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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 tail_variate_means.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/variates/covariate.hpp>
- #include <boost/accumulators/statistics/stats.hpp>
- #include <boost/accumulators/statistics/tail_variate_means.hpp>
- using namespace boost;
- using namespace unit_test;
- using namespace boost::accumulators;
- ///////////////////////////////////////////////////////////////////////////////
- // test_stat
- //
- void test_stat()
- {
- std::size_t c = 5; // cache size
- typedef double variate_type;
- typedef std::vector<variate_type> variate_set_type;
- typedef accumulator_set<double, stats<tag::tail_variate_means<right, variate_set_type, tag::covariate1>(relative)> > accumulator_t1;
- typedef accumulator_set<double, stats<tag::tail_variate_means<right, variate_set_type, tag::covariate1>(absolute)> > accumulator_t2;
- typedef accumulator_set<double, stats<tag::tail_variate_means<left, variate_set_type, tag::covariate1>(relative)> > accumulator_t3;
- typedef accumulator_set<double, stats<tag::tail_variate_means<left, variate_set_type, tag::covariate1>(absolute)> > accumulator_t4;
- accumulator_t1 acc1( right_tail_cache_size = c );
- accumulator_t2 acc2( right_tail_cache_size = c );
- accumulator_t3 acc3( left_tail_cache_size = c );
- accumulator_t4 acc4( left_tail_cache_size = c );
- variate_set_type cov1, cov2, cov3, cov4, cov5;
- double c1[] = { 10., 20., 30., 40. }; // 100
- double c2[] = { 26., 4., 17., 3. }; // 50
- double c3[] = { 46., 64., 40., 50. }; // 200
- double c4[] = { 1., 3., 70., 6. }; // 80
- double c5[] = { 2., 2., 2., 14. }; // 20
- cov1.assign(c1, c1 + sizeof(c1)/sizeof(variate_type));
- cov2.assign(c2, c2 + sizeof(c2)/sizeof(variate_type));
- cov3.assign(c3, c3 + sizeof(c3)/sizeof(variate_type));
- cov4.assign(c4, c4 + sizeof(c4)/sizeof(variate_type));
- cov5.assign(c5, c5 + sizeof(c5)/sizeof(variate_type));
- acc1(100., covariate1 = cov1);
- acc1( 50., covariate1 = cov2);
- acc1(200., covariate1 = cov3);
- acc1( 80., covariate1 = cov4);
- acc1( 20., covariate1 = cov5);
- acc2(100., covariate1 = cov1);
- acc2( 50., covariate1 = cov2);
- acc2(200., covariate1 = cov3);
- acc2( 80., covariate1 = cov4);
- acc2( 20., covariate1 = cov5);
- acc3(100., covariate1 = cov1);
- acc3( 50., covariate1 = cov2);
- acc3(200., covariate1 = cov3);
- acc3( 80., covariate1 = cov4);
- acc3( 20., covariate1 = cov5);
- acc4(100., covariate1 = cov1);
- acc4( 50., covariate1 = cov2);
- acc4(200., covariate1 = cov3);
- acc4( 80., covariate1 = cov4);
- acc4( 20., covariate1 = cov5);
- // check relative risk contributions
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() ), 14./75. ); // (10 + 46) / 300 = 14/75
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() + 1), 7./25. ); // (20 + 64) / 300 = 7/25
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() + 2), 7./30. ); // (30 + 40) / 300 = 7/30
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() + 3), 3./10. ); // (40 + 50) / 300 = 3/10
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() ), 14./35. ); // (26 + 2) / 70 = 14/35
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() + 1), 3./35. ); // ( 4 + 2) / 70 = 3/35
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() + 2), 19./70. ); // (17 + 2) / 70 = 19/70
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() + 3), 17./70. ); // ( 3 + 14) / 70 = 17/70
- // check absolute risk contributions
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() ), 28 ); // (10 + 46) / 2 = 28
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() + 1), 42 ); // (20 + 64) / 2 = 42
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() + 2), 35 ); // (30 + 40) / 2 = 35
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() + 3), 45 ); // (40 + 50) / 2 = 45
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() ), 14 ); // (26 + 2) / 2 = 14
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() + 1), 3 ); // ( 4 + 2) / 2 = 3
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() + 2),9.5 ); // (17 + 2) / 2 = 9.5
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() + 3),8.5 ); // ( 3 + 14) / 2 = 8.5
- // check relative risk contributions
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() ), 23./100. ); // 46/200 = 23/100
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() + 1), 8./25. ); // 64/200 = 8/25
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() + 2), 1./5. ); // 40/200 = 1/5
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() + 3), 1./4. ); // 50/200 = 1/4
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() ), 1./10. ); // 2/ 20 = 1/10
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() + 1), 1./10. ); // 2/ 20 = 1/10
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() + 2), 1./10. ); // 2/ 20 = 1/10
- BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() + 3), 7./10. ); // 14/ 20 = 7/10
- // check absolute risk contributions
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() ), 46 ); // 46
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() + 1), 64 ); // 64
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() + 2), 40 ); // 40
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() + 3), 50 ); // 50
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() ), 2 ); // 2
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() + 1), 2 ); // 2
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() + 2), 2 ); // 2
- BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() + 3), 14 ); // 14
- }
- ///////////////////////////////////////////////////////////////////////////////
- // init_unit_test_suite
- //
- test_suite* init_unit_test_suite( int argc, char* argv[] )
- {
- test_suite *test = BOOST_TEST_SUITE("tail_variate_means test");
- test->add(BOOST_TEST_CASE(&test_stat));
- return test;
- }
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