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// test_nc_beta.cpp
// Copyright John Maddock 2008.
// 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)
#ifndef SYCL_LANGUAGE_VERSION
#include <pch.hpp>
#endif
#ifdef _MSC_VER
#pragma warning (disable:4127 4512)
#endif
#if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT)
# define TEST_FLOAT
# define TEST_DOUBLE
# define TEST_LDOUBLE
# define TEST_REAL_CONCEPT
#endif
#include "../include_private/boost/math/tools/test.hpp"
#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
#include <boost/math/concepts/real_concept.hpp> // for real_concept
#endif
#include <boost/math/distributions/non_central_f.hpp> // for chi_squared_distribution
#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp> // for test_main
#include <boost/test/results_collector.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/test/tools/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE
#include "test_out_of_range.hpp"
#include "functor.hpp"
#include "handle_test_result.hpp"
#include <iostream>
#include <iomanip>
using std::cout;
using std::endl;
#include <limits>
using std::numeric_limits;
#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
{\
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
BOOST_CHECK_CLOSE(a, b, prec); \
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
{\
std::cerr << "Failure was at row " << i << std::endl;\
std::cerr << std::setprecision(35); \
std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
}\
}
#define BOOST_CHECK_EX(a, i) \
{\
unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
BOOST_CHECK(a); \
if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
{\
std::cerr << "Failure was at row " << i << std::endl;\
std::cerr << std::setprecision(35); \
std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
}\
}
void expected_results()
{
//
// Printing out the compiler/stdlib/platform names,
// we do this to make it easier to mark up expected error rates.
//
std::cout << "Tests run with " << BOOST_COMPILER << ", "
<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
}
template <class RealType>
RealType naive_pdf(RealType v1, RealType v2, RealType l, RealType f)
{
BOOST_MATH_STD_USING
RealType sum = 0;
for(int i = 0; ; ++i)
{
RealType term = -l/2 + log(l/2) * i;
term += boost::math::lgamma(v2/2 + v1/2+i) - (boost::math::lgamma(v2/2) + boost::math::lgamma(v1/2+i));
term -= boost::math::lgamma(RealType(i+1));
term += log(v1/v2) * (v1/2+i) + log(v2 / (v2 + v1 * f)) * ((v1 + v2) / 2 + i);
term += log(f) * (v1/2 - 1 + i);
term = exp(term);
sum += term;
if((term/sum < boost::math::tools::epsilon<RealType>()) || (term == 0))
break;
}
return sum;
}
template <class RealType>
void test_spot(
RealType a, // df1
RealType b, // df2
RealType ncp, // non-centrality param
RealType x, // F statistic
RealType P, // CDF
RealType Q, // Complement of CDF
RealType D, // PDF
RealType tol) // Test tolerance
{
boost::math::non_central_f_distribution<RealType> dist(a, b, ncp);
BOOST_CHECK_CLOSE(
cdf(dist, x), P, tol);
BOOST_CHECK_CLOSE(
pdf(dist, x), D, tol);
if(boost::math::tools::digits<RealType>() > 50)
{
//
// The "naive" pdf calculation fails at float precision.
//
BOOST_CHECK_CLOSE(
pdf(dist, x), naive_pdf(a, b, ncp, x), tol);
}
if((P < 0.99) && (Q < 0.99))
{
//
// We can only check this if P is not too close to 1,
// so that we can guarantee Q is reasonably free of error:
//
BOOST_CHECK_CLOSE(
cdf(complement(dist, x)), Q, tol);
BOOST_CHECK_CLOSE(
quantile(dist, P), x, tol * 10);
BOOST_CHECK_CLOSE(
quantile(complement(dist, Q)), x, tol * 10);
}
if(boost::math::tools::digits<RealType>() > 50)
{
//
// Sanity check mode:
//
RealType m = mode(dist);
RealType p = pdf(dist, m);
BOOST_CHECK(pdf(dist, m * (1 + sqrt(tol) * 10)) <= p);
BOOST_CHECK(pdf(dist, m * (1 - sqrt(tol)) * 10) <= p);
}
}
template <class RealType> // Any floating-point type RealType.
void test_spots(RealType)
{
RealType tolerance = boost::math::tools::epsilon<RealType>() * 10000;
cout << "Tolerance = " << (tolerance / 100) << "%." << endl;
//
// Spot tests from Mathematica computed values:
//
test_spot(
RealType(5), // alpha
RealType(2), // beta
RealType(1), // non-centrality param
RealType(1.5), // F statistic
RealType(0.49845842011686358665786775091245664L), // CDF
RealType(1 - 0.49845842011686358665786775091245664L), // Complement of CDF
RealType(0.20251311620629730205859816288225385L), // PDF
RealType(tolerance));
test_spot(
RealType(2), // alpha
RealType(5), // beta
RealType(1), // non-centrality param
RealType(2), // F statistic
RealType(0.64938711196845800322066756609406894L), // CDF
RealType(1 - 0.64938711196845800322066756609406894L), // Complement of CDF
RealType(0.15512617916132011524583796078456003L), // PDF
RealType(tolerance));
test_spot(
RealType(100), // alpha
RealType(5), // beta
RealType(15), // non-centrality param
RealType(105), // F statistic
RealType(0.99996207325249555786258005958906310L), // CDF
RealType(0.000037926747504442137419940410936905407L), // Complement of CDF
RealType(8.9562292619539161551049126260104435e-7L), // PDF
RealType(tolerance * 10));
test_spot(
RealType(100), // alpha
RealType(5), // beta
RealType(15), // non-centrality param
RealType(1.5), // F statistic
RealType(0.57592315596686179870591317303126895L), // CDF
RealType(1 - 0.57592315596686179870591317303126895L), // Complement of CDF
RealType(0.36743745541686900593212039288061162L), // PDF
RealType(tolerance * 5));
test_spot(
RealType(5), // alpha
RealType(100), // beta
RealType(102), // non-centrality param
RealType(25), // F statistic
RealType(0.74993383259829917593356265102363267L), // CDF
RealType(1 - 0.74993383259829917593356265102363267L), // Complement of CDF
RealType(0.054467600423154020554785779421659007L), // PDF
RealType(tolerance * 5));
test_spot(
RealType(85), // alpha
RealType(100), // beta
RealType(0.5), // non-centrality param
RealType(1.25), // F statistic
RealType(0.85228624977948142884820398473385455L), // CDF
RealType(0.14771375022051857115179601526614545L), // Complement of CDF
RealType(0.88510283331631848299643323511414868L), // PDF
RealType(tolerance * 5));
//
// Spot tests use values computed by the R statistical
// package and the pbeta and dbeta functions:
//
tolerance = (std::max)(
boost::math::tools::epsilon<RealType>() * 100,
(RealType)1e-6) * 100;
test_spot(
RealType(85), // alpha
RealType(100), // beta
RealType(245), // non-centrality param
RealType(3.5), // F statistic
RealType(0.2697244), // CDF
RealType(1 - 0.2697244), // Complement of CDF
RealType(0.54352369104452836465948073900030320L), // PDF
RealType(tolerance));
BOOST_MATH_STD_USING
//
// 5 eps expressed as a percentage, otherwise the limit of the test data:
//
RealType tol2 = (std::max)(boost::math::tools::epsilon<RealType>() * 500, RealType(1e-25));
RealType x = 2;
boost::math::non_central_f_distribution<RealType> dist(20, 15, 30);
// mean:
BOOST_CHECK_CLOSE(
mean(dist)
, static_cast<RealType>(2.8846153846153846153846153846154L), tol2);
// variance:
BOOST_CHECK_CLOSE(
variance(dist)
, static_cast<RealType>(2.1422807961269499731038192576654L), tol2);
// std deviation:
BOOST_CHECK_CLOSE(
standard_deviation(dist)
, sqrt(variance(dist)), tol2);
// hazard:
BOOST_CHECK_CLOSE(
hazard(dist, x)
, pdf(dist, x) / cdf(complement(dist, x)), tol2);
// cumulative hazard:
BOOST_CHECK_CLOSE(
chf(dist, x)
, -log(cdf(complement(dist, x))), tol2);
// coefficient_of_variation:
BOOST_CHECK_CLOSE(
coefficient_of_variation(dist)
, standard_deviation(dist) / mean(dist), tol2);
BOOST_CHECK_CLOSE(
median(dist),
quantile(
dist,
static_cast<RealType>(0.5)), static_cast<RealType>(tol2));
// mode:
BOOST_CHECK_CLOSE(
mode(dist)
, static_cast<RealType>(2.070019130232759428074835788815387743293972985542L), sqrt(tolerance));
// skewness:
BOOST_CHECK_CLOSE(
skewness(dist)
, static_cast<RealType>(2.1011821125804540669752380228510691320707051692719L), tol2);
// kurtosis:
BOOST_CHECK_CLOSE(
kurtosis(dist)
, 3 + kurtosis_excess(dist), tol2);
// kurtosis excess:
BOOST_CHECK_CLOSE(
kurtosis_excess(dist)
, static_cast<RealType>(13.225781681053154767604638331440974359675882226873L), tol2);
// Error handling checks:
check_out_of_range<boost::math::non_central_f_distribution<RealType> >(1, 1, 1);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(0, 1, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(-1, 1, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(1, 0, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(pdf(boost::math::non_central_f_distribution<RealType>(1, -1, 1), 0), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(boost::math::non_central_f_distribution<RealType>(1, 1, 1), -1), std::domain_error);
BOOST_MATH_CHECK_THROW(quantile(boost::math::non_central_f_distribution<RealType>(1, 1, 1), 2), std::domain_error);
//
// Some special error handling tests, if the non-centrality param is too large
// then we have no evaluation method and should get a domain_error:
//
using std::ldexp;
using distro1 = boost::math::non_central_f_distribution<RealType>;
using distro2 = boost::math::non_central_f_distribution<RealType, boost::math::policies::policy<boost::math::policies::domain_error<boost::math::policies::ignore_error>>>;
using de = std::domain_error;
BOOST_MATH_CHECK_THROW(distro1(2, 3, ldexp(RealType(1), 100)), de);
if (std::numeric_limits<RealType>::has_quiet_NaN)
{
distro2 d2(2, 3, ldexp(RealType(1), 100));
BOOST_CHECK(boost::math::isnan(pdf(d2, 0.5)));
BOOST_CHECK(boost::math::isnan(cdf(d2, 0.5)));
}
} // template <class RealType>void test_spots(RealType)
BOOST_AUTO_TEST_CASE( test_main )
{
BOOST_MATH_CONTROL_FP;
// Basic sanity-check spot values.
expected_results();
// (Parameter value, arbitrarily zero, only communicates the floating point type).
test_spots(0.0F); // Test float.
test_spots(0.0); // Test double.
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
test_spots(0.0L); // Test long double.
#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
#endif
#endif
} // BOOST_AUTO_TEST_CASE( test_main )
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