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📄 test_uniform.cpp

📁 Boost provides free peer-reviewed portable C++ source libraries. We emphasize libraries that work
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   BOOST_CHECK_CLOSE_FRACTION( // x == lower      cdf(uniform_distribution<RealType>(-1, 2), static_cast<RealType>(-1)),       static_cast<RealType>(0),       tolerance);   BOOST_CHECK_CLOSE_FRACTION( // x == upper      cdf(uniform_distribution<RealType>(-1, 2), static_cast<RealType>(0)),       static_cast<RealType>(0.3333333333333333333333333333333333333333333333333333),       tolerance);   BOOST_CHECK_CLOSE_FRACTION( // x == upper      cdf(uniform_distribution<RealType>(-1, 2), static_cast<RealType>(1)),       static_cast<RealType>(0.6666666666666666666666666666666666666666666666666667),       tolerance);   BOOST_CHECK_CLOSE_FRACTION( // x == lower      cdf(uniform_distribution<RealType>(-1, 2), static_cast<RealType>(2)),       static_cast<RealType>(1),       tolerance);   BOOST_CHECK_CLOSE_FRACTION( // x == upper      quantile(uniform_distribution<RealType>(-1, 2), static_cast<RealType>(0.6666666666666666666666666666666666666666666666666667)),       static_cast<RealType>(1),      tolerance);      check_uniform(      static_cast<RealType>(0),       // lower      static_cast<RealType>(1),       // upper      static_cast<RealType>(0.5),     // x      static_cast<RealType>(0.5),     // p      static_cast<RealType>(1 - 0.5), // q      tolerance);      // Some Not-standard uniform tests.      check_uniform(      static_cast<RealType>(-1),    // lower      static_cast<RealType>(1),     // upper      static_cast<RealType>(0),     // x      static_cast<RealType>(0.5),   // p      static_cast<RealType>(1 - 0.5), // q = 1 - p      tolerance);      check_uniform(      static_cast<RealType>(1),    // lower      static_cast<RealType>(3),     // upper      static_cast<RealType>(2),     // x      static_cast<RealType>(0.5),   // p      static_cast<RealType>(1 - 0.5), // q = 1 - p      tolerance);      check_uniform(      static_cast<RealType>(-1),    // lower      static_cast<RealType>(2),     // upper      static_cast<RealType>(1),     // x      static_cast<RealType>(0.66666666666666666666666666666666666666666667),   // p      static_cast<RealType>(0.33333333333333333333333333333333333333333333), // q = 1 - p      tolerance);   tolerance = (std::max)(      boost::math::tools::epsilon<RealType>(),      static_cast<RealType>(boost::math::tools::epsilon<double>())) * 5; // 5 eps as a fraction.    cout << "Tolerance (as fraction) for type " << typeid(RealType).name()  << " is " << tolerance << "." << endl;   uniform_distribution<RealType> distu01(0, 1);   RealType x = static_cast<RealType>(0.5);   using namespace std; // ADL of std names.   // mean:   BOOST_CHECK_CLOSE_FRACTION(      mean(distu01), static_cast<RealType>(0.5), tolerance);   // variance:   BOOST_CHECK_CLOSE_FRACTION(      variance(distu01), static_cast<RealType>(0.0833333333333333333333333333333333333333333), tolerance);   // std deviation:   BOOST_CHECK_CLOSE_FRACTION(    standard_deviation(distu01), sqrt(variance(distu01)), tolerance);   // hazard:   BOOST_CHECK_CLOSE_FRACTION(    hazard(distu01, x), pdf(distu01, x) / cdf(complement(distu01, x)), tolerance);   // cumulative hazard:   BOOST_CHECK_CLOSE_FRACTION(    chf(distu01, x), -log(cdf(complement(distu01, x))), tolerance);   // coefficient_of_variation:   BOOST_CHECK_CLOSE_FRACTION(    coefficient_of_variation(distu01), standard_deviation(distu01) / mean(distu01), tolerance);   // mode:   BOOST_CHECK_CLOSE_FRACTION(    mode(distu01), static_cast<RealType>(0), tolerance);   BOOST_CHECK_CLOSE_FRACTION(      median(distu01), static_cast<RealType>(0.5), tolerance);   // skewness:   BOOST_CHECK_EQUAL(    skewness(distu01), static_cast<RealType>(0));   // kertosis:   BOOST_CHECK_CLOSE_FRACTION(    kurtosis(distu01), kurtosis_excess(distu01) + static_cast<RealType>(3), tolerance);   // kertosis excess:   BOOST_CHECK_CLOSE_FRACTION(    kurtosis_excess(distu01), static_cast<RealType>(-1.2), tolerance);   if(std::numeric_limits<RealType>::has_infinity)  { // BOOST_CHECK tests for infinity using std::numeric_limits<>::infinity()    // Note that infinity is not implemented for real_concept, so these tests    // are only done for types, like built-in float, double, long double, that have infinity.    // Note that these assume that  BOOST_MATH_OVERFLOW_ERROR_POLICY is NOT throw_on_error.    // #define BOOST_MATH_OVERFLOW_ERROR_POLICY == throw_on_error would give a throw here.    // #define BOOST_MATH_DOMAIN_ERROR_POLICY == throw_on_error IS defined, so the throw path    // of error handling is tested below with BOOST_CHECK_THROW tests.    BOOST_CHECK_THROW(pdf(distu01, std::numeric_limits<RealType>::infinity()),  std::domain_error);    BOOST_CHECK_THROW(pdf(distu01, -std::numeric_limits<RealType>::infinity()),  std::domain_error);   } // test for infinity using std::numeric_limits<>::infinity()   else   { // real_concept case, does has_infinfity == false, so can't check it throws.     // cout << std::numeric_limits<RealType>::infinity() << ' '     // << boost::math::fpclassify(std::numeric_limits<RealType>::infinity()) << endl;     // value of std::numeric_limits<RealType>::infinity() is zero, so FPclassify is zero,     // so (boost::math::isfinite)(std::numeric_limits<RealType>::infinity()) does not detect infinity.     // so these tests would never throw.     //BOOST_CHECK_THROW(pdf(distu01, std::numeric_limits<RealType>::infinity()),  std::domain_error);     //BOOST_CHECK_THROW(pdf(distu01, std::numeric_limits<RealType>::quiet_NaN()),  std::domain_error);     // BOOST_CHECK_THROW(pdf(distu01, boost::math::tools::max_value<RealType>() * 2),  std::domain_error); // Doesn't throw.     BOOST_CHECK_EQUAL(pdf(distu01, boost::math::tools::max_value<RealType>()), 0);    }   // Special cases:   BOOST_CHECK(pdf(distu01, 0) == 1);   BOOST_CHECK(cdf(distu01, 0) == 0);   BOOST_CHECK(pdf(distu01, 1) == 1);   BOOST_CHECK(cdf(distu01, 1) == 1);   BOOST_CHECK(cdf(complement(distu01, 0)) == 1);   BOOST_CHECK(cdf(complement(distu01, 1)) == 0);   BOOST_CHECK(quantile(distu01, 0) == 0);   BOOST_CHECK(quantile(complement(distu01, 0)) == 1);   BOOST_CHECK(quantile(distu01, 1) == 1);   BOOST_CHECK(quantile(complement(distu01, 1)) == 1);   // Error checks:   if(std::numeric_limits<RealType>::has_quiet_NaN)   { // BOOST_CHECK tests for constructing with quiet_NaN (not for real_concept, for example - see notes above).     BOOST_CHECK_THROW(uniform_distribution<RealType>(0, std::numeric_limits<RealType>::quiet_NaN()), std::domain_error);     BOOST_CHECK_THROW(uniform_distribution<RealType>(0, -std::numeric_limits<RealType>::quiet_NaN()), std::domain_error);   }   BOOST_CHECK_THROW(uniform_distribution<RealType>(1, 0), std::domain_error); // lower > upper!   BOOST_CHECK_THROW(uniform_distribution<RealType>(1, 1), std::domain_error); // lower == upper!} // template <class RealType>void test_spots(RealType)int test_main(int, char* []){  // Check that can construct uniform distribution using the two convenience methods:  using namespace boost::math;  uniform unistd; // Using typedef  // == uniform_distribution<double> unistd;  BOOST_CHECK_EQUAL(unistd.lower(), 0); // Check defaults.  BOOST_CHECK_EQUAL(unistd.upper(), 1);   uniform_distribution<> myu01(0, 1); // Using default RealType double.  BOOST_CHECK_EQUAL(myu01.lower(), 0); // Check defaults again.  BOOST_CHECK_EQUAL(myu01.upper(), 1);  // Test on extreme values of random variate x, using just double because it has numeric_limit infinity etc..  // No longer allow x to be + or - infinity, then these tests should throw.  BOOST_CHECK_THROW(pdf(unistd, +std::numeric_limits<double>::infinity()), std::domain_error); // x = + infinity  BOOST_CHECK_THROW(pdf(unistd, -std::numeric_limits<double>::infinity()), std::domain_error); // x = - infinity  BOOST_CHECK_THROW(cdf(unistd, +std::numeric_limits<double>::infinity()), std::domain_error); // x = + infinity  BOOST_CHECK_THROW(cdf(unistd, -std::numeric_limits<double>::infinity()), std::domain_error); // x = - infinity  BOOST_CHECK_EQUAL(pdf(unistd, +(std::numeric_limits<double>::max)()), 0); // x = + max  BOOST_CHECK_EQUAL(pdf(unistd, -(std::numeric_limits<double>::min)()), 0); // x = - min  BOOST_CHECK_EQUAL(cdf(unistd, +(std::numeric_limits<double>::max)()), 1); // x = + max  BOOST_CHECK_EQUAL(cdf(unistd, -(std::numeric_limits<double>::min)()), 0); // x = - min  BOOST_CHECK_THROW(uniform_distribution<> zinf(0, +std::numeric_limits<double>::infinity()), std::domain_error); // zero to infinity using default RealType double.   uniform_distribution<> zmax(0, +(std::numeric_limits<double>::max)()); // zero to max using default RealType double.  BOOST_CHECK_EQUAL(zmax.lower(), 0); // Check defaults again.  BOOST_CHECK_EQUAL(zmax.upper(), +(std::numeric_limits<double>::max)());  BOOST_CHECK_EQUAL(pdf(zmax, -1), 0); // pdf is 1/(0 - max) = almost zero for all x  BOOST_CHECK_EQUAL(pdf(zmax, 0), (std::numeric_limits<double>::min)()/4); // x =   BOOST_CHECK_EQUAL(pdf(zmax, 1), (std::numeric_limits<double>::min)()/4); // x =   BOOST_CHECK_THROW(pdf(zmax, +std::numeric_limits<double>::infinity()), std::domain_error); // pdf is 1/(0 - infinity) = zero for all x  BOOST_CHECK_THROW(pdf(zmax, -std::numeric_limits<double>::infinity()), std::domain_error);   BOOST_CHECK_EQUAL(pdf(zmax, +(std::numeric_limits<double>::max)()), (std::numeric_limits<double>::min)()/4); // x =   BOOST_CHECK_EQUAL(pdf(zmax, -(std::numeric_limits<double>::max)()), 0); // x =   // Ensure NaN throws an exception.  BOOST_CHECK_THROW(uniform_distribution<> zNaN(0, std::numeric_limits<double>::quiet_NaN()), std::domain_error);  BOOST_CHECK_THROW(pdf(unistd, std::numeric_limits<double>::quiet_NaN()), std::domain_error);    // 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(0x0582))  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::cout;#endif   return 0;} // int test_main(int, char* [])/*Output:Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_uniform.exe"Running 1 test case...Tolerance for type float is 2e-005.Tolerance (as fraction) for type float is 5.96046e-007.Tolerance for type double is 2e-005.Tolerance (as fraction) for type double is 1.11022e-015.Tolerance for type long double is 2e-005.Tolerance (as fraction) for type long double is 1.11022e-015.Tolerance for type class boost::math::concepts::real_concept is 2e-005.Tolerance (as fraction) for type class boost::math::concepts::real_concept is 1.11022e-015.*** No errors detected*/

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