// test_find_location.cpp // Copyright John Maddock 2007. // Copyright Paul A. Bristow 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) // Basic sanity test for find_location function. // Default domain error policy is // #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error #include #include #include // for real_concept #include // for normal_distribution using boost::math::normal; // Default type double. using boost::math::normal_distribution; // All floating-point types. #include // for cauchy_distribution using boost::math::cauchy; #include // for cauchy_distribution using boost::math::pareto; #include using boost::math::find_location; using boost::math::complement;// will be needed by users who want complement, #include using boost::math::policies::policy; #define BOOST_TEST_MAIN #include // for test_main #include // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL... #include #include using std::cout; using std::endl; using std::fixed; using std::right; using std::left; using std::showpoint; using std::showpos; using std::setw; using std::setprecision; #include using std::numeric_limits; template // Any floating-point type RealType. void test_spots(RealType) { // Parameter only provides the type, float, double... value ignored. // Basic sanity checks, test data may be to double precision only // so set tolerance to 100 eps expressed as a fraction, // or 100 eps of type double expressed as a fraction, // whichever is the larger. RealType tolerance = (std::max) (boost::math::tools::epsilon(), static_cast(std::numeric_limits::epsilon())); tolerance *= 100; // 100 eps as a fraction. cout << "Tolerance for type " << typeid(RealType).name() << " is " << setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl; BOOST_MATH_CHECK_THROW( // Probability outside 0 to 1. find_location >( static_cast(0.), static_cast(-1.), static_cast(0.) ), std::domain_error); normal_distribution n; // standard N(0,1) BOOST_CHECK_EQUAL(n.location(), 0); // aka mean. BOOST_CHECK_EQUAL(n.scale(), 1); // aka standard_deviation. // Check for 'bad' arguments. BOOST_MATH_CHECK_THROW(find_location(0., -1., 0.), std::domain_error); // p below 0 to 1. BOOST_MATH_CHECK_THROW(find_location(0., 2., 0.), std::domain_error); // p above 0 to 1. BOOST_MATH_CHECK_THROW(find_location(numeric_limits::infinity(), 0.5, 0.), std::domain_error); // z not finite. BOOST_MATH_CHECK_THROW(find_location(numeric_limits::quiet_NaN(), -1., 0.), std::domain_error); // z not finite BOOST_MATH_CHECK_THROW(find_location(0., -1., numeric_limits::quiet_NaN()), std::domain_error); // scale not finite BOOST_MATH_CHECK_THROW(find_location(complement(0., -1., 0.)), std::domain_error); // p below 0 to 1. BOOST_MATH_CHECK_THROW(find_location(complement(0., 2., 0.)), std::domain_error); // p above 0 to 1. BOOST_MATH_CHECK_THROW(find_location(complement(numeric_limits::infinity(), 0.5, 0.)), std::domain_error); // z not finite. BOOST_MATH_CHECK_THROW(find_location(complement(numeric_limits::quiet_NaN(), -1., 0.)), std::domain_error); // z not finite BOOST_MATH_CHECK_THROW(find_location(complement(0., -1., numeric_limits::quiet_NaN())), std::domain_error); // scale not finite //// Check for ab-use with unsuitable distribution(s) when concept check implemented. // BOOST_MATH_CHECK_THROW(find_location(0., 0.5, 0.), std::domain_error); // pareto can't be used with find_location. // Check doesn't throw when an ignore_error for domain_error policy is used. 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 > ignore_domain_policy; // Using a typedef is convenient, especially if it is re-used. #ifndef BOOST_NO_EXCEPTIONS BOOST_CHECK_NO_THROW(find_location(0, -1, 1, ignore_domain_policy())); // probability outside [0, 1] BOOST_CHECK_NO_THROW(find_location(numeric_limits::infinity(), -1, 1, ignore_domain_policy())); // z not finite. BOOST_CHECK_NO_THROW(find_location(complement(0, -1, 1, ignore_domain_policy()))); // probability outside [0, 1] BOOST_CHECK_NO_THROW(find_location(complement(numeric_limits::infinity(), -1, 1, ignore_domain_policy()))); // z not finite. #endif // Find location to give a probability p (0.05) of z (-2) RealType sd = static_cast(1); // normal default standard deviation = 1. RealType z = static_cast(-2); // z to give prob p RealType p = static_cast(0.05); // only 5% will be below z RealType l = find_location >(z, p, sd); // cout << z << " " << p << " " << sd << " " << l << endl; normal_distribution np05pc(l, sd); // Same standard_deviation (scale) but with mean(location) shifted. // cout << "Normal distribution with mean = " << l << " has " << "fraction <= " << z << " = " << cdf(np05pc, z) << endl; // Check cdf such that only fraction p really is below offset mean l. BOOST_CHECK_CLOSE_FRACTION(p, cdf(np05pc, z), tolerance); // Check that some policies can be applied (though not used here). l = find_location >(z, p, sd, policy<>()); // Default policy, needs using boost::math::policies::policy; l = find_location >(z, p, sd, boost::math::policies::policy<>()); // Default policy, fully specified. l = find_location >(z, p, sd, ignore_domain_policy()); // find_location with new policy, using typedef. l = find_location >(z, p, sd, policy >()); // New policy, without typedef. // Check that can use the complement version. RealType q = 1 - p; // complement. // cout << "find_location >(complement(z, q, sd)) = " << endl; l = find_location >(complement(z, q, sd)); normal_distribution np95pc(l, sd); // Same standard_deviation (scale) but with mean(location) shifted // cout << "Normal distribution with mean = " << l << " has " << "fraction <= " << z << " = " << cdf(np95pc, z) << endl; BOOST_CHECK_CLOSE_FRACTION(q, cdf(np95pc, z), tolerance); } // template void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { // 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(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 is: Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_find_location.exe" Running 1 test case... Tolerance for type float is 1.19e-005 (or 0.00119%). Tolerance for type double is 2.22e-014 (or 2.22e-012%). Tolerance for type long double is 2.22e-014 (or 2.22e-012%). Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%). *** No errors detected */