ff9432f97b
* Add, and update, documentation build targets. * adding serialization to stats * serialize rolling stats
123 lines
4.0 KiB
C++
123 lines
4.0 KiB
C++
// (C) Copyright Eric Niebler 2005.
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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_quantile.hpp
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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_quantile.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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typedef accumulator_set<double, stats<tag::p_square_quantile> > accumulator_t;
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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 = 1;
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// a random number generator
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boost::lagged_fibonacci607 rng;
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accumulator_t acc0(quantile_probability = 0.001);
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accumulator_t acc1(quantile_probability = 0.01 );
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accumulator_t acc2(quantile_probability = 0.1 );
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accumulator_t acc3(quantile_probability = 0.25 );
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accumulator_t acc4(quantile_probability = 0.5 );
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accumulator_t acc5(quantile_probability = 0.75 );
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accumulator_t acc6(quantile_probability = 0.9 );
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accumulator_t acc7(quantile_probability = 0.99 );
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accumulator_t acc8(quantile_probability = 0.999);
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for (int i=0; i<100000; ++i)
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{
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double sample = rng();
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acc0(sample);
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acc1(sample);
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acc2(sample);
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acc3(sample);
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acc4(sample);
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acc5(sample);
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acc6(sample);
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acc7(sample);
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acc8(sample);
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}
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BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 18*epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 7*epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , 3*epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , 2*epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc7), 0.99 , epsilon );
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BOOST_CHECK_CLOSE( p_square_quantile(acc8), 0.999, epsilon );
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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 = 1;
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// a random number generator
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boost::lagged_fibonacci607 rng;
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{
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accumulator_t acc1(quantile_probability = 0.75 );
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accumulator_t acc2(quantile_probability = 0.999);
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for (int i=0; i<100000; ++i)
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{
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double sample = rng();
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acc1(sample);
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acc2(sample);
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}
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BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon);
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BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon);
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boost::archive::text_oarchive oa(ss);
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acc1.serialize(oa, 0);
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acc2.serialize(oa, 0);
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}
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accumulator_t acc1(quantile_probability = 0.75);
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accumulator_t acc2(quantile_probability = 0.999);
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boost::archive::text_iarchive ia(ss);
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acc1.serialize(ia, 0);
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acc2.serialize(ia, 0);
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BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon);
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BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, 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_quantile 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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