summaryrefslogtreecommitdiff
path: root/libs/math/test/test_arcsine.cpp
blob: 0038d21a22cf0bdd15cdad1f752827e782163d24 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
// test_arcsine_dist.cpp

// Copyright John Maddock 2014.
// Copyright  Paul A. Bristow 2014.

// 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)

// Tests for the arcsine Distribution.

#include <pch.hpp> // Must be 1st include, and include_directory /libs/math/src/tr1/ is needed.

#ifdef _MSC_VER
#  pragma warning(disable: 4127) // Conditional expression is constant.
#  pragma warning (disable : 4996) // POSIX name for this item is deprecated.
#  pragma warning (disable : 4224) // Nonstandard extension used : formal parameter 'arg' was previously defined as a type.
#endif

#include <boost/math/concepts/real_concept.hpp> // for real_concept.
using ::boost::math::concepts::real_concept;

#include <boost/math/distributions/arcsine.hpp> // for arcsine_distribution.
using boost::math::arcsine_distribution;

#include <boost/math/constants/constants.hpp>
using boost::math::constants::one_div_root_two;

#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp> // for test_main
#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE_FRACTION

#include <cmath>

#include "test_out_of_range.hpp"

#include <iostream>
using std::cout;
using std::endl;
#include <limits>
using std::numeric_limits;


template <class RealType>
void test_ignore_policy(RealType)
{
  // Check on returns when errors are ignored.
  if ((typeid(RealType) != typeid(boost::math::concepts::real_concept))
    && std::numeric_limits<RealType>::has_infinity
    && std::numeric_limits<RealType>::has_quiet_NaN
    )
  { // Ordinary floats only.

    using namespace boost::math;
    //   RealType inf = std::numeric_limits<RealType>::infinity();
    RealType nan = std::numeric_limits<RealType>::quiet_NaN();

    using boost::math::policies::policy;
    // Types of error whose action can be altered by policies:.
    //using boost::math::policies::evaluation_error;
    //using boost::math::policies::domain_error;
    //using boost::math::policies::overflow_error;
    //using boost::math::policies::underflow_error;
    //using boost::math::policies::domain_error;
    //using boost::math::policies::pole_error;

    //// Actions on error (in enum error_policy_type):
    //using boost::math::policies::errno_on_error;
    //using boost::math::policies::ignore_error;
    //using boost::math::policies::throw_on_error;
    //using boost::math::policies::denorm_error;
    //using boost::math::policies::pole_error;
    //using boost::math::policies::user_error;

    typedef policy<
      boost::math::policies::domain_error<boost::math::policies::ignore_error>,
      boost::math::policies::overflow_error<boost::math::policies::ignore_error>,
      boost::math::policies::underflow_error<boost::math::policies::ignore_error>,
      boost::math::policies::denorm_error<boost::math::policies::ignore_error>,
      boost::math::policies::pole_error<boost::math::policies::ignore_error>,
      boost::math::policies::evaluation_error<boost::math::policies::ignore_error>
    > ignore_all_policy;

    typedef arcsine_distribution<RealType, ignore_all_policy> ignore_error_arcsine;

    // Only test NaN and infinity if type has these features (realconcept returns zero).
    // Integers are always converted to RealType,
    // others requires static cast to RealType from long double.

    if (std::numeric_limits<RealType>::has_quiet_NaN)
    {
      // Demonstrate output of PDF with infinity,
      // but strin goutput from NaN is platform dependent, so can't use BOOST_CHECK.
      if (std::numeric_limits<RealType>::has_infinity)
      {
        //std::cout << "pdf(ignore_error_arcsine(-1, +1), std::numeric_limits<RealType>::infinity()) = " << pdf(ignore_error_arcsine(-1, +1), std::numeric_limits<RealType>::infinity()) << std::endl;
        //  Outputs:  pdf(ignore_error_arcsine(-1, +1), std::numeric_limits<RealType>::infinity()) = 1.#QNAN
      }
      BOOST_CHECK((boost::math::isnan)(pdf(ignore_error_arcsine(0, 1), std::numeric_limits<RealType>::infinity()))); // x == infinity
      BOOST_CHECK((boost::math::isnan)(pdf(ignore_error_arcsine(-1, 1), std::numeric_limits<RealType>::infinity()))); // x == infinity
      BOOST_CHECK((boost::math::isnan)(pdf(ignore_error_arcsine(0, 1), static_cast <RealType>(-2))));  // x < xmin
      BOOST_CHECK((boost::math::isnan)(pdf(ignore_error_arcsine(-1, 1), static_cast <RealType>(-2))));  // x < xmin
      BOOST_CHECK((boost::math::isnan)(pdf(ignore_error_arcsine(0, 1), static_cast <RealType>(+2))));  // x > x_max
      BOOST_CHECK((boost::math::isnan)(pdf(ignore_error_arcsine(-1, 1), static_cast <RealType>(+2)))); // x > x_max

      // Mean
      BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(-nan, 0))));
      BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(+nan, 0))));

      if (std::numeric_limits<RealType>::has_infinity)
      {
        //BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(-std::numeric_limits<RealType>::infinity(), 0))));
        // std::cout << "arcsine(-inf,+1) mean " << mean(ignore_error_arcsine(-std::numeric_limits<RealType>::infinity())) << std::endl;
        //BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(std::numeric_limits<RealType>::infinity(), 0))));
      }
      // Check error message is correct.
      try
      { 
        typedef arcsine_distribution<RealType> signal_error_arcsine;
        //std::cout << mean(signal_error_arcsine(-std::numeric_limits<RealType>::infinity())) << std::endl;
        // Error in function boost::math::arcsine_distribution<float>::arcsine_distribution: x_min argument is -1.#INF, but must be finite !
      }
      catch (std::exception ex)
      {
        std::cout << ex.what() << std::endl;
      }

      // NaN constructors.
      BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(2, nan))));
      BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(nan, nan))));
      BOOST_CHECK((boost::math::isnan)(mean(ignore_error_arcsine(nan, 2)))); 

      // Variance
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(nan, 0))));
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(1, nan))));
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(2, nan))));
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(0, 0))));
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(1, 0))));
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(static_cast<RealType>(1.7L), 0))));
      BOOST_CHECK((boost::math::isnan)(variance(ignore_error_arcsine(2, 0))));

      // Skewness
      BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_arcsine(nan, 0))));
      BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_arcsine(-1, nan))));
      BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_arcsine(0, 0))));
      BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_arcsine(1, 0))));
      BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_arcsine(2, 0))));
      BOOST_CHECK((boost::math::isnan)(skewness(ignore_error_arcsine(3, 0))));

      // Kurtosis 
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(nan, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(-1, nan))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(0, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(1, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(2, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(static_cast<RealType>(2.0001L), 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(3, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis(ignore_error_arcsine(4, 0))));

      // Kurtosis excess
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(nan, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(-1, nan))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(0, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(1, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(2, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(static_cast<RealType>(2.0001L), 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(3, 0))));
      BOOST_CHECK((boost::math::isnan)(kurtosis_excess(ignore_error_arcsine(4, 0))));
    } // has_quiet_NaN

    // 
    BOOST_CHECK(boost::math::isfinite(mean(ignore_error_arcsine(0, std::numeric_limits<RealType>::epsilon()))));

    // Checks on error messages.
    try
    {
      typedef arcsine_distribution<RealType> signal_error_arcsine;
      //std::cout << "mean(ignore_error_arcsine(0, std::numeric_limits<RealType>::epsilon())) == "
      //  << mean(ignore_error_arcsine(0, std::numeric_limits<RealType>::epsilon())) << std::endl;
      //  mean(ignore_error_arcsine(0, std::numeric_limits<RealType>::epsilon())) == 5.96046e-008
      //std::cout << "mean(ignore_error_arcsine(0, 0)) == "
      //  << mean(ignore_error_arcsine(0, 0)) << std::endl;
      // mean(ignore_error_arcsine(0, 0)) == 1.#QNAN
    }
    catch (std::exception ex)
    {
      std::cout << ex.what() << std::endl;
    }

    check_support<arcsine_distribution<RealType> >(arcsine_distribution<RealType>(0, 1));
  } // ordinary floats.
} // template <class RealType> void test_ignore_policy(RealType)


template <class RealType>
RealType informax()
{ //! \return Infinity else max_value.
  return ((std::numeric_limits<RealType>::has_infinity) ?
     std::numeric_limits<RealType>::infinity() : boost::math::tools::max_value<RealType>());
}

template <class RealType>
void test_spot(
  RealType a,    // alpha a or lo or x_min
  RealType b,    // arcsine b or hi or x_maz
  RealType x,    // Probability
  RealType P,    // CDF of arcsine(a, b)
  RealType Q,    // Complement of CDF of arcsine (a, b)
  RealType tol)  // Test tolerance.
{
  boost::math::arcsine_distribution<RealType> anarcsine(a, b);
  BOOST_CHECK_CLOSE_FRACTION(cdf(anarcsine, x), P, tol);
  if ((P < 0.99) && (Q < 0.99))
  { // We can only check this if P is not too close to 1,
    // so that we can guarantee that Q is free of error,
    // (and similarly for Q).
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(anarcsine, x)), Q, tol);
    if (x != 0)
    {
      BOOST_CHECK_CLOSE_FRACTION(
        quantile(anarcsine, P), x, tol);
    }
    else
    {
      // Just check quantile is very small:
      if ((std::numeric_limits<RealType>::max_exponent <= std::numeric_limits<double>::max_exponent)
        && (boost::is_floating_point<RealType>::value))
      {
        // Limit where this is checked: if exponent range is very large we may
        // run out of iterations in our root finding algorithm.
        BOOST_CHECK(quantile(anarcsine, P) < boost::math::tools::epsilon<RealType>() * 10);
      }
    } // if k
    if (x != 0)
    {
      BOOST_CHECK_CLOSE_FRACTION(quantile(complement(anarcsine, Q)), x, tol * 10);
    }
    else
    {  // Just check quantile is very small:
      if ((std::numeric_limits<RealType>::max_exponent <= std::numeric_limits<double>::max_exponent) && (boost::is_floating_point<RealType>::value))
      { // Limit where this is checked: if exponent range is very large we may
        // run out of iterations in our root finding algorithm.
        BOOST_CHECK(quantile(complement(anarcsine, Q)) < boost::math::tools::epsilon<RealType>() * 10);
      }
    } // if x
  }
} // template <class RealType> void test_spot

template <class RealType> // Any floating-point type RealType.
void test_spots(RealType)
{
    // Basic sanity checks with 'known good' values.
    // so set tolerance to a few eps expressed as a fraction, or
    // few eps of type double expressed as a fraction,
    // whichever is the larger.

    RealType tolerance = (std::max)
      (boost::math::tools::epsilon<RealType>(),
      static_cast<RealType>(std::numeric_limits<double>::epsilon())); // 0 if real_concept.

    RealType max_value = boost::math::tools::max_value<RealType>();
    RealType epsilon = boost::math::tools::epsilon<RealType>();

    //cout << "Boost::math::tools::epsilon = " << boost::math::tools::epsilon<RealType>() << endl;
    //cout << "std::numeric_limits::epsilon = " << std::numeric_limits<RealType>::epsilon() << endl;

    tolerance *= 2; // Note: NO * 100 because tolerance is a fraction, NOT %.
    cout << "tolerance = " << tolerance << endl;

    using boost::math::arcsine_distribution;
    using  ::boost::math::cdf;
    using  ::boost::math::pdf;
    using  ::boost::math::complement;
    using  ::boost::math::quantile;

    // Basic sanity-check spot values.

    // Test values from Wolfram alpha, for example:
    // http://www.wolframalpha.com/input/?i=+N%5BPDF%5Barcsinedistribution%5B0%2C+1%5D%2C+0.5%5D%2C+50%5D
    // N[PDF[arcsinedistribution[0, 1], 0.5], 50]
    // 0.63661977236758134307553505349005744813783858296183

    arcsine_distribution<RealType> arcsine_01; // (Our) Standard arcsine.
    // Member functions.
    BOOST_CHECK_EQUAL(arcsine_01.x_min(), 0);
    BOOST_CHECK_EQUAL(arcsine_01.x_max(), 1);

    // Derived functions.
    BOOST_CHECK_EQUAL(mean(arcsine_01), 0.5); // 1 / (1 + 1) = 1/2 exactly.
    BOOST_CHECK_EQUAL(median(arcsine_01), 0.5); // 1 / (1 + 1) = 1/2 exactly.
    BOOST_CHECK_EQUAL(variance(arcsine_01), 0.125); // 1/8 = 0.125
    BOOST_CHECK_CLOSE_FRACTION(standard_deviation(arcsine_01), one_div_root_two<double>() / 2, tolerance); // 1/ sqrt(s) = 0.35355339059327379
    BOOST_CHECK_EQUAL(skewness(arcsine_01), 0); //
    BOOST_CHECK_EQUAL(kurtosis_excess(arcsine_01), -1.5); // 3/2
    BOOST_CHECK_EQUAL(support(arcsine_01).first, 0); //
    BOOST_CHECK_EQUAL(range(arcsine_01).first, 0); //
    BOOST_CHECK_THROW(mode(arcsine_01), std::domain_error); //  Two modes at x_min and x_max, so throw instead.

    // PDF
    // pdf of x = 1/4 is same as reflected value at x = 3/4.
    // N[PDF[arcsinedistribution[0, 1], 0.25], 50] 
    // N[PDF[arcsinedistribution[0, 1], 0.75], 50]
    // 0.73510519389572273268176866441729258852984864048885

    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.000001), static_cast<RealType>(318.31004533885312973989414360099118178698415543136L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.000005), static_cast<RealType>(142.35286456604168061345817902422241622116338936911L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.05), static_cast<RealType>(1.4605059227421865250256574657088244053723856445614L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.5), static_cast<RealType>(0.63661977236758134307553505349005744813783858296183L), tolerance);
    // Note loss of significance when x is near x_max.
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.95), static_cast<RealType>(1.4605059227421865250256574657088244053723856445614L), 8 * tolerance); // Less accurate.
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.999995), static_cast<RealType>(142.35286456604168061345817902422241622116338936911L), 50000 * tolerance); // Much less accurate.
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, 0.999999), static_cast<RealType>(318.31004533885312973989414360099118178698415543136L), 100000 * tolerance);// Even less accurate.

    // Extreme x.
    if (std::numeric_limits<RealType>::has_infinity)
    { //
      BOOST_CHECK_EQUAL(pdf(arcsine_01, 0), informax<RealType>()); //
      BOOST_CHECK_EQUAL(pdf(arcsine_01, 1), informax<RealType>()); //
    }

    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, tolerance),
      1 /(sqrt(tolerance) * boost::math::constants::pi<RealType>()), 2 * tolerance); //
    BOOST_CHECK_CLOSE_FRACTION(pdf(arcsine_01, static_cast<RealType>(1) - tolerance),
      1 /(sqrt(tolerance) * boost::math::constants::pi<RealType>()), 2 * tolerance); //

    // CDF
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.000001), static_cast<RealType>(0.00063661987847092448418377367957384866092127786060574L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.000005), static_cast<RealType>(0.0014235262731079289297302426454125318201831474507326L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.05), static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.5), static_cast<RealType>(0.5L), tolerance); // Exact.
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.95), static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L), 2 * tolerance);
    // Values near unity should use the cdf complemented for better accuracy,
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.999995), static_cast<RealType>(0.99857647372689207107026975735458746817981685254927L), 100 * tolerance); // Less accurate.
    BOOST_CHECK_CLOSE_FRACTION(cdf(arcsine_01, 0.999999), static_cast<RealType>(0.99936338012152907551581622632042615133907872213939L), 1000 * tolerance); // Less accurate.

    //  Complement CDF
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(arcsine_01, 0.000001)), static_cast<RealType>(1 - 0.00063661987847092448418377367957384866092127786060574L), 2 * tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(arcsine_01, 0.000001)), static_cast<RealType>(0.99936338012152907551581622632043L), 2 * tolerance); //
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(arcsine_01, 0.05)), static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(arcsine_01, 0.5)), static_cast<RealType>(0.5L), tolerance); // Exact.
    // Some values near unity when complement is expected to be less accurate.
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(arcsine_01, 0.95)), static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L), 8 * tolerance); // 2 for asin
    BOOST_CHECK_CLOSE_FRACTION(cdf(complement(arcsine_01, 0.999999)), static_cast<RealType>(1 - 0.99936338012152907551581622632042615133907872213939L), 1000000 * tolerance); // 10000 for asin, 1000000 for acos.

    // Quantile.

    // Check 1st, 2nd and 3rd quartiles.
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(0.25L)), static_cast<RealType>(0.14644660940672624L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(0.5L)), 0.5, 2 * tolerance);  // probability = 0.5, x = 0.5
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(0.75L)), static_cast<RealType>(0.85355339059327373L), tolerance);
    
    // N[CDF[arcsinedistribution[0, 1], 0.05], 50]  == 0.14356629312870627075094188477505571882161519989741
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L)), 0.05, tolerance);

    // Quantile of complement.
    // N[1-CDF[arcsinedistribution[0, 1], 0.05], 50] == 0.85643370687129372924905811522494428117838480010259
    BOOST_CHECK_CLOSE_FRACTION(quantile(complement(arcsine_01, static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L))), 0.05, tolerance * 2);
    // N[sin^2[0.75 * pi/2],50] == 0.85355339059327376220042218105242451964241796884424
    BOOST_CHECK_CLOSE_FRACTION(quantile(complement(arcsine_01, static_cast<RealType>(0.25L))), static_cast<RealType>(0.85355339059327376220042218105242451964241796884424L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(quantile(complement(arcsine_01, static_cast<RealType>(0.5L))), 0.5, 2 * tolerance);  // probability = 0.5, x = 0.5
    BOOST_CHECK_CLOSE_FRACTION(quantile(complement(arcsine_01, static_cast<RealType>(0.75L))), static_cast<RealType>(0.14644660940672623779957781894757548035758203115576L), 2 * tolerance); // Less accurate.

    // N[CDF[arcsinedistribution[0, 1], 0.25], 5
    // 0.33333333333333333333333333333333333333333333333333
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(1) / 3), static_cast<RealType>(0.25L), 2 * tolerance);
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(0.5L)), 0.5, 2 * tolerance);  // probability = 0.5, x = 0.5
    BOOST_CHECK_CLOSE_FRACTION(quantile(arcsine_01, static_cast<RealType>(2) / 3), static_cast<RealType>(0.75L), tolerance);

    // Arcsine(-1, +1)    xmin = -1, x_max = +1  symmetric about zero.
    arcsine_distribution<RealType> as_m11(-1, +1);

    BOOST_CHECK_EQUAL(as_m11.x_min(), -1); //
    BOOST_CHECK_EQUAL(as_m11.x_max(), +1);
    BOOST_CHECK_EQUAL(mean(as_m11), 0); //
    BOOST_CHECK_EQUAL(median(as_m11), 0); //
    BOOST_CHECK_CLOSE_FRACTION(standard_deviation(as_m11), one_div_root_two<RealType>(),  tolerance * 2); //

    BOOST_CHECK_EQUAL(variance(as_m11), 0.5); // 1 - (-1) = 2 ^ 2 = 4 /8 = 0.5
    BOOST_CHECK_EQUAL(skewness(as_m11), 0); //
    BOOST_CHECK_EQUAL(kurtosis_excess(as_m11), -1.5); // 3/2


    BOOST_CHECK_CLOSE_FRACTION(pdf(as_m11, 0.05), static_cast<RealType>(0.31870852113797122803869876869296281629727218095644L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(as_m11, 0.5), static_cast<RealType>(0.36755259694786136634088433220864629426492432024443L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(as_m11, 0.95), static_cast<RealType>(1.0194074882503562519812229448639426942621591013381L), 2 * tolerance); // Less accurate.

    BOOST_CHECK_CLOSE_FRACTION(cdf(as_m11, 0.05), static_cast<RealType>(0.51592213323666034437274347433261364289389772737836L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(as_m11, 0.5), static_cast<RealType>(0.66666666666666666666666666666666666666666666666667L), 2 * tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(as_m11, 0.95), static_cast<RealType>(0.89891737589574013042121018491729701360300248368629L), tolerance); //  Not less accurate.

    // Quantile
    BOOST_CHECK_CLOSE_FRACTION(quantile(as_m11, static_cast<RealType>(1) / 3), -static_cast<RealType>(0.5L), 2 * tolerance); // p = 1/3 x = -0.5
    BOOST_CHECK_SMALL(quantile(as_m11, static_cast<RealType>(0.5L)), 2 * tolerance);                             // p = 0.5, x = 0
    BOOST_CHECK_CLOSE_FRACTION(quantile(as_m11, static_cast<RealType>(2) / 3), +static_cast<RealType>(0.5L), 4 * tolerance);     // p = 2/3, x = +0.5

    //  Loop back tests.
    test_spot(
      static_cast<RealType>(0),   // lo or a
      static_cast<RealType>(1),   // hi or b
      static_cast<RealType>(0.05), // Random variate  x
      static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L), // Probability of result (CDF of arcsine), P
      static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L),  // Complement of CDF Q = 1 - P
      tolerance); // Test tolerance.

    test_spot(
      static_cast<RealType>(0),   // lo or a
      static_cast<RealType>(1),   // hi or b
      static_cast<RealType>(0.95), // Random variate  x
      static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L), // Probability of result (CDF of arcsine), P
      static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L),  // Complement of CDF Q = 1 - P
      tolerance * 4); // Test tolerance (slightly inceased compared to x < 0.5 above).

    test_spot(
      static_cast<RealType>(0),   // lo or a
      static_cast<RealType>(1),   // hi or b
      static_cast<RealType>(static_cast<RealType>(0.5L)), // Random variate  x
      static_cast<RealType>(static_cast<RealType>(0.5L)), // Probability of result (CDF of arcsine), P
      static_cast<RealType>(static_cast<RealType>(0.5L)),  // Complement of CDF Q = 1 - P
      tolerance * 4); // Test tolerance.

    // Arcsine(-2, -1) xmin = -2, x_max = -1  - Asymmetric both negative.
    arcsine_distribution<RealType> as_m2m1(-2, -1);

    BOOST_CHECK_EQUAL(as_m2m1.x_min(), -2); //
    BOOST_CHECK_EQUAL(as_m2m1.x_max(), -1);
    BOOST_CHECK_EQUAL(mean(as_m2m1), -1.5); // 1 / (1 + 1) = 1/2 exactly.
    BOOST_CHECK_EQUAL(median(as_m2m1), -1.5); // 1 / (1 + 1) = 1/2 exactly.
    BOOST_CHECK_EQUAL(variance(as_m2m1), 0.125);
    BOOST_CHECK_EQUAL(skewness(as_m2m1), 0); //
    BOOST_CHECK_EQUAL(kurtosis_excess(as_m2m1), -1.5); // 3/2

    BOOST_CHECK_CLOSE_FRACTION(pdf(as_m2m1, -1.95), static_cast<RealType>(1.4605059227421865250256574657088244053723856445614L), 4 * tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(as_m2m1, -1.5), static_cast<RealType>(0.63661977236758134307553505349005744813783858296183L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(pdf(as_m2m1, -1.05), static_cast<RealType>(1.4605059227421865250256574657088244053723856445614L), 4 * tolerance); // Less accurate.

    BOOST_CHECK_CLOSE_FRACTION(cdf(as_m2m1, -1.05), static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(as_m2m1, -1.5), static_cast<RealType>(0.5L), tolerance);
    BOOST_CHECK_CLOSE_FRACTION(cdf(as_m2m1, -1.95), static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L), 8 * tolerance); //  Not much less accurate.

    // Quantile
    BOOST_CHECK_CLOSE_FRACTION(quantile(as_m2m1, static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L)), -static_cast<RealType>(1.05L), 2 * tolerance); //
    BOOST_CHECK_CLOSE_FRACTION(quantile(as_m2m1, static_cast<RealType>(0.5L)), -static_cast<RealType>(1.5L), 2 * tolerance);                             //
    BOOST_CHECK_CLOSE_FRACTION(quantile(as_m2m1, static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L)), -static_cast<RealType>(1.95L), 4 * tolerance);     //

    BOOST_CHECK_CLOSE_FRACTION(quantile(complement(as_m2m1, static_cast<RealType>(0.14356629312870627075094188477505571882161519989741L))), -static_cast<RealType>(1.05L), 2 * tolerance); //
    BOOST_CHECK_CLOSE_FRACTION(quantile(as_m2m1, static_cast<RealType>(0.5L)), -static_cast<RealType>(1.5L), 2 * tolerance);                             //
    BOOST_CHECK_CLOSE_FRACTION(quantile(complement(as_m2m1, static_cast<RealType>(0.85643370687129372924905811522494428117838480010259L))), -static_cast<RealType>(1.95L), 4 * tolerance);

    // Tests that should throw:
    BOOST_CHECK_THROW(mode(arcsine_distribution<RealType>(static_cast<RealType>(0), static_cast<RealType>(1))), std::domain_error);
    // mode is undefined, and must throw domain_error!


    BOOST_CHECK_THROW( // For various bad arguments.
      pdf(
      arcsine_distribution<RealType>(static_cast<RealType>(+1), static_cast<RealType>(-1)), // min_x > max_x
      static_cast<RealType>(1)), std::domain_error);

    BOOST_CHECK_THROW(
      pdf(
      arcsine_distribution<RealType>(static_cast<RealType>(1), static_cast<RealType>(0)), // bad constructor parameters.
      static_cast<RealType>(1)), std::domain_error);

    BOOST_CHECK_THROW(
      pdf(
      arcsine_distribution<RealType>(static_cast<RealType>(1), static_cast<RealType>(-1)), // bad constructor parameters.
      static_cast<RealType>(1)), std::domain_error);

    BOOST_CHECK_THROW(
      pdf(
      arcsine_distribution<RealType>(static_cast<RealType>(1), static_cast<RealType>(1)), // equal constructor parameters.
      static_cast<RealType>(-1)), std::domain_error);

    BOOST_CHECK_THROW(
      pdf(
      arcsine_distribution<RealType>(static_cast<RealType>(0), static_cast<RealType>(1)), // bad x > 1.
      static_cast<RealType>(999)), std::domain_error);

    // Checks on things that are errors.

    // Construction with 'bad' parameters.
    BOOST_CHECK_THROW(arcsine_distribution<RealType>(+1, -1), std::domain_error); // max < min.
    BOOST_CHECK_THROW(arcsine_distribution<RealType>(+1, 0), std::domain_error);  // max < min.

    arcsine_distribution<> dist;
    BOOST_CHECK_THROW(pdf(dist, -1), std::domain_error);
    BOOST_CHECK_THROW(cdf(dist, -1), std::domain_error);
    BOOST_CHECK_THROW(cdf(complement(dist, -1)), std::domain_error);
    BOOST_CHECK_THROW(quantile(dist, -1), std::domain_error);
    BOOST_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);
    BOOST_CHECK_THROW(quantile(dist, -1), std::domain_error);
    BOOST_CHECK_THROW(quantile(complement(dist, -1)), std::domain_error);

    // Various combinations of bad contructor and member function parameters.
    BOOST_CHECK_THROW(pdf(boost::math::arcsine_distribution<RealType>(0, 1), -1), std::domain_error);
    BOOST_CHECK_THROW(pdf(boost::math::arcsine_distribution<RealType>(-1, 1), +2), std::domain_error);
    BOOST_CHECK_THROW(quantile(boost::math::arcsine_distribution<RealType>(1, 1), -1), std::domain_error);
    BOOST_CHECK_THROW(quantile(boost::math::arcsine_distribution<RealType>(1, 1), 2), std::domain_error);

    // No longer allow any parameter to be NaN or inf, so all these tests should throw.
    if (std::numeric_limits<RealType>::has_quiet_NaN)
    {
      // Attempt to construct from non-finite parameters should throw.
      RealType nan = std::numeric_limits<RealType>::quiet_NaN();
      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(nan), std::domain_error);
      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(1, nan), std::domain_error);
      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(nan, 1), std::domain_error);

      arcsine_distribution<RealType> w(RealType(-1), RealType(+1));
      // NaN parameters to member functions should throw.
      BOOST_CHECK_THROW(pdf(w, +nan), std::domain_error); // x = NaN
      BOOST_CHECK_THROW(cdf(w, +nan), std::domain_error); // x = NaN
      BOOST_CHECK_THROW(cdf(complement(w, +nan)), std::domain_error); // x = + nan
      BOOST_CHECK_THROW(quantile(w, +nan), std::domain_error); // p = + nan
      BOOST_CHECK_THROW(quantile(complement(w, +nan)), std::domain_error); // p = + nan
    } // has_quiet_NaN

    if (std::numeric_limits<RealType>::has_infinity)
    {
      // Attempt to construct from non-finite should throw.
      RealType inf = std::numeric_limits<RealType>::infinity();

      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(inf), std::domain_error);
      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(1, inf), std::domain_error);

      // Infinite parameters to member functions should throw.
      arcsine_distribution<RealType> w(RealType(0), RealType(1));
      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(inf), std::domain_error);
      BOOST_CHECK_THROW(arcsine_distribution<RealType> w(1, inf), std::domain_error);
      BOOST_CHECK_THROW(pdf(w, +inf), std::domain_error); // x = inf
      BOOST_CHECK_THROW(cdf(w, +inf), std::domain_error); // x = inf
      BOOST_CHECK_THROW(cdf(complement(w, +inf)), std::domain_error); // x = + inf
      BOOST_CHECK_THROW(quantile(w, +inf), std::domain_error); // p = + inf
      BOOST_CHECK_THROW(quantile(complement(w, +inf)), std::domain_error); // p = + inf
    } // has_infinity

    // Error handling checks:
    check_out_of_range<boost::math::arcsine_distribution<RealType> >(-1, +1); // (All) valid constructor parameter values.
    // and range and non-finite.

    test_ignore_policy(static_cast<RealType>(0));

  } // template <class RealType>void test_spots(RealType)

  BOOST_AUTO_TEST_CASE(test_main)
  {
    BOOST_MATH_CONTROL_FP;

    // Check that can generate arcsine distribution using convenience method:
    using boost::math::arcsine;

    arcsine_distribution<> arcsine_01; // Using default RealType double.
    // Note: NOT arcsine01() - or compiler will assume a function.

    arcsine as; // Using typedef for default standard arcsine.

    // 
    BOOST_CHECK_EQUAL(as.x_min(), 0); //
    BOOST_CHECK_EQUAL(as.x_max(), 1);
    BOOST_CHECK_EQUAL(mean(as), 0.5); // 1 / (1 + 1) = 1/2 exactly.
    BOOST_CHECK_EQUAL(median(as), 0.5); // 1 / (1 + 1) = 1/2 exactly.
    BOOST_CHECK_EQUAL(variance(as), 0.125); //0.125
    BOOST_CHECK_CLOSE_FRACTION(standard_deviation(as), one_div_root_two<double>() / 2, std::numeric_limits<double>::epsilon()); // 0.353553
    BOOST_CHECK_EQUAL(skewness(as), 0); //
    BOOST_CHECK_EQUAL(kurtosis_excess(as), -1.5); // 3/2
    BOOST_CHECK_EQUAL(support(as).first, 0); //
    BOOST_CHECK_EQUAL(range(as).first, 0); //
    BOOST_CHECK_THROW(mode(as), std::domain_error); //  Two modes at x_min and x_max, so throw instead.

    // (Parameter value, arbitrarily zero, only communicates the floating point type).
    test_spots(0.0F); // Test float.
    test_spots(0.0); // Test double.
    #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
      test_spots(0.0L); // Test long double.
      #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
        test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
      #endif
    #endif
  /*    */
  } // BOOST_AUTO_TEST_CASE( test_main )

  /*


Microsoft Visual Studio Professional 2013
Version 12.0.30110.00 Update 1

  1>  Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_arcsine.exe"
  1>  Running 1 test case...
  1>  Platform: Win32
  1>  Compiler: Microsoft Visual C++ version 12.0  ???? MSVC says 2013 
  1>  STL     : Dinkumware standard library version 610
  1>  Boost   : 1.56.0

  Sample Output is:

  1>  Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_arcsine.exe"
  1>  Running 1 test case...
  1>  Platform: Win32
  1>  Compiler: Microsoft Visual C++ version 12.0
  1>  STL     : Dinkumware standard library version 610
  1>  Boost   : 1.56.0
  1>  tolerance = 2.38419e-007
  1>  tolerance = 4.44089e-016
  1>  tolerance = 4.44089e-016
  1>  tolerance = 4.44089e-016
  1>
  1>  *** No errors detected

  GCC 4.9.1

  Running 1 test case...
  tolerance = 2.38419e-007
  tolerance = 4.44089e-016
  tolerance = 4.44089e-016
  tolerance = 4.44089e-016

  *** No errors detected

  RUN SUCCESSFUL (total time: 141ms)

  */