1 // (C) Copyright Eric Niebler 2005.
2 // Use, modification and distribution are subject to the
3 // Boost Software License, Version 1.0. (See accompanying file
4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
5
6 // Test case for p_square_quantile.hpp
7
8 #include <boost/random.hpp>
9 #include <boost/test/unit_test.hpp>
10 #include <boost/test/floating_point_comparison.hpp>
11 #include <boost/accumulators/numeric/functional/vector.hpp>
12 #include <boost/accumulators/numeric/functional/complex.hpp>
13 #include <boost/accumulators/numeric/functional/valarray.hpp>
14 #include <boost/accumulators/accumulators.hpp>
15 #include <boost/accumulators/statistics/stats.hpp>
16 #include <boost/accumulators/statistics/p_square_quantile.hpp>
17 #include <sstream>
18 #include <boost/archive/text_oarchive.hpp>
19 #include <boost/archive/text_iarchive.hpp>
20
21 using namespace boost;
22 using namespace unit_test;
23 using namespace boost::accumulators;
24
25 typedef accumulator_set<double, stats<tag::p_square_quantile> > accumulator_t;
26
27 ///////////////////////////////////////////////////////////////////////////////
28 // test_stat
29 //
test_stat()30 void test_stat()
31 {
32 // tolerance in %
33 double epsilon = 1;
34
35 // a random number generator
36 boost::lagged_fibonacci607 rng;
37
38 accumulator_t acc0(quantile_probability = 0.001);
39 accumulator_t acc1(quantile_probability = 0.01 );
40 accumulator_t acc2(quantile_probability = 0.1 );
41 accumulator_t acc3(quantile_probability = 0.25 );
42 accumulator_t acc4(quantile_probability = 0.5 );
43 accumulator_t acc5(quantile_probability = 0.75 );
44 accumulator_t acc6(quantile_probability = 0.9 );
45 accumulator_t acc7(quantile_probability = 0.99 );
46 accumulator_t acc8(quantile_probability = 0.999);
47
48 for (int i=0; i<100000; ++i)
49 {
50 double sample = rng();
51 acc0(sample);
52 acc1(sample);
53 acc2(sample);
54 acc3(sample);
55 acc4(sample);
56 acc5(sample);
57 acc6(sample);
58 acc7(sample);
59 acc8(sample);
60 }
61
62 BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 18*epsilon );
63 BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 7*epsilon );
64 BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , 3*epsilon );
65 BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , 2*epsilon );
66 BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon );
67 BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon );
68 BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon );
69 BOOST_CHECK_CLOSE( p_square_quantile(acc7), 0.99 , epsilon );
70 BOOST_CHECK_CLOSE( p_square_quantile(acc8), 0.999, epsilon );
71 }
72
73 ///////////////////////////////////////////////////////////////////////////////
74 // test_persistency
75 //
test_persistency()76 void test_persistency()
77 {
78 // "persistent" storage
79 std::stringstream ss;
80 // tolerance in %
81 double epsilon = 1;
82 // a random number generator
83 boost::lagged_fibonacci607 rng;
84 {
85 accumulator_t acc1(quantile_probability = 0.75 );
86 accumulator_t acc2(quantile_probability = 0.999);
87
88 for (int i=0; i<100000; ++i)
89 {
90 double sample = rng();
91 acc1(sample);
92 acc2(sample);
93 }
94
95 BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon);
96 BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon);
97 boost::archive::text_oarchive oa(ss);
98 acc1.serialize(oa, 0);
99 acc2.serialize(oa, 0);
100 }
101 accumulator_t acc1(quantile_probability = 0.75);
102 accumulator_t acc2(quantile_probability = 0.999);
103 boost::archive::text_iarchive ia(ss);
104 acc1.serialize(ia, 0);
105 acc2.serialize(ia, 0);
106 BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon);
107 BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon);
108 }
109
110 ///////////////////////////////////////////////////////////////////////////////
111 // init_unit_test_suite
112 //
init_unit_test_suite(int argc,char * argv[])113 test_suite* init_unit_test_suite( int argc, char* argv[] )
114 {
115 test_suite *test = BOOST_TEST_SUITE("p_square_quantile test");
116
117 test->add(BOOST_TEST_CASE(&test_stat));
118 test->add(BOOST_TEST_CASE(&test_persistency));
119
120 return test;
121 }
122
123