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_extended.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/p_square_quantile_extended.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::p_square_quantile_extended> > accumulator_t;
27
28 ///////////////////////////////////////////////////////////////////////////////
29 // test_stat
30 //
test_stat()31 void test_stat()
32 {
33 // tolerance
34 double epsilon = 1e-6;
35
36 // a random number generator
37 boost::lagged_fibonacci607 rng;
38
39 std::vector<double> probs;
40
41 probs.push_back(0.001);
42 probs.push_back(0.01 );
43 probs.push_back(0.1 );
44 probs.push_back(0.25 );
45 probs.push_back(0.5 );
46 probs.push_back(0.75 );
47 probs.push_back(0.9 );
48 probs.push_back(0.99 );
49 probs.push_back(0.999);
50
51 accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
52
53 for (int i=0; i<10000; ++i)
54 acc(rng());
55
56 for (std::size_t i=0; i<probs.size(); ++i)
57 {
58 BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
59 }
60 }
61
62 ///////////////////////////////////////////////////////////////////////////////
63 // test_persistency
64 //
test_persistency()65 void test_persistency()
66 {
67 // "persistent" storage
68 std::stringstream ss;
69 // tolerance in %
70 double epsilon = 1;
71 // a random number generator
72 boost::lagged_fibonacci607 rng;
73
74 std::vector<double> probs;
75 probs.push_back(0.001);
76 probs.push_back(0.01 );
77 probs.push_back(0.1 );
78 probs.push_back(0.25 );
79 probs.push_back(0.5 );
80 probs.push_back(0.75 );
81 probs.push_back(0.9 );
82 probs.push_back(0.99 );
83 probs.push_back(0.999);
84 {
85 accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
86
87 for (int i=0; i<10000; ++i)
88 acc(rng());
89
90 for (std::size_t i=0; i<probs.size(); ++i)
91 {
92 BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
93 }
94 boost::archive::text_oarchive oa(ss);
95 acc.serialize(oa, 0);
96 }
97 accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
98 boost::archive::text_iarchive ia(ss);
99 acc.serialize(ia, 0);
100 for (std::size_t i=0; i<probs.size(); ++i)
101 {
102 BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
103 }
104 }
105 ///////////////////////////////////////////////////////////////////////////////
106 // init_unit_test_suite
107 //
init_unit_test_suite(int argc,char * argv[])108 test_suite* init_unit_test_suite( int argc, char* argv[] )
109 {
110 test_suite *test = BOOST_TEST_SUITE("p_square_quantile_extended test");
111
112 test->add(BOOST_TEST_CASE(&test_stat));
113 test->add(BOOST_TEST_CASE(&test_persistency));
114
115 return test;
116 }
117
118