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- // test_owens_t.cpp
- // Copyright Paul A. Bristow 2012.
- // Copyright Benjamin Sobotta 2012.
- // 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)
- // Tested using some 30 decimal digit accuracy values from:
- // Fast and accurate calculation of Owen's T-function
- // Mike Patefield, and David Tandy
- // Journal of Statistical Software, 5 (5), 1-25 (2000).
- // http://www.jstatsoft.org/v05/a05/paper Table 3, page 15
- // Values of T(h,a) accurate to thirty figures were calculated using 128 bit arithmetic by
- // evaluating (9) with m = 48, the summation over k being continued until additional terms did
- // not alter the result. The resultant values Tacc(h,a) say, were validated by evaluating (8) with
- // m = 48 (i.e. 96 point Gaussian quadrature).
- #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
- #ifdef _MSC_VER
- # pragma warning (disable : 4127) // conditional expression is constant
- # pragma warning (disable : 4305) // 'initializing' : truncation from 'double' to 'const float'
- // ?? TODO get rid of these warnings?
- #endif
- #include <boost/math/concepts/real_concept.hpp> // for real_concept.
- using ::boost::math::concepts::real_concept;
- #include <boost/math/special_functions/owens_t.hpp> // for owens_t function.
- using boost::math::owens_t;
- #include <boost/math/distributions/normal.hpp>
- #define BOOST_TEST_MAIN
- #include <boost/test/unit_test.hpp>
- #include <boost/test/tools/floating_point_comparison.hpp>
- #include <boost/array.hpp>
- #include "libs/math/test/handle_test_result.hpp"
- #include "libs/math/test/table_type.hpp"
- #include "libs/math/test/functor.hpp"
- #include "test_owens_t.hpp"
- //
- // Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support.
- // This requires the multiprecision library from sandbox/big_number.
- // Note that these tests *do not pass*, but they do give an idea of the
- // error rates that can be expected....
- //
- #ifdef TEST_CPP_DEC_FLOAT
- #include <boost/multiprecision/cpp_dec_float.hpp>
- template <class R>
- inline R convert_to(const char* s)
- {
- try{
- return boost::lexical_cast<R>(s);
- }
- catch(const boost::bad_lexical_cast&)
- {
- return 0;
- }
- }
- #define SC_(x) convert_to<T>(BOOST_STRINGIZE(x))
- #endif
- #include "owens_t_T7.hpp"
- #include <iostream>
- using std::cout;
- using std::endl;
- #include <limits>
- using std::numeric_limits;
- void expected_results()
- {
- //
- // Define the max and mean errors expected for
- // various compilers and platforms.
- //
- const char* largest_type;
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
- {
- largest_type = "(long\\s+)?double|real_concept";
- }
- else
- {
- largest_type = "long double|real_concept";
- }
- #else
- largest_type = "(long\\s+)?double";
- #endif
- //
- // Catch all cases come last:
- //
- if(std::numeric_limits<long double>::digits > 60)
- {
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- largest_type, // test type(s)
- ".*", // test data group
- "owens_t", 500, 100); // test function
- }
- else
- {
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- largest_type, // test type(s)
- ".*", // test data group
- "owens_t", 60, 5); // test function
- }
- //
- // Finish off by printing out the compiler/stdlib/platform names,
- // we do this to make it easier to mark up expected error rates.
- //
- std::cout << "Tests run with " << BOOST_COMPILER << ", "
- << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
- }
- BOOST_AUTO_TEST_CASE( test_main )
- {
- BOOST_MATH_CONTROL_FP;
- expected_results();
- // Basic sanity-check spot values.
- // (Parameter value, arbitrarily zero, only communicates the floating point type).
- test_spots(0.0F); // Test float.
- test_spots(0.0); // Test double.
- #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
- #endif
- check_against_T7(0.0F); // Test float.
- check_against_T7(0.0); // Test double.
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- check_against_T7(0.0L); // Test long double.
- #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
- check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept.
- #endif
- #endif
- test_owens_t(0.0F, "float"); // Test float.
- test_owens_t(0.0, "double"); // Test double.
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- test_owens_t(0.0L, "long double"); // Test long double.
- #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
- test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
- #endif
- #endif
- #ifdef TEST_CPP_DEC_FLOAT
- typedef boost::multiprecision::mp_number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35;
- test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept.
- test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept.
- test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept.
- #endif
-
- } // BOOST_AUTO_TEST_CASE( test_main )
- /*
- Output:
- Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
- Running 1 test case...
- Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32
- Tolerance = 3.57628e-006.
- Tolerance = 6.66134e-015.
- Tolerance = 6.66134e-015.
- Tolerance = 6.66134e-015.
- Tolerance = 1.78814e-005.
- Tolerance = 3.33067e-014.
- Tolerance = 3.33067e-014.
- Tolerance = 3.33067e-014.
- Testing Owens T (medium small values) with type float
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<float> Max = 0 RMS Mean=0
-
-
- Testing Owens T (large and diverse values) with type float
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<float> Max = 0 RMS Mean=0
-
-
- Testing Owens T (medium small values) with type double
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728
- worst case at row: 81
- { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
-
-
- Testing Owens T (large and diverse values) with type double
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206
- worst case at row: 430
- { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
-
-
- Testing Owens T (medium small values) with type long double
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728
- worst case at row: 81
- { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
-
-
- Testing Owens T (large and diverse values) with type long double
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206
- worst case at row: 430
- { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
-
-
- Testing Owens T (medium small values) with type real_concept
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032
- worst case at row: 81
- { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
-
-
- Testing Owens T (large and diverse values) with type real_concept
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102
- worst case at row: 439
- { 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 }
-
-
-
- *** No errors detected
- */
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