From: pbristow_at_[hidden]
Date: 2007-09-16 11:18:37
Author: pbristow
Date: 2007-09-16 11:18:36 EDT (Sun, 16 Sep 2007)
New Revision: 39318
URL: http://svn.boost.org/trac/boost/changeset/39318
Log:
added test to suit addition of special caese x = infinity for pdf and cdf
Text files modified:
sandbox/math_toolkit/libs/math/test/test_cauchy.cpp | 81 ++++++++++++++++++++++++++-------------
1 files changed, 54 insertions(+), 27 deletions(-)
Modified: sandbox/math_toolkit/libs/math/test/test_cauchy.cpp
==============================================================================
--- sandbox/math_toolkit/libs/math/test/test_cauchy.cpp (original)
+++ sandbox/math_toolkit/libs/math/test/test_cauchy.cpp 2007-09-16 11:18:36 EDT (Sun, 16 Sep 2007)
@@ -1,4 +1,4 @@
-// Copyright John Maddock 2006.
+// Copyright John Maddock 2006, 2007.
// Copyright Paul A. Bristow 2007
// Use, modification and distribution are subject to the
@@ -13,6 +13,7 @@
// Seems an entirely spurious warning - formal parameter T IS used - get error if /* T */
//# pragma warning(disable: 4535) // calling _set_se_translator() requires /EHa (in Boost.test)
// Enable C++ Exceptions Yes With SEH Exceptions (/EHa) prevents warning 4535.
+# pragma warning(disable: 4127) // conditional expression is constant
#endif
// #define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
@@ -28,26 +29,55 @@
#include <iostream>
using std::cout;
using std::endl;
- using std::setprecision;
template <class RealType>
void test_spots(RealType T)
{
- // 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;
+ // Check some bad parameters to the distribution,
+ BOOST_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, 0), std::domain_error); // zero sd
+ BOOST_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(0, -1), std::domain_error); // negative scale (shape)
+ cauchy_distribution<RealType> C01;
+
+ BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values.
+ BOOST_CHECK_EQUAL(C01.scale(), 1);
+
+ // Tests on extreme values of random variate x, if has numeric_limit infinity etc.
+ if(std::numeric_limits<RealType>::has_infinity)
+ {
+ BOOST_CHECK_EQUAL(pdf(C01, +std::numeric_limits<RealType>::infinity()), 0); // x = + infinity, pdf = 0
+ BOOST_CHECK_EQUAL(pdf(C01, -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, pdf = 0
+ BOOST_CHECK_EQUAL(cdf(C01, +std::numeric_limits<RealType>::infinity()), 1); // x = + infinity, cdf = 1
+ BOOST_CHECK_EQUAL(cdf(C01, -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, cdf = 0
+ BOOST_CHECK_EQUAL(cdf(complement(C01, +std::numeric_limits<RealType>::infinity())), 0); // x = + infinity, cdf = 0
+ BOOST_CHECK_EQUAL(cdf(complement(C01, -std::numeric_limits<RealType>::infinity())), 1); // x = - infinity, cdf = 1
+ BOOST_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(std::numeric_limits<RealType>::infinity(), static_cast<RealType>(1)), std::domain_error); // +infinite mean
+ BOOST_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(-std::numeric_limits<RealType>::infinity(), static_cast<RealType>(1)), std::domain_error); // -infinite mean
+ BOOST_CHECK_THROW(boost::math::cauchy_distribution<RealType> nbad1(static_cast<RealType>(0), std::numeric_limits<RealType>::infinity()), std::domain_error); // infinite sd
+ }
+
+ if (std::numeric_limits<RealType>::has_quiet_NaN)
+ { // No longer allow x to be NaN, so these tests should throw.
+ BOOST_CHECK_THROW(pdf(C01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
+ BOOST_CHECK_THROW(cdf(C01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
+ BOOST_CHECK_THROW(cdf(complement(C01, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // x = + infinity
+ BOOST_CHECK_THROW(quantile(C01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // p = + infinity
+ BOOST_CHECK_THROW(quantile(complement(C01, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // p = + infinity
+ }
+
+ // 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(T).name() << " is " << tolerance << " %" << endl;
+ cout << "Tolerance for type " << typeid(T).name() << " is " << tolerance << " %" << endl;
- //
// These first sets of test values were calculated by punching numbers
- // into a calculator, and using the formula's on the Mathworld website:
+ // into a calculator, and using the formulas on the Mathworld website:
// http://mathworld.wolfram.com/CauchyDistribution.html
- //
+ // and values from MathCAD 200 Professional,
// CDF:
//
BOOST_CHECK_CLOSE(
@@ -499,15 +529,13 @@
cauchy_distribution<RealType>(4, 0.125),
static_cast<RealType>(3)), // x
static_cast<RealType>(0.039583424160566), // probability.
- tolerance); // %
- /*
- BOOST_CHECK_CLOSE(
+ tolerance); // %
+ BOOST_CHECK_CLOSE(
::boost::math::cdf(
- cauchy_distribution<RealType>(-2, 0.0001),
+ cauchy_distribution<RealType>(-2, static_cast<RealType>(0.0001)),
static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.000015915494296), // probability.
+ static_cast<RealType>(3.1830988512275777e-5), // probability.
tolerance); // %
- */
BOOST_CHECK_CLOSE(
::boost::math::cdf(
cauchy_distribution<RealType>(4, 50),
@@ -539,14 +567,12 @@
static_cast<RealType>(3))), // x
static_cast<RealType>(1-0.039583424160566), // probability.
tolerance); // %
- /*
BOOST_CHECK_CLOSE(
::boost::math::cdf(
- cauchy_distribution<RealType>(-2, 0.0001),
+ cauchy_distribution<RealType>(-2, static_cast<RealType>(0.001)),
static_cast<RealType>(-3)), // x
- static_cast<RealType>(0.000015915494296), // probability.
+ static_cast<RealType>(0.000318309780080539), // probability.
tolerance); // %
- */
BOOST_CHECK_CLOSE(
::boost::math::cdf(
complement(cauchy_distribution<RealType>(4, 50),
@@ -669,6 +695,7 @@
//BOOST_CHECK_THROW(
// skewness(dist),
// std::domain_error);
+
BOOST_CHECK_THROW(
quantile(dist, RealType(0.0)),
std::overflow_error);
@@ -687,10 +714,12 @@
int test_main(int, char* [])
{
-
// Check that can generate cauchy distribution using the two convenience methods:
boost::math::cauchy mycd1(1.); // Using typedef
cauchy_distribution<> mycd2(1.); // Using default RealType double.
+ cauchy_distribution<> C01; // Using default RealType double for Standard Cauchy.
+ BOOST_CHECK_EQUAL(C01.location(), 0); // Check standard values.
+ BOOST_CHECK_EQUAL(C01.scale(), 1);
// Basic sanity-check spot values.
// (Parameter value, arbitrarily zero, only communicates the floating point type).
@@ -715,7 +744,6 @@
/*
Output:
-Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_cauchy.exe"
Running 1 test case...
Tolerance for type float is 0.000596046 %
Tolerance for type double is 1.11022e-012 %
@@ -723,6 +751,5 @@
Tolerance for type class boost::math::concepts::real_concept is 1.11022e-012 %
*** No errors detected
-*/
-
+*/