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|
// Copyright John Maddock 2015.
// 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)
#ifdef _MSC_VER
# pragma warning (disable : 4224)
#endif
#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
#define DISTRIBUTIONS_TEST
#include <boost/math/distributions.hpp>
#include <boost/array.hpp>
#include <boost/lexical_cast.hpp>
#include "../../test/table_type.hpp"
#include "table_helper.hpp"
#include "performance.hpp"
#include <iostream>
#ifdef TEST_GSL
#include <gsl/gsl_cdf.h>
#endif
class distribution_tester
{
std::string distro_name;
static const double quantiles[19];
double sum;
struct param_info
{
std::vector<double> params;
std::vector<double> x_values;
};
std::vector<param_info> tests;
double sanitize_x(double x)
{
if(x > boost::math::tools::max_value<float>() / 2)
return boost::math::tools::max_value<float>() / 2;
if(x < -boost::math::tools::max_value<float>() / 2)
return -boost::math::tools::max_value<float>() / 2;
return x;
}
public:
distribution_tester(const char* name) : distro_name(name), sum(0) {}
template <class F>
void add_test_case(F f)
{
tests.push_back(param_info());
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(quantiles[i])));
}
}
template <class F>
void add_test_case(double p1, F f)
{
tests.push_back(param_info());
tests.back().params.push_back(p1);
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(p1, quantiles[i])));
}
}
template <class F>
void add_test_case(double p1, double p2, F f)
{
tests.push_back(param_info());
tests.back().params.push_back(p1);
tests.back().params.push_back(p2);
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(p1, p2, quantiles[i])));
}
}
template <class F>
void add_test_case(double p1, double p2, double p3, F f)
{
tests.push_back(param_info());
tests.back().params.push_back(p1);
tests.back().params.push_back(p2);
tests.back().params.push_back(p3);
for(unsigned i = 0; i < sizeof(quantiles) / sizeof(quantiles[0]); ++i)
{
tests.back().x_values.push_back(sanitize_x(f(p1, p2, p3, quantiles[i])));
}
}
enum
{
main_table = 1,
boost_only_table = 2,
both_tables = 3
};
template <class F>
void run_timed_tests(F f, std::string sub_name, std::string column, bool p_value = false, int where = main_table)
{
std::cout << "Testing " << distro_name + " (" + std::string(sub_name) + ")" << " with library " << column << std::endl;
try{
double t = 0;
unsigned repeats = 1;
unsigned data_size;
do{
data_size = 0;
stopwatch<boost::chrono::high_resolution_clock> w;
for(unsigned count = 0; count < repeats; ++count)
{
for(unsigned i = 0; i < tests.size(); ++i)
{
for(unsigned j = 0; j < tests[i].x_values.size(); ++j)
{
if((boost::math::isfinite)(tests[i].x_values[j]))
sum += f(tests[i].params, p_value ? quantiles[j] : tests[i].x_values[j]);
++data_size;
}
}
}
t = boost::chrono::duration_cast<boost::chrono::duration<double>>(w.elapsed()).count();
if(t < 0.5)
repeats *= 2;
} while(t < 0.5);
static const std::string main_table_name = std::string("Distribution performance comparison with ") + compiler_name() + std::string(" on ") + platform_name();
static const std::string boost_table_name = std::string("Distribution performance comparison for different performance options with ") + compiler_name() + std::string(" on ") + platform_name();
if (where & 1)
{
report_execution_time(
t / data_size,
main_table_name,
distro_name + " (" + std::string(sub_name) + ")",
column);
}
if (where & 2)
{
report_execution_time(
t / data_size,
boost_table_name,
distro_name + " (" + std::string(sub_name) + ")",
column);
}
}
catch(const std::exception& e)
{
std::cerr << "Aborting due to exception: " << e.what() << std::endl;
std::cerr << "In " << distro_name + " (" + std::string(sub_name) + ")" << std::endl;
report_execution_time(
(std::numeric_limits<std::uintmax_t>::max)(),
std::string("Distribution performance comparison with ") + compiler_name() + std::string(" on ") + platform_name(),
distro_name + " (" + std::string(sub_name) + ")",
column);
}
}
};
const double distribution_tester::quantiles[19] =
{
0.000001,
0.00001,
0.0001,
0.001,
0.01,
0.1,
0.2,
0.3,
0.4,
0.5,
0.6,
0.7,
0.8,
0.9,
0.99,
0.999,
0.9999,
0.99999,
0.999999
};
template <class D>
struct three_param_quantile
{
template <class T, class U, class V, class X>
double operator()(T x, U y, V z, X q)const
{
return quantile(D(x, y, z), q);
}
};
template <class D>
struct two_param_quantile
{
template <class T, class U, class V>
double operator()(T x, U y, V q)const
{
return quantile(D(x, y), q);
}
};
template <class D>
struct one_param_quantile
{
template <class T, class V>
double operator()(T x, V q)const
{
return quantile(D(x), q);
}
};
template <template <class T, class U> class D>
void test_boost_1_param(distribution_tester& tester)
{
//
// Define some custom policies to test:
//
typedef boost::math::policies::policy<> default_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false> > no_promote_double_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false>, boost::math::policies::digits10<10> > no_promote_double_10_digits_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_float<false> > no_promote_float_policy;
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, default_policy>(v[0]), x); }, "PDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, default_policy>(v[0]), x); }, "CDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, default_policy>(v[0]), x); }, "quantile", boost_name(), true, distribution_tester::both_tables);
if(sizeof(double) != sizeof(long double))
{
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_policy>(v[0]), x); }, "PDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_policy>(v[0]), x); }, "CDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_policy>(v[0]), x); }, "quantile", "Boost[br]promote_double<false>", true, distribution_tester::both_tables);
}
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_10_digits_policy>(v[0]), x); }, "PDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_10_digits_policy>(v[0]), x); }, "CDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_10_digits_policy>(v[0]), x); }, "quantile", "Boost[br]promote_double<false>[br]digits10<10>", true, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<float, no_promote_float_policy>(static_cast<float>(v[0])), static_cast<float>(x)); }, "PDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<float, no_promote_float_policy>(static_cast<float>(v[0])), static_cast<float>(x)); }, "CDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<float, no_promote_float_policy>(static_cast<float>(v[0])), static_cast<float>(x)); }, "quantile", "Boost[br]float[br]promote_float<false>", true, distribution_tester::boost_only_table);
}
template <template <class T, class U> class D>
void test_boost_2_param(distribution_tester& tester)
{
//
// Define some custom policies to test:
//
typedef boost::math::policies::policy<> default_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false> > no_promote_double_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false>, boost::math::policies::digits10<10> > no_promote_double_10_digits_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_float<false> > no_promote_float_policy;
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, default_policy>(v[0], v[1]), x); }, "PDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, default_policy>(v[0], v[1]), x); }, "CDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, default_policy>(v[0], v[1]), x); }, "quantile", boost_name(), true, distribution_tester::both_tables);
if(sizeof(double) != sizeof(long double))
{
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_policy>(v[0], v[1]), x); }, "PDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_policy>(v[0], v[1]), x); }, "CDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_policy>(v[0], v[1]), x); }, "quantile", "Boost[br]promote_double<false>", true, distribution_tester::both_tables);
}
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1]), x); }, "PDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1]), x); }, "CDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_10_digits_policy>(v[0], v[1]), x); }, "quantile", "Boost[br]promote_double<false>[br]digits10<10>", true, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1])), static_cast<float>(x)); }, "PDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1])), static_cast<float>(x)); }, "CDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1])), static_cast<float>(x)); }, "quantile", "Boost[br]float[br]promote_float<false>", true, distribution_tester::boost_only_table);
}
template <template <class T, class U> class D>
void test_boost_3_param(distribution_tester& tester)
{
//
// Define some custom policies to test:
//
typedef boost::math::policies::policy<> default_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false> > no_promote_double_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_double<false>, boost::math::policies::digits10<10> > no_promote_double_10_digits_policy;
typedef boost::math::policies::policy<boost::math::policies::promote_float<false> > no_promote_float_policy;
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, default_policy>(v[0], v[1], v[2]), x); }, "PDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, default_policy>(v[0], v[1], v[2]), x); }, "CDF", boost_name(), false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, default_policy>(v[0], v[1], v[2]), x); }, "quantile", boost_name(), true, distribution_tester::both_tables);
if(sizeof(double) != sizeof(long double))
{
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_policy>(v[0], v[1], v[2]), x); }, "PDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_policy>(v[0], v[1], v[2]), x); }, "CDF", "Boost[br]promote_double<false>", false, distribution_tester::both_tables);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_policy>(v[0], v[1], v[2]), x); }, "quantile", "Boost[br]promote_double<false>", true, distribution_tester::both_tables);
}
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1], v[2]), x); }, "PDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<double, no_promote_double_10_digits_policy>(v[0], v[1], v[2]), x); }, "CDF", "Boost[br]promote_double<false>[br]digits10<10>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<double, no_promote_double_10_digits_policy>(v[0], v[1], v[2]), x); }, "quantile", "Boost[br]promote_double<false>[br]digits10<10>", true, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return pdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1]), static_cast<float>(v[2])), static_cast<float>(x)); }, "PDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return cdf(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1]), static_cast<float>(v[2])), static_cast<float>(x)); }, "CDF", "Boost[br]float[br]promote_float<false>", false, distribution_tester::boost_only_table);
tester.run_timed_tests([](const std::vector<double>& v, double x){ return quantile(D<float, no_promote_float_policy>(static_cast<float>(v[0]), static_cast<float>(v[1]), static_cast<float>(v[2])), static_cast<float>(x)); }, "quantile", "Boost[br]float[br]promote_float<false>", true, distribution_tester::boost_only_table);
}
int main()
{
try {
//
// Normal:
//
distribution_tester n("Normal");
n.add_test_case(0, 1, two_param_quantile<boost::math::normal_distribution<> >());
n.add_test_case(20, 20, two_param_quantile<boost::math::normal_distribution<> >());
n.add_test_case(-20, 0.0125, two_param_quantile<boost::math::normal_distribution<> >());
test_boost_2_param<boost::math::normal_distribution>(n);
distribution_tester arcsine("ArcSine");
arcsine.add_test_case(0, 1, two_param_quantile<boost::math::arcsine_distribution<> >());
arcsine.add_test_case(20, 500, two_param_quantile<boost::math::arcsine_distribution<> >());
arcsine.add_test_case(-20, 100000, two_param_quantile<boost::math::arcsine_distribution<> >());
test_boost_2_param<boost::math::arcsine_distribution>(arcsine);
distribution_tester beta("Beta");
beta.add_test_case(1, 4, two_param_quantile<boost::math::beta_distribution<> >());
beta.add_test_case(20, 500, two_param_quantile<boost::math::beta_distribution<> >());
beta.add_test_case(0.1, 0.01, two_param_quantile<boost::math::beta_distribution<> >());
test_boost_2_param<boost::math::beta_distribution>(beta);
distribution_tester binomial("Binomial");
binomial.add_test_case(5, 0.125, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(200, 0.75, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(2000, 0.5, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(20000, 0.001, two_param_quantile<boost::math::binomial_distribution<> >());
binomial.add_test_case(200000, 0.99, two_param_quantile<boost::math::binomial_distribution<> >());
test_boost_2_param<boost::math::binomial_distribution>(binomial);
distribution_tester cauchy("Cauchy");
cauchy.add_test_case(0, 1, two_param_quantile<boost::math::cauchy_distribution<> >());
cauchy.add_test_case(20, 20, two_param_quantile<boost::math::cauchy_distribution<> >());
cauchy.add_test_case(-20, 0.0125, two_param_quantile<boost::math::cauchy_distribution<> >());
test_boost_2_param<boost::math::cauchy_distribution>(cauchy);
distribution_tester chi_squared("ChiSquared");
chi_squared.add_test_case(3, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(20, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(200, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(2000, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(20000, one_param_quantile<boost::math::chi_squared_distribution<> >());
chi_squared.add_test_case(200000, one_param_quantile<boost::math::chi_squared_distribution<> >());
test_boost_1_param<boost::math::chi_squared_distribution>(chi_squared);
distribution_tester exponential("Exponential");
exponential.add_test_case(0.001, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(0.01, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(0.1, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(1, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(10, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(100, one_param_quantile<boost::math::exponential_distribution<> >());
exponential.add_test_case(1000, one_param_quantile<boost::math::exponential_distribution<> >());
test_boost_1_param<boost::math::exponential_distribution>(exponential);
distribution_tester extreme_value("ExtremeValue");
extreme_value.add_test_case(0, 1, two_param_quantile<boost::math::extreme_value_distribution<> >());
extreme_value.add_test_case(20, 20, two_param_quantile<boost::math::extreme_value_distribution<> >());
extreme_value.add_test_case(-20, 0.0125, two_param_quantile<boost::math::extreme_value_distribution<> >());
test_boost_2_param<boost::math::extreme_value_distribution>(extreme_value);
distribution_tester fisher("F");
for (unsigned i = 2; i <= 200000; i *= 10)
{
for (unsigned j = 2; j <= 200000; j *= 10)
{
fisher.add_test_case(i, j, two_param_quantile<boost::math::fisher_f_distribution<> >());
}
}
test_boost_2_param<boost::math::fisher_f_distribution>(fisher);
distribution_tester gamma("Gamma");
gamma.add_test_case(0.1, 1, two_param_quantile<boost::math::gamma_distribution<> >());
gamma.add_test_case(20, 20, two_param_quantile<boost::math::gamma_distribution<> >());
gamma.add_test_case(200, 0.0125, two_param_quantile<boost::math::gamma_distribution<> >());
gamma.add_test_case(2000, 500, two_param_quantile<boost::math::gamma_distribution<> >());
test_boost_2_param<boost::math::gamma_distribution>(gamma);
distribution_tester geometric("Geometric");
geometric.add_test_case(0.001, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.01, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.1, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.5, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.9, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.99, one_param_quantile<boost::math::geometric_distribution<> >());
geometric.add_test_case(0.999, one_param_quantile<boost::math::geometric_distribution<> >());
test_boost_1_param<boost::math::geometric_distribution>(geometric);
distribution_tester hypergeometric("Hypergeometric");
hypergeometric.add_test_case(10, 5, 100, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(50, 75, 100, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(30, 20, 100, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(100, 50, 1000000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(500000, 3000, 1000000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(20000, 800000, 1000000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(100, 5, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(500, 50, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(2, 25, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(1, 5, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
hypergeometric.add_test_case(100, 500, 1000, three_param_quantile<boost::math::hypergeometric_distribution<> >());
test_boost_3_param<boost::math::hypergeometric_distribution>(hypergeometric);
distribution_tester inverse_chi_squared("InverseChiSquared");
inverse_chi_squared.add_test_case(5, 0.125, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(200, 0.75, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(2000, 1, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(20000, 10, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
inverse_chi_squared.add_test_case(200000, 100, two_param_quantile<boost::math::inverse_chi_squared_distribution<> >());
test_boost_2_param<boost::math::inverse_chi_squared_distribution>(inverse_chi_squared);
distribution_tester inverse_gamma("InverseGamma");
inverse_gamma.add_test_case(0.1, 1, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
inverse_gamma.add_test_case(20, 20, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
inverse_gamma.add_test_case(200, 0.0125, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
inverse_gamma.add_test_case(2000, 500, two_param_quantile<boost::math::inverse_gamma_distribution<> >());
test_boost_2_param<boost::math::inverse_gamma_distribution>(inverse_gamma);
distribution_tester inverse_gaussian("InverseGaussian");
inverse_gaussian.add_test_case(0.001, 1, two_param_quantile<boost::math::inverse_gaussian_distribution<> >());
inverse_gaussian.add_test_case(20, 20, two_param_quantile<boost::math::inverse_gaussian_distribution<> >());
test_boost_2_param<boost::math::inverse_gaussian_distribution>(inverse_gaussian);
distribution_tester kolmogorov("KolmogorovSmirnov");
kolmogorov.add_test_case(3, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(20, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(200, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(2000, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(20000, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
kolmogorov.add_test_case(200000, one_param_quantile<boost::math::kolmogorov_smirnov_distribution<> >());
test_boost_1_param<boost::math::kolmogorov_smirnov_distribution>(kolmogorov);
distribution_tester laplace("Laplace");
laplace.add_test_case(0, 1, two_param_quantile<boost::math::laplace_distribution<> >());
laplace.add_test_case(20, 20, two_param_quantile<boost::math::laplace_distribution<> >());
laplace.add_test_case(-20, 0.0125, two_param_quantile<boost::math::laplace_distribution<> >());
test_boost_2_param<boost::math::laplace_distribution>(laplace);
distribution_tester logistic("Logistic");
logistic.add_test_case(0, 1, two_param_quantile<boost::math::logistic_distribution<> >());
logistic.add_test_case(20, 20, two_param_quantile<boost::math::logistic_distribution<> >());
logistic.add_test_case(-20, 0.0125, two_param_quantile<boost::math::logistic_distribution<> >());
test_boost_2_param<boost::math::logistic_distribution>(logistic);
distribution_tester lognormal("LogNormal");
lognormal.add_test_case(0, 1, two_param_quantile<boost::math::lognormal_distribution<> >());
lognormal.add_test_case(20, 20, two_param_quantile<boost::math::lognormal_distribution<> >());
lognormal.add_test_case(-20, 0.0125, two_param_quantile<boost::math::lognormal_distribution<> >());
test_boost_2_param<boost::math::lognormal_distribution>(lognormal);
distribution_tester negative_binomial("NegativeBinomial");
negative_binomial.add_test_case(5, 0.125, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(200, 0.75, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(2000, 0.001, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(20000, 0.5, two_param_quantile<boost::math::negative_binomial_distribution<> >());
negative_binomial.add_test_case(200000, 0.99, two_param_quantile<boost::math::negative_binomial_distribution<> >());
test_boost_2_param<boost::math::negative_binomial_distribution>(negative_binomial);
distribution_tester non_central_beta("NonCentralBeta");
non_central_beta.add_test_case(2, 5, 2.1, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(0.25, 0.01, 20, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(20, 3, 30, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(100, 200, 400, three_param_quantile<boost::math::non_central_beta_distribution<> >());
non_central_beta.add_test_case(100, 0.25, 20, three_param_quantile<boost::math::non_central_beta_distribution<> >());
test_boost_3_param<boost::math::non_central_beta_distribution>(non_central_beta);
distribution_tester non_central_chi_squared("NonCentralChiSquared");
non_central_chi_squared.add_test_case(5, 0.5, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(200, 2, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(2000, 20, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(20000, 10, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
non_central_chi_squared.add_test_case(200000, 50, two_param_quantile<boost::math::non_central_chi_squared_distribution<> >());
test_boost_2_param<boost::math::non_central_chi_squared_distribution>(non_central_chi_squared);
distribution_tester non_central_f("NonCentralF");
non_central_f.add_test_case(20, 20, 3, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(20, 50, 20, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(100, 20, 30, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(100, 200, 100, three_param_quantile<boost::math::non_central_f_distribution<> >());
non_central_f.add_test_case(1000, 100000, 20, three_param_quantile<boost::math::non_central_f_distribution<> >());
test_boost_3_param<boost::math::non_central_f_distribution>(non_central_f);
distribution_tester non_central_t("NonCentralT");
non_central_t.add_test_case(5, 0.5, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(200, 2, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(2000, 20, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(20000, 10, two_param_quantile<boost::math::non_central_t_distribution<> >());
non_central_t.add_test_case(200000, 50, two_param_quantile<boost::math::non_central_t_distribution<> >());
test_boost_2_param<boost::math::non_central_t_distribution>(non_central_t);
distribution_tester pareto("Pareto");
pareto.add_test_case(0.1, 1, two_param_quantile<boost::math::pareto_distribution<> >());
pareto.add_test_case(20, 20, two_param_quantile<boost::math::pareto_distribution<> >());
pareto.add_test_case(200, 0.0125, two_param_quantile<boost::math::pareto_distribution<> >());
pareto.add_test_case(2000, 500, two_param_quantile<boost::math::pareto_distribution<> >());
test_boost_2_param<boost::math::pareto_distribution>(pareto);
distribution_tester poisson("Poisson");
poisson.add_test_case(0.001, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(0.01, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(0.1, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(1, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(10, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(100, one_param_quantile<boost::math::poisson_distribution<> >());
poisson.add_test_case(1000, one_param_quantile<boost::math::poisson_distribution<> >());
test_boost_1_param<boost::math::poisson_distribution>(poisson);
distribution_tester rayleigh("Rayleigh");
rayleigh.add_test_case(0.001, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(0.01, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(0.1, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(1, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(10, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(100, one_param_quantile<boost::math::rayleigh_distribution<> >());
rayleigh.add_test_case(1000, one_param_quantile<boost::math::rayleigh_distribution<> >());
test_boost_1_param<boost::math::rayleigh_distribution>(rayleigh);
distribution_tester skew_norm("SkewNormal");
skew_norm.add_test_case(0, 1, 0.1, three_param_quantile<boost::math::skew_normal_distribution<> >());
skew_norm.add_test_case(20, 20, 30, three_param_quantile<boost::math::skew_normal_distribution<> >());
skew_norm.add_test_case(-20, 0.0125, 10, three_param_quantile<boost::math::skew_normal_distribution<> >());
test_boost_3_param<boost::math::skew_normal_distribution>(skew_norm);
distribution_tester students_t("StudentsT");
students_t.add_test_case(3, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(20, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(200, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(2000, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(20000, one_param_quantile<boost::math::students_t_distribution<> >());
students_t.add_test_case(200000, one_param_quantile<boost::math::students_t_distribution<> >());
test_boost_1_param<boost::math::students_t_distribution>(students_t);
distribution_tester weibull("Weibull");
weibull.add_test_case(0.1, 1, two_param_quantile<boost::math::weibull_distribution<> >());
weibull.add_test_case(20, 20, two_param_quantile<boost::math::weibull_distribution<> >());
weibull.add_test_case(200, 0.0125, two_param_quantile<boost::math::weibull_distribution<> >());
weibull.add_test_case(2000, 500, two_param_quantile<boost::math::weibull_distribution<> >());
test_boost_2_param<boost::math::weibull_distribution>(weibull);
#ifdef TEST_GSL
// normal, note no location param
n.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gaussian_P(x, v[1]); }, "CDF", "GSL");
n.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gaussian_Pinv(x, v[1]); }, "quantile", "GSL", true);
// exponential:
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_exponential_P(x, 1 / v[0]); }, "CDF", "GSL");
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_exponential_Pinv(x, 1 / v[0]); }, "quantile", "GSL", true);
// laplace, note no location param:
laplace.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_laplace_P(x, v[1]); }, "CDF", "GSL");
laplace.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_laplace_Pinv(x, v[1]); }, "quantile", "GSL", true);
// cauchy, note no location param:
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_cauchy_P(x, v[1]); }, "CDF", "GSL");
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_cauchy_Pinv(x, v[1]); }, "quantile", "GSL", true);
// rayleigh:
rayleigh.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_rayleigh_P(x, v[0]); }, "CDF", "GSL");
rayleigh.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_rayleigh_Pinv(x, v[0]); }, "quantile", "GSL", true);
// gamma:
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gamma_P(x, v[0], v[1]); }, "CDF", "GSL");
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_gamma_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// lognormal:
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_lognormal_P(x, v[0], v[1]); }, "CDF", "GSL");
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_lognormal_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// chi squared:
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_chisq_P(x, v[0]); }, "CDF", "GSL");
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_chisq_Pinv(x, v[0]); }, "quantile", "GSL", true);
// F:
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_fdist_P(x, v[0], v[1]); }, "CDF", "GSL");
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_fdist_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// T:
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_tdist_P(x, v[0]); }, "CDF", "GSL");
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_tdist_Pinv(x, v[0]); }, "quantile", "GSL", true);
// beta:
beta.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_beta_P(x, v[0], v[1]); }, "CDF", "GSL");
beta.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_beta_Pinv(x, v[0], v[1]); }, "quantile", "GSL", true);
// logistic, note no location param
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_logistic_P(x, v[1]); }, "CDF", "GSL");
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_logistic_Pinv(x, v[1]); }, "quantile", "GSL", true);
// pareto:
pareto.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_pareto_P(x, v[1], v[0]); }, "CDF", "GSL");
pareto.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_pareto_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// weibull:
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_weibull_P(x, v[1], v[0]); }, "CDF", "GSL");
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_weibull_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// poisson:
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_poisson_P(x, v[0]); }, "CDF", "GSL");
//poisson.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_poisson_Pinv(x, v[0]); }, "quantile", "GSL", true);
// binomial:
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_binomial_P(x, v[1], v[0]); }, "CDF", "GSL");
//binomial.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_binomial_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// negative_binomial:
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_negative_binomial_P(x, v[1], v[0]); }, "CDF", "GSL");
//negative_binomial.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_negative_binomial_Pinv(x, v[1], v[0]); }, "quantile", "GSL", true);
// geometric:
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_geometric_P(x + 1, v[0]); }, "CDF", "GSL");
//geometric.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_geometric_Pinv(x, v[0]) - 1; }, "quantile", "GSL", true);
// hypergeometric:
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return gsl_cdf_hypergeometric_P(x, v[0], v[2] - v[0], v[1]); }, "CDF", "GSL");
//hypergeometric.run_timed_tests([](const std::vector<double>& v, double x){ return gsl_cdf_hypergeometric_Pinv(x, v[0], v[2] - v[0], v[1]); }, "quantile", "GSL", true);
#endif
#ifdef TEST_RMATH
// beta
beta.run_timed_tests([](const std::vector<double>& v, double x) { return dbeta(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
beta.run_timed_tests([](const std::vector<double>& v, double x) { return pbeta(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
beta.run_timed_tests([](const std::vector<double>& v, double x) { return qbeta(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non-central beta
non_central_beta.run_timed_tests([](const std::vector<double>& v, double x) { return dnbeta(x, v[0], v[1], v[2], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_beta.run_timed_tests([](const std::vector<double>& v, double x) { return pnbeta(x, v[0], v[1], v[2], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_beta.run_timed_tests([](const std::vector<double>& v, double x) { return qnbeta(x, v[0], v[1], v[2], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// binomial
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dbinom(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return pbinom(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return qbinom(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// cauchy
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return dcauchy(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return pcauchy(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
cauchy.run_timed_tests([](const std::vector<double>& v, double x) { return qcauchy(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// chi squared
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dchisq(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return pchisq(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return qchisq(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non central chi squared
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dnchisq(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return pnchisq(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return qnchisq(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// exponential
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return dexp(x, 1 / v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return pexp(x, 1 / v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
exponential.run_timed_tests([](const std::vector<double>& v, double x) { return qexp(x, 1 / v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// F
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return df(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return pf(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return qf(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non central F
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return dnf(x, v[0], v[1], v[2], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return pnf(x, v[0], v[1], v[2], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return qnf(x, v[0], v[1], v[2], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// gamma
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return dgamma(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return pgamma(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return qgamma(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// geometric
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return dgeom(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return pgeom(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
geometric.run_timed_tests([](const std::vector<double>& v, double x) { return qgeom(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// hypergeometric
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return dhyper(x, v[0], v[2] - v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return phyper(x, v[0], v[2] - v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
hypergeometric.run_timed_tests([](const std::vector<double>& v, double x) { return qhyper(x, v[0], v[2] - v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// logistic
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return dlogis(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return plogis(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
logistic.run_timed_tests([](const std::vector<double>& v, double x) { return qlogis(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// lognormal
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return dlnorm(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return plnorm(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
lognormal.run_timed_tests([](const std::vector<double>& v, double x) { return qlnorm(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// negative_binomial
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dnbinom(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return pnbinom(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return qnbinom(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// normal
n.run_timed_tests([](const std::vector<double>& v, double x) { return dnorm(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
n.run_timed_tests([](const std::vector<double>& v, double x) { return pnorm(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
n.run_timed_tests([](const std::vector<double>& v, double x) { return qnorm(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// poisson
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return dpois(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return ppois(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return qpois(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// T
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return dt(x, v[0], 0); }, "PDF", "Rmath " R_VERSION_STRING);
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return pt(x, v[0], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return qt(x, v[0], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// non central T
non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return dnt(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return pnt(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return qnt(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
// weibull
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return dweibull(x, v[0], v[1], 0); }, "PDF", "Rmath " R_VERSION_STRING);
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return pweibull(x, v[0], v[1], 1, 0); }, "CDF", "Rmath " R_VERSION_STRING);
weibull.run_timed_tests([](const std::vector<double>& v, double x) { return qweibull(x, v[0], v[1], 1, 0); }, "quantile", "Rmath " R_VERSION_STRING, true);
#endif
#ifdef TEST_DCDFLIB
n.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_norm_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
n.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_norm_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
beta.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_beta_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
beta.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_beta_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_binomial_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_binomial_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_cdf(x, v[0]); }, "CDF", "DCDFLIB");
chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_quantile(x, v[0]); }, "quantile", "DCDFLIB", true);
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_n_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
non_central_chi_squared.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_chi_n_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
fisher.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_n_cdf(x, v[0], v[1], v[2]); }, "CDF", "DCDFLIB");
non_central_f.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_f_n_quantile(x, v[0], v[1], v[2]); }, "quantile", "DCDFLIB", true);
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_gamma_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
gamma.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_gamma_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_nbin_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
negative_binomial.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_nbin_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_poisson_cdf(x, v[0]); }, "CDF", "DCDFLIB");
poisson.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_poisson_quantile(x, v[0]); }, "quantile", "DCDFLIB", true);
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_cdf(x, v[0]); }, "CDF", "DCDFLIB");
students_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_quantile(x, v[0]); }, "quantile", "DCDFLIB", true);
//non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_n_cdf(x, v[0], v[1]); }, "CDF", "DCDFLIB");
//non_central_t.run_timed_tests([](const std::vector<double>& v, double x) { return dcdflib_t_n_quantile(x, v[0], v[1]); }, "quantile", "DCDFLIB", true);
#endif
}
catch(const std::exception& e)
{
std::cout << "Test run aborted due to thrown exception: " << e.what() << std::endl;
return 1;
}
return 0;
}
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