Subject: [Boost-commit] svn:boost r64597 - in trunk: boost/math/special_functions/detail libs/math/test
From: john_at_[hidden]
Date: 2010-08-04 11:48:42
Author: johnmaddock
Date: 2010-08-04 11:47:30 EDT (Wed, 04 Aug 2010)
New Revision: 64597
URL: http://svn.boost.org/trac/boost/changeset/64597
Log:
Added test cases for issue #4504.
Tidied up inverse-Student's t evaluation a touch.
Fixes #4504.
Text files modified:
trunk/boost/math/special_functions/detail/t_distribution_inv.hpp | 2
trunk/libs/math/test/test_students_t.cpp | 92 ++++++++++++++++++++++++++++++++++++++++
2 files changed, 93 insertions(+), 1 deletions(-)
Modified: trunk/boost/math/special_functions/detail/t_distribution_inv.hpp
==============================================================================
--- trunk/boost/math/special_functions/detail/t_distribution_inv.hpp (original)
+++ trunk/boost/math/special_functions/detail/t_distribution_inv.hpp 2010-08-04 11:47:30 EDT (Wed, 04 Aug 2010)
@@ -143,8 +143,8 @@
// Figure out what the coefficients are, note these depend
// only on the degrees of freedom (Eq 57 of Shaw):
//
- c[2] = 0.16666666666666666667 + 0.16666666666666666667 / df;
T in = 1 / df;
+ c[2] = 0.16666666666666666667 + 0.16666666666666666667 * in;
c[3] = (0.0083333333333333333333 * in
+ 0.066666666666666666667) * in
+ 0.058333333333333333333;
Modified: trunk/libs/math/test/test_students_t.cpp
==============================================================================
--- trunk/libs/math/test/test_students_t.cpp (original)
+++ trunk/libs/math/test/test_students_t.cpp 2010-08-04 11:47:30 EDT (Wed, 04 Aug 2010)
@@ -255,6 +255,98 @@
static_cast<RealType>(-6.96455673428326), // t
tolerance);
+ //
+ // Some special tests to exercise the double-precision approximations
+ // to the quantile:
+ //
+ // tolerance is 30 eps expressed as a persent:
+ //
+ tolerance = boost::math::tools::epsilon<RealType>() * 3000;
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(2.00390625L), // degrees_of_freedom.
+ static_cast<RealType>(0.5625L)), // probability.
+ static_cast<RealType>(0.178133131573788108465134803511798566L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(1L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-10.1531703876088604621071476634194722L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(1L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(2.41421356237309504880168872421390942L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(2L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-3.81000381000571500952501666878143315L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(2L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.60356745147454630810732088527854144L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(4L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-2.56208431914409044861223047927635034L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(4L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.34439755550909142430681981315923574L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(6L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-2.28348667906973065861212495010082952L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(6L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.27334930914664286821103236660071906L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(8L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-2.16296475406014719458642055768894376L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(8L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.24031826078267310637634677726479038L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(10L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-2.09596136475109350926340169211429572L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(10L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.2212553950039221407185188573696834L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(2.125L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-3.62246031671091980110493455859296532L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(2.125L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.56905270993307293450392958697861969L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(3L), // degrees_of_freedom.
+ static_cast<RealType>(0.03125L)), // probability.
+ static_cast<RealType>(-2.90004411882995814036141778367917946L), // t.
+ tolerance);
+ BOOST_CHECK_CLOSE(boost::math::quantile(
+ students_t_distribution<RealType>(3L), // degrees_of_freedom.
+ static_cast<RealType>(0.875L)), // probability.
+ static_cast<RealType>(1.42262528146180931868169289781115099L), // t.
+ tolerance);
// Student's t pdf tests.
// for PDF checks, use 100 eps tolerance expressed as a percent: