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 extended_p_square_quantile.hpp
7
8 #include <iostream>
9 #include <boost/random.hpp>
10 #include <boost/test/unit_test.hpp>
11 #include <boost/test/floating_point_comparison.hpp>
12 #include <boost/accumulators/numeric/functional/vector.hpp>
13 #include <boost/accumulators/numeric/functional/complex.hpp>
14 #include <boost/accumulators/numeric/functional/valarray.hpp>
15 #include <boost/accumulators/accumulators.hpp>
16 #include <boost/accumulators/statistics/stats.hpp>
17 #include <boost/accumulators/statistics/extended_p_square_quantile.hpp>
18 #include <sstream>
19 #include <boost/archive/text_oarchive.hpp>
20 #include <boost/archive/text_iarchive.hpp>
21
22 using namespace boost;
23 using namespace unit_test;
24 using namespace boost::accumulators;
25
26 typedef accumulator_set<double, stats<tag::extended_p_square_quantile> > accumulator_t;
27 typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile>, double > accumulator_t_weighted;
28 typedef accumulator_set<double, stats<tag::extended_p_square_quantile(quadratic)> > accumulator_t_quadratic;
29 typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile(quadratic)>, double > accumulator_t_weighted_quadratic;
30
31 ///////////////////////////////////////////////////////////////////////////////
32 // test_stat
33 //
test_stat()34 void test_stat()
35 {
36 // tolerance
37 double epsilon = 1;
38
39 // a random number generator
40 boost::lagged_fibonacci607 rng;
41
42 std::vector<double> probs;
43
44 probs.push_back(0.990);
45 probs.push_back(0.991);
46 probs.push_back(0.992);
47 probs.push_back(0.993);
48 probs.push_back(0.994);
49 probs.push_back(0.995);
50 probs.push_back(0.996);
51 probs.push_back(0.997);
52 probs.push_back(0.998);
53 probs.push_back(0.999);
54
55 accumulator_t acc(extended_p_square_probabilities = probs);
56 accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
57 accumulator_t_quadratic acc2(extended_p_square_probabilities = probs);
58 accumulator_t_weighted_quadratic acc_weighted2(extended_p_square_probabilities = probs);
59
60 for (int i=0; i<10000; ++i)
61 {
62 double sample = rng();
63 acc(sample);
64 acc2(sample);
65 acc_weighted(sample, weight = 1.);
66 acc_weighted2(sample, weight = 1.);
67 }
68
69 for (std::size_t i = 0; i < probs.size() - 1; ++i)
70 {
71 BOOST_CHECK_CLOSE(
72 quantile(acc, quantile_probability = 0.99025 + i*0.001)
73 , 0.99025 + i*0.001
74 , epsilon
75 );
76 BOOST_CHECK_CLOSE(
77 quantile(acc2, quantile_probability = 0.99025 + i*0.001)
78 , 0.99025 + i*0.001
79 , epsilon
80 );
81 BOOST_CHECK_CLOSE(
82 quantile(acc_weighted, quantile_probability = 0.99025 + i*0.001)
83 , 0.99025 + i*0.001
84 , epsilon
85 );
86 BOOST_CHECK_CLOSE(
87 quantile(acc_weighted2, quantile_probability = 0.99025 + i*0.001)
88 , 0.99025 + i*0.001
89 , epsilon
90 );
91 }
92 }
93
94 ///////////////////////////////////////////////////////////////////////////////
95 // test_persistency
96 //
test_persistency()97 void test_persistency()
98 {
99 // "persistent" storage
100 std::stringstream ss;
101
102 // tolerance
103 double epsilon = 1.;
104
105 // a random number generator
106 boost::lagged_fibonacci607 rng;
107
108 std::vector<double> probs;
109 probs.push_back(0.990);
110 probs.push_back(0.991);
111 probs.push_back(0.992);
112 probs.push_back(0.993);
113 probs.push_back(0.994);
114 probs.push_back(0.995);
115 probs.push_back(0.996);
116 probs.push_back(0.997);
117 probs.push_back(0.998);
118 probs.push_back(0.999);
119
120 {
121 accumulator_t acc(extended_p_square_probabilities = probs);
122 accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
123
124 for (int i=0; i<10000; ++i)
125 {
126 double sample = rng();
127 acc(sample);
128 acc_weighted(sample, weight = 1.);
129 }
130
131 BOOST_CHECK_CLOSE(
132 quantile(acc, quantile_probability = 0.99025)
133 , 0.99025
134 , epsilon
135 );
136 BOOST_CHECK_CLOSE(
137 quantile(acc_weighted, quantile_probability = 0.99025)
138 , 0.99025
139 , epsilon
140 );
141 boost::archive::text_oarchive oa(ss);
142 acc.serialize(oa, 0);
143 acc_weighted.serialize(oa, 0);
144 }
145
146 accumulator_t acc(extended_p_square_probabilities = probs);
147 accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
148 boost::archive::text_iarchive ia(ss);
149 acc.serialize(ia, 0);
150 acc_weighted.serialize(ia, 0);
151 BOOST_CHECK_CLOSE(
152 quantile(acc, quantile_probability = 0.99025)
153 , 0.99025
154 , epsilon
155 );
156 BOOST_CHECK_CLOSE(
157 quantile(acc_weighted, quantile_probability = 0.99025)
158 , 0.99025
159 , epsilon
160 );
161 }
162 ///////////////////////////////////////////////////////////////////////////////
163 // init_unit_test_suite
164 //
init_unit_test_suite(int argc,char * argv[])165 test_suite* init_unit_test_suite( int argc, char* argv[] )
166 {
167 test_suite *test = BOOST_TEST_SUITE("extended_p_square_quantile test");
168
169 test->add(BOOST_TEST_CASE(&test_stat));
170 test->add(BOOST_TEST_CASE(&test_persistency));
171
172 return test;
173 }
174
175