123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741 |
- // Copyright John Maddock 2006, 2007.
- // 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_cauchy.cpp Test Cauchy distribution
- #ifdef _MSC_VER
- # pragma warning(disable: 4100) // unreferenced formal parameter.
- // Seems an entirely spurious warning - formal parameter T IS used - get error if /* T */
- //# pragma warning(disable: 4535) // calling _set_se_translator() requires /EHa (in Boost.test)
- // Enable C++ Exceptions Yes With SEH Exceptions (/EHa) prevents warning 4535.
- # pragma warning(disable: 4127) // conditional expression is constant
- #endif
- // #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
- // To compile even if Cauchy mean is used.
- #include <boost/math/tools/test.hpp>
- #include <boost/math/concepts/real_concept.hpp> // for real_concept
- #include <boost/math/distributions/cauchy.hpp>
- using boost::math::cauchy_distribution;
- #include "test_out_of_range.hpp"
- #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;
- template <class RealType>
- void test_spots(RealType T)
- {
- // Check some bad parameters to construct the distribution,
- #ifndef BOOST_NO_EXCEPTIONS
- BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, 0), std::domain_error); // zero scale.
- BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, -1), std::domain_error); // negative scale (shape).
- #else
- BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType>(0, 0), std::domain_error); // zero scale.
- BOOST_MATH_CHECK_THROW(boost::math::cauchy_distribution<RealType>(0, -1), std::domain_error); // negative scale (shape).
- #endif
- cauchy_distribution<RealType> C01;
- BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values.
- BOOST_CHECK_EQUAL(C01.scale(), 1);
- // Basic sanity checks.
- // 50eps as a percentage, up to a maximum of double precision
- // (that's the limit of our test data).
- RealType tolerance = (std::max)(
- static_cast<RealType>(boost::math::tools::epsilon<double>()),
- boost::math::tools::epsilon<RealType>());
- tolerance *= 50 * 100;
- cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
- // These first sets of test values were calculated by punching numbers
- // into a calculator, and using the formulas on the Mathworld website:
- // http://mathworld.wolfram.com/CauchyDistribution.html
- // and values from MathCAD 200 Professional,
- // CDF:
- //
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.125)), // x
- static_cast<RealType>(0.53958342416056554201085167134004L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-0.125)), // x
- static_cast<RealType>(0.46041657583943445798914832865996L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.5)), // x
- static_cast<RealType>(0.64758361765043327417540107622474L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-0.5)), // x
- static_cast<RealType>(0.35241638234956672582459892377526L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(1.0)), // x
- static_cast<RealType>(0.75), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-1.0)), // x
- static_cast<RealType>(0.25), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(2.0)), // x
- static_cast<RealType>(0.85241638234956672582459892377526L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-2.0)), // x
- static_cast<RealType>(0.14758361765043327417540107622474L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(10.0)), // x
- static_cast<RealType>(0.9682744825694464304850228813987L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-10.0)), // x
- static_cast<RealType>(0.031725517430553569514977118601302L), // probability.
- tolerance); // %
- //
- // Complements:
- //
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.125))), // x
- static_cast<RealType>(0.46041657583943445798914832865996L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(-0.125))), // x
- static_cast<RealType>(0.53958342416056554201085167134004L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.5))), // x
- static_cast<RealType>(0.35241638234956672582459892377526L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(-0.5))), // x
- static_cast<RealType>(0.64758361765043327417540107622474L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(1.0))), // x
- static_cast<RealType>(0.25), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(-1.0))), // x
- static_cast<RealType>(0.75), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(2.0))), // x
- static_cast<RealType>(0.14758361765043327417540107622474L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(-2.0))), // x
- static_cast<RealType>(0.85241638234956672582459892377526L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(10.0))), // x
- static_cast<RealType>(0.031725517430553569514977118601302L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(-10.0))), // x
- static_cast<RealType>(0.9682744825694464304850228813987L), // probability.
- tolerance); // %
- //
- // Quantiles:
- //
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.53958342416056554201085167134004L)),
- static_cast<RealType>(0.125),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.46041657583943445798914832865996L)),
- static_cast<RealType>(-0.125),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.64758361765043327417540107622474L)),
- static_cast<RealType>(0.5),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.35241638234956672582459892377526)),
- static_cast<RealType>(-0.5),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.75)),
- static_cast<RealType>(1.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.25)),
- static_cast<RealType>(-1.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.85241638234956672582459892377526L)),
- static_cast<RealType>(2.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.14758361765043327417540107622474L)),
- static_cast<RealType>(-2.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.9682744825694464304850228813987L)),
- static_cast<RealType>(10.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.031725517430553569514977118601302L)),
- static_cast<RealType>(-10.0),
- tolerance); // %
- //
- // Quantile from complement:
- //
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.46041657583943445798914832865996L))),
- static_cast<RealType>(0.125),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.53958342416056554201085167134004L))),
- static_cast<RealType>(-0.125),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.35241638234956672582459892377526L))),
- static_cast<RealType>(0.5),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.64758361765043327417540107622474L))),
- static_cast<RealType>(-0.5),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.25))),
- static_cast<RealType>(1.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.75))),
- static_cast<RealType>(-1.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.14758361765043327417540107622474L))),
- static_cast<RealType>(2.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.85241638234956672582459892377526L))),
- static_cast<RealType>(-2.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.031725517430553569514977118601302L))),
- static_cast<RealType>(10.0),
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(),
- static_cast<RealType>(0.9682744825694464304850228813987L))),
- static_cast<RealType>(-10.0),
- tolerance); // %
- //
- // PDF
- //
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.125)), // x
- static_cast<RealType>(0.31341281101173235351410956479511L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-0.125)), // x
- static_cast<RealType>(0.31341281101173235351410956479511L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(0.5)), // x
- static_cast<RealType>(0.25464790894703253723021402139602L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-0.5)), // x
- static_cast<RealType>(0.25464790894703253723021402139602L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(1.0)), // x
- static_cast<RealType>(0.15915494309189533576888376337251L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-1.0)), // x
- static_cast<RealType>(0.15915494309189533576888376337251L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(2.0)), // x
- static_cast<RealType>(0.063661977236758134307553505349006L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-2.0)), // x
- static_cast<RealType>(0.063661977236758134307553505349006L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(10.0)), // x
- static_cast<RealType>(0.0031515830315226799162155200667825L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(),
- static_cast<RealType>(-10.0)), // x
- static_cast<RealType>(0.0031515830315226799162155200667825L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(2, 5),
- static_cast<RealType>(1)), // x
- static_cast<RealType>(0.061213439650728975295724524374044L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::pdf(
- cauchy_distribution<RealType>(-2, 0.25),
- static_cast<RealType>(1)), // x
- static_cast<RealType>(0.0087809623774838805941453110826215L), // probability.
- tolerance); // %
- //
- // The following test values were calculated using MathCad,
- // precision seems to be about 10^-13.
- //
- tolerance = (std::max)(tolerance, static_cast<RealType>(1e-11));
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(1, 1),
- static_cast<RealType>(0.125)), // x
- static_cast<RealType>(0.271189304634946L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(1, 1),
- static_cast<RealType>(0.125))), // x
- static_cast<RealType>(1 - 0.271189304634946L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(1, 1),
- static_cast<RealType>(0.271189304634946L)), // x
- static_cast<RealType>(0.125), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(1, 1),
- static_cast<RealType>(1 - 0.271189304634946L))), // x
- static_cast<RealType>(0.125), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(0.125)), // x
- static_cast<RealType>(0.539583424160566L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(0.5)), // x
- static_cast<RealType>(0.647583617650433L), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(1)), // x
- static_cast<RealType>(0.750000000000000), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(2)), // x
- static_cast<RealType>(0.852416382349567), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(10)), // x
- static_cast<RealType>(0.968274482569447), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(100)), // x
- static_cast<RealType>(0.996817007235092), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(-0.125)), // x
- static_cast<RealType>(0.460416575839434), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(-0.5)), // x
- static_cast<RealType>(0.352416382349567), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(-1)), // x
- static_cast<RealType>(0.2500000000000000), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(-2)), // x
- static_cast<RealType>(0.147583617650433), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(-10)), // x
- static_cast<RealType>(0.031725517430554), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(0, 1),
- static_cast<RealType>(-100)), // x
- static_cast<RealType>(3.18299276490824E-3), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(1, 5),
- static_cast<RealType>(1.25)), // x
- static_cast<RealType>(0.515902251256176), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(2, 2),
- static_cast<RealType>(1.25)), // x
- static_cast<RealType>(0.385799748780092), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(4, 0.125),
- static_cast<RealType>(3)), // x
- static_cast<RealType>(0.039583424160566), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(-2, static_cast<RealType>(0.0001)),
- static_cast<RealType>(-3)), // x
- static_cast<RealType>(3.1830988512275777e-5), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(4, 50),
- static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.455724386698215), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(-4, 50),
- static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.506365349100973), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(1, 5),
- static_cast<RealType>(1.25))), // x
- static_cast<RealType>(1-0.515902251256176), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(2, 2),
- static_cast<RealType>(1.25))), // x
- static_cast<RealType>(1-0.385799748780092), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(4, 0.125),
- static_cast<RealType>(3))), // x
- static_cast<RealType>(1-0.039583424160566), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- cauchy_distribution<RealType>(-2, static_cast<RealType>(0.001)),
- static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.000318309780080539), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(4, 50),
- static_cast<RealType>(-3))), // x
- static_cast<RealType>(1-0.455724386698215), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::cdf(
- complement(cauchy_distribution<RealType>(-4, 50),
- static_cast<RealType>(-3))), // x
- static_cast<RealType>(1-0.506365349100973), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(1, 5),
- static_cast<RealType>(0.515902251256176)), // x
- static_cast<RealType>(1.25), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(2, 2),
- static_cast<RealType>(0.385799748780092)), // x
- static_cast<RealType>(1.25), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(4, 0.125),
- static_cast<RealType>(0.039583424160566)), // x
- static_cast<RealType>(3), // probability.
- tolerance); // %
- /*
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(-2, 0.0001),
- static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.000015915494296), // probability.
- tolerance); // %
- */
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(4, 50),
- static_cast<RealType>(0.455724386698215)), // x
- static_cast<RealType>(-3), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(-4, 50),
- static_cast<RealType>(0.506365349100973)), // x
- static_cast<RealType>(-3), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(1, 5),
- static_cast<RealType>(1-0.515902251256176))), // x
- static_cast<RealType>(1.25), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(2, 2),
- static_cast<RealType>(1-0.385799748780092))), // x
- static_cast<RealType>(1.25), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(4, 0.125),
- static_cast<RealType>(1-0.039583424160566))), // x
- static_cast<RealType>(3), // probability.
- tolerance); // %
- /*
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- cauchy_distribution<RealType>(-2, 0.0001),
- static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.000015915494296), // probability.
- tolerance); // %
- */
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(4, 50),
- static_cast<RealType>(1-0.455724386698215))), // x
- static_cast<RealType>(-3), // probability.
- tolerance); // %
- BOOST_CHECK_CLOSE(
- ::boost::math::quantile(
- complement(cauchy_distribution<RealType>(-4, 50),
- static_cast<RealType>(1-0.506365349100973))), // x
- static_cast<RealType>(-3), // probability.
- tolerance); // %
- cauchy_distribution<RealType> dist; // default (0, 1)
- BOOST_CHECK_EQUAL(
- mode(dist),
- static_cast<RealType>(0));
- BOOST_CHECK_EQUAL(
- median(dist),
- static_cast<RealType>(0));
- //
- // Things that now don't compile (BOOST-STATIC_ASSERT_FAILURE) by default.
- // #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
- // To compile even if Cauchy mean is used.
- // See policy reference, mathematically undefined function policies
- //
- //BOOST_MATH_CHECK_THROW(
- // mean(dist),
- // std::domain_error);
- //BOOST_MATH_CHECK_THROW(
- // variance(dist),
- // std::domain_error);
- //BOOST_MATH_CHECK_THROW(
- // standard_deviation(dist),
- // std::domain_error);
- //BOOST_MATH_CHECK_THROW(
- // kurtosis(dist),
- // std::domain_error);
- //BOOST_MATH_CHECK_THROW(
- // kurtosis_excess(dist),
- // std::domain_error);
- //BOOST_MATH_CHECK_THROW(
- // skewness(dist),
- // std::domain_error);
- BOOST_MATH_CHECK_THROW(
- quantile(dist, RealType(0.0)),
- std::overflow_error);
- BOOST_MATH_CHECK_THROW(
- quantile(dist, RealType(1.0)),
- std::overflow_error);
- BOOST_MATH_CHECK_THROW(
- quantile(complement(dist, RealType(0.0))),
- std::overflow_error);
- BOOST_MATH_CHECK_THROW(
- quantile(complement(dist, RealType(1.0))),
- std::overflow_error);
- check_out_of_range<boost::math::cauchy_distribution<RealType> >(0, 1); // (All) valid constructor parameter values.
- } // template <class RealType>void test_spots(RealType)
- BOOST_AUTO_TEST_CASE( test_main )
- {
- BOOST_MATH_CONTROL_FP;
- // Check that can generate cauchy distribution using the two convenience methods:
- boost::math::cauchy mycd1(1.); // Using typedef
- cauchy_distribution<> mycd2(1.); // Using default RealType double.
- cauchy_distribution<> C01; // Using default RealType double for Standard Cauchy.
- BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values.
- BOOST_CHECK_EQUAL(C01.scale(), 1);
- // 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 0.000596046 %
- Tolerance for type double is 1.11022e-012 %
- Tolerance for type long double is 1.11022e-012 %
- Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 %
- *** No errors detected
- */
|