123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501 |
- // Copyright John Maddock 2008
- // Copyright Paul A. Bristow
- // Copyright Gautam Sewani
- // 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)
- #define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error
- #include <boost/math/concepts/real_concept.hpp> // for real_concept
- #include <boost/math/distributions/hypergeometric.hpp>
- #define BOOST_TEST_MAIN
- #include <boost/test/unit_test.hpp> // Boost.Test
- #include <boost/test/results_collector.hpp>
- #include <boost/test/unit_test.hpp>
- #include <boost/test/tools/floating_point_comparison.hpp>
- #include <iostream>
- using std::cout;
- using std::endl;
- using std::setprecision;
- #include <boost/array.hpp>
- #include "functor.hpp"
- #include "handle_test_result.hpp"
- #include "table_type.hpp"
- #define BOOST_CHECK_EX(a) \
- {\
- unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
- BOOST_CHECK(a); \
- if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
- {\
- std::cerr << "Failure was with data ";\
- std::cerr << std::setprecision(35); \
- std::cerr << "x = " << x << ", r = " << r << ", n = " << n\
- << ", N = " << N << ", p = " << cp << ", q = " << ccp << std::endl;\
- }\
- }
- 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
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- if((boost::math::tools::digits<long double>() > boost::math::tools::digits<double>())
- && (boost::math::tools::digits<long double>() < 100))
- {
- //
- // Some split of errors from long double into double:
- //
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- "double", // test type(s)
- "Random.*", // test data group
- ".*", 1500, 1500); // test function
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- "double", // test type(s)
- ".*", // test data group
- ".*", 10, 10); // test function
- }
- #endif
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- "real_concept", // test type(s)
- "Random.*", // test data group
- ".*", 250000000, 25000000); // test function
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- largest_type, // test type(s)
- "Random.*", // test data group
- ".*", 10000000, 5000000); // test function
- add_expected_result(
- ".*", // compiler
- ".*", // stdlib
- ".*", // platform
- largest_type, // test type(s)
- ".*", // test data group
- ".*", 50, 20); // test function
- }
- template <class T>
- inline unsigned make_unsigned(T x)
- {
- return static_cast<unsigned>(x);
- }
- template<>
- inline unsigned make_unsigned(boost::math::concepts::real_concept x)
- {
- return static_cast<unsigned>(x.value());
- }
- template <class T>
- T pdf_tester(T r, T n, T N, T x)
- {
- boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
- return pdf(d, x);
- }
- template <class T>
- T cdf_tester(T r, T n, T N, T x)
- {
- boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
- return cdf(d, x);
- }
- template <class T>
- T ccdf_tester(T r, T n, T N, T x)
- {
- boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
- return cdf(complement(d, x));
- }
- template <class Real, class T>
- void do_test_hypergeometric(const T& data, const char* type_name, const char* test_name)
- {
- // warning suppression:
- (void)data;
- (void)type_name;
- (void)test_name;
- #if !defined(TEST_QUANT) || (TEST_QUANT == 0)
- typedef Real value_type;
- typedef value_type (*pg)(value_type, value_type, value_type, value_type);
- #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
- pg funcp = pdf_tester<value_type>;
- #else
- pg funcp = pdf_tester;
- #endif
- boost::math::tools::test_result<value_type> result;
- std::cout << "Testing " << test_name << " with type " << type_name
- << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
- //
- // test hypergeometric against data:
- //
- result = boost::math::tools::test_hetero<Real>(
- data,
- bind_func<Real>(funcp, 0, 1, 2, 3),
- extract_result<Real>(4));
- handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric PDF", test_name);
- #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
- funcp = cdf_tester<value_type>;
- #else
- funcp = cdf_tester;
- #endif
- //
- // test hypergeometric against data:
- //
- result = boost::math::tools::test_hetero<Real>(
- data,
- bind_func<Real>(funcp, 0, 1, 2, 3),
- extract_result<Real>(5));
- handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric CDF", test_name);
- #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
- funcp = ccdf_tester<value_type>;
- #else
- funcp = ccdf_tester;
- #endif
- //
- // test hypergeometric against data:
- //
- result = boost::math::tools::test_hetero<Real>(
- data,
- bind_func<Real>(funcp, 0, 1, 2, 3),
- extract_result<Real>(6));
- handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric CDF complement", test_name);
- std::cout << std::endl;
- #endif
- }
- template <class Real, class T>
- void do_test_hypergeometric_quantile(const T& data, const char* type_name, const char* test_name)
- {
- typedef Real value_type;
- std::cout << "Checking quantiles with " << test_name << " with type " << type_name
- << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
- if(boost::math::tools::digits<value_type>() > 50)
- {
- for(unsigned i = 0; i < data.size(); ++i)
- {
- using namespace boost::math::policies;
- unsigned r = make_unsigned(data[i][0]);
- unsigned n = make_unsigned(data[i][1]);
- unsigned N = make_unsigned(data[i][2]);
- unsigned x = make_unsigned(data[i][3]);
- value_type cp = data[i][5];
- value_type ccp = data[i][6];
- //
- // A bit of warning suppression:
- //
- (void)x;
- (void)n;
- (void)r;
- (void)N;
- (void)cp;
- (void)ccp;
- #if !defined(TEST_QUANT) || (TEST_QUANT == 1)
- boost::math::hypergeometric_distribution<value_type,
- policy<discrete_quantile<integer_round_up> > > du(r, n, N);
- if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
- {
- BOOST_CHECK_EX(quantile(du, cp) >= x);
- }
- if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
- {
- BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x);
- }
- #endif
- #if !defined(TEST_QUANT) || (TEST_QUANT == 2)
- boost::math::hypergeometric_distribution<value_type,
- policy<discrete_quantile<integer_round_down> > > dl(r, n, N);
- if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
- {
- BOOST_CHECK_EX(quantile(dl, cp) <= x);
- }
- if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
- {
- BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x);
- }
- #endif
- #if !defined(TEST_QUANT) || (TEST_QUANT == 3)
- boost::math::hypergeometric_distribution<value_type,
- policy<discrete_quantile<integer_round_nearest> > > dn(r, n, N);
- if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
- {
- BOOST_CHECK_EX(quantile(dn, cp) == x);
- }
- if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
- {
- BOOST_CHECK_EX(quantile(complement(dn, ccp)) == x);
- }
- #endif
- #if !defined(TEST_QUANT) || (TEST_QUANT == 4)
- boost::math::hypergeometric_distribution<value_type,
- policy<discrete_quantile<integer_round_outwards> > > dou(r, n, N);
- if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
- {
- if(cp < 0.5)
- {
- BOOST_CHECK_EX(quantile(dou, cp) <= x);
- }
- else
- {
- BOOST_CHECK_EX(quantile(dou, cp) >= x);
- }
- }
- if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
- {
- if(ccp < 0.5)
- {
- BOOST_CHECK_EX(quantile(complement(dou, ccp)) >= x);
- }
- else
- {
- BOOST_CHECK_EX(quantile(complement(dou, ccp)) <= x);
- }
- }
- #endif
- #if !defined(TEST_QUANT) || (TEST_QUANT == 5)
- boost::math::hypergeometric_distribution<value_type,
- policy<discrete_quantile<integer_round_inwards> > > di(r, n, N);
- if((cp < 0.9) && (cp > boost::math::tools::min_value<value_type>()))
- {
- if(cp < 0.5)
- {
- BOOST_CHECK_EX(quantile(di, cp) >= x);
- }
- else
- {
- BOOST_CHECK_EX(quantile(di, cp) <= x);
- }
- }
- if((ccp < 0.9) && (ccp > boost::math::tools::min_value<value_type>()))
- {
- if(ccp < 0.5)
- {
- BOOST_CHECK_EX(quantile(complement(di, ccp)) <= x);
- }
- else
- {
- BOOST_CHECK_EX(quantile(complement(di, ccp)) >= x);
- }
- }
- #endif
- }
- }
- }
- template <class RealType>
- void test_spot(unsigned x, unsigned n, unsigned r, unsigned N,
- RealType p, RealType cp, RealType ccp, RealType tol)
- {
- //
- // A bit of warning suppression:
- //
- (void)x;
- (void)n;
- (void)r;
- (void)N;
- (void)p;
- (void)cp;
- (void)ccp;
- (void)tol;
- #if !defined(TEST_QUANT) || (TEST_QUANT == 0)
- boost::math::hypergeometric_distribution<RealType> d(r, n, N);
- std::pair<unsigned, unsigned> extent = range(d);
- // CDF's:
- BOOST_CHECK_CLOSE(pdf(d, x), p, tol);
- BOOST_CHECK_CLOSE(cdf(d, x), cp, tol);
- BOOST_CHECK_CLOSE(cdf(complement(d, x)), ccp, tol);
- // Again with real-value arguments:
- BOOST_CHECK_CLOSE(pdf(d, static_cast<RealType>(x)), p, tol);
- BOOST_CHECK_CLOSE(cdf(d, static_cast<RealType>(x)), cp, tol);
- BOOST_CHECK_CLOSE(cdf(complement(d, static_cast<RealType>(x))), ccp, tol);
- //
- // Quantiles, don't bother checking these for type float
- // as there's not enough precision in the p and q values
- // to get back to where we started:
- //
- if(boost::math::tools::digits<RealType>() > 50)
- {
- using namespace boost::math::policies;
- boost::math::hypergeometric_distribution<RealType,
- policy<discrete_quantile<integer_round_up> > > du(r, n, N);
- BOOST_CHECK_EX(quantile(du, cp) >= x);
- BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x);
- boost::math::hypergeometric_distribution<RealType,
- policy<discrete_quantile<integer_round_down> > > dl(r, n, N);
- BOOST_CHECK_EX(quantile(dl, cp) <= x);
- BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x);
- boost::math::hypergeometric_distribution<RealType,
- policy<discrete_quantile<integer_round_nearest> > > dn(r, n, N);
- BOOST_CHECK_EX(quantile(dn, cp) == x);
- BOOST_CHECK_EX(quantile(complement(dn, ccp)) == x);
- }
- //
- // Error checking of out of bounds arguments:
- //
- BOOST_MATH_CHECK_THROW(pdf(d, extent.second + 1), std::domain_error);
- BOOST_MATH_CHECK_THROW(cdf(d, extent.second + 1), std::domain_error);
- BOOST_MATH_CHECK_THROW(cdf(complement(d, extent.second + 1)), std::domain_error);
- if(extent.first > 0)
- {
- BOOST_MATH_CHECK_THROW(pdf(d, extent.first - 1), std::domain_error);
- BOOST_MATH_CHECK_THROW(cdf(d, extent.first - 1), std::domain_error);
- BOOST_MATH_CHECK_THROW(cdf(complement(d, extent.first - 1)), std::domain_error);
- }
- BOOST_MATH_CHECK_THROW(quantile(d, 1.1f), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(complement(d, 1.1f)), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(d, -0.001f), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(complement(d, -0.001f)), std::domain_error);
- //
- // Checking of extreme values:
- //
- BOOST_CHECK_EQUAL(quantile(d, 0), extent.first);
- BOOST_CHECK_EQUAL(quantile(d, 1), extent.second);
- BOOST_CHECK_EQUAL(quantile(complement(d, 0)), extent.second);
- BOOST_CHECK_EQUAL(quantile(complement(d, 1)), extent.first);
- BOOST_CHECK_EQUAL(cdf(d, extent.second), 1);
- BOOST_CHECK_EQUAL(cdf(complement(d, extent.second)), 0);
- #endif
- }
- template <class RealType>
- void test_spots(RealType /*T*/, const char* type_name)
- {
- // Basic sanity checks.
- // 50 eps as a percentage, up to a maximum of double precision
- // Test data taken from Mathematica 6
- #define T RealType
- #include "hypergeometric_test_data.ipp"
- do_test_hypergeometric<T>(hypergeometric_test_data, type_name, "Mathematica data");
- #include "hypergeometric_dist_data2.ipp"
- if(boost::is_floating_point<RealType>::value)
- {
- //
- // Don't test this for real_concept: it's too slow!!!
- //
- do_test_hypergeometric<T>(hypergeometric_dist_data2, type_name, "Random large data");
- }
- do_test_hypergeometric_quantile<T>(hypergeometric_test_data, type_name, "Mathematica data");
- if(boost::is_floating_point<RealType>::value)
- {
- //
- // Don't test this for real_concept: it's too slow!!!
- //
- do_test_hypergeometric_quantile<T>(hypergeometric_dist_data2, type_name, "Random large data");
- }
- RealType tolerance = (std::max)(
- static_cast<RealType>(2e-16L), // limit of test data
- boost::math::tools::epsilon<RealType>());
- cout<<"Absolute tolerance:"<<tolerance<<endl;
-
- tolerance *= 50 * 100; // 50eps as a persentage
- cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
- //
- // These sanity check values were calculated using the online
- // calculator at http://stattrek.com/Tables/Hypergeometric.aspx
- // It's assumed that the test values are accurate to no more than
- // double precision.
- //
- test_spot(20, 200, 50, 500, static_cast<T>(0.120748236361163), static_cast<T>(0.563532430195156), static_cast<T>(1 - 0.563532430195156), tolerance);
- test_spot(53, 452, 64, 500, static_cast<T>(0.0184749573044286), static_cast<T>(0.0299118078796907), static_cast<T>(1 - 0.0299118078796907), tolerance);
- test_spot(32, 1287, 128, 5000, static_cast<T>(0.0807012167418264), static_cast<T>(0.469768774237742), static_cast<T>(1 - 0.469768774237742), tolerance);
- test_spot(1, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.296521739130435), static_cast<T>(1 - 0.296521739130435), tolerance);
- test_spot(2, 13, 4, 26, static_cast<T>(0.40695652173913), static_cast<T>(0.703478260869565), static_cast<T>(1 - 0.703478260869565), tolerance);
- test_spot(3, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.952173913043478), static_cast<T>(1 - 0.952173913043478), tolerance);
- test_spot(40, 70, 89, 170, static_cast<T>(0.0721901023798991), static_cast<T>(0.885447799131944), static_cast<T>(1 - 0.885447799131944), tolerance);
- boost::math::hypergeometric_distribution<RealType> d(50, 200, 500);
- BOOST_CHECK_EQUAL(range(d).first, 0u);
- BOOST_CHECK_EQUAL(range(d).second, 50u);
- BOOST_CHECK_CLOSE(mean(d), static_cast<RealType>(20), tolerance);
- BOOST_CHECK_CLOSE(mode(d), static_cast<RealType>(20), tolerance);
- BOOST_CHECK_CLOSE(variance(d), static_cast<RealType>(10.821643286573146292585170340681L), tolerance);
- BOOST_CHECK_CLOSE(skewness(d), static_cast<RealType>(0.048833071022952084732902910189366L), tolerance);
- BOOST_CHECK_CLOSE(kurtosis_excess(d), static_cast<RealType>(2.5155486690782804816404001878293L), tolerance);
- BOOST_CHECK_CLOSE(kurtosis(d), kurtosis_excess(d) + 3, tolerance);
- BOOST_CHECK_EQUAL(quantile(d, 0.5f), median(d));
- BOOST_MATH_CHECK_THROW(d = boost::math::hypergeometric_distribution<RealType>(501, 40, 500), std::domain_error);
- BOOST_MATH_CHECK_THROW(d = boost::math::hypergeometric_distribution<RealType>(40, 501, 500), std::domain_error);
- }
- BOOST_AUTO_TEST_CASE( test_main )
- {
- expected_results();
- // Basic sanity-check spot values.
- // (Parameter value, arbitrarily zero, only communicates the floating point type).
- test_spots(0.0F, "float"); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
- test_spots(0.0, "double"); // Test double. OK at decdigits 7, tolerance = 1e07 %
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- test_spots(0.0L, "long double"); // Test long double.
- #ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
- test_spots(boost::math::concepts::real_concept(0), "real_concept"); // 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 )
|