1 files changed, 49 insertions, 2 deletions
diff --git a/libs/accumulators/test/p_square_quantile_extended.cpp b/libs/accumulators/test/p_square_quantile_extended.cpp
index 97d34803b7..debe33ce63 100644
--- a/libs/accumulators/test/p_square_quantile_extended.cpp
+++ b/libs/accumulators/test/p_square_quantile_extended.cpp
@@ -15,18 +15,21 @@
 #include <boost/accumulators/accumulators.hpp>
 #include <boost/accumulators/statistics/stats.hpp>
 #include <boost/accumulators/statistics/p_square_quantile_extended.hpp>
+#include <sstream>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
 
 using namespace boost;
 using namespace unit_test;
 using namespace boost::accumulators;
 
+typedef accumulator_set<double, stats<tag::p_square_quantile_extended> > accumulator_t;
+
 ///////////////////////////////////////////////////////////////////////////////
 // test_stat
 //
 void test_stat()
 {
-    typedef accumulator_set<double, stats<tag::p_square_quantile_extended> > accumulator_t;
-
     // tolerance
     double epsilon = 1e-6;
 
@@ -57,6 +60,49 @@ void test_stat()
 }
 
 ///////////////////////////////////////////////////////////////////////////////
+// test_persistency
+//
+void test_persistency()
+{
+    // "persistent" storage
+    std::stringstream ss;
+    // tolerance in %
+    double epsilon = 1;
+    // a random number generator
+    boost::lagged_fibonacci607 rng;
+
+    std::vector<double> probs;
+    probs.push_back(0.001);
+    probs.push_back(0.01 );
+    probs.push_back(0.1  );
+    probs.push_back(0.25 );
+    probs.push_back(0.5  );
+    probs.push_back(0.75 );
+    probs.push_back(0.9  );
+    probs.push_back(0.99 );
+    probs.push_back(0.999);
+    {
+        accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
+
+        for (int i=0; i<10000; ++i)
+            acc(rng());
+
+        for (std::size_t i=0; i<probs.size(); ++i)
+        {
+            BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
+        }
+        boost::archive::text_oarchive oa(ss);
+        acc.serialize(oa, 0);
+    }
+    accumulator_t acc(tag::p_square_quantile_extended::probabilities = probs);
+    boost::archive::text_iarchive ia(ss);
+    acc.serialize(ia, 0);
+    for (std::size_t i=0; i<probs.size(); ++i)
+    {
+        BOOST_CHECK_CLOSE(p_square_quantile_extended(acc)[i], probs[i], epsilon);
+    }
+}
+///////////////////////////////////////////////////////////////////////////////
 // init_unit_test_suite
 //
 test_suite* init_unit_test_suite( int argc, char* argv[] )
@@ -64,6 +110,7 @@ test_suite* init_unit_test_suite( int argc, char* argv[] )
     test_suite *test = BOOST_TEST_SUITE("p_square_quantile_extended test");
 
     test->add(BOOST_TEST_CASE(&test_stat));
+    test->add(BOOST_TEST_CASE(&test_persistency));
 
     return test;
 }