1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
|
// Copyright John Maddock 2025.
// 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_TEST_MAIN
#include <boost/math/distributions.hpp>
#include <boost/multiprecision/cpp_bin_float.hpp>
#include <iostream>
#include <boost/test/tools/floating_point_comparison.hpp>
#include <boost/test/unit_test.hpp>
typedef boost::math::policies::policy<
boost::math::policies::promote_double<false>
> SciPyPolicy;
using mp_t = boost::multiprecision::cpp_bin_float_quad;
BOOST_AUTO_TEST_CASE(test_main)
{
double v = 980.0;
double l = 38.0;
double x = 1.5;
// With policy
double y_policy = boost::math::cdf(
boost::math::non_central_t_distribution<double, SciPyPolicy>(v, l), x);
double reference = 1.1824454111413493e-291;
std::cout << std::setprecision(17);
std::cout << "With SciPyPolicy: cdf(noncentral_t; x=" << x << ", v=" << v << ", l=" << l << ") = " << y_policy << std::endl;
double tolerance = 1e-8; // precision is limited due to cancellation
BOOST_CHECK_CLOSE_FRACTION(y_policy, reference, tolerance);
}
|
