Paul A. Bristow wrote:
-----Original Message----- From: boost-bounces@lists.boost.org [mailto:boost-bounces@lists.boost.org]
On
Behalf Of Thijs van den Berg Sent: 27 November 2008 20:59 To: boost@lists.boost.org Subject: Re: [boost] [math distributions] Laplace distribution
I solved those by changing
int test_main(int, char* [])
into
BOOST_AUTO_TEST_CASE( test1 )
hope that's ok...
More than - an improvement - using the latest recommended way of starting Boost.Test
Anyway, I'll be able to add some validated code to the sandbox soon.
Ping when committed.
I will
PS Take care to follow other distribution tests as examples - there are several of pits (into which I have fallen, serially)
I now have some specific test for the pdf, cdf values but also some generic test like quantile(cdf(x))==x hazard(x)=pdf(x)/(1-cdf(x)) U still need to do the error triggering checks and find more refeence values. I'll take a good look at the other tests so look for the other pitfalls
Since I think the formulae only use built-in functions like exp, they should be quite accurate and you should be able to set the tolerance as a few eps even when round tripping.
Don't forget too that (for full portability) constants should be declared and long double
static_cast<RealType>(0.53958342416056554201085167134004L)
(unless they are 'exactly representable' like 0.5, 0.25...)
good point!
After that ...multi-dim-Gaussian's!
Now the real fun will begin!
indeed... the matrix interface will be difficult part. Oh boy..I'm thinking that it would be nice to have: * default matrix storage & default matrix operators.. That way, it works stand-alone without the hassle of dependencies * abstraction via bindings, Give users tthe option to use uBlas, Atlas, lapack etc. instead of the simple internal matrix operators but that design needs quite a bit of thinking..
Paul
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