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Library/boost/libs/math/test/test_extreme_value.cpp
245 строк
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PatoFlamejanteTV
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19 дек 2024, 19:11
19 дек 2024, 19:11
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// Copyright John Maddock 2006. // 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_extreme_value.cpp #include <boost/math/tools/test.hpp> #include <boost/math/concepts/real_concept.hpp> // for real_concept #include <boost/math/distributions/extreme_value.hpp> using boost::math::extreme_value_distribution; #define BOOST_TEST_MAIN #include <boost/test/unit_test.hpp> // Boost.Test #include <boost/test/tools/floating_point_comparison.hpp> #include "test_out_of_range.hpp" #include <iostream> using std::cout; using std::endl; using std::setprecision; template <class RealType> void test_spot(RealType a, RealType b, RealType x, RealType p, RealType q, RealType tolerance) { BOOST_CHECK_CLOSE( ::boost::math::cdf( extreme_value_distribution<RealType>(a, b), x), p, tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::cdf( complement(extreme_value_distribution<RealType>(a, b), x)), q, tolerance); // % if((p < 0.999) && (p > 0)) { BOOST_CHECK_CLOSE( ::boost::math::quantile( extreme_value_distribution<RealType>(a, b), p), x, tolerance); // % } if((q < 0.999) && (q > 0)) { BOOST_CHECK_CLOSE( ::boost::math::quantile( complement(extreme_value_distribution<RealType>(a, b), q)), x, tolerance); // % } } template <class RealType> void test_spots(RealType) { // 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(RealType).name() << " is " << tolerance << " %" << endl; // Results calculated by punching numbers into a calculator, // and using the formula at http://mathworld.wolfram.com/ExtremeValueDistribution.html test_spot( static_cast<RealType>(0.5), // a static_cast<RealType>(1.5), // b static_cast<RealType>(0.125), // x static_cast<RealType>(0.27692033409990891617007608217222L), // p static_cast<RealType>(0.72307966590009108382992391782778L), //q tolerance); test_spot( static_cast<RealType>(0.5), // a static_cast<RealType>(2), // b static_cast<RealType>(-5), // x static_cast<RealType>(1.6087601139887776413169427645933e-7L), // p static_cast<RealType>(0.99999983912398860112223586830572L), //q tolerance); test_spot( static_cast<RealType>(0.5), // a static_cast<RealType>(0.25), // b static_cast<RealType>(0.75), // x static_cast<RealType>(0.69220062755534635386542199718279L), // p static_cast<RealType>(0.30779937244465364613457800281721), //q tolerance); test_spot( static_cast<RealType>(0.5), // a static_cast<RealType>(0.25), // b static_cast<RealType>(5), // x static_cast<RealType>(0.99999998477002037126351248727041L), // p static_cast<RealType>(1.5229979628736487512729586276294e-8L), //q tolerance); BOOST_CHECK_CLOSE( ::boost::math::pdf( extreme_value_distribution<RealType>(0.5, 2), static_cast<RealType>(0.125)), // x static_cast<RealType>(0.18052654830890205978204427757846L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( extreme_value_distribution<RealType>(1, 3), static_cast<RealType>(5)), // x static_cast<RealType>(0.0675057324099851209129017326286L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::pdf( extreme_value_distribution<RealType>(1, 3), static_cast<RealType>(0)), // x static_cast<RealType>(0.11522236828583456431277265757312L), // probability. tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::mean( extreme_value_distribution<RealType>(2, 3)), static_cast<RealType>(3.731646994704598581819536270246L), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::standard_deviation( extreme_value_distribution<RealType>(1, 0.5)), static_cast<RealType>(0.6412749150809320477720181798355L), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::mode( extreme_value_distribution<RealType>(2, 3)), static_cast<RealType>(2), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::median( extreme_value_distribution<RealType>(0, 1)), static_cast<RealType>(+0.36651292058166432701243915823266946945426344783710526305367771367056), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::skewness( extreme_value_distribution<RealType>(2, 3)), static_cast<RealType>(1.1395470994046486574927930193898461120875997958366L), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::kurtosis( extreme_value_distribution<RealType>(2, 3)), static_cast<RealType>(5.4), tolerance); // % BOOST_CHECK_CLOSE( ::boost::math::kurtosis_excess( extreme_value_distribution<RealType>(2, 3)), static_cast<RealType>(2.4), tolerance); // % // // Things that are errors: // extreme_value_distribution<RealType> dist(0.5, 2); 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(dist, RealType(0.0)), std::overflow_error); BOOST_MATH_CHECK_THROW( quantile(complement(dist, RealType(1.0))), std::overflow_error); BOOST_MATH_CHECK_THROW( cdf(extreme_value_distribution<RealType>(0, -1), RealType(1)), std::domain_error); BOOST_MATH_CHECK_THROW( quantile(dist, RealType(-1)), std::domain_error); BOOST_MATH_CHECK_THROW( quantile(dist, RealType(2)), std::domain_error); check_out_of_range<extreme_value_distribution<RealType> >(1, 2); if(std::numeric_limits<RealType>::has_infinity) { RealType inf = std::numeric_limits<RealType>::infinity(); BOOST_CHECK_EQUAL(pdf(extreme_value_distribution<RealType>(), -inf), 0); BOOST_CHECK_EQUAL(pdf(extreme_value_distribution<RealType>(), inf), 0); BOOST_CHECK_EQUAL(cdf(extreme_value_distribution<RealType>(), -inf), 0); BOOST_CHECK_EQUAL(cdf(extreme_value_distribution<RealType>(), inf), 1); BOOST_CHECK_EQUAL(cdf(complement(extreme_value_distribution<RealType>(), -inf)), 1); BOOST_CHECK_EQUAL(cdf(complement(extreme_value_distribution<RealType>(), inf)), 0); } // // Bug reports: // // https://svn.boost.org/trac/boost/ticket/10938: BOOST_CHECK_CLOSE( ::boost::math::pdf( extreme_value_distribution<RealType>(0, 1), static_cast<RealType>(-1000)), // x static_cast<RealType>(0), // probability. tolerance); // % } // template <class RealType>void test_spots(RealType) BOOST_AUTO_TEST_CASE( test_main ) { // Check that can generate extreme_value distribution using the two convenience methods: boost::math::extreme_value mycev1(1.); // Using typedef extreme_value_distribution<> myev2(1.); // Using default RealType double. // 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 is: -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 */