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// (C) Copyright 2006 Eric Niebler, Olivier Gygi
// 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)
#include <boost/test/unit_test.hpp>
#include <boost/test/tools/floating_point_comparison.hpp>
#include <boost/random.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/weighted_variance.hpp>
using namespace boost;
using namespace unit_test;
using namespace accumulators;
///////////////////////////////////////////////////////////////////////////////
// test_stat
//
void test_stat()
{
// lazy weighted_variance
accumulator_set<int, stats<tag::weighted_variance(lazy)>, int> acc1;
acc1(1, weight = 2); // 2
acc1(2, weight = 3); // 6
acc1(3, weight = 1); // 3
acc1(4, weight = 4); // 16
acc1(5, weight = 1); // 5
// weighted_mean = (2+6+3+16+5) / (2+3+1+4+1) = 32 / 11 = 2.9090909090909090909090909090909
BOOST_CHECK_EQUAL(5u, count(acc1));
BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc1), 1e-5);
BOOST_CHECK_CLOSE(10.1818182, accumulators::weighted_moment<2>(acc1), 1e-5);
BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc1), 1e-5);
accumulator_set<int, stats<tag::weighted_variance>, int> acc2;
acc2(1, weight = 2);
acc2(2, weight = 3);
acc2(3, weight = 1);
acc2(4, weight = 4);
acc2(5, weight = 1);
BOOST_CHECK_EQUAL(5u, count(acc2));
BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc2), 1e-5);
BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc2), 1e-5);
// check lazy and immediate variance with random numbers
// two random number generators
boost::lagged_fibonacci607 rng;
boost::normal_distribution<> mean_sigma(0,1);
boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
accumulator_set<double, stats<tag::weighted_variance(lazy)>, double > acc_lazy;
accumulator_set<double, stats<tag::weighted_variance>, double > acc_immediate;
for (std::size_t i=0; i<10000; ++i)
{
double value = normal();
acc_lazy(value, weight = rng());
acc_immediate(value, weight = rng());
}
BOOST_CHECK_CLOSE(1., weighted_variance(acc_lazy), 5.);
BOOST_CHECK_CLOSE(1., weighted_variance(acc_immediate), 5.);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("weighted_variance test");
test->add(BOOST_TEST_CASE(&test_stat));
return test;
}
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