1 // (C) Copyright 2005 Daniel Egloff, Eric Niebler
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 #define BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
7
8 #include <boost/test/unit_test.hpp>
9 #include <boost/test/floating_point_comparison.hpp>
10 #include <boost/accumulators/accumulators.hpp>
11 #include <boost/accumulators/statistics/variates/covariate.hpp>
12 #include <boost/accumulators/statistics/stats.hpp>
13 #include <boost/accumulators/statistics/weighted_covariance.hpp>
14
15 using namespace boost;
16 using namespace unit_test;
17 using namespace accumulators;
18
19 ///////////////////////////////////////////////////////////////////////////////
20 // test_stat
21 //
test_stat()22 void test_stat()
23 {
24 std::vector<double> dummy;
25 dummy.push_back(0);
26 dummy.push_back(0);
27
28 accumulator_set<double, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc;
29 accumulator_set<std::vector<double>, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc2(sample = dummy);
30 accumulator_set<double, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc3(covariate1 = dummy);
31 accumulator_set<std::vector<double>, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc4(sample = dummy, covariate1 = dummy);
32
33 std::vector<double> a;
34 a.push_back(1.);
35 a.push_back(2.);
36 std::vector<double> b;
37 b.push_back(3.);
38 b.push_back(4.);
39 std::vector<double> c;
40 c.push_back(2.);
41 c.push_back(5.);
42 std::vector<double> d;
43 d.push_back(4.);
44 d.push_back(2.);
45
46 // double - double
47 {
48 acc(1., weight = 1.1, covariate1 = 2.);
49 acc(1., weight = 2.2, covariate1 = 4.);
50 acc(2., weight = 3.3, covariate1 = 3.);
51 acc(6., weight = 4.4, covariate1 = 1.);
52 }
53
54 // vector - double
55 {
56 acc2(a, weight = 1.1, covariate1 = 1.);
57 acc2(b, weight = 2.2, covariate1 = 1.);
58 acc2(c, weight = 3.3, covariate1 = 2.);
59 acc2(d, weight = 4.4, covariate1 = 6.);
60 }
61
62 // double - vector
63 {
64 acc3(1., weight = 1.1, covariate1 = a);
65 acc3(1., weight = 2.2, covariate1 = b);
66 acc3(2., weight = 3.3, covariate1 = c);
67 acc3(6., weight = 4.4, covariate1 = d);
68 }
69
70 // vector - vector
71 {
72 acc4(a, weight = 1.1, covariate1 = b);
73 acc4(b, weight = 2.2, covariate1 = c);
74 acc4(a, weight = 3.3, covariate1 = c);
75 acc4(d, weight = 4.4, covariate1 = b);
76 }
77
78 double epsilon = 1e-6;
79
80 BOOST_CHECK_CLOSE((weighted_covariance(acc)), -2.39, epsilon);
81 BOOST_CHECK_CLOSE((weighted_covariance(acc2))[0], 1.93, epsilon);
82 BOOST_CHECK_CLOSE((weighted_covariance(acc2))[1], -2.09, epsilon);
83 BOOST_CHECK_CLOSE((weighted_covariance(acc3))[0], 1.93, epsilon);
84 BOOST_CHECK_CLOSE((weighted_covariance(acc3))[1], -2.09, epsilon);
85 BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,0), 0.4, epsilon);
86 BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,1), -0.2, epsilon);
87 BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,0), -0.4, epsilon);
88 BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,1), 0.2, epsilon);
89 }
90
91 ///////////////////////////////////////////////////////////////////////////////
92 // init_unit_test_suite
93 //
init_unit_test_suite(int argc,char * argv[])94 test_suite* init_unit_test_suite( int argc, char* argv[] )
95 {
96 test_suite *test = BOOST_TEST_SUITE("weighted_covariance test");
97
98 test->add(BOOST_TEST_CASE(&test_stat));
99
100 return test;
101 }
102