test.c

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY without ev

/* cdf/test.c
 * 
 * Copyright (C) 2002 Jason H Stover.
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307, USA.
 */

#include <config.h>
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_test.h>
#include <gsl/gsl_ieee_utils.h>

#define TEST(func, args, value, tol) { double res = func args ; gsl_test_rel (res, value, tol, #func #args); } ;

#define TEST_TOL0  (2.0*GSL_DBL_EPSILON)
#define TEST_TOL1  (16.0*GSL_DBL_EPSILON)
#define TEST_TOL2  (256.0*GSL_DBL_EPSILON)
#define TEST_TOL3  (2048.0*GSL_DBL_EPSILON)
#define TEST_TOL4  (16384.0*GSL_DBL_EPSILON)
#define TEST_TOL5  (131072.0*GSL_DBL_EPSILON)
#define TEST_TOL6  (1048576.0*GSL_DBL_EPSILON)

void test_ugaussian (void);
void test_ugaussianinv (void);
void test_exponential (void);
void test_exponentialinv (void);
void test_exppow (void);
void test_tdist (void);
void test_fdist (void);
void test_gamma (void);
void test_chisq (void);
void test_beta (void);
void test_gammainv (void);
void test_chisqinv (void);
void test_tdistinv (void);
void test_betainv (void);
void test_finv (void);

#include "test_auto.c"

struct range { unsigned int min; unsigned int max; } ;
double test_binomial_pdf (unsigned int n);
double test_binomial_cdf_P (unsigned int n);
double test_binomial_cdf_Q (unsigned int n);

struct range
test_binomial_range (void)
{
  struct range r = {0, 5};
  return r;
}

double
test_binomial_pdf (unsigned int k)
{
  return gsl_ran_binomial_pdf (k, 0.3, 5);
}

double
test_binomial_cdf_P (unsigned int k)
{
  return gsl_cdf_binomial_P (k, 0.3, 5);
}

double
test_binomial_cdf_Q (unsigned int k)
{
  return gsl_cdf_binomial_Q (k, 0.3, 5);
}

struct range
test_poisson_range (void)
{
  struct range r = {0, 25};
  return r;
}

double
test_poisson_pdf (unsigned int k)
{
  return gsl_ran_poisson_pdf (k, 2.3);
}

double
test_poisson_cdf_P (unsigned int k)
{
  return gsl_cdf_poisson_P (k, 2.3);
}

double
test_poisson_cdf_Q (unsigned int k)
{
  return gsl_cdf_poisson_Q (k, 2.3);
}

struct range
test_geometric_range (void)
{
  struct range r = {0, 25};
  return r;
}

double
test_geometric_pdf (unsigned int k)
{
  return gsl_ran_geometric_pdf (k, 0.3);
}

double
test_geometric_cdf_P (unsigned int k)
{
  return gsl_cdf_geometric_P (k, 0.3);
}

double
test_geometric_cdf_Q (unsigned int k)
{
  return gsl_cdf_geometric_Q (k, 0.3);
}

struct range
test_negative_binomial_range (void)
{
  struct range r = {0, 15};
  return r;
}

double
test_negative_binomial_pdf (unsigned int k)
{
  return gsl_ran_negative_binomial_pdf (k, 0.3, 5.3);
}

double
test_negative_binomial_cdf_P (unsigned int k)
{
  return gsl_cdf_negative_binomial_P (k, 0.3, 5.3);
}

double
test_negative_binomial_cdf_Q (unsigned int k)
{
  return gsl_cdf_negative_binomial_Q (k, 0.3, 5.3);
}

struct range
test_pascal_range (void)
{
  struct range r = {0, 15};
  return r;
}

double
test_pascal_pdf (unsigned int k)
{
  return gsl_ran_pascal_pdf (k, 0.3, 5);
}

double
test_pascal_cdf_P (unsigned int k)
{
  return gsl_cdf_pascal_P (k, 0.3, 5);
}

double
test_pascal_cdf_Q (unsigned int k)
{
  return gsl_cdf_pascal_Q (k, 0.3, 5);
}

struct range
test_hypergeometric_range (void)
{
  struct range r = {0, 26};
  return r;
}

double
test_hypergeometric_pdf (unsigned int k)
{
  return gsl_ran_hypergeometric_pdf (k, 7, 19, 13);
}

double
test_hypergeometric_cdf_P (unsigned int k)
{
  return gsl_cdf_hypergeometric_P (k, 7, 19, 13);
}

double
test_hypergeometric_cdf_Q (unsigned int k)
{
  return gsl_cdf_hypergeometric_Q (k, 7, 19, 13);
}

#ifdef LOGARITHMIC
struct range
test_logarithmic_range (void)
{
  struct range r = {1, 200};
  return r;
}

double
test_logarithmic_pdf (unsigned int k)
{
  return gsl_ran_logarithmic_pdf (k, 0.9);
}

double
test_logarithmic_cdf_P (unsigned int k)
{
  return gsl_cdf_logarithmic_P (k, 0.9);
}

double
test_logarithmic_cdf_Q (unsigned int k)
{
  return gsl_cdf_logarithmic_Q (k, 0.9);
}
#endif

void
test_discrete_cdf_P (double (*pdf)(unsigned int), 
                     double (*cdf_P)(unsigned int), 
                     struct range (*range)(void), 
                     const char * desc)
{
  double sum;
  double tol = TEST_TOL2;
  int i, min, max;

  struct range r = range();

  min = r.min;
  max = r.max;
  sum = 0.0;