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// (C) Copyright 2005 Daniel Egloff, Eric Niebler
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
#define BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
#include <boost/test/unit_test.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/variates/covariate.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/covariance.hpp>
#include <sstream>
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>
using namespace boost;
using namespace unit_test;
using namespace accumulators;
///////////////////////////////////////////////////////////////////////////////
// test_stat
//
void test_stat()
{
std::vector<double> dummy;
dummy.push_back(0);
dummy.push_back(0);
accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
accumulator_set<std::vector<double>, stats<tag::covariance<double, tag::covariate1> > > acc2(sample = dummy);
accumulator_set<double, stats<tag::covariance<std::vector<double>, tag::covariate1> > > acc3(covariate1 = dummy);
accumulator_set<std::vector<double>, stats<tag::covariance<std::vector<double>, tag::covariate1> > > acc4(sample = dummy, covariate1 = dummy);
std::vector<double> a;
a.push_back(1.);
a.push_back(2.);
std::vector<double> b;
b.push_back(3.);
b.push_back(4.);
std::vector<double> c;
c.push_back(2.);
c.push_back(5.);
std::vector<double> d;
d.push_back(4.);
d.push_back(2.);
// double - double
{
acc(1., covariate1 = 2.);
acc(1., covariate1 = 4.);
acc(2., covariate1 = 3.);
acc(6., covariate1 = 1.);
}
// vector - double
{
acc2(a, covariate1 = 1.);
acc2(b, covariate1 = 1.);
acc2(c, covariate1 = 2.);
acc2(d, covariate1 = 6.);
}
// double - vector
{
acc3(1., covariate1 = a);
acc3(1., covariate1 = b);
acc3(2., covariate1 = c);
acc3(6., covariate1 = d);
}
// vector - vector
{
acc4(a, covariate1 = b);
acc4(b, covariate1 = c);
acc4(a, covariate1 = c);
acc4(d, covariate1 = b);
}
double epsilon = 1e-6;
BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon);
BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon);
BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon);
BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon);
BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon);
BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon);
BOOST_CHECK_CLOSE((covariance(acc4))(1,0), -0.125, epsilon);
BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon);
}
///////////////////////////////////////////////////////////////////////////////
// test_persistency
//
void test_persistency()
{
// "persistent" storage
std::stringstream ss;
// tolerance
double epsilon = 1e-6;
{
accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
acc(1., covariate1 = 2.);
acc(1., covariate1 = 4.);
acc(2., covariate1 = 3.);
acc(6., covariate1 = 1.);
BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
boost::archive::text_oarchive oa(ss);
acc.serialize(oa, 0);
}
accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon);
boost::archive::text_iarchive ia(ss);
acc.serialize(ia, 0);
BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("covariance test");
test->add(BOOST_TEST_CASE(&test_stat));
test->add(BOOST_TEST_CASE(&test_persistency));
return test;
}
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