118 lines
3.4 KiB
C++
118 lines
3.4 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_extended.hpp
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#include <iostream>
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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_extended.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_extended> > 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
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double epsilon = 1e-6;
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// a random number generator
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boost::lagged_fibonacci607 rng;
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std::vector<double> probs;
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probs.push_back(0.001);
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probs.push_back(0.01 );
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probs.push_back(0.1 );
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probs.push_back(0.25 );
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probs.push_back(0.5 );
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probs.push_back(0.75 );
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probs.push_back(0.9 );
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probs.push_back(0.99 );
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probs.push_back(0.999);
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accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
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for (int i=0; i<10000; ++i)
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acc(rng());
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for (std::size_t i=0; i<probs.size(); ++i)
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{
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BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], 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 = 1;
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// a random number generator
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boost::lagged_fibonacci607 rng;
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std::vector<double> probs;
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probs.push_back(0.001);
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probs.push_back(0.01 );
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probs.push_back(0.1 );
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probs.push_back(0.25 );
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probs.push_back(0.5 );
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probs.push_back(0.75 );
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probs.push_back(0.9 );
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probs.push_back(0.99 );
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probs.push_back(0.999);
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{
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accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
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for (int i=0; i<10000; ++i)
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acc(rng());
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for (std::size_t i=0; i<probs.size(); ++i)
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{
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BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
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}
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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(tag::p_square_quantile_extended::probabilities = probs);
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boost::archive::text_iarchive ia(ss);
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acc.serialize(ia, 0);
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for (std::size_t i=0; i<probs.size(); ++i)
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{
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BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
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}
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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_extended 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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