// (C) Copyright Eric Niebler 2005. // 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) // Test case for p_square_quantile.hpp #include #include #include #include #include #include #include #include #include #include #include #include using namespace boost; using namespace unit_test; using namespace boost::accumulators; typedef accumulator_set > accumulator_t; /////////////////////////////////////////////////////////////////////////////// // test_stat // void test_stat() { // tolerance in % double epsilon = 1; // a random number generator boost::lagged_fibonacci607 rng; accumulator_t acc0(quantile_probability = 0.001); accumulator_t acc1(quantile_probability = 0.01 ); accumulator_t acc2(quantile_probability = 0.1 ); accumulator_t acc3(quantile_probability = 0.25 ); accumulator_t acc4(quantile_probability = 0.5 ); accumulator_t acc5(quantile_probability = 0.75 ); accumulator_t acc6(quantile_probability = 0.9 ); accumulator_t acc7(quantile_probability = 0.99 ); accumulator_t acc8(quantile_probability = 0.999); for (int i=0; i<100000; ++i) { double sample = rng(); acc0(sample); acc1(sample); acc2(sample); acc3(sample); acc4(sample); acc5(sample); acc6(sample); acc7(sample); acc8(sample); } BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 18*epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 7*epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , 3*epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , 2*epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc7), 0.99 , epsilon ); BOOST_CHECK_CLOSE( p_square_quantile(acc8), 0.999, epsilon ); } /////////////////////////////////////////////////////////////////////////////// // test_persistency // void test_persistency() { // "persistent" storage std::stringstream ss; // tolerance in % double epsilon = 1; // a random number generator boost::lagged_fibonacci607 rng; { accumulator_t acc1(quantile_probability = 0.75 ); accumulator_t acc2(quantile_probability = 0.999); for (int i=0; i<100000; ++i) { double sample = rng(); acc1(sample); acc2(sample); } BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon); BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon); boost::archive::text_oarchive oa(ss); acc1.serialize(oa, 0); acc2.serialize(oa, 0); } accumulator_t acc1(quantile_probability = 0.75); accumulator_t acc2(quantile_probability = 0.999); boost::archive::text_iarchive ia(ss); acc1.serialize(ia, 0); acc2.serialize(ia, 0); BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon); BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon); } /////////////////////////////////////////////////////////////////////////////// // init_unit_test_suite // test_suite* init_unit_test_suite( int argc, char* argv[] ) { test_suite *test = BOOST_TEST_SUITE("p_square_quantile test"); test->add(BOOST_TEST_CASE(&test_stat)); test->add(BOOST_TEST_CASE(&test_persistency)); return test; }