libs/math/test/test_find_location.cpp

   1 // test_find_location.cpp
   2
   3 // Copyright John Maddock 2007.
   4 // Copyright Paul A. Bristow 2007.
   5
   6 // Use, modification and distribution are subject to the
   7 // Boost Software License, Version 1.0.
   8 // (See accompanying file LICENSE_1_0.txt
   9 // or copy at http://www.boost.org/LICENSE_1_0.txt)
  10
  11 // Basic sanity test for find_location function.
  12
  13 // Default domain error policy is
  14 // #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
  15
  16 #include <pch.hpp>
  17
  18 #include <boost/math/tools/test.hpp>
  19 #include <boost/math/concepts/real_concept.hpp> // for real_concept
  20 #include <boost/math/distributions/normal.hpp> // for normal_distribution
  21   using boost::math::normal; // Default type double.
  22   using boost::math::normal_distribution; // All floating-point types.
  23 #include <boost/math/distributions/cauchy.hpp> // for cauchy_distribution
  24   using boost::math::cauchy;
  25 #include <boost/math/distributions/pareto.hpp> // for cauchy_distribution
  26   using boost::math::pareto;
  27 #include <boost/math/distributions/find_location.hpp>
  28   using boost::math::find_location;
  29   using boost::math::complement;// will be needed by users who want complement,
  30 #include <boost/math/policies/policy.hpp>
  31   using boost::math::policies::policy;
  32
  33 #define BOOST_TEST_MAIN
  34 #include <boost/test/unit_test.hpp> // for test_main
  35 #include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL...
  36
  37 #include <iostream>
  38 #include <iomanip>
  39   using std::cout; using std::endl; using std::fixed;
  40   using std::right; using std::left; using std::showpoint;
  41   using std::showpos; using std::setw; using std::setprecision;
  42
  43 #include <limits>
  44   using std::numeric_limits;
  45
  46 template <class RealType> // Any floating-point type RealType.
  47 void test_spots(RealType)
  48 { // Parameter only provides the type, float, double... value ignored.
  49
  50   // Basic sanity checks, test data may be to double precision only
  51   // so set tolerance to 100 eps expressed as a fraction,
  52   // or 100 eps of type double expressed as a fraction,
  53   // whichever is the larger.
  54
  55   RealType tolerance = (std::max)
  56       (boost::math::tools::epsilon<RealType>(),
  57       static_cast<RealType>(std::numeric_limits<double>::epsilon()));
  58    tolerance *= 100; // 100 eps as a fraction.
  59
  60   cout << "Tolerance for type " << typeid(RealType).name()  << " is "
  61     << setprecision(3) << tolerance  << " (or " << tolerance * 100 << "%)." << endl;
  62
  63   BOOST_MATH_CHECK_THROW( // Probability outside 0 to 1.
  64        find_location<normal_distribution<RealType> >(
  65        static_cast<RealType>(0.), static_cast<RealType>(-1.), static_cast<RealType>(0.) ),
  66        std::domain_error);
  67
  68   normal_distribution<RealType> n; // standard N(0,1)
  69   BOOST_CHECK_EQUAL(n.location(), 0); // aka mean.
  70   BOOST_CHECK_EQUAL(n.scale(), 1); // aka standard_deviation.
  71
  72    // Check for 'bad' arguments.
  73   BOOST_MATH_CHECK_THROW(find_location<normal>(0., -1., 0.), std::domain_error); // p below 0 to 1.
  74   BOOST_MATH_CHECK_THROW(find_location<normal>(0., 2., 0.), std::domain_error); // p above 0 to 1.
  75   BOOST_MATH_CHECK_THROW(find_location<normal>(numeric_limits<double>::infinity(), 0.5, 0.),
  76     std::domain_error); // z not finite.
  77   BOOST_MATH_CHECK_THROW(find_location<normal>(numeric_limits<double>::quiet_NaN(), -1., 0.),
  78     std::domain_error); // z not finite
  79   BOOST_MATH_CHECK_THROW(find_location<normal>(0., -1., numeric_limits<double>::quiet_NaN()),
  80     std::domain_error); // scale not finite
  81
  82   BOOST_MATH_CHECK_THROW(find_location<normal>(complement(0., -1., 0.)), std::domain_error); // p below 0 to 1.
  83   BOOST_MATH_CHECK_THROW(find_location<normal>(complement(0., 2., 0.)), std::domain_error); // p above 0 to 1.
  84   BOOST_MATH_CHECK_THROW(find_location<normal>(complement(numeric_limits<double>::infinity(), 0.5, 0.)),
  85     std::domain_error); // z not finite.
  86   BOOST_MATH_CHECK_THROW(find_location<normal>(complement(numeric_limits<double>::quiet_NaN(), -1., 0.)),
  87     std::domain_error); // z not finite
  88   BOOST_MATH_CHECK_THROW(find_location<normal>(complement(0., -1., numeric_limits<double>::quiet_NaN())),
  89     std::domain_error); // scale not finite
  90
  91   //// Check for ab-use with unsuitable distribution(s) when concept check implemented.
  92   // BOOST_MATH_CHECK_THROW(find_location<pareto>(0., 0.5, 0.), std::domain_error); // pareto can't be used with find_location.
  93
  94   // Check doesn't throw when an ignore_error for domain_error policy is used.
  95   using boost::math::policies::policy;
  96   using boost::math::policies::domain_error;
  97   using boost::math::policies::ignore_error;
  98
  99   // Define a (bad?) policy to ignore domain errors ('bad' arguments):
 100   typedef policy<domain_error<ignore_error> > ignore_domain_policy;
 101   // Using a typedef is convenient, especially if it is re-used.
 102 #ifndef BOOST_NO_EXCEPTIONS
 103   BOOST_CHECK_NO_THROW(find_location<normal>(0, -1, 1,
 104     ignore_domain_policy())); // probability outside [0, 1]
 105   BOOST_CHECK_NO_THROW(find_location<normal>(numeric_limits<double>::infinity(), -1, 1,
 106     ignore_domain_policy())); // z not finite.
 107
 108   BOOST_CHECK_NO_THROW(find_location<normal>(complement(0, -1, 1,
 109     ignore_domain_policy()))); // probability outside [0, 1]
 110   BOOST_CHECK_NO_THROW(find_location<normal>(complement(numeric_limits<double>::infinity(), -1, 1,
 111     ignore_domain_policy()))); // z not finite.
 112 #endif
 113   // Find location to give a probability p (0.05) of z (-2)
 114   RealType sd = static_cast<RealType>(1); // normal default standard deviation = 1.
 115   RealType z = static_cast<RealType>(-2); // z to give prob p
 116   RealType p = static_cast<RealType>(0.05); // only 5% will be below z
 117   RealType l = find_location<normal_distribution<RealType> >(z, p, sd);
 118   // cout << z << " " << p << " " << sd << " " << l << endl;
 119
 120   normal_distribution<RealType> np05pc(l, sd); // Same standard_deviation (scale) but with mean(location) shifted.
 121   //  cout << "Normal distribution with mean = " << l << " has " << "fraction <= " << z << " = "  << cdf(np05pc, z) << endl;
 122   // Check cdf such that only fraction p really is below offset mean l.
 123   BOOST_CHECK_CLOSE_FRACTION(p, cdf(np05pc, z), tolerance);
 124
 125   // Check that some policies can be applied (though not used here).
 126   l = find_location<normal_distribution<RealType> >(z, p, sd, policy<>()); // Default policy, needs using boost::math::policies::policy;
 127   l = find_location<normal_distribution<RealType> >(z, p, sd, boost::math::policies::policy<>()); // Default policy, fully specified.
 128   l = find_location<normal_distribution<RealType> >(z, p, sd, ignore_domain_policy()); // find_location with new policy, using typedef.
 129   l = find_location<normal_distribution<RealType> >(z, p, sd, policy<domain_error<ignore_error> >()); // New policy, without typedef.
 130
 131   // Check that can use the complement version.
 132   RealType q = 1 - p; // complement.
 133   // cout << "find_location<normal_distribution<RealType> >(complement(z, q, sd)) = " << endl;
 134   l = find_location<normal_distribution<RealType> >(complement(z, q, sd));
 135
 136   normal_distribution<RealType> np95pc(l, sd); // Same standard_deviation (scale) but with mean(location) shifted
 137   //  cout << "Normal distribution with mean = " << l << " has " << "fraction <= " << z << " = "  << cdf(np95pc, z) << endl;
 138   BOOST_CHECK_CLOSE_FRACTION(q, cdf(np95pc, z), tolerance);
 139
 140 } // template <class RealType>void test_spots(RealType)
 141
 142 BOOST_AUTO_TEST_CASE( test_main )
 143 {
 144   // Basic sanity-check spot values.
 145
 146   // (Parameter value, arbitrarily zero, only communicates the floating-point type).
 147   test_spots(0.0F); // Test float.
 148   test_spots(0.0); // Test double.
 149   #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 150     test_spots(0.0L); // Test long double.
 151   #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x0582))
 152     test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
 153   #endif
 154   #else
 155      std::cout << "<note>The long double tests have been disabled on this platform "
 156         "either because the long double overloads of the usual math functions are "
 157         "not available at all, or because they are too inaccurate for these tests "
 158         "to pass.</note>" << std::endl;
 159   #endif
 160
 161 } // BOOST_AUTO_TEST_CASE( test_main )
 162
 163 /*
 164
 165 Output is:
 166
 167 Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_find_location.exe"
 168 Running 1 test case...
 169 Tolerance for type float is 1.19e-005 (or 0.00119%).
 170 Tolerance for type double is 2.22e-014 (or 2.22e-012%).
 171 Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
 172 Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
 173 *** No errors detected
 174
 175 */
 176
 177