libs/math/test/test_dist_overloads.cpp

   1 // Copyright John Maddock 2006.
   2 // Copyright Paul A. Bristow 2007.
   3
   4 // Use, modification and distribution are subject to the
   5 // Boost Software License, Version 1.0.
   6 // (See accompanying file LICENSE_1_0.txt
   7 // or copy at http://www.boost.org/LICENSE_1_0.txt)
   8
   9 // test_dist_overloads.cpp
  10
  11 #include <boost/math/concepts/real_concept.hpp> // for real_concept
  12 #include <boost/math/distributions/normal.hpp>
  13     using boost::math::normal_distribution;
  14
  15 #define BOOST_TEST_MAIN
  16 #include <boost/test/unit_test.hpp> // Boost.Test
  17 #include <boost/test/floating_point_comparison.hpp>
  18
  19 #include <iostream>
  20    using std::cout;
  21    using std::endl;
  22    using std::setprecision;
  23
  24 template <class RealType>
  25 void test_spots(RealType)
  26 {
  27    // Basic sanity checks,
  28    // 2 eps as a percentage:
  29    RealType tolerance = boost::math::tools::epsilon<RealType>() * 2 * 100;
  30
  31    cout << "Tolerance for type " << typeid(RealType).name()  << " is " << tolerance << " %" << endl;
  32
  33    for(int i = -4; i <= 4; ++i)
  34    {
  35       BOOST_CHECK_CLOSE(
  36          ::boost::math::cdf(normal_distribution<RealType>(), i),
  37          ::boost::math::cdf(normal_distribution<RealType>(), static_cast<RealType>(i)),
  38          tolerance);
  39       BOOST_CHECK_CLOSE(
  40          ::boost::math::pdf(normal_distribution<RealType>(), i),
  41          ::boost::math::pdf(normal_distribution<RealType>(), static_cast<RealType>(i)),
  42          tolerance);
  43       BOOST_CHECK_CLOSE(
  44          ::boost::math::cdf(complement(normal_distribution<RealType>(), i)),
  45          ::boost::math::cdf(complement(normal_distribution<RealType>(), static_cast<RealType>(i))),
  46          tolerance);
  47       BOOST_CHECK_CLOSE(
  48          ::boost::math::hazard(normal_distribution<RealType>(), i),
  49          ::boost::math::hazard(normal_distribution<RealType>(), static_cast<RealType>(i)),
  50          tolerance);
  51       BOOST_CHECK_CLOSE(
  52          ::boost::math::chf(normal_distribution<RealType>(), i),
  53          ::boost::math::chf(normal_distribution<RealType>(), static_cast<RealType>(i)),
  54          tolerance);
  55    }
  56    for(float f = 0.01f; f < 1; f += 0.01f)
  57    {
  58       BOOST_CHECK_CLOSE(
  59          ::boost::math::quantile(normal_distribution<RealType>(), f),
  60          ::boost::math::quantile(normal_distribution<RealType>(), static_cast<RealType>(f)),
  61          tolerance);
  62       BOOST_CHECK_CLOSE(
  63          ::boost::math::quantile(complement(normal_distribution<RealType>(), f)),
  64          ::boost::math::quantile(complement(normal_distribution<RealType>(), static_cast<RealType>(f))),
  65          tolerance);
  66    }
  67 } // template <class RealType>void test_spots(RealType)
  68
  69 BOOST_AUTO_TEST_CASE( test_main )
  70 {
  71     // Basic sanity-check spot values.
  72    // (Parameter value, arbitrarily zero, only communicates the floating point type).
  73   test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
  74   test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
  75 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
  76   test_spots(0.0L); // Test long double.
  77 #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
  78   test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
  79 #endif
  80 #else
  81    std::cout << "<note>The long double tests have been disabled on this platform "
  82       "either because the long double overloads of the usual math functions are "
  83       "not available at all, or because they are too inaccurate for these tests "
  84       "to pass.</note>" << std::cout;
  85 #endif
  86
  87 } // BOOST_AUTO_TEST_CASE( test_main )
  88
  89 /*
  90
  91 Output:
  92
  93 Running 1 test case...
  94 Tolerance for type float is 2.38419e-005 %
  95 Tolerance for type double is 4.44089e-014 %
  96 Tolerance for type long double is 4.44089e-014 %
  97 Tolerance for type class boost::math::concepts::real_concept is 4.44089e-014 %
  98 *** No errors detected
  99
 100 */
 101