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- // (C) Copyright 2006 Eric Niebler, Olivier Gygi.
- // 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 weighted_skewness.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/weighted_skewness.hpp>
- using namespace boost;
- using namespace unit_test;
- using namespace boost::accumulators;
- ///////////////////////////////////////////////////////////////////////////////
- // test_stat
- //
- void test_stat()
- {
- // tolerance in %
- // double epsilon = 1;
- accumulator_set<double, stats<tag::weighted_skewness>, double > acc1;
- accumulator_set<int, stats<tag::weighted_skewness>, int > acc2;
- // 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<100000; ++i)
- {
- acc1(normal(), weight = rng());
- }
- // This check fails because epsilon is relative and not absolute
- // BOOST_CHECK_CLOSE( weighted_skewness(acc1), 0., epsilon );
- acc2(2, weight = 4);
- acc2(7, weight = 1);
- acc2(4, weight = 3);
- acc2(9, weight = 1);
- acc2(3, weight = 2);
- BOOST_CHECK_EQUAL( weighted_mean(acc2), 42./11. );
- BOOST_CHECK_EQUAL( accumulators::weighted_moment<2>(acc2), 212./11. );
- BOOST_CHECK_EQUAL( accumulators::weighted_moment<3>(acc2), 1350./11. );
- BOOST_CHECK_CLOSE( weighted_skewness(acc2), 1.30708406282, 1e-6 );
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("weighted_skewness test");
- test->add(BOOST_TEST_CASE(&test_stat));
- return test;
- }
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