109 lines
2.7 KiB
C++
109 lines
2.7 KiB
C++
/* test_bernoulli.cpp
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*
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* Copyright Steven Watanabe 2011
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* $Id$
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*
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*/
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#include <boost/random/bernoulli_distribution.hpp>
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#include <boost/random/uniform_int.hpp>
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#include <boost/random/uniform_01.hpp>
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#include <boost/random/mersenne_twister.hpp>
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#include <boost/math/distributions/binomial.hpp>
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#include <boost/lexical_cast.hpp>
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#include <boost/exception/diagnostic_information.hpp>
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#include <vector>
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#include <iostream>
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#include <numeric>
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#include "chi_squared_test.hpp"
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bool do_test(double p, long long max) {
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std::cout << "running bernoulli(" << p << ")" << " " << max << " times: " << std::flush;
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boost::math::binomial expected(static_cast<double>(max), p);
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boost::random::bernoulli_distribution<> dist(p);
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boost::mt19937 gen;
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long long count = 0;
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for(long long i = 0; i < max; ++i) {
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if(dist(gen)) ++count;
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}
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double prob = cdf(expected, count);
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bool result = prob < 0.99 && prob > 0.01;
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const char* err = result? "" : "*";
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std::cout << std::setprecision(17) << prob << err << std::endl;
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std::cout << std::setprecision(6);
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return result;
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}
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bool do_tests(int repeat, long long trials) {
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boost::mt19937 gen;
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boost::uniform_01<> rdist;
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int errors = 0;
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for(int i = 0; i < repeat; ++i) {
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if(!do_test(rdist(gen), trials)) {
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++errors;
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}
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}
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if(errors != 0) {
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std::cout << "*** " << errors << " errors detected ***" << std::endl;
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}
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return errors == 0;
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}
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int usage() {
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std::cerr << "Usage: test_bernoulli_distribution -r <repeat> -t <trials>" << std::endl;
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return 2;
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}
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template<class T>
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bool handle_option(int& argc, char**& argv, char opt, T& value) {
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if(argv[0][1] == opt && argc > 1) {
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--argc;
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++argv;
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value = boost::lexical_cast<T>(argv[0]);
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return true;
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} else {
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return false;
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}
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}
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int main(int argc, char** argv) {
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int repeat = 10;
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long long trials = 1000000ll;
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if(argc > 0) {
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--argc;
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++argv;
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}
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while(argc > 0) {
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if(argv[0][0] != '-') return usage();
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else if(!handle_option(argc, argv, 'r', repeat)
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&& !handle_option(argc, argv, 't', trials)) {
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return usage();
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}
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--argc;
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++argv;
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}
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try {
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if(do_tests(repeat, trials)) {
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return 0;
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} else {
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return EXIT_FAILURE;
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}
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} catch(...) {
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std::cerr << boost::current_exception_diagnostic_information() << std::endl;
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return EXIT_FAILURE;
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}
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}
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