test_cauchy.cpp 29 KB

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  1. // Copyright John Maddock 2006, 2007.
  2. // Copyright Paul A. Bristow 2007
  3. // Use, modification and distribution are subject to the
  4. // Boost Software License, Version 1.0.
  5. // (See accompanying file LICENSE_1_0.txt
  6. // or copy at http://www.boost.org/LICENSE_1_0.txt)
  7. // test_cauchy.cpp Test Cauchy distribution
  8. #ifdef _MSC_VER
  9. # pragma warning(disable: 4100) // unreferenced formal parameter.
  10. // Seems an entirely spurious warning - formal parameter T IS used - get error if /* T */
  11. //# pragma warning(disable: 4535) // calling _set_se_translator() requires /EHa (in Boost.test)
  12. // Enable C++ Exceptions Yes With SEH Exceptions (/EHa) prevents warning 4535.
  13. # pragma warning(disable: 4127) // conditional expression is constant
  14. #endif
  15. // #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
  16. // To compile even if Cauchy mean is used.
  17. #include <boost/math/tools/test.hpp>
  18. #include <boost/math/concepts/real_concept.hpp> // for real_concept
  19. #include <boost/math/distributions/cauchy.hpp>
  20. using boost::math::cauchy_distribution;
  21. #include "test_out_of_range.hpp"
  22. #define BOOST_TEST_MAIN
  23. #include <boost/test/unit_test.hpp> // Boost.Test
  24. #include <boost/test/tools/floating_point_comparison.hpp>
  25. #include <iostream>
  26. using std::cout;
  27. using std::endl;
  28. template <class RealType>
  29. void test_spots(RealType T)
  30. {
  31. // Check some bad parameters to construct the distribution,
  32. #ifndef BOOST_NO_EXCEPTIONS
  33. BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, 0), std::domain_error); // zero scale.
  34. BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, -1), std::domain_error); // negative scale (shape).
  35. #else
  36. BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType>(0, 0), std::domain_error); // zero scale.
  37. BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType>(0, -1), std::domain_error); // negative scale (shape).
  38. #endif
  39. cauchy_distribution<RealType> C01;
  40. BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values.
  41. BOOST_CHECK_EQUAL(C01.scale(), 1);
  42. // Basic sanity checks.
  43. // 50eps as a percentage, up to a maximum of double precision
  44. // (that's the limit of our test data).
  45. RealType tolerance = (std::max)(
  46. static_cast<RealType>(boost::math::tools::epsilon<double>()),
  47. boost::math::tools::epsilon<RealType>());
  48. tolerance *= 50 * 100;
  49. cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
  50. // These first sets of test values were calculated by punching numbers
  51. // into a calculator, and using the formulas on the Mathworld website:
  52. // http://mathworld.wolfram.com/CauchyDistribution.html
  53. // and values from MathCAD 200 Professional,
  54. // CDF:
  55. //
  56. BOOST_CHECK_CLOSE(
  57. ::boost::math::cdf(
  58. cauchy_distribution<RealType>(),
  59. static_cast<RealType>(0.125)), // x
  60. static_cast<RealType>(0.53958342416056554201085167134004L), // probability.
  61. tolerance); // %
  62. BOOST_CHECK_CLOSE(
  63. ::boost::math::cdf(
  64. cauchy_distribution<RealType>(),
  65. static_cast<RealType>(-0.125)), // x
  66. static_cast<RealType>(0.46041657583943445798914832865996L), // probability.
  67. tolerance); // %
  68. BOOST_CHECK_CLOSE(
  69. ::boost::math::cdf(
  70. cauchy_distribution<RealType>(),
  71. static_cast<RealType>(0.5)), // x
  72. static_cast<RealType>(0.64758361765043327417540107622474L), // probability.
  73. tolerance); // %
  74. BOOST_CHECK_CLOSE(
  75. ::boost::math::cdf(
  76. cauchy_distribution<RealType>(),
  77. static_cast<RealType>(-0.5)), // x
  78. static_cast<RealType>(0.35241638234956672582459892377526L), // probability.
  79. tolerance); // %
  80. BOOST_CHECK_CLOSE(
  81. ::boost::math::cdf(
  82. cauchy_distribution<RealType>(),
  83. static_cast<RealType>(1.0)), // x
  84. static_cast<RealType>(0.75), // probability.
  85. tolerance); // %
  86. BOOST_CHECK_CLOSE(
  87. ::boost::math::cdf(
  88. cauchy_distribution<RealType>(),
  89. static_cast<RealType>(-1.0)), // x
  90. static_cast<RealType>(0.25), // probability.
  91. tolerance); // %
  92. BOOST_CHECK_CLOSE(
  93. ::boost::math::cdf(
  94. cauchy_distribution<RealType>(),
  95. static_cast<RealType>(2.0)), // x
  96. static_cast<RealType>(0.85241638234956672582459892377526L), // probability.
  97. tolerance); // %
  98. BOOST_CHECK_CLOSE(
  99. ::boost::math::cdf(
  100. cauchy_distribution<RealType>(),
  101. static_cast<RealType>(-2.0)), // x
  102. static_cast<RealType>(0.14758361765043327417540107622474L), // probability.
  103. tolerance); // %
  104. BOOST_CHECK_CLOSE(
  105. ::boost::math::cdf(
  106. cauchy_distribution<RealType>(),
  107. static_cast<RealType>(10.0)), // x
  108. static_cast<RealType>(0.9682744825694464304850228813987L), // probability.
  109. tolerance); // %
  110. BOOST_CHECK_CLOSE(
  111. ::boost::math::cdf(
  112. cauchy_distribution<RealType>(),
  113. static_cast<RealType>(-10.0)), // x
  114. static_cast<RealType>(0.031725517430553569514977118601302L), // probability.
  115. tolerance); // %
  116. //
  117. // Complements:
  118. //
  119. BOOST_CHECK_CLOSE(
  120. ::boost::math::cdf(
  121. complement(cauchy_distribution<RealType>(),
  122. static_cast<RealType>(0.125))), // x
  123. static_cast<RealType>(0.46041657583943445798914832865996L), // probability.
  124. tolerance); // %
  125. BOOST_CHECK_CLOSE(
  126. ::boost::math::cdf(
  127. complement(cauchy_distribution<RealType>(),
  128. static_cast<RealType>(-0.125))), // x
  129. static_cast<RealType>(0.53958342416056554201085167134004L), // probability.
  130. tolerance); // %
  131. BOOST_CHECK_CLOSE(
  132. ::boost::math::cdf(
  133. complement(cauchy_distribution<RealType>(),
  134. static_cast<RealType>(0.5))), // x
  135. static_cast<RealType>(0.35241638234956672582459892377526L), // probability.
  136. tolerance); // %
  137. BOOST_CHECK_CLOSE(
  138. ::boost::math::cdf(
  139. complement(cauchy_distribution<RealType>(),
  140. static_cast<RealType>(-0.5))), // x
  141. static_cast<RealType>(0.64758361765043327417540107622474L), // probability.
  142. tolerance); // %
  143. BOOST_CHECK_CLOSE(
  144. ::boost::math::cdf(
  145. complement(cauchy_distribution<RealType>(),
  146. static_cast<RealType>(1.0))), // x
  147. static_cast<RealType>(0.25), // probability.
  148. tolerance); // %
  149. BOOST_CHECK_CLOSE(
  150. ::boost::math::cdf(
  151. complement(cauchy_distribution<RealType>(),
  152. static_cast<RealType>(-1.0))), // x
  153. static_cast<RealType>(0.75), // probability.
  154. tolerance); // %
  155. BOOST_CHECK_CLOSE(
  156. ::boost::math::cdf(
  157. complement(cauchy_distribution<RealType>(),
  158. static_cast<RealType>(2.0))), // x
  159. static_cast<RealType>(0.14758361765043327417540107622474L), // probability.
  160. tolerance); // %
  161. BOOST_CHECK_CLOSE(
  162. ::boost::math::cdf(
  163. complement(cauchy_distribution<RealType>(),
  164. static_cast<RealType>(-2.0))), // x
  165. static_cast<RealType>(0.85241638234956672582459892377526L), // probability.
  166. tolerance); // %
  167. BOOST_CHECK_CLOSE(
  168. ::boost::math::cdf(
  169. complement(cauchy_distribution<RealType>(),
  170. static_cast<RealType>(10.0))), // x
  171. static_cast<RealType>(0.031725517430553569514977118601302L), // probability.
  172. tolerance); // %
  173. BOOST_CHECK_CLOSE(
  174. ::boost::math::cdf(
  175. complement(cauchy_distribution<RealType>(),
  176. static_cast<RealType>(-10.0))), // x
  177. static_cast<RealType>(0.9682744825694464304850228813987L), // probability.
  178. tolerance); // %
  179. //
  180. // Quantiles:
  181. //
  182. BOOST_CHECK_CLOSE(
  183. ::boost::math::quantile(
  184. cauchy_distribution<RealType>(),
  185. static_cast<RealType>(0.53958342416056554201085167134004L)),
  186. static_cast<RealType>(0.125),
  187. tolerance); // %
  188. BOOST_CHECK_CLOSE(
  189. ::boost::math::quantile(
  190. cauchy_distribution<RealType>(),
  191. static_cast<RealType>(0.46041657583943445798914832865996L)),
  192. static_cast<RealType>(-0.125),
  193. tolerance); // %
  194. BOOST_CHECK_CLOSE(
  195. ::boost::math::quantile(
  196. cauchy_distribution<RealType>(),
  197. static_cast<RealType>(0.64758361765043327417540107622474L)),
  198. static_cast<RealType>(0.5),
  199. tolerance); // %
  200. BOOST_CHECK_CLOSE(
  201. ::boost::math::quantile(
  202. cauchy_distribution<RealType>(),
  203. static_cast<RealType>(0.35241638234956672582459892377526)),
  204. static_cast<RealType>(-0.5),
  205. tolerance); // %
  206. BOOST_CHECK_CLOSE(
  207. ::boost::math::quantile(
  208. cauchy_distribution<RealType>(),
  209. static_cast<RealType>(0.75)),
  210. static_cast<RealType>(1.0),
  211. tolerance); // %
  212. BOOST_CHECK_CLOSE(
  213. ::boost::math::quantile(
  214. cauchy_distribution<RealType>(),
  215. static_cast<RealType>(0.25)),
  216. static_cast<RealType>(-1.0),
  217. tolerance); // %
  218. BOOST_CHECK_CLOSE(
  219. ::boost::math::quantile(
  220. cauchy_distribution<RealType>(),
  221. static_cast<RealType>(0.85241638234956672582459892377526L)),
  222. static_cast<RealType>(2.0),
  223. tolerance); // %
  224. BOOST_CHECK_CLOSE(
  225. ::boost::math::quantile(
  226. cauchy_distribution<RealType>(),
  227. static_cast<RealType>(0.14758361765043327417540107622474L)),
  228. static_cast<RealType>(-2.0),
  229. tolerance); // %
  230. BOOST_CHECK_CLOSE(
  231. ::boost::math::quantile(
  232. cauchy_distribution<RealType>(),
  233. static_cast<RealType>(0.9682744825694464304850228813987L)),
  234. static_cast<RealType>(10.0),
  235. tolerance); // %
  236. BOOST_CHECK_CLOSE(
  237. ::boost::math::quantile(
  238. cauchy_distribution<RealType>(),
  239. static_cast<RealType>(0.031725517430553569514977118601302L)),
  240. static_cast<RealType>(-10.0),
  241. tolerance); // %
  242. //
  243. // Quantile from complement:
  244. //
  245. BOOST_CHECK_CLOSE(
  246. ::boost::math::quantile(
  247. complement(cauchy_distribution<RealType>(),
  248. static_cast<RealType>(0.46041657583943445798914832865996L))),
  249. static_cast<RealType>(0.125),
  250. tolerance); // %
  251. BOOST_CHECK_CLOSE(
  252. ::boost::math::quantile(
  253. complement(cauchy_distribution<RealType>(),
  254. static_cast<RealType>(0.53958342416056554201085167134004L))),
  255. static_cast<RealType>(-0.125),
  256. tolerance); // %
  257. BOOST_CHECK_CLOSE(
  258. ::boost::math::quantile(
  259. complement(cauchy_distribution<RealType>(),
  260. static_cast<RealType>(0.35241638234956672582459892377526L))),
  261. static_cast<RealType>(0.5),
  262. tolerance); // %
  263. BOOST_CHECK_CLOSE(
  264. ::boost::math::quantile(
  265. complement(cauchy_distribution<RealType>(),
  266. static_cast<RealType>(0.64758361765043327417540107622474L))),
  267. static_cast<RealType>(-0.5),
  268. tolerance); // %
  269. BOOST_CHECK_CLOSE(
  270. ::boost::math::quantile(
  271. complement(cauchy_distribution<RealType>(),
  272. static_cast<RealType>(0.25))),
  273. static_cast<RealType>(1.0),
  274. tolerance); // %
  275. BOOST_CHECK_CLOSE(
  276. ::boost::math::quantile(
  277. complement(cauchy_distribution<RealType>(),
  278. static_cast<RealType>(0.75))),
  279. static_cast<RealType>(-1.0),
  280. tolerance); // %
  281. BOOST_CHECK_CLOSE(
  282. ::boost::math::quantile(
  283. complement(cauchy_distribution<RealType>(),
  284. static_cast<RealType>(0.14758361765043327417540107622474L))),
  285. static_cast<RealType>(2.0),
  286. tolerance); // %
  287. BOOST_CHECK_CLOSE(
  288. ::boost::math::quantile(
  289. complement(cauchy_distribution<RealType>(),
  290. static_cast<RealType>(0.85241638234956672582459892377526L))),
  291. static_cast<RealType>(-2.0),
  292. tolerance); // %
  293. BOOST_CHECK_CLOSE(
  294. ::boost::math::quantile(
  295. complement(cauchy_distribution<RealType>(),
  296. static_cast<RealType>(0.031725517430553569514977118601302L))),
  297. static_cast<RealType>(10.0),
  298. tolerance); // %
  299. BOOST_CHECK_CLOSE(
  300. ::boost::math::quantile(
  301. complement(cauchy_distribution<RealType>(),
  302. static_cast<RealType>(0.9682744825694464304850228813987L))),
  303. static_cast<RealType>(-10.0),
  304. tolerance); // %
  305. //
  306. // PDF
  307. //
  308. BOOST_CHECK_CLOSE(
  309. ::boost::math::pdf(
  310. cauchy_distribution<RealType>(),
  311. static_cast<RealType>(0.125)), // x
  312. static_cast<RealType>(0.31341281101173235351410956479511L), // probability.
  313. tolerance); // %
  314. BOOST_CHECK_CLOSE(
  315. ::boost::math::pdf(
  316. cauchy_distribution<RealType>(),
  317. static_cast<RealType>(-0.125)), // x
  318. static_cast<RealType>(0.31341281101173235351410956479511L), // probability.
  319. tolerance); // %
  320. BOOST_CHECK_CLOSE(
  321. ::boost::math::pdf(
  322. cauchy_distribution<RealType>(),
  323. static_cast<RealType>(0.5)), // x
  324. static_cast<RealType>(0.25464790894703253723021402139602L), // probability.
  325. tolerance); // %
  326. BOOST_CHECK_CLOSE(
  327. ::boost::math::pdf(
  328. cauchy_distribution<RealType>(),
  329. static_cast<RealType>(-0.5)), // x
  330. static_cast<RealType>(0.25464790894703253723021402139602L), // probability.
  331. tolerance); // %
  332. BOOST_CHECK_CLOSE(
  333. ::boost::math::pdf(
  334. cauchy_distribution<RealType>(),
  335. static_cast<RealType>(1.0)), // x
  336. static_cast<RealType>(0.15915494309189533576888376337251L), // probability.
  337. tolerance); // %
  338. BOOST_CHECK_CLOSE(
  339. ::boost::math::pdf(
  340. cauchy_distribution<RealType>(),
  341. static_cast<RealType>(-1.0)), // x
  342. static_cast<RealType>(0.15915494309189533576888376337251L), // probability.
  343. tolerance); // %
  344. BOOST_CHECK_CLOSE(
  345. ::boost::math::pdf(
  346. cauchy_distribution<RealType>(),
  347. static_cast<RealType>(2.0)), // x
  348. static_cast<RealType>(0.063661977236758134307553505349006L), // probability.
  349. tolerance); // %
  350. BOOST_CHECK_CLOSE(
  351. ::boost::math::pdf(
  352. cauchy_distribution<RealType>(),
  353. static_cast<RealType>(-2.0)), // x
  354. static_cast<RealType>(0.063661977236758134307553505349006L), // probability.
  355. tolerance); // %
  356. BOOST_CHECK_CLOSE(
  357. ::boost::math::pdf(
  358. cauchy_distribution<RealType>(),
  359. static_cast<RealType>(10.0)), // x
  360. static_cast<RealType>(0.0031515830315226799162155200667825L), // probability.
  361. tolerance); // %
  362. BOOST_CHECK_CLOSE(
  363. ::boost::math::pdf(
  364. cauchy_distribution<RealType>(),
  365. static_cast<RealType>(-10.0)), // x
  366. static_cast<RealType>(0.0031515830315226799162155200667825L), // probability.
  367. tolerance); // %
  368. BOOST_CHECK_CLOSE(
  369. ::boost::math::pdf(
  370. cauchy_distribution<RealType>(2, 5),
  371. static_cast<RealType>(1)), // x
  372. static_cast<RealType>(0.061213439650728975295724524374044L), // probability.
  373. tolerance); // %
  374. BOOST_CHECK_CLOSE(
  375. ::boost::math::pdf(
  376. cauchy_distribution<RealType>(-2, 0.25),
  377. static_cast<RealType>(1)), // x
  378. static_cast<RealType>(0.0087809623774838805941453110826215L), // probability.
  379. tolerance); // %
  380. //
  381. // The following test values were calculated using MathCad,
  382. // precision seems to be about 10^-13.
  383. //
  384. tolerance = (std::max)(tolerance, static_cast<RealType>(1e-11));
  385. BOOST_CHECK_CLOSE(
  386. ::boost::math::cdf(
  387. cauchy_distribution<RealType>(1, 1),
  388. static_cast<RealType>(0.125)), // x
  389. static_cast<RealType>(0.271189304634946L), // probability.
  390. tolerance); // %
  391. BOOST_CHECK_CLOSE(
  392. ::boost::math::cdf(
  393. complement(cauchy_distribution<RealType>(1, 1),
  394. static_cast<RealType>(0.125))), // x
  395. static_cast<RealType>(1 - 0.271189304634946L), // probability.
  396. tolerance); // %
  397. BOOST_CHECK_CLOSE(
  398. ::boost::math::quantile(
  399. cauchy_distribution<RealType>(1, 1),
  400. static_cast<RealType>(0.271189304634946L)), // x
  401. static_cast<RealType>(0.125), // probability.
  402. tolerance); // %
  403. BOOST_CHECK_CLOSE(
  404. ::boost::math::quantile(
  405. complement(cauchy_distribution<RealType>(1, 1),
  406. static_cast<RealType>(1 - 0.271189304634946L))), // x
  407. static_cast<RealType>(0.125), // probability.
  408. tolerance); // %
  409. BOOST_CHECK_CLOSE(
  410. ::boost::math::cdf(
  411. cauchy_distribution<RealType>(0, 1),
  412. static_cast<RealType>(0.125)), // x
  413. static_cast<RealType>(0.539583424160566L), // probability.
  414. tolerance); // %
  415. BOOST_CHECK_CLOSE(
  416. ::boost::math::cdf(
  417. cauchy_distribution<RealType>(0, 1),
  418. static_cast<RealType>(0.5)), // x
  419. static_cast<RealType>(0.647583617650433L), // probability.
  420. tolerance); // %
  421. BOOST_CHECK_CLOSE(
  422. ::boost::math::cdf(
  423. cauchy_distribution<RealType>(0, 1),
  424. static_cast<RealType>(1)), // x
  425. static_cast<RealType>(0.750000000000000), // probability.
  426. tolerance); // %
  427. BOOST_CHECK_CLOSE(
  428. ::boost::math::cdf(
  429. cauchy_distribution<RealType>(0, 1),
  430. static_cast<RealType>(2)), // x
  431. static_cast<RealType>(0.852416382349567), // probability.
  432. tolerance); // %
  433. BOOST_CHECK_CLOSE(
  434. ::boost::math::cdf(
  435. cauchy_distribution<RealType>(0, 1),
  436. static_cast<RealType>(10)), // x
  437. static_cast<RealType>(0.968274482569447), // probability.
  438. tolerance); // %
  439. BOOST_CHECK_CLOSE(
  440. ::boost::math::cdf(
  441. cauchy_distribution<RealType>(0, 1),
  442. static_cast<RealType>(100)), // x
  443. static_cast<RealType>(0.996817007235092), // probability.
  444. tolerance); // %
  445. BOOST_CHECK_CLOSE(
  446. ::boost::math::cdf(
  447. cauchy_distribution<RealType>(0, 1),
  448. static_cast<RealType>(-0.125)), // x
  449. static_cast<RealType>(0.460416575839434), // probability.
  450. tolerance); // %
  451. BOOST_CHECK_CLOSE(
  452. ::boost::math::cdf(
  453. cauchy_distribution<RealType>(0, 1),
  454. static_cast<RealType>(-0.5)), // x
  455. static_cast<RealType>(0.352416382349567), // probability.
  456. tolerance); // %
  457. BOOST_CHECK_CLOSE(
  458. ::boost::math::cdf(
  459. cauchy_distribution<RealType>(0, 1),
  460. static_cast<RealType>(-1)), // x
  461. static_cast<RealType>(0.2500000000000000), // probability.
  462. tolerance); // %
  463. BOOST_CHECK_CLOSE(
  464. ::boost::math::cdf(
  465. cauchy_distribution<RealType>(0, 1),
  466. static_cast<RealType>(-2)), // x
  467. static_cast<RealType>(0.147583617650433), // probability.
  468. tolerance); // %
  469. BOOST_CHECK_CLOSE(
  470. ::boost::math::cdf(
  471. cauchy_distribution<RealType>(0, 1),
  472. static_cast<RealType>(-10)), // x
  473. static_cast<RealType>(0.031725517430554), // probability.
  474. tolerance); // %
  475. BOOST_CHECK_CLOSE(
  476. ::boost::math::cdf(
  477. cauchy_distribution<RealType>(0, 1),
  478. static_cast<RealType>(-100)), // x
  479. static_cast<RealType>(3.18299276490824E-3), // probability.
  480. tolerance); // %
  481. BOOST_CHECK_CLOSE(
  482. ::boost::math::cdf(
  483. cauchy_distribution<RealType>(1, 5),
  484. static_cast<RealType>(1.25)), // x
  485. static_cast<RealType>(0.515902251256176), // probability.
  486. tolerance); // %
  487. BOOST_CHECK_CLOSE(
  488. ::boost::math::cdf(
  489. cauchy_distribution<RealType>(2, 2),
  490. static_cast<RealType>(1.25)), // x
  491. static_cast<RealType>(0.385799748780092), // probability.
  492. tolerance); // %
  493. BOOST_CHECK_CLOSE(
  494. ::boost::math::cdf(
  495. cauchy_distribution<RealType>(4, 0.125),
  496. static_cast<RealType>(3)), // x
  497. static_cast<RealType>(0.039583424160566), // probability.
  498. tolerance); // %
  499. BOOST_CHECK_CLOSE(
  500. ::boost::math::cdf(
  501. cauchy_distribution<RealType>(-2, static_cast<RealType>(0.0001)),
  502. static_cast<RealType>(-3)), // x
  503. static_cast<RealType>(3.1830988512275777e-5), // probability.
  504. tolerance); // %
  505. BOOST_CHECK_CLOSE(
  506. ::boost::math::cdf(
  507. cauchy_distribution<RealType>(4, 50),
  508. static_cast<RealType>(-3)), // x
  509. static_cast<RealType>(0.455724386698215), // probability.
  510. tolerance); // %
  511. BOOST_CHECK_CLOSE(
  512. ::boost::math::cdf(
  513. cauchy_distribution<RealType>(-4, 50),
  514. static_cast<RealType>(-3)), // x
  515. static_cast<RealType>(0.506365349100973), // probability.
  516. tolerance); // %
  517. BOOST_CHECK_CLOSE(
  518. ::boost::math::cdf(
  519. complement(cauchy_distribution<RealType>(1, 5),
  520. static_cast<RealType>(1.25))), // x
  521. static_cast<RealType>(1-0.515902251256176), // probability.
  522. tolerance); // %
  523. BOOST_CHECK_CLOSE(
  524. ::boost::math::cdf(
  525. complement(cauchy_distribution<RealType>(2, 2),
  526. static_cast<RealType>(1.25))), // x
  527. static_cast<RealType>(1-0.385799748780092), // probability.
  528. tolerance); // %
  529. BOOST_CHECK_CLOSE(
  530. ::boost::math::cdf(
  531. complement(cauchy_distribution<RealType>(4, 0.125),
  532. static_cast<RealType>(3))), // x
  533. static_cast<RealType>(1-0.039583424160566), // probability.
  534. tolerance); // %
  535. BOOST_CHECK_CLOSE(
  536. ::boost::math::cdf(
  537. cauchy_distribution<RealType>(-2, static_cast<RealType>(0.001)),
  538. static_cast<RealType>(-3)), // x
  539. static_cast<RealType>(0.000318309780080539), // probability.
  540. tolerance); // %
  541. BOOST_CHECK_CLOSE(
  542. ::boost::math::cdf(
  543. complement(cauchy_distribution<RealType>(4, 50),
  544. static_cast<RealType>(-3))), // x
  545. static_cast<RealType>(1-0.455724386698215), // probability.
  546. tolerance); // %
  547. BOOST_CHECK_CLOSE(
  548. ::boost::math::cdf(
  549. complement(cauchy_distribution<RealType>(-4, 50),
  550. static_cast<RealType>(-3))), // x
  551. static_cast<RealType>(1-0.506365349100973), // probability.
  552. tolerance); // %
  553. BOOST_CHECK_CLOSE(
  554. ::boost::math::quantile(
  555. cauchy_distribution<RealType>(1, 5),
  556. static_cast<RealType>(0.515902251256176)), // x
  557. static_cast<RealType>(1.25), // probability.
  558. tolerance); // %
  559. BOOST_CHECK_CLOSE(
  560. ::boost::math::quantile(
  561. cauchy_distribution<RealType>(2, 2),
  562. static_cast<RealType>(0.385799748780092)), // x
  563. static_cast<RealType>(1.25), // probability.
  564. tolerance); // %
  565. BOOST_CHECK_CLOSE(
  566. ::boost::math::quantile(
  567. cauchy_distribution<RealType>(4, 0.125),
  568. static_cast<RealType>(0.039583424160566)), // x
  569. static_cast<RealType>(3), // probability.
  570. tolerance); // %
  571. /*
  572. BOOST_CHECK_CLOSE(
  573. ::boost::math::quantile(
  574. cauchy_distribution<RealType>(-2, 0.0001),
  575. static_cast<RealType>(-3)), // x
  576. static_cast<RealType>(0.000015915494296), // probability.
  577. tolerance); // %
  578. */
  579. BOOST_CHECK_CLOSE(
  580. ::boost::math::quantile(
  581. cauchy_distribution<RealType>(4, 50),
  582. static_cast<RealType>(0.455724386698215)), // x
  583. static_cast<RealType>(-3), // probability.
  584. tolerance); // %
  585. BOOST_CHECK_CLOSE(
  586. ::boost::math::quantile(
  587. cauchy_distribution<RealType>(-4, 50),
  588. static_cast<RealType>(0.506365349100973)), // x
  589. static_cast<RealType>(-3), // probability.
  590. tolerance); // %
  591. BOOST_CHECK_CLOSE(
  592. ::boost::math::quantile(
  593. complement(cauchy_distribution<RealType>(1, 5),
  594. static_cast<RealType>(1-0.515902251256176))), // x
  595. static_cast<RealType>(1.25), // probability.
  596. tolerance); // %
  597. BOOST_CHECK_CLOSE(
  598. ::boost::math::quantile(
  599. complement(cauchy_distribution<RealType>(2, 2),
  600. static_cast<RealType>(1-0.385799748780092))), // x
  601. static_cast<RealType>(1.25), // probability.
  602. tolerance); // %
  603. BOOST_CHECK_CLOSE(
  604. ::boost::math::quantile(
  605. complement(cauchy_distribution<RealType>(4, 0.125),
  606. static_cast<RealType>(1-0.039583424160566))), // x
  607. static_cast<RealType>(3), // probability.
  608. tolerance); // %
  609. /*
  610. BOOST_CHECK_CLOSE(
  611. ::boost::math::quantile(
  612. cauchy_distribution<RealType>(-2, 0.0001),
  613. static_cast<RealType>(-3)), // x
  614. static_cast<RealType>(0.000015915494296), // probability.
  615. tolerance); // %
  616. */
  617. BOOST_CHECK_CLOSE(
  618. ::boost::math::quantile(
  619. complement(cauchy_distribution<RealType>(4, 50),
  620. static_cast<RealType>(1-0.455724386698215))), // x
  621. static_cast<RealType>(-3), // probability.
  622. tolerance); // %
  623. BOOST_CHECK_CLOSE(
  624. ::boost::math::quantile(
  625. complement(cauchy_distribution<RealType>(-4, 50),
  626. static_cast<RealType>(1-0.506365349100973))), // x
  627. static_cast<RealType>(-3), // probability.
  628. tolerance); // %
  629. cauchy_distribution<RealType> dist; // default (0, 1)
  630. BOOST_CHECK_EQUAL(
  631. mode(dist),
  632. static_cast<RealType>(0));
  633. BOOST_CHECK_EQUAL(
  634. median(dist),
  635. static_cast<RealType>(0));
  636. //
  637. // Things that now don't compile (BOOST-STATIC_ASSERT_FAILURE) by default.
  638. // #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
  639. // To compile even if Cauchy mean is used.
  640. // See policy reference, mathematically undefined function policies
  641. //
  642. //BOOST_MATH_CHECK_THROW(
  643. // mean(dist),
  644. // std::domain_error);
  645. //BOOST_MATH_CHECK_THROW(
  646. // variance(dist),
  647. // std::domain_error);
  648. //BOOST_MATH_CHECK_THROW(
  649. // standard_deviation(dist),
  650. // std::domain_error);
  651. //BOOST_MATH_CHECK_THROW(
  652. // kurtosis(dist),
  653. // std::domain_error);
  654. //BOOST_MATH_CHECK_THROW(
  655. // kurtosis_excess(dist),
  656. // std::domain_error);
  657. //BOOST_MATH_CHECK_THROW(
  658. // skewness(dist),
  659. // std::domain_error);
  660. BOOST_MATH_CHECK_THROW(
  661. quantile(dist, RealType(0.0)),
  662. std::overflow_error);
  663. BOOST_MATH_CHECK_THROW(
  664. quantile(dist, RealType(1.0)),
  665. std::overflow_error);
  666. BOOST_MATH_CHECK_THROW(
  667. quantile(complement(dist, RealType(0.0))),
  668. std::overflow_error);
  669. BOOST_MATH_CHECK_THROW(
  670. quantile(complement(dist, RealType(1.0))),
  671. std::overflow_error);
  672. check_out_of_range<boost::math::cauchy_distribution<RealType> >(0, 1); // (All) valid constructor parameter values.
  673. } // template <class RealType>void test_spots(RealType)
  674. BOOST_AUTO_TEST_CASE( test_main )
  675. {
  676. BOOST_MATH_CONTROL_FP;
  677. // Check that can generate cauchy distribution using the two convenience methods:
  678. boost::math::cauchy mycd1(1.); // Using typedef
  679. cauchy_distribution<> mycd2(1.); // Using default RealType double.
  680. cauchy_distribution<> C01; // Using default RealType double for Standard Cauchy.
  681. BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values.
  682. BOOST_CHECK_EQUAL(C01.scale(), 1);
  683. // Basic sanity-check spot values.
  684. // (Parameter value, arbitrarily zero, only communicates the floating point type).
  685. test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
  686. test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
  687. #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
  688. test_spots(0.0L); // Test long double.
  689. #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
  690. test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
  691. #endif
  692. #else
  693. std::cout << "<note>The long double tests have been disabled on this platform "
  694. "either because the long double overloads of the usual math functions are "
  695. "not available at all, or because they are too inaccurate for these tests "
  696. "to pass.</note>" << std::endl;
  697. #endif
  698. } // BOOST_AUTO_TEST_CASE( test_main )
  699. /*
  700. Output:
  701. Running 1 test case...
  702. Tolerance for type float is 0.000596046 %
  703. Tolerance for type double is 1.11022e-012 %
  704. Tolerance for type long double is 1.11022e-012 %
  705. Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 %
  706. *** No errors detected
  707. */