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- // (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 extended_p_square_quantile.hpp
- #include <iostream>
- #include <boost/random.hpp>
- #include <boost/test/unit_test.hpp>
- #include <boost/test/floating_point_comparison.hpp>
- #include <boost/accumulators/numeric/functional/vector.hpp>
- #include <boost/accumulators/numeric/functional/complex.hpp>
- #include <boost/accumulators/numeric/functional/valarray.hpp>
- #include <boost/accumulators/accumulators.hpp>
- #include <boost/accumulators/statistics/stats.hpp>
- #include <boost/accumulators/statistics/extended_p_square_quantile.hpp>
- #include <sstream>
- #include <boost/archive/text_oarchive.hpp>
- #include <boost/archive/text_iarchive.hpp>
- using namespace boost;
- using namespace unit_test;
- using namespace boost::accumulators;
- typedef accumulator_set<double, stats<tag::extended_p_square_quantile> > accumulator_t;
- typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile>, double > accumulator_t_weighted;
- typedef accumulator_set<double, stats<tag::extended_p_square_quantile(quadratic)> > accumulator_t_quadratic;
- typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile(quadratic)>, double > accumulator_t_weighted_quadratic;
- ///////////////////////////////////////////////////////////////////////////////
- // test_stat
- //
- void test_stat()
- {
- // tolerance
- double epsilon = 1;
- // a random number generator
- boost::lagged_fibonacci607 rng;
- std::vector<double> probs;
- probs.push_back(0.990);
- probs.push_back(0.991);
- probs.push_back(0.992);
- probs.push_back(0.993);
- probs.push_back(0.994);
- probs.push_back(0.995);
- probs.push_back(0.996);
- probs.push_back(0.997);
- probs.push_back(0.998);
- probs.push_back(0.999);
- accumulator_t acc(extended_p_square_probabilities = probs);
- accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
- accumulator_t_quadratic acc2(extended_p_square_probabilities = probs);
- accumulator_t_weighted_quadratic acc_weighted2(extended_p_square_probabilities = probs);
- for (int i=0; i<10000; ++i)
- {
- double sample = rng();
- acc(sample);
- acc2(sample);
- acc_weighted(sample, weight = 1.);
- acc_weighted2(sample, weight = 1.);
- }
- for (std::size_t i = 0; i < probs.size() - 1; ++i)
- {
- BOOST_CHECK_CLOSE(
- quantile(acc, quantile_probability = 0.99025 + i*0.001)
- , 0.99025 + i*0.001
- , epsilon
- );
- BOOST_CHECK_CLOSE(
- quantile(acc2, quantile_probability = 0.99025 + i*0.001)
- , 0.99025 + i*0.001
- , epsilon
- );
- BOOST_CHECK_CLOSE(
- quantile(acc_weighted, quantile_probability = 0.99025 + i*0.001)
- , 0.99025 + i*0.001
- , epsilon
- );
- BOOST_CHECK_CLOSE(
- quantile(acc_weighted2, quantile_probability = 0.99025 + i*0.001)
- , 0.99025 + i*0.001
- , epsilon
- );
- }
- }
- ///////////////////////////////////////////////////////////////////////////////
- // test_persistency
- //
- void test_persistency()
- {
- // "persistent" storage
- std::stringstream ss;
-
- // tolerance
- double epsilon = 1.;
-
- // a random number generator
- boost::lagged_fibonacci607 rng;
- std::vector<double> probs;
- probs.push_back(0.990);
- probs.push_back(0.991);
- probs.push_back(0.992);
- probs.push_back(0.993);
- probs.push_back(0.994);
- probs.push_back(0.995);
- probs.push_back(0.996);
- probs.push_back(0.997);
- probs.push_back(0.998);
- probs.push_back(0.999);
- {
- accumulator_t acc(extended_p_square_probabilities = probs);
- accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
- for (int i=0; i<10000; ++i)
- {
- double sample = rng();
- acc(sample);
- acc_weighted(sample, weight = 1.);
- }
- BOOST_CHECK_CLOSE(
- quantile(acc, quantile_probability = 0.99025)
- , 0.99025
- , epsilon
- );
- BOOST_CHECK_CLOSE(
- quantile(acc_weighted, quantile_probability = 0.99025)
- , 0.99025
- , epsilon
- );
- boost::archive::text_oarchive oa(ss);
- acc.serialize(oa, 0);
- acc_weighted.serialize(oa, 0);
- }
- accumulator_t acc(extended_p_square_probabilities = probs);
- accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
- boost::archive::text_iarchive ia(ss);
- acc.serialize(ia, 0);
- acc_weighted.serialize(ia, 0);
- BOOST_CHECK_CLOSE(
- quantile(acc, quantile_probability = 0.99025)
- , 0.99025
- , epsilon
- );
- BOOST_CHECK_CLOSE(
- quantile(acc_weighted, quantile_probability = 0.99025)
- , 0.99025
- , epsilon
- );
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("extended_p_square_quantile test");
- test->add(BOOST_TEST_CASE(&test_stat));
- test->add(BOOST_TEST_CASE(&test_persistency));
- return test;
- }
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