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- // Copyright John Maddock 2006.
- // 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)
- // test_dist_overloads.cpp
- #include <boost/math/concepts/real_concept.hpp> // for real_concept
- #include <boost/math/distributions/normal.hpp>
- using boost::math::normal_distribution;
- #define BOOST_TEST_MAIN
- #include <boost/test/unit_test.hpp> // Boost.Test
- #include <boost/test/tools/floating_point_comparison.hpp>
- #include <iostream>
- using std::cout;
- using std::endl;
- using std::setprecision;
- template <class RealType>
- void test_spots(RealType)
- {
- // Basic sanity checks,
- // 2 eps as a percentage:
- RealType tolerance = boost::math::tools::epsilon<RealType>() * 2 * 100;
- cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
- for(int i = -4; i <= 4; ++i)
- {
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(normal_distribution<RealType>(), i),
- ::boost::math::cdf(normal_distribution<RealType>(), static_cast<RealType>(i)),
- tolerance);
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(normal_distribution<RealType>(), i),
- ::boost::math::pdf(normal_distribution<RealType>(), static_cast<RealType>(i)),
- tolerance);
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(complement(normal_distribution<RealType>(), i)),
- ::boost::math::cdf(complement(normal_distribution<RealType>(), static_cast<RealType>(i))),
- tolerance);
- BOOST_CHECK_CLOSE(
- ::boost::math::hazard(normal_distribution<RealType>(), i),
- ::boost::math::hazard(normal_distribution<RealType>(), static_cast<RealType>(i)),
- tolerance);
- BOOST_CHECK_CLOSE(
- ::boost::math::chf(normal_distribution<RealType>(), i),
- ::boost::math::chf(normal_distribution<RealType>(), static_cast<RealType>(i)),
- tolerance);
- }
- for(float f = 0.01f; f < 1; f += 0.01f)
- {
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(normal_distribution<RealType>(), f),
- ::boost::math::quantile(normal_distribution<RealType>(), static_cast<RealType>(f)),
- tolerance);
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(complement(normal_distribution<RealType>(), f)),
- ::boost::math::quantile(complement(normal_distribution<RealType>(), static_cast<RealType>(f))),
- tolerance);
- }
- } // template <class RealType>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. 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 << "<note>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.</note>" << std::endl;
- #endif
- } // BOOST_AUTO_TEST_CASE( test_main )
- /*
- Output:
- Running 1 test case...
- Tolerance for type float is 2.38419e-005 %
- Tolerance for type double is 4.44089e-014 %
- Tolerance for type long double is 4.44089e-014 %
- Tolerance for type class boost::math::concepts::real_concept is 4.44089e-014 %
- *** No errors detected
- */
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