// Copyright John Maddock 2006. // Copyright Paul A. Bristow 2007, 2009 // 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) #include #define BOOST_TEST_MAIN #include #include #include #include #include #include #include #include #include "functor.hpp" #include "test_beta_hooks.hpp" #include "handle_test_result.hpp" #include "table_type.hpp" #ifndef SC_ #define SC_(x) static_cast::type>(BOOST_JOIN(x, L)) #endif template void do_test_beta(const T& data, const char* type_name, const char* test_name) { typedef Real value_type; typedef value_type (*pg)(value_type, value_type, value_type); #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) pg funcp = boost::math::beta; #else pg funcp = boost::math::beta; #endif boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test beta against data: // result = boost::math::tools::test_hetero( data, bind_func(funcp, 0, 1, 2), extract_result(3)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::beta", test_name); #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::betac; #else funcp = boost::math::betac; #endif result = boost::math::tools::test_hetero( data, bind_func(funcp, 0, 1, 2), extract_result(4)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::betac", test_name); #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::ibeta; #else funcp = boost::math::ibeta; #endif result = boost::math::tools::test_hetero( data, bind_func(funcp, 0, 1, 2), extract_result(5)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta", test_name); #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::ibetac; #else funcp = boost::math::ibetac; #endif result = boost::math::tools::test_hetero( data, bind_func(funcp, 0, 1, 2), extract_result(6)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac", test_name); #ifdef TEST_OTHER if(::boost::is_floating_point::value){ funcp = other::ibeta; result = boost::math::tools::test_hetero( data, bind_func(funcp, 0, 1, 2), extract_result(5)); print_test_result(result, data[result.worst()], result.worst(), type_name, "other::ibeta"); } #endif std::cout << std::endl; } template void test_beta(T, const char* name) { // // The actual test data is rather verbose, so it's in a separate file // // The contents are as follows, each row of data contains // five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x): // #if !defined(TEST_DATA) || (TEST_DATA == 1) # include "ibeta_small_data.ipp" do_test_beta(ibeta_small_data, name, "Incomplete Beta Function: Small Values"); #endif #if !defined(TEST_DATA) || (TEST_DATA == 2) # include "ibeta_data.ipp" do_test_beta(ibeta_data, name, "Incomplete Beta Function: Medium Values"); #endif #if !defined(TEST_DATA) || (TEST_DATA == 3) # include "ibeta_large_data.ipp" do_test_beta(ibeta_large_data, name, "Incomplete Beta Function: Large and Diverse Values"); #endif #if !defined(TEST_DATA) || (TEST_DATA == 4) # include "ibeta_int_data.ipp" do_test_beta(ibeta_int_data, name, "Incomplete Beta Function: Small Integer Values"); #endif } template void test_spots(T) { // // basic sanity checks, tolerance is 30 epsilon expressed as a percentage: // Spot values are from http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=BetaRegularized // using precision of 50 decimal digits. T tolerance = boost::math::tools::epsilon() * 3000; BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(159) / 10000, //(0.015964560210704803L), static_cast(1184) / 1000000000L,//(1.1846856068586931e-005L), static_cast(6917) / 10000),//(0.69176378846168518L)), static_cast(0.000075393541456247525676062058821484095548666733251733L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4243) / 100,//(42.434902191162109L), static_cast(3001) / 10000, //(0.30012050271034241L), static_cast(9157) / 10000), //(0.91574394702911377L)), static_cast(0.0028387319012616013434124297160711532419664289474798L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(9713) / 1000, //(9.7131776809692383L), static_cast(9940) / 100, //(99.406852722167969L), static_cast(8391) / 100000), //(0.083912998437881470L)), static_cast(0.46116895440368248909937863372410093344466819447476L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(72.5), static_cast(1.125), static_cast(0.75)), static_cast(1.3423066982487051710597194786268004978931316494920e-9L), tolerance*3); // extra tolerance needed on linux X86EM64 BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4985)/1000, //(4.9854421615600586L), static_cast(1066)/1000, //(1.0665277242660522L), static_cast(7599)/10000), //(0.75997146964073181L)), static_cast(0.27533431334486812211032939156910472371928659321347L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(6813)/1000, //(6.8127136230468750L), static_cast(1056)/1000, //(1.0562920570373535L), static_cast(1741)/10000), //(0.17416560649871826L)), static_cast(7.6736128722762245852815040810349072461658078840945e-6L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4898)/10000, //(0.48983201384544373L), static_cast(2251)/10000, //(0.22512593865394592L), static_cast(2003)/10000), //(0.20032680034637451L)), static_cast(0.17089223868046209692215231702890838878342349377008L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4049)/1000, //(4.0498137474060059L), static_cast(1540)/10000, //(0.15403440594673157L), static_cast(6537)/10000), //(0.65370121598243713L)), static_cast(0.017273988301528087878279199511703371301647583919670L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(7269)/1000, //(7.2695474624633789L), static_cast(1190)/10000, //(0.11902070045471191L), static_cast(8003)/10000), //(0.80036874115467072L)), static_cast(0.013334694467796052900138431733772122625376753696347L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(2726)/1000, //(2.7266697883605957L), static_cast(1151)/100000, //(0.011510574258863926L), static_cast(8665)/100000), //(0.086654007434844971L)), static_cast(5.8218877068298586420691288375690562915515260230173e-6L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(3431)/10000, //(0.34317314624786377L), static_cast(4634)/100000, //0.046342257410287857L), static_cast(7582)/10000), //(0.75823287665843964L)), static_cast(0.15132819929418661038699397753916091907278005695387L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(0)), static_cast(0), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(0)), static_cast(1), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(1)), static_cast(1), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(1), static_cast(4634)/100000, //(0.046342257410287857L), static_cast(32)/100), static_cast(0.017712849440718489999419956301675684844663359595318L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4634)/100000, //(0.046342257410287857L), static_cast(1), static_cast(32)/100), static_cast(0.94856839398626914764591440181367780660208493234722L), tolerance); // try with some integer arguments: BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(3), static_cast(8), static_cast(0.25)), static_cast(0.474407196044921875000000000000000000000000000000000000000000L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(6), static_cast(8), static_cast(0.25)), static_cast(0.0802125930786132812500000000000000000000000000000000000000000L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(12), static_cast(1), static_cast(0.25)), static_cast(5.96046447753906250000000000000000000000000000000000000000000e-8L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(1), static_cast(8), static_cast(0.25)), static_cast(0.899887084960937500000000000000000000000000000000000000000000L), tolerance); // very naive check on derivative: using namespace std; // For ADL of std functions tolerance = boost::math::tools::epsilon() * 10000; // 100 eps BOOST_CHECK_CLOSE( ::boost::math::ibeta_derivative( static_cast(2), static_cast(3), static_cast(0.5)), pow(static_cast(0.5), static_cast(2)) * pow(static_cast(0.5), static_cast(1)) / boost::math::beta(static_cast(2), static_cast(3)), tolerance); // // Special cases and error handling: // BOOST_CHECK_EQUAL(::boost::math::ibeta(static_cast(0), static_cast(2), static_cast(0.5)), static_cast(1)); BOOST_CHECK_EQUAL(::boost::math::ibeta(static_cast(3), static_cast(0), static_cast(0.5)), static_cast(0)); BOOST_CHECK_EQUAL(::boost::math::ibetac(static_cast(0), static_cast(2), static_cast(0.5)), static_cast(0)); BOOST_CHECK_EQUAL(::boost::math::ibetac(static_cast(4), static_cast(0), static_cast(0.5)), static_cast(1)); BOOST_CHECK_THROW(::boost::math::beta(static_cast(0), static_cast(2), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::beta(static_cast(3), static_cast(0), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::betac(static_cast(0), static_cast(2), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::betac(static_cast(4), static_cast(0), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::ibetac(static_cast(0), static_cast(0), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::ibetac(static_cast(-1), static_cast(2), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::ibetac(static_cast(2), static_cast(-2), static_cast(0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::ibetac(static_cast(2), static_cast(2), static_cast(-0.5)), std::domain_error); BOOST_CHECK_THROW(::boost::math::ibetac(static_cast(2), static_cast(2), static_cast(1.5)), std::domain_error); // // a = b = 0.5 is a special case: // BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.5f), static_cast(0.5f), static_cast(0.25)), static_cast(1) / 3, tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.5f), static_cast(0.5f), static_cast(0.25)), static_cast(2) / 3, tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.5f), static_cast(0.5f), static_cast(0.125)), static_cast(0.230053456162615885213780567705142893009911395270714102055874L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.5f), static_cast(0.5f), static_cast(0.125)), static_cast(0.769946543837384114786219432294857106990088604729285897944125L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.5f), static_cast(0.5f), static_cast(0.825L)), static_cast(0.725231121519469565327291851560156562956885802608457839260161L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.5f), static_cast(0.5f), static_cast(0.825L)), static_cast(0.274768878480530434672708148439843437043114197391542160739838L), tolerance); // // Second argument is 1 is a special case, see http://functions.wolfram.com/GammaBetaErf/BetaRegularized/03/01/01/ // BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.5f), static_cast(1), static_cast(0.825L)), static_cast(0.908295106229247499626759842915458109758420750043003849691665L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.5f), static_cast(1), static_cast(0.825L)), static_cast(0.091704893770752500373240157084541890241579249956996150308334L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(30), static_cast(1), static_cast(0.825L)), static_cast(0.003116150729395132012981654047222541793435357905008020740211L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(30), static_cast(1), static_cast(0.825L)), static_cast(0.996883849270604867987018345952777458206564642094991979259788L), tolerance); // // Bug cases from Rocco Romeo: // BOOST_CHECK_CLOSE( ::boost::math::beta( static_cast(2), static_cast(24), ldexp(static_cast(1), -52)), static_cast(2.46519032881565349871772482100516780410072110983579277754743e-32L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(2), static_cast(24), ldexp(static_cast(1), -52)), static_cast(1.47911419728939209923063489260310068246043266590147566652846e-29L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::beta( static_cast(3), static_cast(2), ldexp(static_cast(1), -270)), static_cast(4.88182556606650701438035298707052523938789614661168065734809e-245L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::beta( static_cast(2), static_cast(31), ldexp(static_cast(1), -373)), static_cast(1.35080680244581673116149460571129957689952846520037541640260e-225L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(3), static_cast(2), ldexp(static_cast(1), -270)), static_cast(5.85819067927980841725642358448463028726547537593401678881771e-244L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(2), static_cast(31), ldexp(static_cast(1), -373)), static_cast(1.34000034802625019731220264886560918028433223747877241307138e-222L), tolerance); }