[Boost-commit] svn:boost r39185 - sandbox/math_toolkit/libs/math/test

From: pbristow_at_[hidden]
Date: 2007-09-10 13:52:05

Author: pbristow
Date: 2007-09-10 13:52:02 EDT (Mon, 10 Sep 2007)
New Revision: 39185
URL: http://svn.boost.org/trac/boost/changeset/39185

Log:
1st version of test find scale

Added:
   sandbox/math_toolkit/libs/math/test/test_find_scale.cpp   (contents, props changed)

Added: sandbox/math_toolkit/libs/math/test/test_find_scale.cpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/libs/math/test/test_find_scale.cpp	2007-09-10 13:52:02 EDT (Mon, 10 Sep 2007)
@@ -0,0 +1,190 @@
+// test_find_scale.cpp
+
+// Copyright John Maddock 2007.
+// Copyright Paul A. Bristow 2007.
+
+// 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)
+
+// Basic sanity test for find_scale function.
+
+// Default distribution domain error policy is
+// #define BOOST_MATH_DOMAIN_ERROR_POLICY throw_on_error
+
+#include <boost/math/distributions/normal.hpp> // for normal_distribution
+  using boost::math::normal; // Default type double.
+  using boost::math::normal_distribution; // All floating-point types.
+#include <boost/math/distributions/cauchy.hpp> // for cauchy_distribution
+  using boost::math::cauchy;
+#include <boost/math/distributions/pareto.hpp> // for cauchy_distribution
+  using boost::math::pareto;
+#include <boost/math/distributions/find_scale.hpp>
+  using boost::math::find_scale;
+  using boost::math::complement;// will be needed by users who want complement,
+#include <boost/math/policies/policy.hpp>
+  using boost::math::policies::policy;
+
+#include <boost/test/included/test_exec_monitor.hpp> // for test_main
+#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION, BOOST_CHECK_EQUAL...
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+
+#include <iostream>
+  using std::cout; using std::endl; using std::fixed;
+  using std::right; using std::left; using std::showpoint;
+  using std::showpos; using std::setw; using std::setprecision;
+
+#include <limits>
+  using std::numeric_limits;
+
+template <class RealType> // Any floating-point type RealType.
+void test_spots(RealType)
+{ // Parameter only provides the type, float, double... value ignored.
+
+  // Basic sanity checks, test data may be to double precision only
+  // so set tolerance to 100 eps expressed as a fraction,
+  // or 100 eps of type double expressed as a fraction,
+  // whichever is the larger.
+
+  RealType tolerance = (std::max)
+      (boost::math::tools::epsilon<RealType>(),
+      static_cast<RealType>(std::numeric_limits<double>::epsilon()));
+   tolerance *= 100; // 100 eps as a fraction.
+
+  cout << "Tolerance for type " << typeid(RealType).name()  << " is "
+    << setprecision(3) << tolerance  << " (or " << tolerance * 100 << "%)." << endl;
+
+  BOOST_CHECK_THROW( // Probability outside 0 to 1.
+       find_scale<normal_distribution<RealType> >(
+       static_cast<RealType>(0.), static_cast<RealType>(-1.), static_cast<RealType>(0.) ),
+       std::domain_error);
+  
+  normal_distribution<RealType> n; // standard N(0,1)
+  BOOST_CHECK_EQUAL(n.location(), 0); // aka mean.
+  BOOST_CHECK_EQUAL(n.scale(), 1); // aka standard_deviation.
+
+	// Check for 'bad' arguments.
+  BOOST_CHECK_THROW(find_scale<normal>(0., -1., 0.), std::domain_error); // p below 0 to 1.
+  BOOST_CHECK_THROW(find_scale<normal>(0., 2., 0.), std::domain_error); // p above 0 to 1.
+  BOOST_CHECK_THROW(find_scale<normal>(numeric_limits<double>::infinity(), 0.5, 0.),
+    std::domain_error); // z not finite.
+  BOOST_CHECK_THROW(find_scale<normal>(numeric_limits<double>::quiet_NaN(), -1., 0.),
+    std::domain_error); // z not finite
+  BOOST_CHECK_THROW(find_scale<normal>(0., -1., numeric_limits<double>::quiet_NaN()),
+    std::domain_error); // scale not finite
+
+  // Check for ab-use with unsuitable distribution(s), for example,
+  // pareto disribution (and most others) can't be used with find_scale (or find_location)
+  // because they lack the scale and location attributes.
+  // BOOST_CHECK_THROW(find_scale<pareto>(0., 0.5, 0.), std::domain_error);
+  // correctly fails to compile in find_scale() at
+  // BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value); 
+
+  // Check doesn't throw when an ignore_error for domain_error policy is used.
+  using boost::math::policies::policy;
+  using boost::math::policies::domain_error;
+  using boost::math::policies::ignore_error;
+
+  // Define a (bad?) policy to ignore domain errors ('bad' arguments):
+  typedef policy<domain_error<ignore_error> > ignore_domain_policy;
+  // Using a typedef is convenient, especially if it is re-used.
+
+  BOOST_CHECK_NO_THROW(find_scale<normal>(0, -1, 1,
+    ignore_domain_policy())); // probability outside [0, 1]
+  BOOST_CHECK_NO_THROW(find_scale<normal>(numeric_limits<double>::infinity(), -1, 1,
+    ignore_domain_policy())); // z not finite.
+
+  RealType l = 0.; // standard normal distribution.
+  RealType sd = static_cast<RealType>(1); // normal default standard deviation = 1.
+  normal_distribution<RealType> n01(l, sd); // mean(location) = 0, standard_deviation (scale) = 1.
+  RealType z = static_cast<RealType>(-2); // z to give prob p
+  //cout << "Standard normal distribution with standard deviation = " << sd 
+  //  << " has " << "fraction <= " << z << " = "  << cdf(n01, z) << endl;
+  // Standard normal distribution with standard deviation = 1 has fraction <= -2 = 0.0227501
+
+
+  //normal_distribution<RealType> np001pc(l, sd); // Same mean(location) but with standard_deviation (scale) changed.
+  //cout << "Normal distribution with standard deviation = " << s 
+  //  << " has " << "fraction <= " << z << " = "  << cdf(np001pc, z) << endl;
+
+  // Find scale to give a probability p (0.001) of z (-2)
+  RealType p = static_cast<RealType>(0.001); // only 0.1% to be below z (-2).
+  // location (mean) remains at zero.
+  RealType s = find_scale<normal_distribution<RealType> >(z, p, l);
+  //cout << "Mean " << l << ", z " << z << ",  p " << p
+  //  << ", sd " << sd << ", find_scale " << s 
+  //  << ", difference in sd " << s - sd << endl;
+  // Mean 0, z -2,  p 0.001, sd 1, find_scale 0.647201, difference in sd -0.352799
+
+
+  normal_distribution<RealType> np001pc(l, s); // Same mean(location) but with standard_deviation (scale) changed.
+  //cout << "Normal distribution with standard deviation = " << s 
+  //  << " has " << "fraction <= " << z << " = "  << cdf(np001pc, z) << endl;
+  // Normal distribution with standard deviation = 0.647201 has fraction <= -2 = 0.001
+
+
+  // Check cdf such that only fraction p really is below changed standard deviation s. 
+  BOOST_CHECK_CLOSE_FRACTION(p, cdf(np001pc, z), tolerance);
+
+  // Check that some policies can be applied (though results not used here).
+  s = find_scale<normal_distribution<RealType> >(z, p, l, policy<>()); // Default policy, needs using boost::math::policies::policy;
+  s = find_scale<normal_distribution<RealType> >(z, p, l, boost::math::policies::policy<>()); // Default policy, fully specified.
+  s = find_scale<normal_distribution<RealType> >(z, p, l, ignore_domain_policy()); // find_scale with new policy, using typedef.
+  s = find_scale<normal_distribution<RealType> >(z, p, l, policy<domain_error<ignore_error> >()); // New policy, without typedef.
+
+  // Check that can use the complement version too.
+  RealType q = 1 - p; // complement.
+  s = find_scale<normal_distribution<RealType> >(complement(z, q, l));
+  normal_distribution<RealType> np95pc(l, s); // Same mean(location) but with new standard_deviation (scale).
+
+  //cout << "Mean " << l << ", z " << z << ",  q " << q
+  //<< ", sd " << sd << ", find_scale " << s 
+  //<< ", difference in sd " << s - sd << endl;
+
+  //cout << "Normal distribution with standard deviation = " << s 
+  //  << " has " << "fraction <= " << z << " = "  << cdf(np001pc, z) << endl;
+  BOOST_CHECK_CLOSE_FRACTION(q, cdf(complement(np95pc, z)), tolerance);
+
+} // template <class RealType>void test_spots(RealType)
+
+int test_main(int, char* [])
+{
+  // Basic sanity-check spot values.
+
+   // (Parameter value, arbitrarily zero, only communicates the floating-point type).
+  test_spots(0.0F); // Test float.
+  test_spots(0.0); // Test double.
+  test_spots(0.0L); // Test long double.
+  #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+    test_spots(0.0L); // Test long double.
+  #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x0582))
+    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::cout;
+  #endif
+  return 0;
+} // int test_main(int, char* [])
+
+/*
+
+Output is:
+
+Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_find_scale.exe"
+Running 1 test case...
+Tolerance for type float is 1.19e-005 (or 0.00119%).
+Tolerance for type double is 2.22e-014 (or 2.22e-012%).
+Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
+Tolerance for type long double is 2.22e-014 (or 2.22e-012%).
+Tolerance for type class boost::math::concepts::real_concept is 2.22e-014 (or 2.22e-012%).
+*** No errors detected
+
+
+
+*/
+
+