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- // test_bernoulli.cpp
- // Copyright John Maddock 2006.
- // Copyright Paul A. Bristow 2007, 2012.
- // 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 Bernoulli Cumulative Distribution Function.
- #ifdef _MSC_VER
- # pragma warning (disable : 4535) // calling _set_se_translator() requires /EHa.
- # pragma warning (disable : 4244) // conversion possible loss of data.
- # pragma warning (disable : 4996) // 'putenv': The POSIX name for this item is deprecated.
- # pragma warning (disable : 4127) // conditional expression is constant.
- #endif
- // Default domain error policy is
- // #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
- #include <boost/math/concepts/real_concept.hpp> // for real_concept
- using ::boost::math::concepts::real_concept;
- #include <boost/math/tools/test.hpp>
- #include <boost/math/distributions/bernoulli.hpp> // for bernoulli_distribution
- using boost::math::bernoulli_distribution;
- #define BOOST_TEST_MAIN
- #include <boost/test/unit_test.hpp> // for test_main
- #include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL...
- #include <iostream>
- 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 <limits>
- using std::numeric_limits;
- template <class RealType> // 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<RealType>(),
- static_cast<RealType>(std::numeric_limits<double>::epsilon()));
- tolerance *= 100;
- cout << "Tolerance for type " << typeid(RealType).name() << " is "
- << setprecision(3) << tolerance << " (or " << tolerance * 100 << "%)." << endl;
- // Sources of spot test values - calculator,
- // or Steve Moshier's command interpreter V1.3 100 decimal digit calculator,
- // Wolfram function evaluator.
- using boost::math::bernoulli_distribution; // of type RealType.
- using ::boost::math::cdf;
- using ::boost::math::pdf;
- BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.5)).success_fraction(), static_cast<RealType>(0.5));
- BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L)).success_fraction(), static_cast<RealType>(0.1L));
- BOOST_CHECK_EQUAL(bernoulli_distribution<RealType>(static_cast<RealType>(0.9L)).success_fraction(), static_cast<RealType>(0.9L));
- BOOST_MATH_CHECK_THROW( // Constructor success_fraction outside 0 to 1.
- bernoulli_distribution<RealType>(static_cast<RealType>(2)), std::domain_error);
- BOOST_MATH_CHECK_THROW(
- bernoulli_distribution<RealType>(static_cast<RealType>(-2)), std::domain_error);
- BOOST_MATH_CHECK_THROW(
- pdf( // pdf k neither 0 nor 1.
- bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(-1)), std::domain_error);
- BOOST_MATH_CHECK_THROW(
- pdf( // pdf k neither 0 nor 1.
- bernoulli_distribution<RealType>(static_cast<RealType>(0.25L)), static_cast<RealType>(2)), std::domain_error);
-
- BOOST_CHECK_EQUAL(
- pdf( // OK k (or n)
- bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), static_cast<RealType>(0)),
- static_cast<RealType>(0.5)); // Expect 1 - p.
- BOOST_CHECK_CLOSE_FRACTION(
- pdf( // OK k (or n)
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
- static_cast<RealType>(0.4L), tolerance); // Expect 1 - p.
- BOOST_CHECK_CLOSE_FRACTION(
- pdf( // OK k (or n)
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)), static_cast<RealType>(0)),
- static_cast<RealType>(0.4L), tolerance); // Expect 1- p.
- BOOST_CHECK_CLOSE_FRACTION(
- pdf( // OK k (or n)
- bernoulli_distribution<RealType>(static_cast<RealType>(0.4L)), static_cast<RealType>(0)),
- static_cast<RealType>(0.6L), tolerance); // Expect 1- p.
- BOOST_CHECK_EQUAL(
- mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.5L))), static_cast<RealType>(0.5L));
- BOOST_CHECK_EQUAL(
- mean(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
- static_cast<RealType>(0.1L));
- BOOST_CHECK_CLOSE_FRACTION(
- variance(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
- static_cast<RealType>(0.09L),
- tolerance);
- BOOST_CHECK_CLOSE_FRACTION(
- skewness(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
- static_cast<RealType>(2.666666666666666666666666666666666666666666L),
- tolerance);
- BOOST_CHECK_CLOSE_FRACTION(
- kurtosis(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
- static_cast<RealType>(8.11111111111111111111111111111111111111111111L),
- tolerance);
- BOOST_CHECK_CLOSE_FRACTION(
- kurtosis_excess(bernoulli_distribution<RealType>(static_cast<RealType>(0.1L))),
- static_cast<RealType>(5.11111111111111111111111111111111111111111111L),
- tolerance);
- BOOST_MATH_CHECK_THROW(
- quantile(
- bernoulli_distribution<RealType>(static_cast<RealType>(2)), // prob >1
- static_cast<RealType>(0)), std::domain_error
- );
- BOOST_MATH_CHECK_THROW(
- quantile(
- bernoulli_distribution<RealType>(static_cast<RealType>(-1)), // prob < 0
- static_cast<RealType>(0)), std::domain_error
- );
- BOOST_MATH_CHECK_THROW(
- quantile(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k >1
- static_cast<RealType>(-1)), std::domain_error
- );
- BOOST_MATH_CHECK_THROW(
- quantile(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.5L)), // k < 0
- static_cast<RealType>(2)), std::domain_error
- );
- BOOST_CHECK_CLOSE_FRACTION(
- cdf(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(0)),
- static_cast<RealType>(0.4L), // 1 - p
- tolerance
- );
- BOOST_CHECK_CLOSE_FRACTION(
- cdf(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(1)),
- static_cast<RealType>(1), // p
- tolerance
- );
- BOOST_CHECK_CLOSE_FRACTION(
- cdf(complement(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(1))),
- static_cast<RealType>(0),
- tolerance
- );
- BOOST_CHECK_CLOSE_FRACTION(
- cdf(complement(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(0))),
- static_cast<RealType>(0.6L),
- tolerance
- );
- BOOST_CHECK_EQUAL(
- quantile(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(0.1L)), // < p
- static_cast<RealType>(0)
- );
- BOOST_CHECK_EQUAL(
- quantile(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(0.9L)), // > p
- static_cast<RealType>(1)
- );
- BOOST_CHECK_EQUAL(
- quantile(complement(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(0.1L))), // < p
- static_cast<RealType>(1)
- );
- BOOST_CHECK_EQUAL(
- quantile(complement(
- bernoulli_distribution<RealType>(static_cast<RealType>(0.6L)),
- static_cast<RealType>(0.9L))), // > p
- static_cast<RealType>(0)
- );
- // Checks for 'bad' parameters.
- // Construction.
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(-1), std::domain_error); // p outside 0 to 1.
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(+2), std::domain_error); // p outside 0 to 1.
- // Parameters.
- bernoulli_distribution<RealType> dist(RealType(1));
- BOOST_MATH_CHECK_THROW(pdf(dist, -1), std::domain_error);
- BOOST_MATH_CHECK_THROW(cdf(dist, -1), std::domain_error);
- BOOST_MATH_CHECK_THROW(cdf(complement(dist, -1)), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(dist, 2), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(dist, -1), std::domain_error);
- BOOST_MATH_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
-
- // No longer allow any parameter to be NaN or inf, so all these tests should throw.
- if (std::numeric_limits<RealType>::has_quiet_NaN)
- {
- // Attempt to construct from non-finite should throw.
- RealType nan = std::numeric_limits<RealType>::quiet_NaN();
- #ifndef BOOST_NO_EXCEPTIONS
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> b(nan), std::domain_error);
- #else
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(nan), std::domain_error);
- #endif
- // Non-finite parameters should throw.
- bernoulli_distribution<RealType> b(RealType(1));
- BOOST_MATH_CHECK_THROW(pdf(b, +nan), std::domain_error); // x = NaN
- BOOST_MATH_CHECK_THROW(cdf(b, +nan), std::domain_error); // x = NaN
- BOOST_MATH_CHECK_THROW(cdf(complement(b, +nan)), std::domain_error); // x = + nan
- BOOST_MATH_CHECK_THROW(quantile(b, +nan), std::domain_error); // p = + nan
- BOOST_MATH_CHECK_THROW(quantile(complement(b, +nan)), std::domain_error); // p = + nan
- } // has_quiet_NaN
- if (std::numeric_limits<RealType>::has_infinity)
- {
- RealType inf = std::numeric_limits<RealType>::infinity();
- #ifndef BOOST_NO_EXCEPTIONS
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> w(inf), std::domain_error);
- #else
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(inf), std::domain_error);
- #endif
- bernoulli_distribution<RealType> w(RealType(1));
- #ifndef BOOST_NO_EXCEPTIONS
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType> w(inf), std::domain_error);
- #else
- BOOST_MATH_CHECK_THROW(bernoulli_distribution<RealType>(inf), std::domain_error);
- #endif
- BOOST_MATH_CHECK_THROW(pdf(w, +inf), std::domain_error); // x = inf
- BOOST_MATH_CHECK_THROW(cdf(w, +inf), std::domain_error); // x = inf
- BOOST_MATH_CHECK_THROW(cdf(complement(w, +inf)), std::domain_error); // x = + inf
- BOOST_MATH_CHECK_THROW(quantile(w, +inf), std::domain_error); // p = + inf
- BOOST_MATH_CHECK_THROW(quantile(complement(w, +inf)), std::domain_error); // p = + inf
- } // has_infinity
- } // template <class RealType>void test_spots(RealType)
- BOOST_AUTO_TEST_CASE( test_main )
- {
- BOOST_MATH_CONTROL_FP;
- // Check that can generate bernoulli distribution using both convenience methods:
- bernoulli_distribution<double> bn1(0.5); // Using default RealType double.
- boost::math::bernoulli bn2(0.5); // Using typedef.
- BOOST_CHECK_EQUAL(bn1.success_fraction(), 0.5);
- BOOST_CHECK_EQUAL(bn2.success_fraction(), 0.5);
- BOOST_CHECK_EQUAL(kurtosis(bn2) -3, kurtosis_excess(bn2));
- BOOST_CHECK_EQUAL(kurtosis_excess(bn2), -2);
- //using namespace boost::math; or
- using boost::math::bernoulli;
- double tol5eps = std::numeric_limits<double>::epsilon() * 5; // 5 eps as a fraction.
- // Default bernoulli is type double, so these test values should also be type double.
- BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.1)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
- BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(bernoulli(0.9)), 5.11111111111111111111111111111111111111111111111111, tol5eps);
- BOOST_CHECK_CLOSE_FRACTION(kurtosis(bernoulli(0.6)), 1./0.4 + 1./0.6 -3., tol5eps);
- BOOST_CHECK_EQUAL(kurtosis(bernoulli(0)), +std::numeric_limits<double>::infinity());
- BOOST_CHECK_EQUAL(kurtosis(bernoulli(1)), +std::numeric_limits<double>::infinity());
- //
- // 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.
- 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
- } // BOOST_AUTO_TEST_CASE( test_main )
- /*
- Output is:
- Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_bernouilli.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
- */
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