EQ2EMu/EQ2/source/depends/boost_1_72_0/libs/random/test/test_hyperexponential_distribution.cpp

/* test_hyperexponential_distribution.ipp
 *
 * Copyright 2014 Marco Guazzone (marco.guazzone@gmail.com)
 * Distributed under 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)
 *
 */


#include <boost/math/tools/precision.hpp>
#include <boost/random/hyperexponential_distribution.hpp>
#include <boost/random/linear_congruential.hpp>
#include <boost/random/lagged_fibonacci.hpp>
#include <boost/assign/list_of.hpp>
#include <limits>
#include <sstream>
#include <vector>

#include "concepts.hpp"

#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp>


#define BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(T, actual, expected, tol)\
    do {                                                                       \
        std::vector<T> x = (actual);                                           \
        std::vector<T> y = (expected);                                         \
        BOOST_CHECK_EQUAL( x.size(), y.size() );                               \
        const std::size_t n = x.size();                                        \
        for (std::size_t i = 0; i < n; ++i)                                    \
        {                                                                      \
            BOOST_CHECK_CLOSE( x[i], y[i], tol );                              \
        }                                                                      \
    } while(false)



namespace /*<unnamed>*/ { namespace detail {

template <typename RealT>
RealT make_tolerance()
{
    // Tolerance is 100eps expressed as a percentage (as required by Boost.Build):
    return boost::math::tools::epsilon<RealT>() * 100 * 100;
}

}} // Namespace <unnamed>::detail


BOOST_CONCEPT_ASSERT((boost::random::test::RandomNumberDistribution< boost::random::hyperexponential_distribution<> >));

BOOST_AUTO_TEST_CASE( test_constructors )
{
    const double tol = detail::make_tolerance<double>();

    // Test default ctor
    boost::random::hyperexponential_distribution<> dist;
    BOOST_CHECK_EQUAL(dist.num_phases(), 1u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist.probabilities(), boost::assign::list_of(1.0), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist.rates(), boost::assign::list_of(1.0), tol);

#if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) && !defined(BOOST_NO_CXX11_UNIFIED_INITIALIZATION_SYNTAX)
    // Test ctor from initializer_list with probabilities and rates
    boost::random::hyperexponential_distribution<> dist_il_p_r = {{1, 2, 3, 4 }, {1, 2, 3, 4}};
    BOOST_CHECK_EQUAL(dist_il_p_r.num_phases(), 4u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_il_p_r.probabilities(), boost::assign::list_of(.1)(.2)(.3)(.4), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_il_p_r.rates(), boost::assign::list_of(1.)(2.)(3.)(4.), tol);

    // Test ctor from initializer_list with rates
    boost::random::hyperexponential_distribution<> dist_il_r = {{1, 2, 3, 4}};
    BOOST_CHECK_EQUAL(dist_il_r.num_phases(), 4u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_il_r.probabilities(), boost::assign::list_of(.25)(.25)(.25)(.25), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_il_r.rates(), boost::assign::list_of(1.)(2.)(3.)(4.), tol);
#endif

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);

    // Test ctor from range
    boost::random::hyperexponential_distribution<> dist_r(probs, rates);
    BOOST_CHECK_EQUAL(dist_r.num_phases(), 4u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r.probabilities(), probs, tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r.rates(), rates, tol);

    // Test ctor from iterators
    boost::random::hyperexponential_distribution<> dist_it(probs.begin(), probs.end(), rates.begin(), rates.end());
    BOOST_CHECK_EQUAL(dist_it.num_phases(), 4u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_it.probabilities(), probs, tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_it.rates(), rates, tol);

    // Test ctor from rate iterators
    boost::random::hyperexponential_distribution<> dist_r_it(rates.begin(), rates.end());
    BOOST_CHECK_EQUAL(dist_r_it.num_phases(), 4u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r_it.probabilities(), boost::assign::list_of(.25)(.25)(.25)(.25), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r_it.rates(), rates, tol);

    // Test ctor from rate iterators #2
	{
        const double rates2[] = {1.0,2.0,3.0,4.0};
        boost::random::hyperexponential_distribution<> dist_r_it(rates2, rates2+4);
        BOOST_CHECK_EQUAL(dist_r_it.num_phases(), 4u);
        BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r_it.probabilities(), boost::assign::list_of(.25)(.25)(.25)(.25), tol);
        BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r_it.rates(), std::vector<double>(rates2, rates2+4), tol);
    }

    // Test ctor from rate range
    boost::random::hyperexponential_distribution<> dist_r_r(rates);
    BOOST_CHECK_EQUAL(dist_r_r.num_phases(), 4u);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r_r.probabilities(), boost::assign::list_of(.25)(.25)(.25)(.25), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist_r_r.rates(), rates, tol);

    // Test copy ctor
    boost::random::hyperexponential_distribution<> cp(dist);
    BOOST_CHECK_EQUAL(cp, dist);
    boost::random::hyperexponential_distribution<> cp_r(dist_r);
    BOOST_CHECK_EQUAL(cp_r, dist_r);
}

BOOST_AUTO_TEST_CASE( test_param )
{
    const double tol = detail::make_tolerance<double>();

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);

    // Test param getter
    boost::random::hyperexponential_distribution<> dist(probs, rates);
    boost::random::hyperexponential_distribution<>::param_type param = dist.param();
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist.probabilities(), param.probabilities(), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist.rates(), param.rates(), tol);

    // Test ctor from param
    boost::random::hyperexponential_distribution<> cp1(param);
    BOOST_CHECK_EQUAL(cp1, dist);

    // Test param setter
    boost::random::hyperexponential_distribution<> cp2;
    cp2.param(param);
    BOOST_CHECK_EQUAL(cp2, dist);

    // Test param constructors & operators
    boost::random::hyperexponential_distribution<>::param_type param_copy = param;
    BOOST_CHECK_EQUAL(param, param_copy);
    BOOST_CHECK(param == param_copy);
    BOOST_CHECK(!(param != param_copy));
    boost::random::hyperexponential_distribution<>::param_type param_default;
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_default.probabilities(), boost::assign::list_of(1.0), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_default.rates(), boost::assign::list_of(1.0), tol);
    BOOST_CHECK(param != param_default);
    BOOST_CHECK(!(param == param_default));
#if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) && !defined(BOOST_NO_CXX11_UNIFIED_INITIALIZATION_SYNTAX)
    boost::random::hyperexponential_distribution<>::param_type param_il = {{1, 2, 3, 4 }, {1, 2, 3, 4}};
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_il.probabilities(), boost::assign::list_of(.1)(.2)(.3)(.4), tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_il.rates(), boost::assign::list_of(1.)(2.)(3.)(4.), tol);
#endif
    boost::random::hyperexponential_distribution<>::param_type param_r(probs, rates);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_r.probabilities(), probs, tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_r.rates(), rates, tol);

    boost::random::hyperexponential_distribution<>::param_type param_it(probs.begin(), probs.end(), rates.begin(), rates.end());
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_it.probabilities(), probs, tol);
    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, param_it.rates(), rates, tol);
}

BOOST_AUTO_TEST_CASE( test_min_max )
{
    //const double tol = detail::make_tolerance<double>();

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);

    boost::random::hyperexponential_distribution<> dist;
    BOOST_CHECK_EQUAL((dist.min)(), 0);
    BOOST_CHECK_EQUAL((dist.max)(), (std::numeric_limits<double>::infinity)());

    boost::random::hyperexponential_distribution<> dist_r(probs, rates);
    BOOST_CHECK_EQUAL((dist_r.min)(), 0);
    BOOST_CHECK_EQUAL((dist_r.max)(), (std::numeric_limits<double>::infinity)());
}

BOOST_AUTO_TEST_CASE(test_comparison)
{
    //const double tol = detail::make_tolerance<double>();

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);

    boost::random::hyperexponential_distribution<> dist;
    boost::random::hyperexponential_distribution<> dist_copy(dist);

    boost::random::hyperexponential_distribution<> dist_r(probs, rates);
    boost::random::hyperexponential_distribution<> dist_r_copy(dist_r);

    BOOST_CHECK(dist == dist_copy);
    BOOST_CHECK(!(dist != dist_copy));
    BOOST_CHECK(dist_r == dist_r_copy);
    BOOST_CHECK(!(dist_r != dist_r_copy));
    BOOST_CHECK(dist != dist_r);
    BOOST_CHECK(!(dist == dist_r));
}

BOOST_AUTO_TEST_CASE( test_streaming )
{
    //const double tol = detail::make_tolerance<double>();

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);
    const std::vector<double> empty_vector;

    // Test the reading of param_type

    // - Test with valid input
    {
        boost::random::hyperexponential_distribution<>::param_type parm(probs, rates);
        std::stringstream ss;
        ss << parm;
        boost::random::hyperexponential_distribution<>::param_type restored_parm;
        ss >> restored_parm;
        BOOST_CHECK_EQUAL(parm, restored_parm);
    }

    // - Test with an empty probability vector and ios_base exceptions disabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, rates);
        boost::random::hyperexponential_distribution<>::param_type param;
        ss >> param;
        boost::random::hyperexponential_distribution<>::param_type check_param(std::vector<double>(rates.size(), 1), rates);
        BOOST_CHECK_EQUAL(param, check_param);
    }

    // - Test with an empty rate vector and ios_base exceptions disabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, probs);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<>::param_type param;
        ss >> param;
        boost::random::hyperexponential_distribution<>::param_type check_param(probs, std::vector<double>(probs.size(), 1));
        BOOST_CHECK_EQUAL(param, check_param);
    }

    // - Test with an empty probability and rate vectors and ios_base exceptions disabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<>::param_type param;
        ss >> param;
        boost::random::hyperexponential_distribution<>::param_type check_param;
        BOOST_CHECK_EQUAL(param, check_param);
    }

    // - Test with an empty probability vector and ios_base exceptions enabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, rates);
        boost::random::hyperexponential_distribution<>::param_type param;
        ss.exceptions(std::ios_base::failbit);
        ss >> param;
        boost::random::hyperexponential_distribution<>::param_type check_param(std::vector<double>(rates.size(), 1), rates);
        BOOST_CHECK_EQUAL(param, check_param);
    }

    // - Test with an empty rate vector and ios_base exceptions enabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, probs);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<>::param_type param;
        ss.exceptions(std::ios_base::failbit);
        ss >> param;
        boost::random::hyperexponential_distribution<>::param_type check_param(probs, std::vector<double>(probs.size(), 1));
        BOOST_CHECK_EQUAL(param, check_param);
    }

    // - Test with an empty probability and rate vectors and ios_base exceptions enabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<>::param_type param;
        ss.exceptions(std::ios_base::failbit);
        ss >> param;
        boost::random::hyperexponential_distribution<>::param_type check_param;
        BOOST_CHECK_EQUAL(param, check_param);
    }

    // The the reading of hyperexponential_distribution

    // - Test with valid input
    {
        boost::random::hyperexponential_distribution<> dist(probs, rates);
        std::stringstream ss;
        ss << dist;
        boost::random::hyperexponential_distribution<> restored_dist;
        ss >> restored_dist;
        BOOST_CHECK_EQUAL(dist, restored_dist);
    }

    // - Test with an empty probability vector and ios_base exceptions disabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, rates);
        boost::random::hyperexponential_distribution<> dist;
        ss >> dist;
        boost::random::hyperexponential_distribution<> check_dist(std::vector<double>(rates.size(), 1), rates);
        BOOST_CHECK_EQUAL(dist, check_dist);
    }

    // - Test with an empty rate vector and ios_base exceptions disabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, probs);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<> dist;
        ss >> dist;
        boost::random::hyperexponential_distribution<> check_dist(probs, std::vector<double>(probs.size(), 1));
        BOOST_CHECK_EQUAL(dist, check_dist);
    }

    // - Test with an empty probability and rate vectors and ios_base exceptions disabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<> dist;
        ss >> dist;
        boost::random::hyperexponential_distribution<> check_dist;
        BOOST_CHECK_EQUAL(dist, check_dist);
    }

    // - Test with an empty probability vector and ios_base exceptions enabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, rates);
        boost::random::hyperexponential_distribution<> dist;
        ss.exceptions(std::ios_base::failbit);
        ss >> dist;
        boost::random::hyperexponential_distribution<> check_dist(std::vector<double>(rates.size(), 1), rates);
        BOOST_CHECK_EQUAL(dist, check_dist);
    }

    // - Test with an empty rate vector and ios_base exceptions enabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, probs);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<> dist;
        ss.exceptions(std::ios_base::failbit);
        ss >> dist;
        boost::random::hyperexponential_distribution<> check_dist(probs, std::vector<double>(probs.size(), 1));
        BOOST_CHECK_EQUAL(dist, check_dist);
    }

    // - Test with an empty probability and rate vectors and ios_base exceptions enabled
    {
        std::stringstream ss;
        boost::random::detail::print_vector(ss, empty_vector);
        ss << ' ';
        boost::random::detail::print_vector(ss, empty_vector);
        boost::random::hyperexponential_distribution<> dist;
        ss.exceptions(std::ios_base::failbit);
        ss >> dist;
        boost::random::hyperexponential_distribution<> check_dist;
        BOOST_CHECK_EQUAL(dist, check_dist);
    }
}

//NOTE: test case commented since normalization check in \c hyperexp_detail::check_probabilities has been currently commented
//BOOST_AUTO_TEST_CASE( test_normalization )
//{
//    const double tol = detail::make_tolerance<double>();
//
//    const std::vector<double> probs = boost::assign::list_of(1023.0)(1.0);
//    const std::vector<double> rates = boost::assign::list_of(1023.0)(1.0);
//    const std::vector<double> norm_probs = boost::assign::list_of(1023.0/1024.0)(1.0/1024.0);
//
//    boost::random::hyperexponential_distribution<> dist(probs, rates);
//    BOOST_CHECK( boost::random::hyperexp_detail::check_params(dist.probabilities(), dist.rates()) );
//    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist.probabilities(), norm_probs, tol);
//
//    const std::vector<double> probs2 = boost::assign::list_of(1001.0)(1.0);
//    const std::vector<double> rates2 = boost::assign::list_of(1001.0)(1.0);
//    const std::vector<double> norm_probs2 = boost::assign::list_of(1001.0/1002.0)(1.0/1002.0);
//
//    boost::random::hyperexponential_distribution<> dist2(probs2, rates2);
//    BOOST_CHECK( boost::random::hyperexp_detail::check_params(dist2.probabilities(), dist2.rates()) );
//    BOOST_RANDOM_HYPEREXP_CHECK_CLOSE_COLLECTIONS(double, dist2.probabilities(), norm_probs2, tol);
//}

void use(boost::random::hyperexponential_distribution<>::result_type) {}

BOOST_AUTO_TEST_CASE(test_generation)
{
    //const double tol = detail::make_tolerance<double>();

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);

    boost::minstd_rand0 gen;

    boost::random::hyperexponential_distribution<> dist;
    boost::random::hyperexponential_distribution<> dist_r(probs, rates);
    typedef boost::random::hyperexponential_distribution<>::result_type result_type;
    for(std::size_t i = 0; i < 10; ++i)
    {
        const result_type value = dist(gen);
        use(value);
        BOOST_CHECK_GE(value, static_cast<result_type>(0));
        const result_type value_r = dist_r(gen);
        use(value_r);
        BOOST_CHECK_GE(value_r, static_cast<result_type>(0));
        const result_type value_param = dist_r(gen, dist.param());
        use(value_param);
        BOOST_CHECK_GE(value_param, static_cast<result_type>(0));
        const result_type value_r_param = dist(gen, dist_r.param());
        use(value_r_param);
        BOOST_CHECK_GE(value_r_param, static_cast<result_type>(0));
    }
}

BOOST_AUTO_TEST_CASE( test_generation_float )
{
    //const double tol = detail::make_tolerance<double>();

    const std::vector<double> probs = boost::assign::list_of(0.1)(0.2)(0.3)(0.4);
    const std::vector<double> rates = boost::assign::list_of(1.0)(2.0)(3.0)(4.0);

    boost::lagged_fibonacci607 gen;

    boost::random::hyperexponential_distribution<> dist;
    boost::random::hyperexponential_distribution<> dist_r(probs, rates);
    typedef boost::random::hyperexponential_distribution<>::result_type result_type;
    for(std::size_t i = 0; i < 10; ++i)
    {
        const result_type value = dist(gen);
        use(value);
        BOOST_CHECK_GE(value, static_cast<result_type>(0));
        const result_type value_r = dist_r(gen);
        use(value_r);
        BOOST_CHECK_GE(value_r, static_cast<result_type>(0));
        const result_type value_param = dist_r(gen, dist.param());
        use(value_param);
        BOOST_CHECK_GE(value_param, static_cast<result_type>(0));
        const result_type value_r_param = dist(gen, dist_r.param());
        use(value_r_param);
        BOOST_CHECK_GE(value_r_param, static_cast<result_type>(0));
    }
}