1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
|
// (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 p_square_quantile_extended.hpp
#include <iostream>
#include <boost/random.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/test/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/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()
{
// tolerance
double epsilon = 1e-6;
// 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);
}
}
///////////////////////////////////////////////////////////////////////////////
// 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[] )
{
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;
}
|
