EQ2EMu/EQ2/source/depends/boost_1_72_0/libs/accumulators/test/median.cpp

//  (C) Copyright 2006 Eric Niebler, Olivier Gygi
//  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)

#include <boost/test/unit_test.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <boost/random.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/median.hpp>
#include <sstream>
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>

using namespace boost;
using namespace unit_test;
using namespace accumulators;


typedef accumulator_set<double, stats<tag::median(with_p_square_quantile) > > p_square_median_t;
typedef accumulator_set<double, stats<tag::median(with_density) > > dist_median_t;
typedef accumulator_set<double, stats<tag::median(with_p_square_cumulative_distribution) > > p_square_dist_median_t;

///////////////////////////////////////////////////////////////////////////////
// test_stat
//
void test_stat()
{
    // two random number generators
    double mu = 1.;
    boost::lagged_fibonacci607 rng;
    boost::normal_distribution<> mean_sigma(mu,1);
    boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);

    p_square_median_t acc;
    dist_median_t acc_dens( density_cache_size = 10000, density_num_bins = 1000 );
    p_square_dist_median_t acc_cdist( p_square_cumulative_distribution_num_cells = 100 );

    for (std::size_t i=0; i<100000; ++i)
    {
        double sample = normal();
        acc(sample);
        acc_dens(sample);
        acc_cdist(sample);
    }

    BOOST_CHECK_CLOSE(1., median(acc), 1.);
    BOOST_CHECK_CLOSE(1., median(acc_dens), 1.);
    BOOST_CHECK_CLOSE(1., median(acc_cdist), 3.);
}

///////////////////////////////////////////////////////////////////////////////
// test_persistency
//
void test_persistency()
{
    // two random number generators
    double mu = 1.;
    boost::lagged_fibonacci607 rng;
    boost::normal_distribution<> mean_sigma(mu,1);
    boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
    std::stringstream ss;
    {
        p_square_median_t acc;
        dist_median_t acc_dens( density_cache_size = 10000, density_num_bins = 1000 );
        p_square_dist_median_t acc_cdist( p_square_cumulative_distribution_num_cells = 100 );

        for (std::size_t i=0; i<100000; ++i)
        {
            double sample = normal();
            acc(sample);
            acc_dens(sample);
            acc_cdist(sample);
        }

        BOOST_CHECK_CLOSE(1., median(acc), 1.);
        BOOST_CHECK_CLOSE(1., median(acc_dens), 1.);
        BOOST_CHECK_CLOSE(1., median(acc_cdist), 3.);

        boost::archive::text_oarchive oa(ss);
        acc.serialize(oa, 0);
        acc_dens.serialize(oa, 0);
        acc_cdist.serialize(oa, 0);
    }

    p_square_median_t acc;
    dist_median_t acc_dens( density_cache_size = 10000, density_num_bins = 1000 );
    p_square_dist_median_t acc_cdist( p_square_cumulative_distribution_num_cells = 100 );
    boost::archive::text_iarchive ia(ss);
    acc.serialize(ia, 0);
    acc_dens.serialize(ia, 0);
    acc_cdist.serialize(ia, 0);
    BOOST_CHECK_CLOSE(1., median(acc), 1.);
    BOOST_CHECK_CLOSE(1., median(acc_dens), 1.);
    BOOST_CHECK_CLOSE(1., median(acc_cdist), 3.);
}

///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
    test_suite *test = BOOST_TEST_SUITE("median test");

    test->add(BOOST_TEST_CASE(&test_stat));
    test->add(BOOST_TEST_CASE(&test_persistency));

    return test;
}