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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)
- #include <boost/test/unit_test.hpp>
- #include <boost/test/floating_point_comparison.hpp>
- #include <boost/accumulators/accumulators.hpp>
- #include <boost/accumulators/statistics/stats.hpp>
- #include <boost/accumulators/statistics/variance.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()
- {
- // matlab
- // >> samples = [1:5];
- // >> mean(samples)
- // ans = 3
- // >> sum(samples .* samples) / length(samples)
- // ans = 11
- // >> sum(samples .* samples) / length(samples) - mean(samples)^2
- // ans = 2
- // lazy variance, now lazy with syntactic sugar, thanks to Eric
- accumulator_set<int, stats<tag::variance(lazy)> > acc1;
- acc1(1);
- acc1(2);
- acc1(3);
- acc1(4);
- acc1(5);
- BOOST_CHECK_EQUAL(5u, count(acc1));
- BOOST_CHECK_CLOSE(3., mean(acc1), 1e-5);
- BOOST_CHECK_CLOSE(11., accumulators::moment<2>(acc1), 1e-5);
- BOOST_CHECK_CLOSE(2., variance(acc1), 1e-5);
- // immediate variance
- accumulator_set<int, stats<tag::variance> > acc2;
- acc2(1);
- acc2(2);
- acc2(3);
- acc2(4);
- acc2(5);
- BOOST_CHECK_EQUAL(5u, count(acc2));
- BOOST_CHECK_CLOSE(3., mean(acc2), 1e-5);
- BOOST_CHECK_CLOSE(2., variance(acc2), 1e-5);
- }
- ///////////////////////////////////////////////////////////////////////////////
- // test_persistency
- //
- void test_persistency()
- {
- double epsilon = 1e-5;
- std::stringstream ss;
- {
- accumulator_set<int, stats<tag::variance(lazy)> > acc1;
- accumulator_set<int, stats<tag::variance> > acc2;
- acc1(1);
- acc1(2);
- acc1(3);
- acc1(4);
- acc1(5);
- acc2(1);
- acc2(2);
- acc2(3);
- acc2(4);
- acc2(5);
- BOOST_CHECK_CLOSE(2., variance(acc2), epsilon);
- BOOST_CHECK_CLOSE(2., variance(acc1), epsilon);
- boost::archive::text_oarchive oa(ss);
- acc1.serialize(oa, 0);
- acc2.serialize(oa, 0);
- }
- accumulator_set<int, stats<tag::variance(lazy)> > acc1;
- accumulator_set<int, stats<tag::variance> > acc2;
- boost::archive::text_iarchive ia(ss);
- acc1.serialize(ia, 0);
- acc2.serialize(ia, 0);
- BOOST_CHECK_CLOSE(2., variance(acc2), epsilon);
- BOOST_CHECK_CLOSE(2., variance(acc1), epsilon);
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("variance test");
- test->add(BOOST_TEST_CASE(&test_stat));
- test->add(BOOST_TEST_CASE(&test_persistency));
- return test;
- }
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