// Copyright Paul A. Bristow 2006, 2017. // Copyright John Maddock 2006. // 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_students_t.cpp // http://en.wikipedia.org/wiki/Student%27s_t_distribution // http://www.itl.nist.gov/div898/handbook/eda/section3/eda3664.htm // Basic sanity test for Student's t probability (quantile) (0. < p < 1). // and Student's t probability Quantile (0. < p < 1). #ifdef _MSC_VER # pragma warning (disable :4127) // conditional expression is constant. #endif #define BOOST_TEST_MAIN #include // Boost.Test #include #include // for real_concept #include // for real_concept #include "test_out_of_range.hpp" #include using boost::math::students_t_distribution; #include using std::cout; using std::endl; using std::setprecision; #include using std::numeric_limits; template RealType naive_pdf(RealType v, RealType t) { // Calculate the pdf of the students t in a deliberately // naive way, using equation (5) from // http://mathworld.wolfram.com/Studentst-Distribution.html // This is equivalent to, but a different method // to the one in the actual implementation, so can be used as // a very basic sanity check. However some published values // would be nice.... using namespace std; // for ADL using boost::math::beta; //return pow(v / (v + t*t), (1+v) / 2) / (sqrt(v) * beta(v/2, RealType(0.5f))); RealType result = boost::math::tgamma_ratio((v+1)/2, v/2); result /= sqrt(v * boost::math::constants::pi()); result /= pow(1 + t*t/v, (v+1)/2); return result; } template void test_spots(RealType) { // Basic sanity checks RealType tolerance = static_cast(1e-4); // 1e-6 (as %) // Some tests only pass at 1e-5 because probability value is less accurate, // a digit in 6th decimal place, although calculated using // a t-distribution generator (claimed 6 decimal digits) at // http://faculty.vassar.edu/lowry/VassarStats.html // http://faculty.vassar.edu/lowry/tsamp.html // df = 5, +/-t = 2.0, 1-tailed = 0.050970, 2-tailed = 0.101939 cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl; // http://en.wikipedia.org/wiki/Student%27s_t_distribution#Table_of_selected_values // Using tabulated value of t = 3.182 for 0.975, 3 df, one-sided. // http://www.mth.kcl.ac.uk/~shaww/web_page/papers/Tdistribution06.pdf refers to: // A lookup table of quantiles of the RealType distribution // for 1 to 25 in steps of 0.1 is provided in CSV form at: // www.mth.kcl.ac.uk/~shaww/web_page/papers/Tsupp/tquantiles.csv // gives accurate t of -3.1824463052837 and 3 degrees of freedom. // Values below are from this source, saved as tquantiles.xls. // DF are across the columns, probabilities down the rows // and the t- values (quantiles) are shown. // These values are probably accurate to nearly 64-bit double // (perhaps 14 decimal digits). BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(2), // degrees_of_freedom static_cast(-6.96455673428326)), // t static_cast(0.01), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(5), // degrees_of_freedom static_cast(-3.36492999890721)), // t static_cast(0.01), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(1), // degrees_of_freedom static_cast(-31830.988607907)), // t static_cast(0.00001), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(25.), // degrees_of_freedom static_cast(-5.2410429995425)), // t static_cast(0.00001), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(1), // degrees_of_freedom static_cast(-63661.97723)), // t static_cast(0.000005), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(5.), // degrees_of_freedom static_cast(-17.89686614)), // t static_cast(0.000005), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(25.), // degrees_of_freedom static_cast(-5.510848412)), // t static_cast(0.000005), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(10.), // degrees_of_freedom static_cast(-1.812461123)), // t static_cast(0.05), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(10), // degrees_of_freedom static_cast(1.812461123)), // t static_cast(0.95), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( complement( students_t_distribution(10), // degrees_of_freedom static_cast(1.812461123))), // t static_cast(0.05), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(10), // degrees_of_freedom static_cast(9.751995491)), // t static_cast(0.999999), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(10.), // degrees_of_freedom - for ALL degrees_of_freedom! static_cast(0.)), // t static_cast(0.5), // probability. tolerance); // Student's t Inverse function tests. // Special cases BOOST_MATH_CHECK_THROW(boost::math::quantile( students_t_distribution(1.), // degrees_of_freedom (ignored). static_cast(0)), std::overflow_error); // t == -infinity. BOOST_MATH_CHECK_THROW(boost::math::quantile( students_t_distribution(1.), // degrees_of_freedom (ignored). static_cast(1)), std::overflow_error); // t == +infinity. BOOST_CHECK_EQUAL(boost::math::quantile( students_t_distribution(1.), // degrees_of_freedom (ignored). static_cast(0.5)), // probability == half - special case. static_cast(0)); // t == zero. BOOST_CHECK_EQUAL(boost::math::quantile( complement( students_t_distribution(1.), // degrees_of_freedom (ignored). static_cast(0.5))), // probability == half - special case. static_cast(0)); // t == zero. BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(1.), // degrees_of_freedom (ignored). static_cast(0.5)), // probability == half - special case. static_cast(0), // t == zero. tolerance); BOOST_CHECK_CLOSE( // Tests of p middling. ::boost::math::cdf( students_t_distribution(5.), // degrees_of_freedom static_cast(-0.559429644)), // t static_cast(0.3), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::quantile( students_t_distribution(5.), // degrees_of_freedom static_cast(0.3)), // probability. static_cast(-0.559429644), // t tolerance); BOOST_CHECK_CLOSE( ::boost::math::quantile( complement( students_t_distribution(5.), // degrees_of_freedom static_cast(0.7))), // probability. static_cast(-0.559429644), // t tolerance); BOOST_CHECK_CLOSE( // Tests of p high. ::boost::math::cdf( students_t_distribution(5.), // degrees_of_freedom static_cast(1.475884049)), // t static_cast(0.9), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::quantile( students_t_distribution(5.), // degrees_of_freedom static_cast(0.9)), // probability. static_cast(1.475884049), // t tolerance); BOOST_CHECK_CLOSE( // Tests of p low. ::boost::math::cdf( students_t_distribution(5.), // degrees_of_freedom static_cast(-1.475884049)), // t static_cast(0.1), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::quantile( students_t_distribution(5.), // degrees_of_freedom static_cast(0.1)), // probability. static_cast(-1.475884049), // t tolerance); BOOST_CHECK_CLOSE( ::boost::math::cdf( students_t_distribution(2.), // degrees_of_freedom static_cast(-6.96455673428326)), // t static_cast(0.01), // probability. tolerance); BOOST_CHECK_CLOSE( ::boost::math::quantile( students_t_distribution(2.), // degrees_of_freedom static_cast(0.01)), // probability. static_cast(-6.96455673428326), // t tolerance); // // Some special tests to exercise the double-precision approximations // to the quantile: // // tolerance is 50 eps expressed as a persent: // tolerance = boost::math::tools::epsilon() * 5000; BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(2.00390625L), // degrees_of_freedom. static_cast(0.5625L)), // probability. static_cast(0.178133131573788108465134803511798566L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(1L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-10.1531703876088604621071476634194722L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(1L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(2.41421356237309504880168872421390942L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(2L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-3.81000381000571500952501666878143315L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(2L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.60356745147454630810732088527854144L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(4L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-2.56208431914409044861223047927635034L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(4L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.34439755550909142430681981315923574L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(6L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-2.28348667906973065861212495010082952L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(6L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.27334930914664286821103236660071906L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(8L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-2.16296475406014719458642055768894376L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(8L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.24031826078267310637634677726479038L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(10L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-2.09596136475109350926340169211429572L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(10L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.2212553950039221407185188573696834L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(2.125L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-3.62246031671091980110493455859296532L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(2.125L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.56905270993307293450392958697861969L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(3L), // degrees_of_freedom. static_cast(0.03125L)), // probability. static_cast(-2.90004411882995814036141778367917946L), // t. tolerance); BOOST_CHECK_CLOSE(boost::math::quantile( students_t_distribution(3L), // degrees_of_freedom. static_cast(0.875L)), // probability. static_cast(1.42262528146180931868169289781115099L), // t. tolerance); if(boost::is_floating_point::value) { BOOST_CHECK_CLOSE(boost::math::cdf( students_t_distribution(1e30f), boost::math::quantile( students_t_distribution(1e30f), static_cast(0.25f))), static_cast(0.25f), tolerance); BOOST_CHECK_CLOSE(boost::math::cdf( students_t_distribution(1e20f), boost::math::quantile( students_t_distribution(1e20f), static_cast(0.25f))), static_cast(0.25f), tolerance); BOOST_CHECK_CLOSE(boost::math::cdf( students_t_distribution(static_cast(0x7FFFFFFF)), boost::math::quantile( students_t_distribution(static_cast(0x7FFFFFFF)), static_cast(0.25f))), static_cast(0.25f), tolerance); BOOST_CHECK_CLOSE(boost::math::cdf( students_t_distribution(static_cast(0x10000000)), boost::math::quantile( students_t_distribution(static_cast(0x10000000)), static_cast(0.25f))), static_cast(0.25f), tolerance); BOOST_CHECK_CLOSE(boost::math::cdf( students_t_distribution(static_cast(0x0fffffff)), boost::math::quantile( students_t_distribution(static_cast(0x0fffffff)), static_cast(0.25f))), static_cast(0.25f), tolerance); } // Student's t pdf tests. // for PDF checks, use 100 eps tolerance expressed as a percent: tolerance = boost::math::tools::epsilon() * 10000; for(unsigned i = 1; i < 20; i += 3) { for(RealType r = -10; r < 10; r += 0.125) { //std::cout << "df=" << i << " t=" << r << std::endl; BOOST_CHECK_CLOSE( boost::math::pdf( students_t_distribution(static_cast(i)), r), naive_pdf(static_cast(i), r), tolerance); } } RealType tol2 = boost::math::tools::epsilon() * 5; students_t_distribution dist(8); RealType x = static_cast(0.125); using namespace std; // ADL of std names. // mean: BOOST_CHECK_CLOSE( mean(dist) , static_cast(0), tol2); // variance: // BOOST_CHECK_CLOSE( // variance(dist) // , static_cast(13.0L / 6.0L), tol2); //// was , static_cast(8.0L / 6.0L), tol2); // std deviation: BOOST_CHECK_CLOSE( standard_deviation(dist) , static_cast(sqrt(8.0L / 6.0L)), tol2); // hazard: BOOST_CHECK_CLOSE( hazard(dist, x) , pdf(dist, x) / cdf(complement(dist, x)), tol2); // cumulative hazard: BOOST_CHECK_CLOSE( chf(dist, x) , -log(cdf(complement(dist, x))), tol2); // coefficient_of_variation: BOOST_MATH_CHECK_THROW( coefficient_of_variation(dist), std::overflow_error); // mode: BOOST_CHECK_CLOSE( mean(dist) , static_cast(0), tol2); // median: BOOST_CHECK_CLOSE( median(dist) , static_cast(0), tol2); // skewness: BOOST_CHECK_CLOSE( skewness(dist) , static_cast(0), tol2); // kurtosis: BOOST_CHECK_CLOSE( kurtosis(dist) , static_cast(4.5), tol2); // kurtosis excess: BOOST_CHECK_CLOSE( kurtosis_excess(dist) , static_cast(1.5), tol2); // Parameter estimation. These results are close to but // not identical to those reported on the NIST website at // http://www.itl.nist.gov/div898/handbook/prc/section2/prc222.htm // the NIST results appear to be calculated using a normal // approximation, which slightly under-estimates the degrees of // freedom required, particularly when the result is small. // BOOST_CHECK_EQUAL( ceil(students_t_distribution::find_degrees_of_freedom( static_cast(0.5), static_cast(0.005), static_cast(0.01), static_cast(1.0))), 99); BOOST_CHECK_EQUAL( ceil(students_t_distribution::find_degrees_of_freedom( static_cast(1.5), static_cast(0.005), static_cast(0.01), static_cast(1.0))), 14); BOOST_CHECK_EQUAL( ceil(students_t_distribution::find_degrees_of_freedom( static_cast(0.5), static_cast(0.025), static_cast(0.01), static_cast(1.0))), 76); BOOST_CHECK_EQUAL( ceil(students_t_distribution::find_degrees_of_freedom( static_cast(1.5), static_cast(0.025), static_cast(0.01), static_cast(1.0))), 11); BOOST_CHECK_EQUAL( ceil(students_t_distribution::find_degrees_of_freedom( static_cast(0.5), static_cast(0.05), static_cast(0.01), static_cast(1.0))), 65); BOOST_CHECK_EQUAL( ceil(students_t_distribution::find_degrees_of_freedom( static_cast(1.5), static_cast(0.05), static_cast(0.01), static_cast(1.0))), 9); // Test for large degrees of freedom when should be same as normal. RealType inf = std::numeric_limits::infinity(); RealType nan = std::numeric_limits::quiet_NaN(); std::string type = typeid(RealType).name(); // if (type != "class boost::math::concepts::real_concept") fails for gcc if (typeid(RealType) != typeid(boost::math::concepts::real_concept)) { // Ordinary floats only. RealType limit = 1/ boost::math::tools::epsilon(); // Default policy to get full accuracy. // std::cout << "Switch over to normal if df > " << limit << std::endl; // float Switch over to normal if df > 8.38861e+006 // double Switch over to normal if df > 4.5036e+015 // Can't test real_concept - doesn't converge. boost::math::normal_distribution n(0, 1); // students_t_distribution st(boost::math::tools::max_value()); // Well over the switchover point, // PDF BOOST_CHECK_EQUAL(pdf(st, 0), pdf(n, 0.)); // Should be exactly equal. students_t_distribution st2(limit /5 ); // Just below the switchover point, BOOST_CHECK_CLOSE_FRACTION(pdf(st2, 0), pdf(n, 0.), tolerance); // Should be very close to normal. // CDF BOOST_CHECK_EQUAL(cdf(st, 0), cdf(n, 0.)); // Should be exactly equal. BOOST_CHECK_CLOSE_FRACTION(cdf(st2, 0), cdf(n, 0.), tolerance); // Should be very close to normal. // Tests for df = infinity. students_t_distribution infdf(inf); BOOST_CHECK_EQUAL(infdf.degrees_of_freedom(), inf); BOOST_CHECK_EQUAL(mean(infdf), 0); // OK. #ifndef BOOST_NO_EXCEPTIONS BOOST_MATH_CHECK_THROW(students_t_distribution minfdf(-inf), std::domain_error); BOOST_MATH_CHECK_THROW(students_t_distribution minfdf(nan), std::domain_error); BOOST_MATH_CHECK_THROW(students_t_distribution minfdf(-nan), std::domain_error); #endif BOOST_CHECK_EQUAL(pdf(infdf, -inf), 0); BOOST_CHECK_EQUAL(pdf(infdf, +inf), 0); BOOST_CHECK_EQUAL(cdf(infdf, -inf), 0); BOOST_CHECK_EQUAL(cdf(infdf, +inf), 1); // BOOST_CHECK_CLOSE_FRACTION(pdf(infdf, 0), static_cast(0.3989422804014326779399460599343818684759L), tolerance); BOOST_CHECK_CLOSE_FRACTION(pdf(infdf, 0),boost::math::constants::one_div_root_two_pi() , tolerance); BOOST_CHECK_CLOSE_FRACTION(cdf(infdf, 0),boost::math::constants::half() , tolerance); // Checks added for Trac #7717 report by Thomas Mang. BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error); BOOST_MATH_CHECK_THROW(quantile(dist, 2), std::domain_error); BOOST_MATH_CHECK_THROW(pdf(students_t_distribution(0), 0), std::domain_error); BOOST_MATH_CHECK_THROW(pdf(students_t_distribution(-1), 0), std::domain_error); // Check on df for mean (moment k = 1) BOOST_MATH_CHECK_THROW(mean(students_t_distribution(nan)), std::domain_error); // BOOST_MATH_CHECK_THROW(mean(students_t_distribution(inf)), std::domain_error); inf is now OK BOOST_MATH_CHECK_THROW(mean(students_t_distribution(-1)), std::domain_error); BOOST_MATH_CHECK_THROW(mean(students_t_distribution(0)), std::domain_error); BOOST_MATH_CHECK_THROW(mean(students_t_distribution(1)), std::domain_error); // df == k BOOST_CHECK_EQUAL(mean(students_t_distribution(2)), 0); // OK. BOOST_CHECK_EQUAL(mean(students_t_distribution(inf)), 0); // OK. // Check on df for variance (moment 2) BOOST_MATH_CHECK_THROW(variance(students_t_distribution(nan)), std::domain_error); // BOOST_MATH_CHECK_THROW(variance(students_t_distribution(inf)), std::domain_error); // inf is now OK. BOOST_MATH_CHECK_THROW(variance(students_t_distribution(-1)), std::domain_error); BOOST_MATH_CHECK_THROW(variance(students_t_distribution(0)), std::domain_error); BOOST_MATH_CHECK_THROW(variance(students_t_distribution(1)), std::domain_error); BOOST_MATH_CHECK_THROW(variance(students_t_distribution(static_cast(1.99999L))), std::domain_error); BOOST_MATH_CHECK_THROW(variance(students_t_distribution(static_cast(1.99999L))), std::domain_error); BOOST_MATH_CHECK_THROW(variance(students_t_distribution(2)), std::domain_error); // df == BOOST_CHECK_EQUAL(variance(students_t_distribution(2.5)), 5); // OK. BOOST_CHECK_EQUAL(variance(students_t_distribution(3)), 3); // OK. BOOST_CHECK_EQUAL(variance(students_t_distribution(inf)), 1); // OK. // Check on df for skewness (moment 3) BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(nan)), std::domain_error); BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(-1)), std::domain_error); BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(0)), std::domain_error); BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(1)), std::domain_error); BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(1.5L)), std::domain_error); BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(2)), std::domain_error); BOOST_MATH_CHECK_THROW(skewness(students_t_distribution(3)), std::domain_error); // df == k BOOST_CHECK_EQUAL(skewness(students_t_distribution(3.5)), 0); // OK. BOOST_CHECK_EQUAL(skewness(students_t_distribution(4)), 0); // OK. BOOST_CHECK_EQUAL(skewness(students_t_distribution(inf)), 0); // OK. // Check on df for kurtosis_excess (moment 4) BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(nan)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(-1)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(0)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(1)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(1.5L)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(2)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(static_cast(2.1))), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(3)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis_excess(students_t_distribution(4)), std::domain_error); // df == k BOOST_CHECK_EQUAL(kurtosis_excess(students_t_distribution(5)), 6); // OK. BOOST_CHECK_EQUAL(kurtosis_excess(students_t_distribution(inf)), 0); // OK. // Check on df for kurtosis (moment 4) BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(nan)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(-1)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(0)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(1)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(2)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(static_cast(2.0001L))), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(3)), std::domain_error); BOOST_MATH_CHECK_THROW(kurtosis(students_t_distribution(4)), std::domain_error); // df == k BOOST_CHECK_EQUAL(kurtosis(students_t_distribution(5)), 9); // OK. BOOST_CHECK_EQUAL(kurtosis(students_t_distribution(inf)), 3); // OK. } // Use a new distribution ignore_error_students_t with a custom policy to ignore all errors, // and check returned values are as expected. /* Sandia-darwin-intel-12.0 - math - test_students_t / intel-darwin-12.0 ../libs/math/test/test_students_t.cpp(544): error: "domain_error" has already been declared in the current scope using boost::math::policies::domain_error; ../libs/math/test/test_students_t.cpp(552): error: "pole_error" has already been declared in the current scope using boost::math::policies::pole_error; Unclear where previous declaration is. Does not seem to be in student_t.hpp or any included files??? So to avoid this perceived problem by this compiler, the ignore policy below uses fully specified names. */ using boost::math::policies::policy; // Types of error whose action can be altered by policies:. //using boost::math::policies::evaluation_error; //using boost::math::policies::domain_error; //using boost::math::policies::overflow_error; //using boost::math::policies::underflow_error; //using boost::math::policies::domain_error; //using boost::math::policies::pole_error; //// Actions on error (in enum error_policy_type): //using boost::math::policies::errno_on_error; //using boost::math::policies::ignore_error; //using boost::math::policies::throw_on_error; //using boost::math::policies::denorm_error; //using boost::math::policies::pole_error; //using boost::math::policies::user_error; typedef policy< boost::math::policies::domain_error, boost::math::policies::overflow_error, boost::math::policies::underflow_error, boost::math::policies::denorm_error, boost::math::policies::pole_error, boost::math::policies::evaluation_error > my_ignore_policy; typedef students_t_distribution ignore_error_students_t; // Only test NaN and infinity if type has these features (realconcept returns zero). // Integers are always converted to RealType, // others requires static cast to RealType from long double. if(std::numeric_limits::has_quiet_NaN) { // Mean BOOST_CHECK((boost::math::isnan)(mean(ignore_error_students_t(-1)))); BOOST_CHECK((boost::math::isnan)(mean(ignore_error_students_t(0)))); BOOST_CHECK((boost::math::isnan)(mean(ignore_error_students_t(1)))); // Variance BOOST_CHECK((boost::math::isnan)(variance(ignore_error_students_t(std::numeric_limits::quiet_NaN())))); BOOST_CHECK((boost::math::isnan)(variance(ignore_error_students_t(-1)))); BOOST_CHECK((boost::math::isnan)(variance(ignore_error_students_t(0)))); BOOST_CHECK((boost::math::isnan)(variance(ignore_error_students_t(1)))); BOOST_CHECK((boost::math::isnan)(variance(ignore_error_students_t(static_cast(1.7L))))); BOOST_CHECK((boost::math::isnan)(variance(ignore_error_students_t(2)))); // Skewness BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_students_t(std::numeric_limits::quiet_NaN())))); BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_students_t(-1)))); BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_students_t(0)))); BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_students_t(1)))); BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_students_t(2)))); BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_students_t(3)))); // Kurtosis BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(std::numeric_limits::quiet_NaN())))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(-1)))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(0)))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(1)))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(2)))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(static_cast(2.0001L))))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(3)))); BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_students_t(4)))); // Kurtosis excess BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(std::numeric_limits::quiet_NaN())))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(-1)))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(0)))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(1)))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(2)))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(static_cast(2.0001L))))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(3)))); BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_students_t(4)))); } // has_quiet_NaN BOOST_CHECK(boost::math::isfinite(mean(ignore_error_students_t(1 + std::numeric_limits::epsilon())))); BOOST_CHECK(boost::math::isfinite(variance(ignore_error_students_t(2 + 2 * std::numeric_limits::epsilon())))); BOOST_CHECK(boost::math::isfinite(variance(ignore_error_students_t(static_cast(2.0001L))))); BOOST_CHECK(boost::math::isfinite(variance(ignore_error_students_t(2 + 2 * std::numeric_limits::epsilon())))); BOOST_CHECK(boost::math::isfinite(skewness(ignore_error_students_t(3 + 3 * std::numeric_limits::epsilon())))); BOOST_CHECK(boost::math::isfinite(kurtosis(ignore_error_students_t(4 + 4 * std::numeric_limits::epsilon())))); BOOST_CHECK(boost::math::isfinite(kurtosis(ignore_error_students_t(static_cast(4.0001L))))); // check_out_of_range >(1); // Cannot be used because fails "exception std::domain_error is expected but not raised" // if df = +infinity is allowed, must use new version that allows skipping infinity tests. // Infinite == true check_support >(students_t_distribution(1), true); } // template void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { // Check that can construct students_t distribution using the two convenience methods: using namespace boost::math; students_t myst1(2); // Using typedef students_t_distribution<> myst2(2); // Using default RealType double. //students_t_distribution myst3(2); // Using explicit RealType double. // 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(0x582)) 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 ) /* Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_students_t.exe" Running 1 test case... Tolerance for type float is 0.0001 % Tolerance for type double is 0.0001 % Tolerance for type long double is 0.0001 % Tolerance for type class boost::math::concepts::real_concept is 0.0001 % *** No errors detected */