[Boost-commit] svn:boost r47994 - sandbox/SOC/2008/parrallel_math/libs/math/test

From: gautamcool88_at_[hidden]
Date: 2008-08-05 15:35:04

Author: s.gautam
Date: 2008-08-05 15:35:03 EDT (Tue, 05 Aug 2008)
New Revision: 47994
URL: http://svn.boost.org/trac/boost/changeset/47994

Log:
added test code for the logistic distribution
Added:
   sandbox/SOC/2008/parrallel_math/libs/math/test/gsoc_test_logistic_dist.cpp   (contents, props changed)

Added: sandbox/SOC/2008/parrallel_math/libs/math/test/gsoc_test_logistic_dist.cpp
==============================================================================
--- (empty file)
+++ sandbox/SOC/2008/parrallel_math/libs/math/test/gsoc_test_logistic_dist.cpp	2008-08-05 15:35:03 EDT (Tue, 05 Aug 2008)
@@ -0,0 +1,341 @@
+
+
+// Copyright John Maddock 
+// Copyright Paul A. Bristow 
+// Copyright Gautam Sewani
+
+// 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)
+
+
+
+
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+#include <boost/math/distributions/gsoc_logistic.hpp>
+    using boost::math::logistic_distribution;
+
+#include <boost/test/included/test_exec_monitor.hpp> // Boost.Test
+#include <boost/test/floating_point_comparison.hpp>
+
+
+#include <iostream>
+   using std::cout;
+   using std::endl;
+   using std::setprecision;
+
+
+template <class RealType>
+void test_spot(RealType location, RealType scale, RealType x, RealType p, RealType q, RealType tolerance)
+{
+   BOOST_CHECK_CLOSE(
+      ::boost::math::cdf(
+         logistic_distribution<RealType>(location,scale),      
+         x),
+         p,
+         tolerance); // %
+   BOOST_CHECK_CLOSE(
+      ::boost::math::cdf(
+         complement(logistic_distribution<RealType>(location,scale),      
+         x)),
+         q,
+         tolerance); // %
+   if(p < 0.999)
+   {
+      BOOST_CHECK_CLOSE(
+         ::boost::math::quantile(
+            logistic_distribution<RealType>(location,scale),      
+            p),
+            x,
+            tolerance); // %
+   }
+   if(q < 0.999)
+   {
+      BOOST_CHECK_CLOSE(
+         ::boost::math::quantile(
+            complement(logistic_distribution<RealType>(location,scale),      
+            q)),
+            x,
+            tolerance); // %
+   }
+}
+
+
+template <class RealType>
+void test_spots(RealType T)
+{
+   // Basic sanity checks.
+   // 50 eps as a percentage, up to a maximum of double precision
+   // Test data taken from Mathematica 6
+   RealType tolerance = (std::max)(
+      static_cast<RealType>(boost::math::tools::epsilon<double>()),
+      boost::math::tools::epsilon<RealType>());
+   tolerance *= 50 * 100; 
+   // #  pragma warning(disable: 4100) // unreferenced formal parameter.
+   // prevent his spurious warning.
+   if (T != 0)
+   {
+     cout << "Expect parameter T == 0!" << endl;
+   }
+    cout << "Tolerance for type " << typeid(T).name()  << " is " << tolerance << " %" << endl;
+
+   test_spot(
+      static_cast<RealType>(1), // location
+      static_cast<RealType>(0.5L), // scale
+      static_cast<RealType>(0.1L), // x
+      static_cast<RealType>(0.141851064900487789594278108470953L), // p
+      static_cast<RealType>(0.858148935099512210405721891529047L), //q
+      tolerance);
+
+   test_spot(
+      static_cast<RealType>(5), // location
+      static_cast<RealType>(2), // scale
+      static_cast<RealType>(3.123123123L),//x 
+      static_cast<RealType>(0.281215878622547904873088053477813L), // p
+      static_cast<RealType>(0.718784121377452095126911946522187L), //q
+      tolerance);
+      
+      test_spot(
+      static_cast<RealType>(1.2345L), // location
+      static_cast<RealType>(0.12345L), // scale
+      static_cast<RealType>(3.123123123L),//x
+      static_cast<RealType>(0.999999773084685079723328282229357L), // p
+      static_cast<RealType>(2.26915314920276671717770643005212e-7L), //q
+      tolerance);
+
+
+    //High probability
+    test_spot(
+      static_cast<RealType>(1), // location
+      static_cast<RealType>(0.5), // scale
+      static_cast<RealType>(10), // x
+      static_cast<RealType>(0.99999998477002048723965105559179L), // p  
+
+
+      static_cast<RealType>(1.5229979512760348944408208801237e-8L), //q
+      tolerance);
+
+   //negative x
+   test_spot(
+      static_cast<RealType>(5), // location
+      static_cast<RealType>(2), // scale
+      static_cast<RealType>(-0.1), // scale
+      static_cast<RealType>(0.0724264853615177178439235061476928L), // p
+      static_cast<RealType>(0.927573514638482282156076493852307L), //q
+      tolerance);
+   
+   
+   test_spot(
+      static_cast<RealType>(5), // location
+      static_cast<RealType>(2), // scale
+      static_cast<RealType>(-20), // x
+      static_cast<RealType>(3.72663928418656138608800947863869e-6L), // p
+      static_cast<RealType>(0.999996273360715813438613911990521L), //q
+      tolerance);
+
+
+   
+
+   
+  
+   //test value to check cancellation error in straight/complimented quantile 
+   //the subtraction in the formula location-scale*log term introduces catastrophics cancellator error if location and scale*log term are close
+   //For these values, the tests fail at tolerance, but work at 100*tolerance
+   test_spot(
+      static_cast<RealType>(-1.2345L), // location
+      static_cast<RealType>(1.4555L), // scale
+      static_cast<RealType>(-0.00125796420642514024493852425918807L),//x
+      static_cast<RealType>(0.7L), // p
+      static_cast<RealType>(0.3L), //q
+      100*tolerance);   
+
+  test_spot(
+      static_cast<RealType>(1.2345L), // location
+      static_cast<RealType>(0.12345L), // scale
+      static_cast<RealType>(0.0012345L), // x
+      static_cast<RealType>(0.0000458541039469413343331170952855318L), // p
+      static_cast<RealType>(0.999954145896053058665666882904714L), //q
+      100*tolerance);
+ 
+
+  
+   test_spot(
+      static_cast<RealType>(5), // location
+      static_cast<RealType>(2), // scale
+      static_cast<RealType>(0.0012345L), // x
+      static_cast<RealType>(0.0759014628704232983512906076564256L), // p
+      static_cast<RealType>(0.924098537129576701648709392343574L), //q
+      100*tolerance);
+ 
+   //negative location
+   test_spot(
+      static_cast<RealType>(-123.123123L), // location
+      static_cast<RealType>(2.123L), // scale
+      static_cast<RealType>(3), // x
+      static_cast<RealType>(0.999999999999999999999999984171276L), // p
+      static_cast<RealType>(1.58287236765203121622150720373972e-26L), //q
+      tolerance);
+//PDF Testing
+   BOOST_CHECK_CLOSE(
+      ::boost::math::pdf(
+         logistic_distribution<RealType>(5,2),      
+         static_cast<RealType>(0.125L) ),//x
+         static_cast<RealType>(0.0369500730133475464584898192104821L),              // probability
+         tolerance); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::pdf(
+         logistic_distribution<RealType>(1.2345,0.12345),      
+         static_cast<RealType>(0.0012345L) ),//x
+         static_cast<RealType>(0.000371421639109700748742498671686243L),              // probability
+         tolerance); // %
+   BOOST_CHECK_CLOSE(
+      ::boost::math::pdf(
+         logistic_distribution<RealType>(2,1),      
+         static_cast<RealType>(2L) ),//x
+         static_cast<RealType>(0.25L),              // probability
+         tolerance); // %
+
+//Extreme value testing
+
+  if(std::numeric_limits<RealType>::has_infinity)
+  {
+    BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 0); // x = + infinity, pdf = 0
+    BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, pdf = 0
+    BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity()), 1); // x = + infinity, cdf = 1
+    BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, cdf = 0
+    BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +std::numeric_limits<RealType>::infinity())), 0); // x = + infinity, c cdf = 0
+    BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -std::numeric_limits<RealType>::infinity())), 1); // x = - infinity, c cdf = 1
+    //Does the quantile return max_value or infinity? 
+    /*
+    BOOST_CHECK_EQUAL(quantile(logistic_distribution<RealType>(), static_cast<RealType>(1)), +std::numeric_limits<RealType>::infinity()); // x = + infinity, cdf = 1
+    BOOST_CHECK_EQUAL(quantile(logistic_distribution<RealType>(), static_cast<RealType>(0)), -std::numeric_limits<RealType>::infinity()); // x = - infinity, cdf = 0
+    BOOST_CHECK_EQUAL(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(0))), +std::numeric_limits<RealType>::infinity()); 
+// x = + infinity, c cdf = 0
+    BOOST_CHECK_EQUAL(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(1))), -std::numeric_limits<RealType>::infinity()); 
+    */
+
+  }
+
+   
+
+   //
+   // Things that are errors:
+   //1. domain errors for scale and location
+   //2. x being NAN
+   //3. Probabilies being outside [0,1]
+
+   
+  
+
+
+
+  //location/scale can't be infinity
+  if(std::numeric_limits<RealType>::has_infinity) {
+    BOOST_CHECK_THROW(
+       logistic_distribution<RealType> dist(std::numeric_limits<RealType>::infinity(),0.5),
+       std::domain_error);
+    BOOST_CHECK_THROW(
+       logistic_distribution<RealType> dist(0.5,std::numeric_limits<RealType>::infinity()),
+       std::domain_error);
+  }
+  //scale can't be negative or 0
+    BOOST_CHECK_THROW(
+       logistic_distribution<RealType> dist(0.5,-0.5),
+       std::domain_error);
+    BOOST_CHECK_THROW(
+       logistic_distribution<RealType> dist(0.5,0),
+       std::domain_error);
+
+    logistic_distribution<RealType> dist(0.5,0.5);
+  //x can't be NaN,p can't be NaN
+
+    if (std::numeric_limits<RealType>::has_quiet_NaN)
+      {
+        // No longer allow x to be NaN, then these tests should throw.
+        BOOST_CHECK_THROW(pdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
+        BOOST_CHECK_THROW(cdf(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
+        BOOST_CHECK_THROW(cdf(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // x = + infinity
+        BOOST_CHECK_THROW(quantile(dist, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // p = + infinity
+        BOOST_CHECK_THROW(quantile(complement(dist, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // p = + infinity
+      }
+
+    //p can't be outside 0 and 1
+    BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(1.1)), std::domain_error); 
+    BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(-0.1)), std::domain_error); 
+    
+    //Tests for mean,mode,median,variance,skewness,kurtosis
+    
+
+    //mean
+    BOOST_CHECK_CLOSE(
+         ::boost::math::mean(
+         logistic_distribution<RealType>(2,1)      
+         ),//x
+         static_cast<RealType>(2),              // probability
+         tolerance); // %
+    //median
+    BOOST_CHECK_CLOSE(
+         ::boost::math::median(
+         logistic_distribution<RealType>(2,1)      
+         ),//x
+         static_cast<RealType>(2),              // probability
+         tolerance);
+    //mode
+    BOOST_CHECK_CLOSE(
+         ::boost::math::mode(
+         logistic_distribution<RealType>(2,1)      
+         ),//x
+         static_cast<RealType>(2),              // probability
+         tolerance);
+    //variance
+    BOOST_CHECK_CLOSE(
+         ::boost::math::variance(
+         logistic_distribution<RealType>(2,1)      
+         ),//x
+         static_cast<RealType>(3.28986813369645287294483033329205),              // probability
+         tolerance);
+    //skewness
+    BOOST_CHECK_CLOSE(
+         ::boost::math::skewness(
+         logistic_distribution<RealType>(2,1)      
+         ),//x
+         static_cast<RealType>(0),              // probability
+         tolerance);
+    BOOST_CHECK_CLOSE(
+         ::boost::math::kurtosis_excess(
+         logistic_distribution<RealType>(2,1)      
+         ),//x
+         static_cast<RealType>(1.2L),              // probability
+         tolerance);
+
+
+    
+} // template <class RealType>void test_spots(RealType)
+
+
+int test_main(int, char* [])
+{
+  // Check that can generate logistic distribution using the two convenience methods:
+   boost::math::logistic mycexp1(1.); // Using typedef
+   logistic_distribution<> myexp2(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::cout;
+#endif
+
+   return 0;
+} // int test_main(int, char* [])