ff9432f97b
* Add, and update, documentation build targets. * adding serialization to stats * serialize rolling stats
125 lines
4.6 KiB
C++
125 lines
4.6 KiB
C++
// (C) Copyright Eric Niebler, Olivier Gygi 2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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// Test case for p_square_cumul_dist.hpp
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#include <cmath>
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#include <boost/random.hpp>
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#include <boost/test/unit_test.hpp>
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#include <boost/test/floating_point_comparison.hpp>
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#include <boost/accumulators/numeric/functional/vector.hpp>
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#include <boost/accumulators/numeric/functional/complex.hpp>
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#include <boost/accumulators/numeric/functional/valarray.hpp>
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#include <boost/accumulators/accumulators.hpp>
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/p_square_cumul_dist.hpp>
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#include <sstream>
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#include <boost/archive/text_oarchive.hpp>
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#include <boost/archive/text_iarchive.hpp>
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using namespace boost;
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using namespace unit_test;
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using namespace boost::accumulators;
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///////////////////////////////////////////////////////////////////////////////
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// erf() not known by VC++ compiler!
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// my_erf() computes error function by numerically integrating with trapezoidal rule
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//
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double my_erf(double const& x, int const& n = 1000)
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{
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double sum = 0.;
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double delta = x/n;
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for (int i = 1; i < n; ++i)
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sum += std::exp(-i*i*delta*delta) * delta;
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sum += 0.5 * delta * (1. + std::exp(-x*x));
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return sum * 2. / std::sqrt(3.141592653);
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}
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typedef accumulator_set<double, stats<tag::p_square_cumulative_distribution> > accumulator_t;
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typedef iterator_range<std::vector<std::pair<double, double> >::iterator > histogram_type;
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///////////////////////////////////////////////////////////////////////////////
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// test_stat
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//
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void test_stat()
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{
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// tolerance in %
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double epsilon = 3;
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accumulator_t acc(p_square_cumulative_distribution_num_cells = 100);
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// two random number generators
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boost::lagged_fibonacci607 rng;
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boost::normal_distribution<> mean_sigma(0,1);
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boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
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for (std::size_t i=0; i<1000000; ++i)
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{
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acc(normal());
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}
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histogram_type histogram = p_square_cumulative_distribution(acc);
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for (std::size_t i = 0; i < histogram.size(); ++i)
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{
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// problem with small results: epsilon is relative (in percent), not absolute!
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if ( histogram[i].second > 0.001 )
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BOOST_CHECK_CLOSE( 0.5 * (1.0 + my_erf( histogram[i].first / std::sqrt(2.0) )), histogram[i].second, epsilon );
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}
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}
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///////////////////////////////////////////////////////////////////////////////
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// test_persistency
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//
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void test_persistency()
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{
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// "persistent" storage
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std::stringstream ss;
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// tolerance in %
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double epsilon = 3;
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{
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accumulator_t acc(p_square_cumulative_distribution_num_cells = 100);
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// two random number generators
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boost::lagged_fibonacci607 rng;
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boost::normal_distribution<> mean_sigma(0,1);
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boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
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for (std::size_t i=0; i<1000000; ++i)
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{
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acc(normal());
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}
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histogram_type histogram = p_square_cumulative_distribution(acc);
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BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[25].first / std::sqrt(2.0))), histogram[25].second, epsilon);
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BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[50].first / std::sqrt(2.0))), histogram[50].second, epsilon);
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BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[75].first / std::sqrt(2.0))), histogram[75].second, epsilon);
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boost::archive::text_oarchive oa(ss);
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acc.serialize(oa, 0);
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}
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accumulator_t acc(p_square_cumulative_distribution_num_cells = 100);
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boost::archive::text_iarchive ia(ss);
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acc.serialize(ia, 0);
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histogram_type histogram = p_square_cumulative_distribution(acc);
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BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[25].first / std::sqrt(2.0))), histogram[25].second, epsilon);
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BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[50].first / std::sqrt(2.0))), histogram[50].second, epsilon);
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BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[75].first / std::sqrt(2.0))), histogram[75].second, epsilon);
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}
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///////////////////////////////////////////////////////////////////////////////
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// init_unit_test_suite
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//
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test_suite* init_unit_test_suite( int argc, char* argv[] )
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{
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test_suite *test = BOOST_TEST_SUITE("p_square_cumulative_distribution test");
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test->add(BOOST_TEST_CASE(&test_stat));
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test->add(BOOST_TEST_CASE(&test_persistency));
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return test;
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}
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