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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
434 lines
17 KiB
C++
434 lines
17 KiB
C++
// Copyright Paul A. Bristow 2010.
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// 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.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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// test_normal.cpp
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// http://en.wikipedia.org/wiki/Normal_distribution
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// http://www.itl.nist.gov/div898/handbook/eda/section3/eda3661.htm
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// Also:
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// Weisstein, Eric W. "Normal Distribution."
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// From MathWorld--A Wolfram Web Resource.
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// http://mathworld.wolfram.com/NormalDistribution.html
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#ifndef SYCL_LANGUAGE_VERSION
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#include <pch.hpp> // include directory /libs/math/src/tr1/ is needed.
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#endif
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#ifdef _MSC_VER
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# pragma warning (disable: 4127) // conditional expression is constant
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// caused by using if(std::numeric_limits<RealType>::has_infinity)
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// and if (std::numeric_limits<RealType>::has_quiet_NaN)
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#endif
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#include <boost/math/tools/config.hpp>
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#include "../include_private/boost/math/tools/test.hpp"
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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> // Boost.Test
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/math/distributions/normal.hpp>
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using boost::math::normal_distribution;
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#include "test_out_of_range.hpp"
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#include <iostream>
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#include <iomanip>
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using std::cout;
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using std::endl;
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using std::setprecision;
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#include <limits>
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using std::numeric_limits;
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#include <type_traits>
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using std::log;
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template <class RealType>
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RealType NaivePDF(RealType mean, RealType sd, RealType x)
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{
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// Deliberately naive PDF calculator again which
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// we'll compare our pdf function. However some
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// published values to compare against would be better....
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using namespace std;
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return exp(-(x-mean)*(x-mean)/(2*sd*sd))/(sd * sqrt(2*boost::math::constants::pi<RealType>()));
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}
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template <class RealType>
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void check_normal(RealType mean, RealType sd, RealType x, RealType p, RealType q, RealType tol)
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{
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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normal_distribution<RealType>(mean, sd), // distribution.
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x), // random variable.
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p, // probability.
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tol); // %tolerance.
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BOOST_CHECK_CLOSE(
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::boost::math::cdf(
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complement(
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normal_distribution<RealType>(mean, sd), // distribution.
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x)), // random variable.
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q, // probability complement.
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tol); // %tolerance.
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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normal_distribution<RealType>(mean, sd), // distribution.
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p), // probability.
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x, // random variable.
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tol); // %tolerance.
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BOOST_CHECK_CLOSE(
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::boost::math::quantile(
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complement(
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normal_distribution<RealType>(mean, sd), // distribution.
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q)), // probability complement.
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x, // random variable.
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tol); // %tolerance.
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}
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template <class RealType>
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void test_spots(RealType)
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{
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// Basic sanity checks
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RealType tolerance = 1e-2f; // 1e-4 (as %)
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// Some tests only pass at 1e-4 because values generated by
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// http://faculty.vassar.edu/lowry/VassarStats.html
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// give only 5 or 6 *fixed* places, so small values have fewer digits.
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// Check some bad parameters to the distribution,
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#ifndef BOOST_NO_EXCEPTIONS
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType> nbad1(0, 0), std::domain_error); // zero sd
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType> nbad1(0, -1), std::domain_error); // negative sd
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#else
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType>(0, 0), std::domain_error); // zero sd
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType>(0, -1), std::domain_error); // negative sd
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#endif
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// Tests on extreme values of random variate x, if has std::numeric_limits infinity etc.
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normal_distribution<RealType> N01;
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if(std::numeric_limits<RealType>::has_infinity)
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{
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BOOST_CHECK_EQUAL(pdf(N01, +std::numeric_limits<RealType>::infinity()), 0); // x = + infinity, pdf = 0
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BOOST_CHECK_EQUAL(pdf(N01, -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, pdf = 0
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BOOST_CHECK_EQUAL(cdf(N01, +std::numeric_limits<RealType>::infinity()), 1); // x = + infinity, cdf = 1
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BOOST_CHECK_EQUAL(cdf(N01, -std::numeric_limits<RealType>::infinity()), 0); // x = - infinity, cdf = 0
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BOOST_CHECK_EQUAL(cdf(complement(N01, +std::numeric_limits<RealType>::infinity())), 0); // x = + infinity, c cdf = 0
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BOOST_CHECK_EQUAL(cdf(complement(N01, -std::numeric_limits<RealType>::infinity())), 1); // x = - infinity, c cdf = 1
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#ifndef BOOST_NO_EXCEPTIONS
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType> nbad1(std::numeric_limits<RealType>::infinity(), static_cast<RealType>(1)), std::domain_error); // +infinite mean
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType> nbad1(-std::numeric_limits<RealType>::infinity(), static_cast<RealType>(1)), std::domain_error); // -infinite mean
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType> nbad1(static_cast<RealType>(0), std::numeric_limits<RealType>::infinity()), std::domain_error); // infinite sd
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#else
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType>(std::numeric_limits<RealType>::infinity(), static_cast<RealType>(1)), std::domain_error); // +infinite mean
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType>(-std::numeric_limits<RealType>::infinity(), static_cast<RealType>(1)), std::domain_error); // -infinite mean
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BOOST_MATH_CHECK_THROW(boost::math::normal_distribution<RealType>(static_cast<RealType>(0), std::numeric_limits<RealType>::infinity()), std::domain_error); // infinite sd
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#endif
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}
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if (std::numeric_limits<RealType>::has_quiet_NaN)
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{
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// No longer allow x to be NaN, then these tests should throw.
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BOOST_MATH_CHECK_THROW(pdf(N01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
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BOOST_MATH_CHECK_THROW(logpdf(N01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
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BOOST_MATH_CHECK_THROW(cdf(N01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // x = NaN
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BOOST_MATH_CHECK_THROW(cdf(complement(N01, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // x = + infinity
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BOOST_MATH_CHECK_THROW(quantile(N01, +std::numeric_limits<RealType>::quiet_NaN()), std::domain_error); // p = + infinity
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BOOST_MATH_CHECK_THROW(quantile(complement(N01, +std::numeric_limits<RealType>::quiet_NaN())), std::domain_error); // p = + infinity
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}
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cout << "Tolerance for type " << typeid(RealType).name() << " is " << tolerance << " %" << endl;
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check_normal(
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static_cast<RealType>(5),
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static_cast<RealType>(2),
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static_cast<RealType>(4.8),
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static_cast<RealType>(0.46017),
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static_cast<RealType>(1 - 0.46017),
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tolerance);
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check_normal(
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static_cast<RealType>(5),
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static_cast<RealType>(2),
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static_cast<RealType>(5.2),
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static_cast<RealType>(1 - 0.46017),
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static_cast<RealType>(0.46017),
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tolerance);
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check_normal(
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static_cast<RealType>(5),
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static_cast<RealType>(2),
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static_cast<RealType>(2.2),
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static_cast<RealType>(0.08076),
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static_cast<RealType>(1 - 0.08076),
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tolerance);
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check_normal(
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static_cast<RealType>(5),
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static_cast<RealType>(2),
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static_cast<RealType>(7.8),
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static_cast<RealType>(1 - 0.08076),
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static_cast<RealType>(0.08076),
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tolerance);
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check_normal(
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static_cast<RealType>(-3),
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static_cast<RealType>(5),
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static_cast<RealType>(-4.5),
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static_cast<RealType>(0.38209),
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static_cast<RealType>(1 - 0.38209),
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tolerance);
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check_normal(
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static_cast<RealType>(-3),
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static_cast<RealType>(5),
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static_cast<RealType>(-1.5),
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static_cast<RealType>(1 - 0.38209),
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static_cast<RealType>(0.38209),
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tolerance);
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check_normal(
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static_cast<RealType>(-3),
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static_cast<RealType>(5),
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static_cast<RealType>(-8.5),
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static_cast<RealType>(0.13567),
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static_cast<RealType>(1 - 0.13567),
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tolerance);
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check_normal(
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static_cast<RealType>(-3),
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static_cast<RealType>(5),
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static_cast<RealType>(2.5),
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static_cast<RealType>(1 - 0.13567),
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static_cast<RealType>(0.13567),
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tolerance);
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//
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// Tests for PDF: we know that the peak value is at 1/sqrt(2*pi)
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//
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tolerance = boost::math::tools::epsilon<RealType>() * 5 * 100; // 5 eps as a percentage
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BOOST_CHECK_CLOSE(
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pdf(normal_distribution<RealType>(), static_cast<RealType>(0)),
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static_cast<RealType>(0.3989422804014326779399460599343818684759L), // 1/sqrt(2*pi)
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(normal_distribution<RealType>(3), static_cast<RealType>(3)),
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static_cast<RealType>(0.3989422804014326779399460599343818684759L),
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tolerance);
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BOOST_CHECK_CLOSE(
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pdf(normal_distribution<RealType>(3, 5), static_cast<RealType>(3)),
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static_cast<RealType>(0.3989422804014326779399460599343818684759L / 5),
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tolerance);
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//
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// Tests for logpdf
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//
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RealType temp_tol = tolerance;
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BOOST_IF_CONSTEXPR (std::is_same<long double, RealType>::value)
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{
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tolerance *= 100;
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}
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BOOST_CHECK_CLOSE(
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logpdf(normal_distribution<RealType>(), static_cast<RealType>(0)),
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log(static_cast<RealType>(0.3989422804014326779399460599343818684759L)), // 1/sqrt(2*pi)
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(normal_distribution<RealType>(3), static_cast<RealType>(3)),
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log(static_cast<RealType>(0.3989422804014326779399460599343818684759L)),
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tolerance);
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BOOST_CHECK_CLOSE(
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logpdf(normal_distribution<RealType>(3, 5), static_cast<RealType>(3)),
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log(static_cast<RealType>(0.3989422804014326779399460599343818684759L / 5)),
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tolerance);
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tolerance = temp_tol;
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//
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// Spot checks for mean = -5, sd = 6:
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//
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for(RealType x = -15; x < 5; x += 0.125)
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{
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BOOST_CHECK_CLOSE(
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pdf(normal_distribution<RealType>(-5, 6), x),
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NaivePDF(RealType(-5), RealType(6), x),
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tolerance);
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}
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RealType tol2 = boost::math::tools::epsilon<RealType>() * 5;
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normal_distribution<RealType> dist(8, 3);
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RealType x = static_cast<RealType>(0.125);
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BOOST_MATH_STD_USING // ADL of std math lib names
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// mean:
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BOOST_CHECK_CLOSE(
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mean(dist)
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, static_cast<RealType>(8), tol2);
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// variance:
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BOOST_CHECK_CLOSE(
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variance(dist)
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, static_cast<RealType>(9), tol2);
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// std deviation:
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BOOST_CHECK_CLOSE(
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standard_deviation(dist)
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, static_cast<RealType>(3), tol2);
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// hazard:
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BOOST_CHECK_CLOSE(
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hazard(dist, x)
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, pdf(dist, x) / cdf(complement(dist, x)), tol2);
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// cumulative hazard:
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BOOST_CHECK_CLOSE(
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chf(dist, x)
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, -log(cdf(complement(dist, x))), tol2);
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// coefficient_of_variation:
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BOOST_CHECK_CLOSE(
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coefficient_of_variation(dist)
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, standard_deviation(dist) / mean(dist), tol2);
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// mode:
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BOOST_CHECK_CLOSE(
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mode(dist)
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, static_cast<RealType>(8), tol2);
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BOOST_CHECK_CLOSE(
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median(dist)
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, static_cast<RealType>(8), tol2);
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// skewness:
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BOOST_CHECK_CLOSE(
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skewness(dist)
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, static_cast<RealType>(0), tol2);
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// kurtosis:
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BOOST_CHECK_CLOSE(
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kurtosis(dist)
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, static_cast<RealType>(3), tol2);
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// kurtosis excess:
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BOOST_CHECK_CLOSE(
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kurtosis_excess(dist)
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, static_cast<RealType>(0), tol2);
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RealType expected_entropy = log(boost::math::constants::two_pi<RealType>()*boost::math::constants::e<RealType>()*9)/2;
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BOOST_CHECK_CLOSE(
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entropy(dist)
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,expected_entropy, tol2);
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normal_distribution<RealType> norm01(0, 1); // Test default (0, 1)
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BOOST_CHECK_CLOSE(
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mean(norm01),
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static_cast<RealType>(0), 0); // Mean == zero
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normal_distribution<RealType> defsd_norm01(0); // Test default (0, sd = 1)
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BOOST_CHECK_CLOSE(
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mean(defsd_norm01),
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static_cast<RealType>(0), 0); // Mean == zero
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normal_distribution<RealType> def_norm01; // Test default (0, sd = 1)
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BOOST_CHECK_CLOSE(
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mean(def_norm01),
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static_cast<RealType>(0), 0); // Mean == zero
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BOOST_CHECK_CLOSE(
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standard_deviation(def_norm01),
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static_cast<RealType>(1), 0); // Mean == zero
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// Error tests:
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check_out_of_range<boost::math::normal_distribution<RealType> >(0, 1); // (All) valid constructor parameter values.
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BOOST_MATH_CHECK_THROW(pdf(normal_distribution<RealType>(0, 0), 0), std::domain_error);
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BOOST_MATH_CHECK_THROW(pdf(normal_distribution<RealType>(0, -1), 0), std::domain_error);
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BOOST_MATH_CHECK_THROW(logpdf(normal_distribution<RealType>(0, 0), 0), std::domain_error);
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BOOST_MATH_CHECK_THROW(logpdf(normal_distribution<RealType>(0, -1), 0), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(normal_distribution<RealType>(0, 1), -1), std::domain_error);
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BOOST_MATH_CHECK_THROW(quantile(normal_distribution<RealType>(0, 1), 2), std::domain_error);
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} // template <class RealType>void test_spots(RealType)
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BOOST_AUTO_TEST_CASE( test_main )
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{
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// Check that can generate normal distribution using the two convenience methods:
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boost::math::normal myf1(1., 2); // Using typedef
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normal_distribution<> myf2(1., 2); // Using default RealType double.
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boost::math::normal myn01; // Use default values.
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// Note NOT myn01() as the compiler will interpret as a function!
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// Check the synonyms, provided to allow generic use of find_location and find_scale.
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BOOST_CHECK_EQUAL(myn01.mean(), myn01.location());
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BOOST_CHECK_EQUAL(myn01.standard_deviation(), myn01.scale());
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// Basic sanity-check spot values.
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// (Parameter value, arbitrarily zero, only communicates the floating point type).
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test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
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test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_spots(0.0L); // Test long double.
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#if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x0582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
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test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
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#endif
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#else
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std::cout << "<note>The long double tests have been disabled on this platform "
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"either because the long double overloads of the usual math functions are "
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"not available at all, or because they are too inaccurate for these tests "
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"to pass.</note>" << std::endl;
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#endif
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} // BOOST_AUTO_TEST_CASE( test_main )
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/*
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Output:
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Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_normal.exe"
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Running 1 test case...
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Tolerance for type float is 0.01 %
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Tolerance for type double is 0.01 %
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Tolerance for type long double is 0.01 %
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Tolerance for type class boost::math::concepts::real_concept is 0.01 %
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*** No errors detected
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------ Build started: Project: test_normal, Configuration: Release Win32 ------
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test_normal.cpp
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Generating code
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Finished generating code
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test_normal.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\test_normal.exe
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Running 1 test case...
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Tolerance for type float is 0.01 %
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Tolerance for type double is 0.01 %
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Tolerance for type long double is 0.01 %
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Tolerance for type class boost::math::concepts::real_concept is 0.01 %
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*** No errors detected
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Detected memory leaks!
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|
Dumping objects ->
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{2413} normal block at 0x00321190, 42 bytes long.
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Data: <class boost::mat> 63 6C 61 73 73 20 62 6F 6F 73 74 3A 3A 6D 61 74
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{2412} normal block at 0x003231F0, 8 bytes long.
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Data: < 2 22 > 90 11 32 00 98 32 32 00
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{1824} normal block at 0x00323180, 12 bytes long.
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Data: <long double > 6C 6F 6E 67 20 64 6F 75 62 6C 65 00
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|
{1823} normal block at 0x00323298, 8 bytes long.
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Data: < 12 `22 > 80 31 32 00 60 32 32 00
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|
{1227} normal block at 0x00323148, 7 bytes long.
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|
Data: <double > 64 6F 75 62 6C 65 00
|
|
{1226} normal block at 0x00323260, 8 bytes long.
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|
Data: <H12 02 > 48 31 32 00 A0 30 32 00
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|
{633} normal block at 0x003230D8, 6 bytes long.
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Data: <float > 66 6C 6F 61 74 00
|
|
{632} normal block at 0x003230A0, 8 bytes long.
|
|
Data: < 02 > D8 30 32 00 00 00 00 00
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|
Object dump complete.
|
|
========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
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*/
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