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- // (C) Copyright Eric Niebler, Olivier Gygi 2006.
- // 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_cumul_dist.hpp
- #include <cmath>
- #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/p_square_cumul_dist.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;
- ///////////////////////////////////////////////////////////////////////////////
- // erf() not known by VC++ compiler!
- // my_erf() computes error function by numerically integrating with trapezoidal rule
- //
- double my_erf(double const& x, int const& n = 1000)
- {
- double sum = 0.;
- double delta = x/n;
- for (int i = 1; i < n; ++i)
- sum += std::exp(-i*i*delta*delta) * delta;
- sum += 0.5 * delta * (1. + std::exp(-x*x));
- return sum * 2. / std::sqrt(3.141592653);
- }
- typedef accumulator_set<double, stats<tag::p_square_cumulative_distribution> > accumulator_t;
- typedef iterator_range<std::vector<std::pair<double, double> >::iterator > histogram_type;
- ///////////////////////////////////////////////////////////////////////////////
- // test_stat
- //
- void test_stat()
- {
- // tolerance in %
- double epsilon = 3;
- accumulator_t acc(p_square_cumulative_distribution_num_cells = 100);
- // two random number generators
- boost::lagged_fibonacci607 rng;
- boost::normal_distribution<> mean_sigma(0,1);
- boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
- for (std::size_t i=0; i<1000000; ++i)
- {
- acc(normal());
- }
- histogram_type histogram = p_square_cumulative_distribution(acc);
- for (std::size_t i = 0; i < histogram.size(); ++i)
- {
- // problem with small results: epsilon is relative (in percent), not absolute!
- if ( histogram[i].second > 0.001 )
- BOOST_CHECK_CLOSE( 0.5 * (1.0 + my_erf( histogram[i].first / std::sqrt(2.0) )), histogram[i].second, epsilon );
- }
- }
- ///////////////////////////////////////////////////////////////////////////////
- // test_persistency
- //
- void test_persistency()
- {
- // "persistent" storage
- std::stringstream ss;
- // tolerance in %
- double epsilon = 3;
- {
- accumulator_t acc(p_square_cumulative_distribution_num_cells = 100);
- // two random number generators
- boost::lagged_fibonacci607 rng;
- boost::normal_distribution<> mean_sigma(0,1);
- boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
- for (std::size_t i=0; i<1000000; ++i)
- {
- acc(normal());
- }
- histogram_type histogram = p_square_cumulative_distribution(acc);
- BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[25].first / std::sqrt(2.0))), histogram[25].second, epsilon);
- BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[50].first / std::sqrt(2.0))), histogram[50].second, epsilon);
- BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[75].first / std::sqrt(2.0))), histogram[75].second, epsilon);
- boost::archive::text_oarchive oa(ss);
- acc.serialize(oa, 0);
- }
- accumulator_t acc(p_square_cumulative_distribution_num_cells = 100);
- boost::archive::text_iarchive ia(ss);
- acc.serialize(ia, 0);
- histogram_type histogram = p_square_cumulative_distribution(acc);
- BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[25].first / std::sqrt(2.0))), histogram[25].second, epsilon);
- BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[50].first / std::sqrt(2.0))), histogram[50].second, epsilon);
- BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[75].first / std::sqrt(2.0))), histogram[75].second, epsilon);
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("p_square_cumulative_distribution test");
- test->add(BOOST_TEST_CASE(&test_stat));
- test->add(BOOST_TEST_CASE(&test_persistency));
- return test;
- }
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