// Copyright John Maddock 2007. // 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 "required_defines.hpp" #include "performance_measure.hpp" #include <boost/math/distributions.hpp> double probabilities[] = { 1e-5, 1e-4, 1e-3, 1e-2, 0.05, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 1-1e-5, 1-1e-4, 1-1e-3, 1-1e-2 }; int int_values[] = { 1, 2, 3, 5, 10, 20, 50, 100, 1000, 10000, 100000 }; int small_int_values[] = { 1, 2, 3, 5, 10, 15, 20, 30, 50, 100, 150 }; double real_values[] = { 1e-5, 1e-4, 1e-2, 1e-1, 1, 10, 100, 1000, 10000, 100000 }; #define BOOST_MATH_DISTRIBUTION3_TEST(name, param1_table, param2_table, param3_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" BOOST_STRINGIZE(name) "-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ result += cdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j], param3_table[k]), random_variable_table[l]);\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" BOOST_STRINGIZE(name) "-pdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ result += pdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j], param3_table[k]), random_variable_table[l]);\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" BOOST_STRINGIZE(name) "-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ result += quantile(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j], param3_table[k]), probability_table[l]);\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ } #define BOOST_MATH_DISTRIBUTION2_TEST(name, param1_table, param2_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" BOOST_STRINGIZE(name) "-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += cdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j]), random_variable_table[k]);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" BOOST_STRINGIZE(name) "-pdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += pdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j]), random_variable_table[k]);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" BOOST_STRINGIZE(name) "-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += quantile(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j]), probability_table[k]);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ } #define BOOST_MATH_DISTRIBUTION1_TEST(name, param1_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" BOOST_STRINGIZE(name) "-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += cdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i]), random_variable_table[k]);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" BOOST_STRINGIZE(name) "-pdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += pdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i]), random_variable_table[k]);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" BOOST_STRINGIZE(name) "-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += quantile(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i]), probability_table[k]);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ } BOOST_MATH_DISTRIBUTION2_TEST(beta, probabilities, probabilities, probabilities, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(binomial, int_values, probabilities, int_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(cauchy, int_values, real_values, int_values, probabilities) BOOST_MATH_DISTRIBUTION1_TEST(chi_squared, int_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION1_TEST(exponential, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(fisher_f, int_values, int_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(gamma, real_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION3_TEST(hypergeometric, small_int_values, small_int_values, small_int_values, small_int_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(logistic, real_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(lognormal, real_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(negative_binomial, int_values, probabilities, int_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(normal, real_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION1_TEST(poisson, real_values, int_values, probabilities) BOOST_MATH_DISTRIBUTION1_TEST(students_t, int_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(weibull, real_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(non_central_chi_squared, int_values, int_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION3_TEST(non_central_beta, int_values, int_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION3_TEST(non_central_f, int_values, int_values, real_values, real_values, probabilities) BOOST_MATH_DISTRIBUTION2_TEST(non_central_t, int_values, small_int_values, real_values, probabilities) #ifdef TEST_R #define MATHLIB_STANDALONE 1 extern "C" { #include "Rmath.h" /* double qnchisq(double, double, double, int, int) { return 0; } */ } #define BOOST_MATH_R_DISTRIBUTION3_TEST(name, param1_table, param2_table, param3_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-R-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ result += p##name (random_variable_table[l], param1_table[i], param2_table[j], param3_table[k], 1, 0);\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" #name "-R-pdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ result += d##name (random_variable_table[l], param1_table[i], param2_table[j], param3_table[k], 0);\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-R-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ result += q##name (probability_table[l], param1_table[i], param2_table[j], param3_table[k], 1, 0);\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ } #define BOOST_MATH_R_DISTRIBUTION2_TEST(name, param1_table, param2_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-R-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += p##name (random_variable_table[k], param1_table[i], param2_table[j], 1, 0);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" #name "-R-pdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += d##name (random_variable_table[k], param1_table[i], param2_table[j], 0);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-R-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += q##name (probability_table[k], param1_table[i], param2_table[j], 1, 0);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ } #define BOOST_MATH_R_DISTRIBUTION1_TEST(name, param1_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-R-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += p##name (random_variable_table[k], param1_table[i], 1, 0);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" #name "-R-pdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += d##name (random_variable_table[k], param1_table[i], 0);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-R-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += q##name (probability_table[k], param1_table[i], 1, 0);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ } double qhypergeo(double r, double n, double N, double p, int i, int j) { if(r > N) return std::numeric_limits<double>::quiet_NaN(); double nr = r; double nb = N - r; return qhyper(nr, nb, n, p, i, j); } double phypergeo(double r, double n, double N, double k, int i, int j) { if((r > N) || (k > n) || (k > r)) return std::numeric_limits<double>::quiet_NaN(); double nr = r; double nb = N - r; return phyper(nr, nb, n, k, i, j); } double dhypergeo(double r, double n, double N, double k, int i) { if((r > N) || (k > n) || (k > r)) return std::numeric_limits<double>::quiet_NaN(); double nr = r; double nb = N - r; return dhyper(nr, nb, n, k, i); } BOOST_MATH_R_DISTRIBUTION2_TEST(beta, probabilities, probabilities, probabilities, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(binom, int_values, probabilities, int_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(cauchy, int_values, real_values, int_values, probabilities) BOOST_MATH_R_DISTRIBUTION1_TEST(chisq, int_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION1_TEST(exp, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(f, int_values, int_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(gamma, real_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION3_TEST(hypergeo, small_int_values, small_int_values, small_int_values, small_int_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(logis, real_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(lnorm, real_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(nbinom, int_values, probabilities, int_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(norm, real_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION1_TEST(pois, real_values, int_values, probabilities) BOOST_MATH_R_DISTRIBUTION1_TEST(t, int_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(weibull, real_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(nchisq, int_values, int_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION3_TEST(nf, int_values, int_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION3_TEST(nbeta, int_values, int_values, real_values, real_values, probabilities) BOOST_MATH_R_DISTRIBUTION2_TEST(nt, int_values, small_int_values, real_values, probabilities) #endif #ifdef TEST_CEPHES extern "C"{ double bdtr(int k, int n, double p); double bdtri(int k, int n, double p); double chdtr(double df, double x); double chdtri(double df, double p); double fdtr(int k, int n, double p); double fdtri(int k, int n, double p); double nbdtr(int k, int n, double p); double nbdtri(int k, int n, double p); } #define BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(name, param1_table, param2_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-cephes-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += name##dtr (param1_table[i], param2_table[j], random_variable_table[k]);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-cephes-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += name##dtri (param1_table[i], param2_table[j], probability_table[k]);\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ } #define BOOST_MATH_CEPHES_DISTRIBUTION1_TEST(name, param1_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-cephes-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += name##dtr (param1_table[i], random_variable_table[k]);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-cephes-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ result += name##dtri (param1_table[i], probability_table[k]);\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ } // Cephes inverse doesn't actually calculate the quantile!!! // BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(b, int_values, int_values, probabilities, probabilities) BOOST_MATH_CEPHES_DISTRIBUTION1_TEST(ch, int_values, real_values, probabilities) BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(f, int_values, int_values, real_values, probabilities) // Cephes inverse doesn't calculate the quantile!!! // BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(nb, int_values, int_values, probabilities, probabilities) #endif #ifdef TEST_DCDFLIB #include <dcdflib.h> void cdfbeta( int *which, double *p, double *q, double *x, double *a, double *b, int *status, double *bound) { double y = 1 - *x; cdfbet(which, p, q, x, &y, a, b, status, bound); } void cdfbinomial( int *which, double *p, double *q, double *x, double *a, double *b, int *status, double *bound) { double y = 1 - *x; double cb = 1 - *b; cdfbet(which, p, q, x, a, b, &cb, status, bound); } void cdfnegative_binomial( int *which, double *p, double *q, double *x, double *a, double *b, int *status, double *bound) { double y = 1 - *x; double cb = 1 - *b; cdfnbn(which, p, q, x, a, b, &cb, status, bound); } void cdfchi_squared( int *which, double *p, double *q, double *x, double *a, int *status, double *bound) { cdfchi(which, p, q, x, a, status, bound); } void cdfnon_central_chi_squared( int *which, double *p, double *q, double *x, double *a, double *b, int *status, double *bound) { cdfchn(which, p, q, x, a, b, status, bound); } namespace boost{ namespace math{ template <class T = double> struct f_distribution : public fisher_f_distribution<T> { f_distribution(T a, T b) : fisher_f_distribution<T>(a, b) {} }; template <class T = double> struct fnc_distribution : public non_central_f_distribution<T> { fnc_distribution(T a, T b, T c) : non_central_f_distribution<T>(a, b, c) {} }; template <class T = double> struct gam_distribution : public gamma_distribution<T> { gam_distribution(T a, T b) : gamma_distribution<T>(a, b) {} }; template <class T = double> struct nor_distribution : public normal_distribution<T> { nor_distribution(T a, T b) : normal_distribution<T>(a, b) {} }; template <class T = double> struct poi_distribution : public poisson_distribution<T> { poi_distribution(T a) : poisson_distribution<T>(a) {} }; template <class T = double> struct t_distribution : public students_t_distribution<T> { t_distribution(T a) : students_t_distribution<T>(a) {} }; template <class T> T cdf(const f_distribution<T>& d, const T& r){ return cdf(static_cast<fisher_f_distribution<T> >(d), r); } template <class T> T quantile(const f_distribution<T>& d, const T& r){ return quantile(static_cast<fisher_f_distribution<T> >(d), r); } template <class T> T cdf(const fnc_distribution<T>& d, const T& r){ return cdf(static_cast<non_central_f_distribution<T> >(d), r); } template <class T> T quantile(const fnc_distribution<T>& d, const T& r){ return quantile(static_cast<non_central_f_distribution<T> >(d), r); } template <class T> T cdf(const gam_distribution<T>& d, const T& r){ return cdf(static_cast<gamma_distribution<T> >(d), r); } template <class T> T quantile(const gam_distribution<T>& d, const T& r){ return quantile(static_cast<gamma_distribution<T> >(d), r); } template <class T> T cdf(const nor_distribution<T>& d, const T& r){ return cdf(static_cast<normal_distribution<T> >(d), r); } template <class T> T quantile(const nor_distribution<T>& d, const T& r){ return quantile(static_cast<normal_distribution<T> >(d), r); } template <class T> T cdf(const poi_distribution<T>& d, const T& r){ return cdf(static_cast<poisson_distribution<T> >(d), r); } template <class T> T quantile(const poi_distribution<T>& d, const T& r){ return quantile(static_cast<poisson_distribution<T> >(d), r); } template <class T> T cdf(const t_distribution<T>& d, const T& r){ return cdf(static_cast<students_t_distribution<T> >(d), r); } template <class T> T quantile(const t_distribution<T>& d, const T& r){ return quantile(static_cast<students_t_distribution<T> >(d), r); } }} bool check_near(double a, double b) { bool r = ((fabs(a) <= 1e-7) || (fabs(b) <= 1e-7)) ? (fabs(a-b) < 1e-7) : fabs((a - b) / a) < 1e-5; return r; } #define BOOST_MATH_DCD_DISTRIBUTION3_TEST(name, param1_table, param2_table, param3_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dcd_dist, name), "dist-" BOOST_STRINGIZE(name) "-dcd-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ int which = 1;\ double p; double q; \ double rv = random_variable_table[l];\ double a = param1_table[i];\ double b = param2_table[j];\ double c = param3_table[k];\ int status = 0;\ double bound = 0;\ BOOST_JOIN(cdf, name)(&which, &p, &q, &rv, &a, &b, &c, &status, &bound);\ result += p;\ BOOST_ASSERT(\ (status != 0) || check_near(p, \ cdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j], param3_table[k]), random_variable_table[l])\ ));\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dcd_dist_quant, name), "dist-" BOOST_STRINGIZE(name) "-dcd-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\ unsigned d_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ for(unsigned l = 0; l < d_size; ++l)\ {\ int which = 2;\ double p = probability_table[l];\ double q = 1 - p; \ double rv;\ double a = param1_table[i];\ double b = param2_table[j];\ double c = param3_table[k];\ int status = 0;\ double bound = 0;\ BOOST_JOIN(cdf, name)(&which, &p, &q, &rv, &a, &b, &c, &status, &bound);\ result += rv;\ BOOST_ASSERT((status != 0) || (p > 0.99) || check_near(rv, quantile(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j], param3_table[k]), probability_table[l])));\ }\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size * d_size);\ } #define BOOST_MATH_DCD_DISTRIBUTION2_TEST(name, param1_table, param2_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dcd_dist, name), "dist-" BOOST_STRINGIZE(name) "-dcd-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ int which = 1;\ double p; double q; \ double rv = random_variable_table[k];\ double a = param1_table[i];\ double b = param2_table[j];\ int status = 0;\ double bound = 0;\ BOOST_JOIN(cdf, name)(&which, &p, &q, &rv, &a, &b, &status, &bound);\ result += p;\ BOOST_ASSERT((status != 0) || check_near(p, cdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j]), random_variable_table[k])));\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dcd_dist_quant, name), "dist-" BOOST_STRINGIZE(name) "-dcd-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned j = 0; j < b_size; ++j)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ int which = 2;\ double p = probability_table[k];\ double q = 1 - p; \ double rv;\ double a = param1_table[i];\ double b = param2_table[j];\ int status = 0;\ double bound = 0;\ BOOST_JOIN(cdf, name)(&which, &p, &q, &rv, &a, &b, &status, &bound);\ result += rv;\ BOOST_ASSERT((status != 0) || (p > 0.99) || check_near(rv, quantile(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i], param2_table[j]), probability_table[k])));\ }\ }\ }\ \ consume_result(result);\ set_call_count(a_size * b_size * c_size);\ } #define BOOST_MATH_DCD_DISTRIBUTION1_TEST(name, param1_table, random_variable_table, probability_table) \ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dcd_dist, name), "dist-" BOOST_STRINGIZE(name) "-dcd-cdf")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ int which = 1;\ double p; double q; \ double rv = random_variable_table[k];\ double a = param1_table[i];\ int status = 0;\ double bound = 0;\ BOOST_JOIN(cdf, name)(&which, &p, &q, &rv, &a, &status, &bound);\ result += p;\ BOOST_ASSERT((status != 0) || check_near(p, cdf(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i]), random_variable_table[k])));\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ }\ BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dcd_dist_quant, name), "dist-" BOOST_STRINGIZE(name) "-dcd-quantile")\ {\ double result = 0;\ unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\ unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\ \ for(unsigned i = 0; i < a_size; ++i)\ {\ for(unsigned k = 0; k < c_size; ++k)\ {\ int which = 2;\ double p = probability_table[k];\ double q = 1 - p; \ double rv;\ double a = param1_table[i];\ int status = 0;\ double bound = 0;\ BOOST_JOIN(cdf, name)(&which, &p, &q, &rv, &a, &status, &bound);\ result += rv;\ BOOST_ASSERT((status != 0) || (p > 0.99) || check_near(rv, quantile(boost::math:: BOOST_JOIN(name, _distribution) <>(param1_table[i]), probability_table[k])));\ }\ }\ \ consume_result(result);\ set_call_count(a_size * c_size);\ } BOOST_MATH_DCD_DISTRIBUTION2_TEST(beta, probabilities, probabilities, probabilities, probabilities) // ?? BOOST_MATH_DCD_DISTRIBUTION2_TEST(binomial, int_values, probabilities, int_values, probabilities) // OK ish BOOST_MATH_DCD_DISTRIBUTION1_TEST(chi_squared, int_values, real_values, probabilities) // OK BOOST_MATH_DCD_DISTRIBUTION2_TEST(non_central_chi_squared, int_values, int_values, real_values, probabilities) // Error rates quite high for DCD version? BOOST_MATH_DCD_DISTRIBUTION2_TEST(f, int_values, int_values, real_values, probabilities) // OK BOOST_MATH_DCD_DISTRIBUTION3_TEST(fnc, int_values, int_values, real_values, real_values, probabilities) // Error rates quite high for DCD version? BOOST_MATH_DCD_DISTRIBUTION2_TEST(gam, real_values, real_values, real_values, probabilities) // ?? BOOST_MATH_DCD_DISTRIBUTION2_TEST(negative_binomial, int_values, probabilities, int_values, probabilities) // OK BOOST_MATH_DCD_DISTRIBUTION2_TEST(nor, real_values, real_values, real_values, probabilities) // OK BOOST_MATH_DCD_DISTRIBUTION1_TEST(poi, real_values, int_values, probabilities) // OK BOOST_MATH_DCD_DISTRIBUTION1_TEST(t, int_values, real_values, probabilities) // OK #endif