1 // Copyright (C) Eric Niebler 2005.
2 // Copyright (C) Pieter Bastiaan Ober 2014.
3 // Use, modification and distribution are subject to the
4 // Boost Software License, Version 1.0. (See accompanying file
5 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
6
7 #include <boost/test/unit_test.hpp>
8 #include <boost/test/floating_point_comparison.hpp>
9 #include <boost/mpl/assert.hpp>
10 #include <boost/accumulators/accumulators.hpp>
11 #include <boost/accumulators/statistics/stats.hpp>
12 #include <boost/accumulators/statistics/rolling_moment.hpp>
13 #include <sstream>
14 #include <boost/archive/text_oarchive.hpp>
15 #include <boost/archive/text_iarchive.hpp>
16
17 using namespace boost;
18 using namespace unit_test;
19 using namespace accumulators;
20
21 template<typename T>
assert_is_double(T const &)22 void assert_is_double(T const &)
23 {
24 BOOST_MPL_ASSERT((is_same<T, double>));
25 }
26
27 ///////////////////////////////////////////////////////////////////////////////
28 // test_rolling_moment
29 //
30
test_rolling_second_moment()31 void test_rolling_second_moment()
32 {
33 accumulator_set<int, stats<tag::rolling_moment<2> > > acc(tag::rolling_moment<2>::window_size = 3);
34
35 acc(2);
36
37 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), 4.0/1 ,1e-5);
38
39 acc(4);
40
41 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0)/2, 1e-5);
42
43 acc(5);
44
45 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0 + 25.0)/3, 1e-5);
46
47 acc(6);
48
49 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (16.0 + 25.0 + 36.0)/3, 1e-5);
50
51 assert_is_double(rolling_moment<2>(acc));
52 }
53
test_rolling_fifth_moment()54 void test_rolling_fifth_moment()
55 {
56 accumulator_set<int, stats<tag::rolling_moment<5> > > acc(tag::rolling_moment<2>::window_size = 3);
57
58 acc(2);
59
60 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), 32.0/1, 1e-5);
61
62 acc(3);
63
64 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0)/2, 1e-5);
65
66 acc(4);
67
68 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0 + 1024.0)/3, 1e-5);
69
70 acc(5);
71
72 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
73
74 assert_is_double(rolling_moment<5>(acc));
75 }
76
77 ///////////////////////////////////////////////////////////////////////////////
78 // test_persistency
79 //
test_persistency()80 void test_persistency()
81 {
82 std::stringstream ss;
83 {
84 accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
85 accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
86
87 acc2(2); acc5(2);
88 acc2(4); acc5(3);
89 acc2(5); acc5(4);
90 acc2(6); acc5(5);
91
92 BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
93 BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
94 boost::archive::text_oarchive oa(ss);
95 acc2.serialize(oa, 0);
96 acc5.serialize(oa, 0);
97 }
98 accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
99 accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
100 boost::archive::text_iarchive ia(ss);
101 acc2.serialize(ia, 0);
102 acc5.serialize(ia, 0);
103 BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
104 BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
105 }
106
107 ///////////////////////////////////////////////////////////////////////////////
108 // init_unit_test_suite
109 //
init_unit_test_suite(int argc,char * argv[])110 test_suite* init_unit_test_suite( int argc, char* argv[] )
111 {
112 test_suite *test = BOOST_TEST_SUITE("rolling moment test");
113
114 test->add(BOOST_TEST_CASE(&test_rolling_second_moment));
115 test->add(BOOST_TEST_CASE(&test_rolling_fifth_moment));
116 test->add(BOOST_TEST_CASE(&test_persistency));
117
118 return test;
119 }
120