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e9cd6c96fd
Add SYCL testing of normal dist Add CUDA testing of normal dist Add NVRTC testing of normal dist NVRTC fixes Move headers for NVRTC support Add GPU support to inverse gaussian dist Add NVRTC testing of inverse Gaussian dist Add CUDA testing of inverse gaussian dist Add SYCL testing of inverse gaussian dist Add GPU support to lognormal dist Add SYCL testing of lognormal dist Add CUDA testing of lognormal dist Add nvrtc testing of lognormal dist Add GPU support to negative binomial dist Avoid float_prior on GPU platform Add NVRTC testing of negative binomial dist Fix ambiguous use of nextafter Add CUDA testing of negative binomial dist Fix float_prior workaround Add SYCL testing of negative binomial dist Add GPU support to non_central_beta dist Add SYCL testing of nc beta dist Add CUDA testing of nc beta dist Enable generic dist handling on GPU Add GPU support to brent_find_minima Add NVRTC testing of nc beta dist Add utility header Replace non-functional macro with new function Add GPU support to non central chi squared dist Add SYCL testing of non central chi squared dist Add missing macro definition Markup generic quantile finder Add CUDA testing of non central chi squared dist Add NVRTC testing of non central chi squared dist Add GPU support to the non-central f dist Add SYCL testing of ncf Add CUDA testing of ncf dist Add NVRTC testing of ncf dist Add GPU support to students_t dist Add SYCL testing of students_t dist Add CUDA testing of students_t Add NVRTC testing of students_t dist Workaround for header cycle Add GPU support to pareto dist Add SYCL testing of pareto dist Add CUDA testing of pareto dist Add NVRTC testing of pareto dist Add missing header Add GPU support to poisson dist Add SYCL testing of poisson dist Add CUDA testing of poisson dist Add NVRTC testing of poisson dist Add forward decl for NVRTC platform Add GPU support to rayleigh dist Add CUDA testing of rayleigh dist Add SYCL testing of rayleigh dist Add NVRTC testing of rayleigh dist Add GPU support to triangular dist Add SYCL testing of triangular dist Add NVRTC testing of triangular dist Add CUDA testing of triangular dist Add GPU support to the uniform dist Add CUDA testing of uniform dist Add SYCL testing of uniform dist Add NVRTC testing of uniform dist Fix missing header Add markers to docs
198 lines
8.0 KiB
C++
198 lines
8.0 KiB
C++
// (C) Copyright John Maddock 2007.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_MATH_OVERFLOW_ERROR_POLICY
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#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
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#endif
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#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
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#include <boost/math/concepts/real_concept.hpp> // for real_concept
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#endif
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp>
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/math/distributions/non_central_beta.hpp>
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#include <boost/math/distributions/poisson.hpp>
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#include <boost/type_traits/is_floating_point.hpp>
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#include <boost/array.hpp>
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#include "functor.hpp"
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#include "handle_test_result.hpp"
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#include "table_type.hpp"
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#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
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{\
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unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
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BOOST_CHECK_CLOSE(a, b, prec); \
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if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
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{\
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std::cerr << "Failure was at row " << i << std::endl;\
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std::cerr << std::setprecision(35); \
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std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
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std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
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}\
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}
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#define BOOST_CHECK_EX(a, i) \
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{\
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unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
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BOOST_CHECK(a); \
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if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
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{\
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std::cerr << "Failure was at row " << i << std::endl;\
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std::cerr << std::setprecision(35); \
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std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
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std::cerr << " , " << data[i][3] << " , " << data[i][4] << " } " << std::endl;\
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}\
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}
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template <class T>
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T nc_beta_cdf(T a, T b, T nc, T x)
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{
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#ifdef NC_BETA_CDF_FUNCTION_TO_TEST
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return NC_BETA_CDF_FUNCTION_TO_TEST(a, b, nc, x);
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#else
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return cdf(boost::math::non_central_beta_distribution<T>(a, b, nc), x);
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#endif
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}
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template <class T>
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T nc_beta_ccdf(T a, T b, T nc, T x)
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{
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#ifdef NC_BETA_CCDF_FUNCTION_TO_TEST
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return NC_BETA_CCDF_FUNCTION_TO_TEST(a, b, nc, x);
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#else
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return cdf(complement(boost::math::non_central_beta_distribution<T>(a, b, nc), x));
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#endif
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}
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template <typename Real, typename T>
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void do_test_nc_chi_squared(T& data, const char* type_name, const char* test)
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{
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typedef Real value_type;
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std::cout << "Testing: " << test << std::endl;
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value_type(*fp1)(value_type, value_type, value_type, value_type) = nc_beta_cdf;
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boost::math::tools::test_result<value_type> result;
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#if !(defined(ERROR_REPORTING_MODE) && !defined(NC_BETA_CDF_FUNCTION_TO_TEST))
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(fp1, 0, 1, 2, 3),
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extract_result<Real>(4));
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handle_test_result(result, data[result.worst()], result.worst(),
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type_name, "non central beta CDF", test);
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#endif
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#if !(defined(ERROR_REPORTING_MODE) && !defined(NC_BETA_CCDF_FUNCTION_TO_TEST))
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fp1 = nc_beta_ccdf;
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(fp1, 0, 1, 2, 3),
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extract_result<Real>(5));
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handle_test_result(result, data[result.worst()], result.worst(),
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type_name, "non central beta CDF complement", test);
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#endif
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std::cout << std::endl;
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}
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template <typename Real, typename T>
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void quantile_sanity_check(T& data, const char* type_name, const char* test)
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{
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#ifndef ERROR_REPORTING_MODE
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typedef Real value_type;
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//
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// Tests with type real_concept take rather too long to run, so
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// for now we'll disable them:
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//
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if(!boost::is_floating_point<value_type>::value)
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return;
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std::cout << "Testing: " << type_name << " quantile sanity check, with tests " << test << std::endl;
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//
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// These sanity checks test for a round trip accuracy of one half
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// of the bits in T, unless T is type float, in which case we check
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// for just one decimal digit. The problem here is the sensitivity
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// of the functions, not their accuracy. This test data was generated
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// for the forward functions, which means that when it is used as
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// the input to the inverses then it is necessarily inexact. This rounding
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// of the input is what makes the data unsuitable for use as an accuracy check,
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// and also demonstrates that you can't in general round-trip these functions.
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// It is however a useful sanity check.
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//
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value_type precision = static_cast<value_type>(ldexp(1.0, 1 - boost::math::policies::digits<value_type, boost::math::policies::policy<> >() / 2)) * 100;
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if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
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precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated to float
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for(unsigned i = 0; i < data.size(); ++i)
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{
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//
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// Test case 493 fails at float precision: not enough bits to get
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// us back where we started:
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//
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if((i == 493) && boost::is_same<float, value_type>::value)
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continue;
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if(data[i][4] == 0)
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{
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BOOST_CHECK(0 == quantile(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), data[i][4]));
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}
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else if(data[i][4] < 0.9999f)
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{
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value_type p = quantile(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), data[i][4]);
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value_type pt = data[i][3];
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BOOST_CHECK_CLOSE_EX(pt, p, precision, i);
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}
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if(data[i][5] == 0)
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{
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BOOST_CHECK(1 == quantile(complement(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), data[i][5])));
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}
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else if(data[i][5] < 0.9999f)
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{
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value_type p = quantile(complement(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), data[i][5]));
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value_type pt = data[i][3];
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BOOST_CHECK_CLOSE_EX(pt, p, precision, i);
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}
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if(boost::math::tools::digits<value_type>() > 50)
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{
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//
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// Sanity check mode, accuracy of
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// the mode is at *best* the square root of the accuracy of the PDF:
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//
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value_type m = mode(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]));
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if((m == 1) || (m == 0))
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break;
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value_type p = pdf(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), m);
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if(m * (1 + sqrt(precision) * 10) < 1)
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{
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BOOST_CHECK_EX(pdf(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), m * (1 + sqrt(precision) * 10)) <= p, i);
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}
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if(m * (1 - sqrt(precision)) * 10 > boost::math::tools::min_value<value_type>())
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{
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BOOST_CHECK_EX(pdf(boost::math::non_central_beta_distribution<value_type>(data[i][0], data[i][1], data[i][2]), m * (1 - sqrt(precision)) * 10) <= p, i);
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}
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}
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}
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#endif
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}
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template <typename T>
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void test_accuracy(T, const char* type_name)
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{
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#if !defined(TEST_DATA) || (TEST_DATA == 1)
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#include "ncbeta.ipp"
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do_test_nc_chi_squared<T>(ncbeta, type_name, "Non Central Beta, medium parameters");
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quantile_sanity_check<T>(ncbeta, type_name, "Non Central Beta, medium parameters");
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#endif
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#if !defined(TEST_DATA) || (TEST_DATA == 2)
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#include "ncbeta_big.ipp"
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do_test_nc_chi_squared<T>(ncbeta_big, type_name, "Non Central Beta, large parameters");
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// Takes too long to run:
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// quantile_sanity_check(ncbeta_big, type_name, "Non Central Beta, large parameters");
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#endif
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}
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