Subject: [Boost-commit] svn:boost r65662 - trunk/libs/math/test
From: pbristow_at_[hidden]
Date: 2010-09-29 05:12:10
Author: pbristow
Date: 2010-09-29 05:12:08 EDT (Wed, 29 Sep 2010)
New Revision: 65662
URL: http://svn.boost.org/trac/boost/changeset/65662
Log:
Added more tests.
Text files modified:
trunk/libs/math/test/test_inverse_gamma_distribution.cpp | 62 +++++++++++++++++----------------------
1 files changed, 27 insertions(+), 35 deletions(-)
Modified: trunk/libs/math/test/test_inverse_gamma_distribution.cpp
==============================================================================
--- trunk/libs/math/test/test_inverse_gamma_distribution.cpp (original)
+++ trunk/libs/math/test/test_inverse_gamma_distribution.cpp 2010-09-29 05:12:08 EDT (Wed, 29 Sep 2010)
@@ -92,8 +92,8 @@
// Basic sanity checks, test data is to six decimal places only
// so set tolerance to 0.000001 expressed as a percentage = 0.0001%.
- RealType tolerance = 0.000001f * 100;
- cout << "Tolerance = " << tolerance << "%." << endl;
+ RealType tolerance = 0.000001f; // as fraction.
+ cout << "Tolerance = " << tolerance * 100 << "%." << endl;
// This test values from output from R provided by Thomas Mang.
test_spot(static_cast<RealType>(2), static_cast<RealType>(1), // shape, scale
@@ -108,7 +108,7 @@
static_cast<RealType>( 0.5), // x
static_cast<RealType>(0.82415241749687074L), // pdf
static_cast<RealType>(0.60648042700409865L), // cdf
- static_cast<RealType>(1 - 0.60648042700409865), // cdf complement
+ static_cast<RealType>(1 - 0.60648042700409865L), // cdf complement
tolerance // tol
);
@@ -116,20 +116,18 @@
static_cast<RealType>(0.5), // x
static_cast<RealType>(0.00000000068343206235379223), // pdf
static_cast<RealType>(0.99999999997242739L), // cdf
- static_cast<RealType>(1 - 0.99999999997242739), // cdf complement
+ static_cast<RealType>(1 - 0.99999999997242739L), // cdf complement
tolerance // tol
);
-
test_spot(static_cast<RealType>(1.593), static_cast<RealType>(1), // shape, scale
static_cast<RealType>(1.977), // x
static_cast<RealType>(0.11535946773398653L), // pdf
static_cast<RealType>(0.82449794420341549L), // cdf
- static_cast<RealType>(1 - 0.82449794420341549), // cdf complement
+ static_cast<RealType>(1 - 0.82449794420341549L), // cdf complement
tolerance // tol
);
-
-
+
test_spot(static_cast<RealType>(6.666), static_cast<RealType>(1.411), // shape, scale
static_cast<RealType>(5), // x
static_cast<RealType>(0.000000084415758206386872), // pdf
@@ -138,7 +136,6 @@
tolerance // tol
);
-
// Check some bad parameters to the distribution,
BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution<RealType> igbad1(-1, 0), std::domain_error); // negative shape.
BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution<RealType> igbad2(0, -1), std::domain_error); // negative scale.
@@ -177,7 +174,7 @@
tolerance);
} // Spot checks for parameters:
- RealType tol_5eps = boost::math::tools::epsilon<RealType>() * 5; // 5 eps as a fraction.
+ RealType tol_few_eps = boost::math::tools::epsilon<RealType>() * 5; // 5 eps as a fraction.
inverse_gamma_distribution<RealType> dist51(5, 1);
inverse_gamma_distribution<RealType> dist52(5, 2);
inverse_gamma_distribution<RealType> dist31(3, 1);
@@ -189,42 +186,37 @@
using namespace boost::math;
// mean, variance etc
- BOOST_CHECK_CLOSE_FRACTION(mean(dist52), static_cast<RealType>(0.5), tol_5eps);
- BOOST_CHECK_CLOSE_FRACTION(mean(dist111), static_cast<RealType>(0.1L), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(mean(dist52), static_cast<RealType>(0.5), tol_few_eps);
+ BOOST_CHECK_CLOSE_FRACTION(mean(dist111), static_cast<RealType>(0.1L), tol_few_eps);
inverse_gamma_distribution<RealType> igamma41(static_cast<RealType>(4.), static_cast<RealType>(1.) );
- BOOST_CHECK_CLOSE_FRACTION(mean(igamma41), static_cast<RealType>(0.3333333333333333333333333333333333333333333333333333333L), tol_5eps);
-
-
+ BOOST_CHECK_CLOSE_FRACTION(mean(igamma41), static_cast<RealType>(0.3333333333333333333333333333333333333333333333333333333L), tol_few_eps);
// variance:
- BOOST_CHECK_CLOSE_FRACTION(variance(dist51), static_cast<RealType>(0.0208333333333333333333333333333333333333333333333333L), tol_5eps);
- BOOST_CHECK_CLOSE_FRACTION(variance(dist31), static_cast<RealType>(0.25), tol_5eps);
- BOOST_CHECK_CLOSE_FRACTION(variance(dist111), static_cast<RealType>(0.001111111111111111111111111111111111111111111111111L), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(variance(dist51), static_cast<RealType>(0.0208333333333333333333333333333333333333333333333333L), tol_few_eps);
+ BOOST_CHECK_CLOSE_FRACTION(variance(dist31), static_cast<RealType>(0.25), tol_few_eps);
+ BOOST_CHECK_CLOSE_FRACTION(variance(dist111), static_cast<RealType>(0.001111111111111111111111111111111111111111111111111L), tol_few_eps);
// std deviation:
- BOOST_CHECK_CLOSE_FRACTION(standard_deviation(dist31), static_cast<RealType>(0.5), tol_5eps);
- BOOST_CHECK_CLOSE_FRACTION(standard_deviation(dist111), static_cast<RealType>(0.0333333333333333333333333333333333333333333333333L), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(standard_deviation(dist31), static_cast<RealType>(0.5), tol_few_eps);
+ BOOST_CHECK_CLOSE_FRACTION(standard_deviation(dist111), static_cast<RealType>(0.0333333333333333333333333333333333333333333333333L), tol_few_eps);
// hazard:
- BOOST_CHECK_CLOSE_FRACTION(hazard(dist51, x), pdf(dist51, x) / cdf(complement(dist51, x)), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(hazard(dist51, x), pdf(dist51, x) / cdf(complement(dist51, x)), tol_few_eps);
// cumulative hazard:
- BOOST_CHECK_CLOSE_FRACTION(chf(dist51, x), -log(cdf(complement(dist51, x))), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(chf(dist51, x), -log(cdf(complement(dist51, x))), tol_few_eps);
// coefficient_of_variation:
- BOOST_CHECK_CLOSE_FRACTION(coefficient_of_variation(dist51), standard_deviation(dist51) / mean(dist51), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(coefficient_of_variation(dist51), standard_deviation(dist51) / mean(dist51), tol_few_eps);
// mode:
- BOOST_CHECK_CLOSE_FRACTION(mode(dist51), static_cast<RealType>(0.166666666666666666666666666666666666666666666666666L), tol_5eps);
-
- //BOOST_CHECK_CLOSE_FRACTION(median(dist52), static_cast<RealType>(0), tol_5eps);
- // need an exact median? Failing that a loop back test.
-
- BOOST_CHECK_CLOSE_FRACTION(cdf(dist111, median(dist111)), 0.5, tol_5eps);
-
-
+ BOOST_CHECK_CLOSE_FRACTION(mode(dist51), static_cast<RealType>(0.166666666666666666666666666666666666666666666666666L), tol_few_eps);
+ // median
+ //BOOST_CHECK_CLOSE_FRACTION(median(dist52), static_cast<RealType>(0), tol_few_eps);
+ // Useful to have an exact median? Failing that use a loop back test.
+ BOOST_CHECK_CLOSE_FRACTION(cdf(dist111, median(dist111)), 0.5, tol_few_eps);
// skewness:
- BOOST_CHECK_CLOSE_FRACTION(skewness(dist111), static_cast<RealType>(1.5), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(skewness(dist111), static_cast<RealType>(1.5), tol_few_eps);
//kurtosis:
- BOOST_CHECK_CLOSE_FRACTION(kurtosis(dist51), static_cast<RealType>(42 + 3), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(kurtosis(dist51), static_cast<RealType>(42 + 3), tol_few_eps);
// kurtosis excess:
- BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(dist51), static_cast<RealType>(42), tol_5eps);
+ BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(dist51), static_cast<RealType>(42), tol_few_eps);
- tol_5eps = boost::math::tools::epsilon<RealType>() * 5; // 5 eps as a percentage.
+ tol_few_eps = boost::math::tools::epsilon<RealType>() * 3; // 3 eps as a percentage.
// Special and limit cases: