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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 p_square_quantile.hpp
- #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_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::p_square_quantile> > 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;
- }
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