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- // (C) Copyright 2005 Daniel Egloff, Eric Niebler
- // 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)
- #define BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
- #include <boost/test/unit_test.hpp>
- #include <boost/test/floating_point_comparison.hpp>
- #include <boost/accumulators/accumulators.hpp>
- #include <boost/accumulators/statistics/variates/covariate.hpp>
- #include <boost/accumulators/statistics/stats.hpp>
- #include <boost/accumulators/statistics/covariance.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;
- ///////////////////////////////////////////////////////////////////////////////
- // test_stat
- //
- void test_stat()
- {
- std::vector<double> dummy;
- dummy.push_back(0);
- dummy.push_back(0);
- accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
- accumulator_set<std::vector<double>, stats<tag::covariance<double, tag::covariate1> > > acc2(sample = dummy);
- accumulator_set<double, stats<tag::covariance<std::vector<double>, tag::covariate1> > > acc3(covariate1 = dummy);
- accumulator_set<std::vector<double>, stats<tag::covariance<std::vector<double>, tag::covariate1> > > acc4(sample = dummy, covariate1 = dummy);
- std::vector<double> a;
- a.push_back(1.);
- a.push_back(2.);
- std::vector<double> b;
- b.push_back(3.);
- b.push_back(4.);
- std::vector<double> c;
- c.push_back(2.);
- c.push_back(5.);
- std::vector<double> d;
- d.push_back(4.);
- d.push_back(2.);
- // double - double
- {
- acc(1., covariate1 = 2.);
- acc(1., covariate1 = 4.);
- acc(2., covariate1 = 3.);
- acc(6., covariate1 = 1.);
- }
- // vector - double
- {
- acc2(a, covariate1 = 1.);
- acc2(b, covariate1 = 1.);
- acc2(c, covariate1 = 2.);
- acc2(d, covariate1 = 6.);
- }
- // double - vector
- {
- acc3(1., covariate1 = a);
- acc3(1., covariate1 = b);
- acc3(2., covariate1 = c);
- acc3(6., covariate1 = d);
- }
- // vector - vector
- {
- acc4(a, covariate1 = b);
- acc4(b, covariate1 = c);
- acc4(a, covariate1 = c);
- acc4(d, covariate1 = b);
- }
- double epsilon = 1e-6;
- BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc4))(1,0), -0.125, epsilon);
- BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon);
- }
- ///////////////////////////////////////////////////////////////////////////////
- // test_persistency
- //
- void test_persistency()
- {
- // "persistent" storage
- std::stringstream ss;
- // tolerance
- double epsilon = 1e-6;
- {
- accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
- acc(1., covariate1 = 2.);
- acc(1., covariate1 = 4.);
- acc(2., covariate1 = 3.);
- acc(6., covariate1 = 1.);
- BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
- boost::archive::text_oarchive oa(ss);
- acc.serialize(oa, 0);
- }
- accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
- BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon);
- boost::archive::text_iarchive ia(ss);
- acc.serialize(ia, 0);
- BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("covariance test");
- test->add(BOOST_TEST_CASE(&test_stat));
- test->add(BOOST_TEST_CASE(&test_persistency));
- return test;
- }
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