1/* test_real_distribution.ipp
2 *
3 * Copyright Steven Watanabe 2011
4 * Distributed under the Boost Software License, Version 1.0. (See
5 * accompanying file LICENSE_1_0.txt or copy at
6 * http://www.boost.org/LICENSE_1_0.txt)
7 *
8 * $Id$
9 *
10 */
11
12#ifndef BOOST_MATH_DISTRIBUTION_INIT
13#ifdef BOOST_RANDOM_ARG2_TYPE
14#define BOOST_MATH_DISTRIBUTION_INIT (BOOST_RANDOM_ARG1_NAME, BOOST_RANDOM_ARG2_NAME)
15#else
16#define BOOST_MATH_DISTRIBUTION_INIT (BOOST_RANDOM_ARG1_NAME)
17#endif
18#endif
19
20#ifndef BOOST_RANDOM_DISTRIBUTION_INIT
21#ifdef BOOST_RANDOM_ARG2_TYPE
22#define BOOST_RANDOM_DISTRIBUTION_INIT (BOOST_RANDOM_ARG1_NAME, BOOST_RANDOM_ARG2_NAME)
23#else
24#define BOOST_RANDOM_DISTRIBUTION_INIT (BOOST_RANDOM_ARG1_NAME)
25#endif
26#endif
27
28#ifndef BOOST_RANDOM_P_CUTOFF
29#define BOOST_RANDOM_P_CUTOFF 0.99
30#endif
31
32#include <boost/random/mersenne_twister.hpp>
33#include <boost/lexical_cast.hpp>
34#include <boost/exception/diagnostic_information.hpp>
35#include <boost/preprocessor/stringize.hpp>
36#include <boost/range/numeric.hpp>
37#include <boost/numeric/conversion/cast.hpp>
38#include <iostream>
39#include <vector>
40
41#include "statistic_tests.hpp"
42#include "chi_squared_test.hpp"
43
44bool do_test(BOOST_RANDOM_ARG1_TYPE BOOST_RANDOM_ARG1_NAME,
45#ifdef BOOST_RANDOM_ARG2_TYPE
46 BOOST_RANDOM_ARG2_TYPE BOOST_RANDOM_ARG2_NAME,
47#endif
48 long long max, boost::mt19937& gen) {
49 std::cout << "running " BOOST_PP_STRINGIZE(BOOST_RANDOM_DISTRIBUTION_NAME) "("
50 << BOOST_RANDOM_ARG1_NAME;
51#ifdef BOOST_RANDOM_ARG2_NAME
52 std::cout << ", " << BOOST_RANDOM_ARG2_NAME;
53#endif
54 std::cout << ")" << " " << max << " times: " << std::flush;
55
56 BOOST_MATH_DISTRIBUTION expected BOOST_MATH_DISTRIBUTION_INIT;
57
58 BOOST_RANDOM_DISTRIBUTION dist BOOST_RANDOM_DISTRIBUTION_INIT;
59
60#ifdef BOOST_RANDOM_DISTRIBUTION_MAX
61
62 BOOST_RANDOM_DISTRIBUTION::result_type max_value = BOOST_RANDOM_DISTRIBUTION_MAX;
63
64 std::vector<double> expected_pdf(max_value+1);
65 {
66 for(int i = 0; i <= max_value; ++i) {
67 expected_pdf[i] = pdf(expected, i);
68 }
69 expected_pdf.back() += 1 - boost::accumulate(expected_pdf, 0.0);
70 }
71
72 std::vector<long long> results(max_value + 1);
73 for(long long i = 0; i < max; ++i) {
74 ++results[(std::min)(dist(gen), max_value)];
75 }
76
77 long long sum = boost::accumulate(results, 0ll);
78 if(sum != max) {
79 std::cout << "*** Failed: incorrect total: " << sum << " ***" << std::endl;
80 return false;
81 }
82 double prob = chi_squared_test(results, expected_pdf, max);
83
84#else
85
86 kolmogorov_experiment test(boost::numeric_cast<int>(arg: max));
87 boost::variate_generator<boost::mt19937&, BOOST_RANDOM_DISTRIBUTION > vgen(gen, dist);
88
89 double prob = test.probability(x: test.run(gen&: vgen, distrib: expected));
90
91#endif
92
93 bool result = prob < BOOST_RANDOM_P_CUTOFF;
94 const char* err = result? "" : "*";
95 std::cout << std::setprecision(17) << prob << err << std::endl;
96
97 std::cout << std::setprecision(6);
98
99 return result;
100}
101
102template<class Dist1
103#ifdef BOOST_RANDOM_ARG2_NAME
104 , class Dist2
105#endif
106>
107bool do_tests(int repeat, Dist1 d1,
108#ifdef BOOST_RANDOM_ARG2_NAME
109 Dist2 d2,
110#endif
111 long long trials) {
112 boost::mt19937 gen;
113 int errors = 0;
114 for(int i = 0; i < repeat; ++i) {
115 if(!do_test(d1(gen),
116#ifdef BOOST_RANDOM_ARG2_NAME
117 d2(gen),
118#endif
119 trials, gen)) {
120 ++errors;
121 }
122 }
123 if(errors != 0) {
124 std::cout << "*** " << errors << " errors detected ***" << std::endl;
125 }
126 return errors == 0;
127}
128
129int usage() {
130 std::cerr << "Usage: test_" BOOST_PP_STRINGIZE(BOOST_RANDOM_DISTRIBUTION_NAME)
131 " -r <repeat>"
132 " -" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG1_NAME)
133 " <max " BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG1_NAME) ">"
134#ifdef BOOST_RANDOM_ARG2_NAME
135 " -" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG2_NAME)
136 " <max " BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG2_NAME) ">"
137#endif
138 " -t <trials>" << std::endl;
139 return 2;
140}
141
142template<class T>
143bool handle_option(int& argc, char**& argv, const char* opt, T& value) {
144 if(std::strcmp(s1: argv[0], s2: opt) == 0 && argc > 1) {
145 --argc;
146 ++argv;
147 value = boost::lexical_cast<T>(argv[0]);
148 return true;
149 } else {
150 return false;
151 }
152}
153
154int main(int argc, char** argv) {
155 int repeat = 1;
156 BOOST_RANDOM_ARG1_TYPE max_arg1 = BOOST_RANDOM_ARG1_DEFAULT;
157#ifdef BOOST_RANDOM_ARG2_TYPE
158 BOOST_RANDOM_ARG2_TYPE max_arg2 = BOOST_RANDOM_ARG2_DEFAULT;
159#endif
160 long long trials = 100000;
161
162 if(argc > 0) {
163 --argc;
164 ++argv;
165 }
166 while(argc > 0) {
167 if(argv[0][0] != '-') return usage();
168 else if(!handle_option(argc, argv, opt: "-r", value&: repeat)
169 && !handle_option(argc, argv, opt: "-" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG1_NAME), value&: max_arg1)
170#ifdef BOOST_RANDOM_ARG2_TYPE
171 && !handle_option(argc, argv, opt: "-" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG2_NAME), value&: max_arg2)
172#endif
173 && !handle_option(argc, argv, opt: "-t", value&: trials)) {
174 return usage();
175 }
176 --argc;
177 ++argv;
178 }
179
180 try {
181 if(do_tests(repeat,
182 BOOST_RANDOM_ARG1_DISTRIBUTION(max_arg1),
183#ifdef BOOST_RANDOM_ARG2_TYPE
184 BOOST_RANDOM_ARG2_DISTRIBUTION(max_arg2),
185#endif
186 trials)) {
187 return 0;
188 } else {
189 return EXIT_FAILURE;
190 }
191 } catch(...) {
192 std::cerr << boost::current_exception_diagnostic_information() << std::endl;
193 return EXIT_FAILURE;
194 }
195}
196

source code of boost/libs/random/test/test_real_distribution.ipp