHECK_EQUAL( // x > upper cdf(complement(triangular_distribution(0, 0, 1), static_cast(2))), static_cast(0)); BOOST_CHECK_EQUAL( // x == upper cdf(complement(triangular_distribution(0, 0, 1), static_cast(1))), static_cast(0)); BOOST_CHECK_CLOSE_FRACTION( // x = -0.5 cdf(complement(triangular_distribution(-1, 0, 1), static_cast(-0.5))), static_cast(0.875L), tolerance); BOOST_CHECK_CLOSE_FRACTION( // x = +0.5 cdf(complement(triangular_distribution(-1, 0, 1), static_cast(0.5))), static_cast(0.125), tolerance); triangular_distribution triang; // Using typedef == triangular_distribution tristd; triangular_distribution tristd(0, 0.5, 1); // 'Standard' triangular distribution. BOOST_CHECK_CLOSE_FRACTION( // median of Standard triangular is sqrt(mode/2) if c > 1/2 else 1 - sqrt((1-c)/2) median(tristd), static_cast(0.5), tolerance); triangular_distribution tri011(0, 1, 1); // Using default RealType double. triangular_distribution tri0q1(0, 0.25, 1); // mode is near bottom. triangular_distribution tri0h1(0, 0.5, 1); // Equilateral triangle - mode is the middle. triangular_distribution trim12(-1, -0.5, 2); // mode is negative. BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.02L), static_cast(0.0016L), tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.5L), static_cast(0.66666666666666666666666666666666666666666666667L), tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.98L), static_cast(0.9994666666666666666666666666666666666666666666L), tolerance); // quantile BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, static_cast(0.0016L)), static_cast(0.02L), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, static_cast(0.66666666666666666666666666666666666666666666667L)), static_cast(0.5), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, static_cast(0.3333333333333333333333333333333333333333333333333L))), static_cast(0.5), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, static_cast(0.999466666666666666666666666666666666666666666666666L)), static_cast(98) / 100, 10 * tol5eps); BOOST_CHECK_CLOSE_FRACTION(pdf(trim12, 0), static_cast(0.533333333333333333333333333333333333333333333L), tol5eps); BOOST_CHECK_CLOSE_FRACTION(cdf(trim12, 0), static_cast(0.466666666666666666666666666666666666666666667L), tol5eps); BOOST_CHECK_CLOSE_FRACTION(cdf(complement(trim12, 0)), static_cast(1 - 0.466666666666666666666666666666666666666666667L), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, static_cast(1 - 0.999466666666666666666666666666666666666666666666L))), static_cast(0.98L), 10 * tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast(1))), static_cast(0), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast(0.5))), static_cast(0.5), tol5eps); // OK BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast(1 - 0.02L))), static_cast(0.1L), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, static_cast(1 - 0.98L))), static_cast(0.9L), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 0)), static_cast(1), tol5eps); RealType xs [] = {0, 0.01L, 0.02L, 0.05L, 0.1L, 0.2L, 0.3L, 0.4L, 0.5L, 0.6L, 0.7L, 0.8L, 0.9L, 0.95L, 0.98L, 0.99L, 1}; const triangular_distribution& distr = triang; BOOST_CHECK_CLOSE_FRACTION(quantile(complement(distr, 1.)), static_cast(-1), tol5eps); const triangular_distribution* distp = &triang; BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*distp, 1.)), static_cast(-1), tol5eps); const triangular_distribution* dists [] = {&tristd, &tri011, &tri0q1, &tri0h1, &trim12}; BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*dists[1], 1.)), static_cast(0), tol5eps); for (int i = 0; i < 5; i++) { const triangular_distribution* const dist = dists[i]; // cout << "Distribution " << i << endl; BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.5L), quantile(complement(*dist, 0.5L)), tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.98L), quantile(complement(*dist, 1.L - 0.98L)),tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.98L), quantile(complement(*dist, 1.L - 0.98L)),tol5eps); } // for i // quantile complement for (int i = 0; i < 5; i++) { const triangular_distribution* const dist = dists[i]; //cout << "Distribution " << i << endl; BOOST_CHECK_EQUAL(quantile(complement(*dists[i], 1.)), quantile(*dists[i], 0.)); for (unsigned j = 0; j < sizeof(xs) /sizeof(RealType); j++) { RealType x = xs[j]; BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], x), quantile(complement(*dist, 1 - x)), tol5eps); } // for j } // for i check_triangular( static_cast(0), // lower static_cast(0.5), // mode static_cast(1), // upper static_cast(0.5), // x static_cast(0.5), // p static_cast(1 - 0.5), // q tolerance); // Some Not-standard triangular tests. check_triangular( static_cast(-1), // lower static_cast(0), // mode static_cast(1), // upper static_cast(0), // x static_cast(0.5), // p static_cast(1 - 0.5), // q = 1 - p tolerance); check_triangular( static_cast(1), // lower static_cast(1), // mode static_cast(3), // upper static_cast(2), // x static_cast(0.75), // p static_cast(1 - 0.75), // q = 1 - p tolerance); check_triangular( static_cast(-1), // lower static_cast(1), // mode static_cast(2), // upper static_cast(1), // x static_cast(0.66666666666666666666666666666666666666666667L), // p static_cast(0.33333333333333333333333333333333333333333333L), // q = 1 - p tolerance); tolerance = (std::max)( boost::math::tools::epsilon(), static_cast(boost::math::tools::epsilon())) * 10; // 10 eps as a fraction. cout << "Tolerance (as fraction) for type " << typeid(RealType).name() << " is " << tolerance << "." << endl; triangular_distribution tridef; // (-1, 0, 1) // Default distribution. RealType x = static_cast(0.5); using namespace std; // ADL of std names. // mean: BOOST_CHECK_CLOSE_FRACTION( mean(tridef), static_cast(0), tolerance); // variance: BOOST_CHECK_CLOSE_FRACTION( variance(tridef), static_cast(0.16666666666666666666666666666666666666666667L), tolerance); // was 0.0833333333333333333333333333333333333333333L // std deviation: BOOST_CHECK_CLOSE_FRACTION( standard_deviation(tridef), sqrt(variance(tridef)), tolerance); // hazard: BOOST_CHECK_CLOSE_FRACTION( hazard(tridef, x), pdf(tridef, x) / cdf(complement(tridef, x)), tolerance); // cumulative hazard: BOOST_CHECK_CLOSE_FRACTION( chf(tridef, x), -log(cdf(complement(tridef, x))), tolerance); // coefficient_of_variation: if (mean(tridef) != 0) { BOOST_CHECK_CLOSE_FRACTION( coefficient_of_variation(tridef), standard_deviation(tridef) / mean(tridef), tolerance); } // mode: BOOST_CHECK_CLOSE_FRACTION( mode(tridef), static_cast(0), tolerance); // skewness: BOOST_CHECK_CLOSE_FRACTION( median(tridef), static_cast(0), tolerance); // https://reference.wolfram.com/language/ref/Skewness.html skewness{-1, 0, +1} = 0 // skewness[triangulardistribution{-1, 0, +1}] does not compute a result. // skewness[triangulardistribution{0, +1}] result == 0 // skewness[normaldistribution{0,1}] result == 0 BOOST_CHECK_EQUAL( skewness(tridef), static_cast(0)); // kurtosis: BOOST_CHECK_CLOSE_FRACTION( kurtosis_excess(tridef), kurtosis(tridef) - static_cast(3L), tolerance); // kurtosis excess = kurtosis - 3; BOOST_CHECK_CLOSE_FRACTION( kurtosis_excess(tridef), static_cast(-0.6), tolerance); // Constant value of -3/5 for all distributions. { triangular_distribution tri01(0, 1, 1); // Asymmetric 0, 1, 1 distribution. RealType x = static_cast(0.5); using namespace std; // ADL of std names. // mean: BOOST_CHECK_CLOSE_FRACTION( mean(tri01), static_cast(0.66666666666666666666666666666666666666666666666667L), tolerance); // variance: N[variance[triangulardistribution{0, 1}, 1], 50] BOOST_CHECK_CLOSE_FRACTION( variance(tri01), static_cast(0.055555555555555555555555555555555555555555555555556L), tolerance); // std deviation: BOOST_CHECK_CLOSE_FRACTION( standard_deviation(tri01), sqrt(variance(tri01)), tolerance); // hazard: BOOST_CHECK_CLOSE_FRACTION( hazard(tri01, x), pdf(tri01, x) / cdf(complement(tri01, x)), tolerance); // cumulative hazard: BOOST_CHECK_CLOSE_FRACTION( chf(tri01, x), -log(cdf(complement(tri01, x))), tolerance); // coefficient_of_variation: if (mean(tri01) != 0) { BOOST_CHECK_CLOSE_FRACTION( coefficient_of_variation(tri01), standard_deviation(tri01) / mean(tri01), tolerance); } // mode: BOOST_CHECK_CLOSE_FRACTION( mode(tri01), static_cast(1), tolerance); // skewness: BOOST_CHECK_CLOSE_FRACTION( median(tri01), static_cast(0.70710678118654752440084436210484903928483593768847L), tolerance); // https://reference.wolfram.com/language/ref/Skewness.html // N[skewness[triangulardistribution{0, 1}, 1], 50] BOOST_CHECK_CLOSE_FRACTION( skewness(tri01), static_cast(-0.56568542494923801952067548968387923142786875015078L), tolerance); // kurtosis: BOOST_CHECK_CLOSE_FRACTION( kurtosis_excess(tri01), kurtosis(tri01) - static_cast(3L), tolerance); // kurtosis excess = kurtosis - 3; BOOST_CHECK_CLOSE_FRACTION( kurtosis_excess(tri01), static_cast(-0.6), tolerance); // Constant value of -3/5 for all distributions. } // tri01 tests 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_OVERFLOW_ERROR_POLICY == throw_on_error would give a throw here. // #define BOOST_MATH_DOMAIN_ERROR_POLICY == throw_on_error IS defined, so the throw path // of error handling is tested below with BOOST_MATH_CHECK_THROW tests. using boost::math::policies::policy; using boost::math::policies::domain_error; using boost::math::policies::ignore_error; // Define a (bad?) policy to ignore domain errors ('bad' arguments): typedef policy > inf_policy; // domain error returns infinity. triangular_distribution tridef_inf(-1, 0., 1); // But can't use BOOST_CHECK_EQUAL(?, quiet_NaN) using boost::math::isnan; BOOST_CHECK((isnan)(pdf(tridef_inf, std::numeric_limits::infinity()))); } // test for infinity using std::numeric_limits<>::infinity() else { // real_concept case, does has_infinfity == false, so can't check it throws. // cout << std::numeric_limits::infinity() << ' ' // << (boost::math::fpclassify)(std::numeric_limits::infinity()) << endl; // value of std::numeric_limits::infinity() is zero, so FPclassify is zero, // so (boost::math::isfinite)(std::numeric_limits::infinity()) does not detect infinity. // so these tests would never throw. //BOOST_MATH_CHECK_THROW(pdf(tridef, std::numeric_limits::infinity()), std::domain_error); //BOOST_MATH_CHECK_THROW(pdf(tridef, std::numeric_limits::quiet_NaN()), std::domain_error); // BOOST_MATH_CHECK_THROW(pdf(tridef, boost::math::tools::max_value() * 2), std::domain_error); // Doesn't throw. BOOST_CHECK_EQUAL(pdf(tridef, boost::math::tools::max_value()), 0); } // Special cases: BOOST_CHECK(pdf(tridef, -1) == 0); BOOST_CHECK(pdf(tridef, 1) == 0); BOOST_CHECK(cdf(tridef, 0) == 0.5); BOOST_CHECK(pdf(tridef, 1) == 0); BOOST_CHECK(cdf(tridef, 1) == 1); BOOST_CHECK(cdf(complement(tridef, -1)) == 1); BOOST_CHECK(cdf(complement(tridef, 1)) == 0); BOOST_CHECK(quantile(tridef, 1) == 1); BOOST_CHECK(quantile(complement(tridef, 1)) == -1); BOOST_CHECK_EQUAL(support(trim12).first, trim12.lower()); BOOST_CHECK_EQUAL(support(trim12).second, trim12.upper()); // Error checks: if(std::numeric_limits::has_quiet_NaN) { // BOOST_CHECK tests for quiet_NaN (not for real_concept, for example - see notes above). BOOST_MATH_CHECK_THROW(triangular_distribution(0, std::numeric_limits::quiet_NaN()), std::domain_error); BOOST_MATH_CHECK_THROW(triangular_distribution(0, -std::numeric_limits::quiet_NaN()), std::domain_error); } BOOST_MATH_CHECK_THROW(triangular_distribution(1, 0), std::domain_error); // lower > upper! check_out_of_range >(-1, 0, 1); } // template void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { // double toleps = std::numeric_limits::epsilon(); // 5 eps as a fraction. double tol5eps = std::numeric_limits::epsilon() * 5; // 5 eps as a fraction. // double tol50eps = std::numeric_limits::epsilon() * 50; // 50 eps as a fraction. double tol500eps = std::numeric_limits::epsilon() * 500; // 500 eps as a fraction. // Check that can construct triangular distribution using the two convenience methods: using namespace boost::math; triangular triang; // Using typedef // == triangular_distribution triang; BOOST_CHECK_EQUAL(triang.lower(), -1); // Check default. BOOST_CHECK_EQUAL(triang.mode(), 0); BOOST_CHECK_EQUAL(triang.upper(), 1); triangular tristd (0, 0.5, 1); // Using typedef BOOST_CHECK_EQUAL(tristd.lower(), 0); BOOST_CHECK_EQUAL(tristd.mode(), 0.5); BOOST_CHECK_EQUAL(tristd.upper(), 1); //cout << "X range from " << range(tristd).first << " to " << range(tristd).second << endl; //cout << "Supported from "<< support(tristd).first << ' ' << support(tristd).second << endl; BOOST_CHECK_EQUAL(support(tristd).first, tristd.lower()); BOOST_CHECK_EQUAL(support(tristd).second, tristd.upper()); triangular_distribution<> tri011(0, 1, 1); // Using default RealType double. // mode is upper BOOST_CHECK_EQUAL(tri011.lower(), 0); // Check defaults again. BOOST_CHECK_EQUAL(tri011.mode(), 1); // Check defaults again. BOOST_CHECK_EQUAL(tri011.upper(), 1); BOOST_CHECK_EQUAL(mode(tri011), 1); BOOST_CHECK_EQUAL(pdf(tri011, 0), 0); BOOST_CHECK_EQUAL(pdf(tri011, 0.1), 0.2); BOOST_CHECK_EQUAL(pdf(tri011, 0.5), 1); BOOST_CHECK_EQUAL(pdf(tri011, 0.9), 1.8); BOOST_CHECK_EQUAL(pdf(tri011, 1), 2); BOOST_CHECK_EQUAL(cdf(tri011, 0), 0); BOOST_CHECK_CLOSE_FRACTION(cdf(tri011, 0.1), 0.01, tol5eps); BOOST_CHECK_EQUAL(cdf(tri011, 0.5), 0.25); BOOST_CHECK_EQUAL(cdf(tri011, 0.9), 0.81); BOOST_CHECK_EQUAL(cdf(tri011, 1), 1); BOOST_CHECK_EQUAL(cdf(tri011, 9), 1); BOOST_CHECK_EQUAL(mean(tri011), 0.666666666666666666666666666666666666666666666666667); BOOST_CHECK_EQUAL(variance(tri011), 1./18.); triangular tri0h1(0, 0.5, 1); // Equilateral triangle - mode is the middle. BOOST_CHECK_EQUAL(tri0h1.lower(), 0); BOOST_CHECK_EQUAL(tri0h1.mode(), 0.5); BOOST_CHECK_EQUAL(tri0h1.upper(), 1); BOOST_CHECK_EQUAL(mean(tri0h1), 0.5); BOOST_CHECK_EQUAL(mode(tri0h1), 0.5); BOOST_CHECK_EQUAL(pdf(tri0h1, -1), 0); BOOST_CHECK_EQUAL(cdf(tri0h1, -1), 0); BOOST_CHECK_EQUAL(pdf(tri0h1, 1), 0); BOOST_CHECK_EQUAL(pdf(tri0h1, 999), 0); BOOST_CHECK_EQUAL(cdf(tri0h1, 999), 1); BOOST_CHECK_EQUAL(cdf(tri0h1, 1), 1); BOOST_CHECK_CLOSE_FRACTION(cdf(tri0h1, 0.1), 0.02, tol5eps); BOOST_CHECK_EQUAL(cdf(tri0h1, 0.5), 0.5); BOOST_CHECK_CLOSE_FRACTION(cdf(tri0h1, 0.9), 0.98, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.), 0., tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.02), 0.1, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.5), 0.5, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 0.98), 0.9, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0h1, 1.), 1., tol5eps); triangular tri0q1(0, 0.25, 1); // mode is near bottom. BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.02), 0.0016, tol5eps); BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.5), 0.66666666666666666666666666666666666666666666667, tol5eps); BOOST_CHECK_CLOSE_FRACTION(cdf(tri0q1, 0.98), 0.99946666666666661, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, 0.0016), 0.02, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, 0.66666666666666666666666666666666666666666666667), 0.5, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, 0.3333333333333333333333333333333333333333333333333)), 0.5, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(tri0q1, 0.99946666666666661), 0.98, 10 * tol5eps); triangular trim12(-1, -0.5, 2); // mode is negative. BOOST_CHECK_CLOSE_FRACTION(pdf(trim12, 0), 0.533333333333333333333333333333333333333333333, tol5eps); BOOST_CHECK_CLOSE_FRACTION(cdf(trim12, 0), 0.466666666666666666666666666666666666666666667, tol5eps); BOOST_CHECK_CLOSE_FRACTION(cdf(complement(trim12, 0)), 1 - 0.466666666666666666666666666666666666666666667, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0q1, 1 - 0.99946666666666661)), 0.98, 10 * tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 1.)), 0., tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 0.5)), 0.5, tol5eps); // OK BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 1. - 0.02)), 0.1, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 1. - 0.98)), 0.9, tol5eps); BOOST_CHECK_CLOSE_FRACTION(quantile(complement(tri0h1, 0)), 1., tol5eps); double xs [] = {0., 0.01, 0.02, 0.05, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 0.98, 0.99, 1.}; const triangular_distribution& distr = tristd; BOOST_CHECK_CLOSE_FRACTION(quantile(complement(distr, 1.)), 0., tol5eps); const triangular_distribution* distp = &tristd; BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*distp, 1.)), 0., tol5eps); const triangular_distribution* dists [] = {&tristd, &tri011, &tri0q1, &tri0h1, &trim12}; BOOST_CHECK_CLOSE_FRACTION(quantile(complement(*dists[1], 1.)), 0., tol5eps); for (int i = 0; i < 5; i++) { const triangular_distribution* const dist = dists[i]; cout << "Distribution " << i << endl; BOOST_CHECK_EQUAL(quantile(complement(*dists[i], 1.)), quantile(*dists[i], 0.)); BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.5), quantile(complement(*dist, 0.5)), tol5eps); // OK BOOST_CHECK_CLOSE_FRACTION(quantile(*dists[i], 0.98), quantile(complement(*dist, 1. - 0.98)),tol5eps); // cout << setprecision(17) << median(*dist) << endl; } cout << showpos << setprecision(2) << endl; //triangular_distribution& dist = trim12; for (unsigned i = 0; i < sizeof(xs) /sizeof(double); i++) { double x = xs[i] * (trim12.upper() - trim12.lower()) + trim12.lower(); double dx = cdf(trim12, x); double cx = cdf(complement(trim12, x)); //cout << fixed << showpos << setprecision(3) // << xs[i] << ", " << x << ", " << pdf(trim12, x) << ", " << dx << ", " << cx << ",, " ; BOOST_CHECK_CLOSE_FRACTION(cx, 1 - dx, tol500eps); // cx == 1 - dx // << setprecision(2) << scientific << cr - x << ", " // difference x - quan(cdf) // << setprecision(3) << fixed // << quantile(trim12, dx) << ", " // << quantile(complement(trim12, 1 - dx)) << ", " // << quantile(complement(trim12, cx)) << ", " // << endl; BOOST_CHECK_CLOSE_FRACTION(quantile(trim12, dx), quantile(complement(trim12, 1 - dx)), tol500eps); } cout << endl; // 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(0x0582)) 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 ) /* Output: Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_triangular.exe" Running 1 test case... Distribution 0 Distribution 1 Distribution 2 Distribution 3 Distribution 4 Tolerance for type float is 5.96046e-007. Tolerance for type double is 1.11022e-015. Tolerance for type long double is 1.11022e-015. Tolerance for type class boost::math::concepts::real_concept is 1.11022e-015. *** No errors detected */