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// (C) Copyright Eric Niebler 2005.
// 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)
// Test case for extended_p_square_quantile.hpp
#include <iostream>
#include <boost/random.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/test/tools/floating_point_comparison.hpp>
#include <boost/accumulators/numeric/functional/vector.hpp>
#include <boost/accumulators/numeric/functional/complex.hpp>
#include <boost/accumulators/numeric/functional/valarray.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/extended_p_square_quantile.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::extended_p_square_quantile> > accumulator_t;
typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile>, double > accumulator_t_weighted;
typedef accumulator_set<double, stats<tag::extended_p_square_quantile(quadratic)> > accumulator_t_quadratic;
typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile(quadratic)>, double > accumulator_t_weighted_quadratic;
///////////////////////////////////////////////////////////////////////////////
// test_stat
//
void test_stat()
{
// tolerance
double epsilon = 1;
// a random number generator
boost::lagged_fibonacci607 rng;
std::vector<double> probs;
probs.push_back(0.990);
probs.push_back(0.991);
probs.push_back(0.992);
probs.push_back(0.993);
probs.push_back(0.994);
probs.push_back(0.995);
probs.push_back(0.996);
probs.push_back(0.997);
probs.push_back(0.998);
probs.push_back(0.999);
accumulator_t acc(extended_p_square_probabilities = probs);
accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
accumulator_t_quadratic acc2(extended_p_square_probabilities = probs);
accumulator_t_weighted_quadratic acc_weighted2(extended_p_square_probabilities = probs);
for (int i=0; i<10000; ++i)
{
double sample = rng();
acc(sample);
acc2(sample);
acc_weighted(sample, weight = 1.);
acc_weighted2(sample, weight = 1.);
}
for (std::size_t i = 0; i < probs.size() - 1; ++i)
{
BOOST_CHECK_CLOSE(
quantile(acc, quantile_probability = 0.99025 + i*0.001)
, 0.99025 + i*0.001
, epsilon
);
BOOST_CHECK_CLOSE(
quantile(acc2, quantile_probability = 0.99025 + i*0.001)
, 0.99025 + i*0.001
, epsilon
);
BOOST_CHECK_CLOSE(
quantile(acc_weighted, quantile_probability = 0.99025 + i*0.001)
, 0.99025 + i*0.001
, epsilon
);
BOOST_CHECK_CLOSE(
quantile(acc_weighted2, quantile_probability = 0.99025 + i*0.001)
, 0.99025 + i*0.001
, epsilon
);
}
}
///////////////////////////////////////////////////////////////////////////////
// test_persistency
//
void test_persistency()
{
// "persistent" storage
std::stringstream ss;
// tolerance
double epsilon = 1.;
// a random number generator
boost::lagged_fibonacci607 rng;
std::vector<double> probs;
probs.push_back(0.990);
probs.push_back(0.991);
probs.push_back(0.992);
probs.push_back(0.993);
probs.push_back(0.994);
probs.push_back(0.995);
probs.push_back(0.996);
probs.push_back(0.997);
probs.push_back(0.998);
probs.push_back(0.999);
{
accumulator_t acc(extended_p_square_probabilities = probs);
accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
for (int i=0; i<10000; ++i)
{
double sample = rng();
acc(sample);
acc_weighted(sample, weight = 1.);
}
BOOST_CHECK_CLOSE(
quantile(acc, quantile_probability = 0.99025)
, 0.99025
, epsilon
);
BOOST_CHECK_CLOSE(
quantile(acc_weighted, quantile_probability = 0.99025)
, 0.99025
, epsilon
);
boost::archive::text_oarchive oa(ss);
acc.serialize(oa, 0);
acc_weighted.serialize(oa, 0);
}
accumulator_t acc(extended_p_square_probabilities = probs);
accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
boost::archive::text_iarchive ia(ss);
acc.serialize(ia, 0);
acc_weighted.serialize(ia, 0);
BOOST_CHECK_CLOSE(
quantile(acc, quantile_probability = 0.99025)
, 0.99025
, epsilon
);
BOOST_CHECK_CLOSE(
quantile(acc_weighted, quantile_probability = 0.99025)
, 0.99025
, epsilon
);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("extended_p_square_quantile test");
test->add(BOOST_TEST_CASE(&test_stat));
test->add(BOOST_TEST_CASE(&test_persistency));
return test;
}
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