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// Copyright 2008 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)
#define BOOST_MATH_UNDERFLOW_ERROR_POLICY throw_on_error
#define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error
#include <boost/math/concepts/real_concept.hpp> // for real_concept
#include <boost/math/distributions/logistic.hpp>
using boost::math::logistic_distribution;
#include <boost/test/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,
2 * 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>(1e-33L),
boost::math::tools::epsilon<RealType>());
cout<<"Absolute tolerance:"<<tolerance<<endl;
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>(0.5L), // 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>(-0.1L), // 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
80*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
80*tolerance);
test_spot(
static_cast<RealType>(5L), // location
static_cast<RealType>(2L), // scale
static_cast<RealType>(0.0012345L), // x
static_cast<RealType>(0.0759014628704232983512906076564256L), // p
static_cast<RealType>(0.924098537129576701648709392343574L), //q
80*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>(static_cast<RealType>(1.2345L), static_cast<RealType>(0.12345L)),
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
}
BOOST_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(1)), std::overflow_error); // x = + infinity, cdf = 1
BOOST_CHECK_THROW(quantile(logistic_distribution<RealType>(), static_cast<RealType>(0)), std::overflow_error); // x = - infinity, cdf = 0
BOOST_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(1))), std::overflow_error); // x = - infinity, cdf = 0
BOOST_CHECK_THROW(quantile(complement(logistic_distribution<RealType>(), static_cast<RealType>(0))), std::overflow_error); // x = + infinity, cdf = 1
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 1); // x = + infinity, cdf = 1
BOOST_CHECK_EQUAL(cdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, cdf = 0
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>())), 0); // x = + infinity, c cdf = 0
BOOST_CHECK_EQUAL(cdf(complement(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>())), 1); // x = - infinity, c cdf = 1
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), +boost::math::tools::max_value<RealType>()), 0); // x = + infinity, pdf = 0
BOOST_CHECK_EQUAL(pdf(logistic_distribution<RealType>(), -boost::math::tools::max_value<RealType>()), 0); // x = - infinity, pdf = 0
//
// 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 (0,1)
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);
BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(1)), std::overflow_error);
BOOST_CHECK_THROW(quantile(dist, static_cast<RealType>(0)), std::overflow_error);
BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1.1))), std::domain_error);
BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(-0.1))), std::domain_error);
BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(1))), std::overflow_error);
BOOST_CHECK_THROW(quantile(complement(dist, static_cast<RealType>(0))), std::overflow_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>(3.28986813369645287294483033329205L), // 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* [])
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