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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/weighted_covariance.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::weighted_covariance<double, tag::covariate1> >, double > acc;
- accumulator_set<std::vector<double>, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc2(sample = dummy);
- accumulator_set<double, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc3(covariate1 = dummy);
- accumulator_set<std::vector<double>, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > 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., weight = 1.1, covariate1 = 2.);
- acc(1., weight = 2.2, covariate1 = 4.);
- acc(2., weight = 3.3, covariate1 = 3.);
- acc(6., weight = 4.4, covariate1 = 1.);
- }
- // vector - double
- {
- acc2(a, weight = 1.1, covariate1 = 1.);
- acc2(b, weight = 2.2, covariate1 = 1.);
- acc2(c, weight = 3.3, covariate1 = 2.);
- acc2(d, weight = 4.4, covariate1 = 6.);
- }
- // double - vector
- {
- acc3(1., weight = 1.1, covariate1 = a);
- acc3(1., weight = 2.2, covariate1 = b);
- acc3(2., weight = 3.3, covariate1 = c);
- acc3(6., weight = 4.4, covariate1 = d);
- }
- // vector - vector
- {
- acc4(a, weight = 1.1, covariate1 = b);
- acc4(b, weight = 2.2, covariate1 = c);
- acc4(a, weight = 3.3, covariate1 = c);
- acc4(d, weight = 4.4, covariate1 = b);
- }
- double epsilon = 1e-6;
- BOOST_CHECK_CLOSE((weighted_covariance(acc)), -2.39, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc2))[0], 1.93, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc2))[1], -2.09, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc3))[0], 1.93, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc3))[1], -2.09, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,0), 0.4, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,1), -0.2, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,0), -0.4, epsilon);
- BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,1), 0.2, epsilon);
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("weighted_covariance test");
- test->add(BOOST_TEST_CASE(&test_stat));
- return test;
- }
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