1 | // (C) Copyright 2006 Eric Niebler, Olivier Gygi. |
2 | // Use, modification and distribution are subject to the |
3 | // Boost Software License, Version 1.0. (See accompanying file |
4 | // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
5 | |
6 | // Test case for kurtosis.hpp |
7 | |
8 | #include <boost/random.hpp> |
9 | #include <boost/test/unit_test.hpp> |
10 | #include <boost/test/tools/floating_point_comparison.hpp> |
11 | #include <boost/accumulators/numeric/functional/vector.hpp> |
12 | #include <boost/accumulators/numeric/functional/complex.hpp> |
13 | #include <boost/accumulators/numeric/functional/valarray.hpp> |
14 | #include <boost/accumulators/accumulators.hpp> |
15 | #include <boost/accumulators/statistics/stats.hpp> |
16 | #include <boost/accumulators/statistics/kurtosis.hpp> |
17 | #include <sstream> |
18 | #include <boost/archive/text_oarchive.hpp> |
19 | #include <boost/archive/text_iarchive.hpp> |
20 | |
21 | using namespace boost; |
22 | using namespace unit_test; |
23 | using namespace boost::accumulators; |
24 | |
25 | /////////////////////////////////////////////////////////////////////////////// |
26 | // test_stat |
27 | // |
28 | void test_stat() |
29 | { |
30 | // tolerance in % |
31 | // double epsilon = 1; |
32 | |
33 | accumulator_set<double, stats<tag::kurtosis > > acc1; |
34 | accumulator_set<int, stats<tag::kurtosis > > acc2; |
35 | |
36 | // two random number generators |
37 | boost::lagged_fibonacci607 rng; |
38 | boost::normal_distribution<> mean_sigma(0,1); |
39 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
40 | |
41 | for (std::size_t i=0; i<100000; ++i) |
42 | { |
43 | acc1(normal()); |
44 | } |
45 | |
46 | // This check fails because epsilon is relative and not absolute |
47 | // BOOST_CHECK_CLOSE( kurtosis(acc1), 0., epsilon ); |
48 | |
49 | acc2(2); |
50 | acc2(7); |
51 | acc2(4); |
52 | acc2(9); |
53 | acc2(3); |
54 | |
55 | BOOST_CHECK_EQUAL( mean(acc2), 5 ); |
56 | BOOST_CHECK_EQUAL( accumulators::moment<2>(acc2), 159./5. ); |
57 | BOOST_CHECK_EQUAL( accumulators::moment<3>(acc2), 1171./5. ); |
58 | BOOST_CHECK_EQUAL( accumulators::moment<4>(acc2), 1863 ); |
59 | BOOST_CHECK_CLOSE( kurtosis(acc2), -1.39965397924, 1e-6 ); |
60 | } |
61 | |
62 | /////////////////////////////////////////////////////////////////////////////// |
63 | // test_persistency |
64 | // |
65 | void test_persistency() |
66 | { |
67 | // "persistent" storage |
68 | std::stringstream ss; |
69 | // tolerance |
70 | double epsilon = 1e-6; |
71 | double kurtosis_value = -1.39965397924; |
72 | { |
73 | accumulator_set<int, stats<tag::kurtosis > > acc; |
74 | acc(2); |
75 | acc(7); |
76 | acc(4); |
77 | acc(9); |
78 | acc(3); |
79 | BOOST_CHECK_CLOSE( kurtosis(acc), kurtosis_value, epsilon); |
80 | boost::archive::text_oarchive oa(ss); |
81 | acc.serialize(ar&: oa, file_version: 0); |
82 | } |
83 | |
84 | accumulator_set<double, stats<tag::kurtosis > > acc; |
85 | boost::archive::text_iarchive ia(ss); |
86 | acc.serialize(ar&: ia, file_version: 0); |
87 | BOOST_CHECK_CLOSE( kurtosis(acc), kurtosis_value, epsilon); |
88 | |
89 | } |
90 | /////////////////////////////////////////////////////////////////////////////// |
91 | // init_unit_test_suite |
92 | // |
93 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
94 | { |
95 | test_suite *test = BOOST_TEST_SUITE("kurtosis test" ); |
96 | |
97 | test->add(BOOST_TEST_CASE(&test_stat)); |
98 | test->add(BOOST_TEST_CASE(&test_persistency)); |
99 | |
100 | return test; |
101 | } |
102 | |
103 | |