1 | // (C) Copyright Eric Niebler, Olivier Gygi 2006. |
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 p_square_cumul_dist.hpp |
7 | |
8 | #include <cmath> |
9 | #include <boost/random.hpp> |
10 | #include <boost/test/unit_test.hpp> |
11 | #include <boost/test/tools/floating_point_comparison.hpp> |
12 | #include <boost/accumulators/numeric/functional/vector.hpp> |
13 | #include <boost/accumulators/numeric/functional/complex.hpp> |
14 | #include <boost/accumulators/numeric/functional/valarray.hpp> |
15 | #include <boost/accumulators/accumulators.hpp> |
16 | #include <boost/accumulators/statistics/stats.hpp> |
17 | #include <boost/accumulators/statistics/p_square_cumul_dist.hpp> |
18 | #include <sstream> |
19 | #include <boost/archive/text_oarchive.hpp> |
20 | #include <boost/archive/text_iarchive.hpp> |
21 | |
22 | using namespace boost; |
23 | using namespace unit_test; |
24 | using namespace boost::accumulators; |
25 | |
26 | /////////////////////////////////////////////////////////////////////////////// |
27 | // erf() not known by VC++ compiler! |
28 | // my_erf() computes error function by numerically integrating with trapezoidal rule |
29 | // |
30 | double my_erf(double const& x, int const& n = 1000) |
31 | { |
32 | double sum = 0.; |
33 | double delta = x/n; |
34 | for (int i = 1; i < n; ++i) |
35 | sum += std::exp(x: -i*i*delta*delta) * delta; |
36 | sum += 0.5 * delta * (1. + std::exp(x: -x*x)); |
37 | return sum * 2. / std::sqrt(x: 3.141592653); |
38 | } |
39 | |
40 | typedef accumulator_set<double, stats<tag::p_square_cumulative_distribution> > accumulator_t; |
41 | typedef iterator_range<std::vector<std::pair<double, double> >::iterator > histogram_type; |
42 | |
43 | /////////////////////////////////////////////////////////////////////////////// |
44 | // test_stat |
45 | // |
46 | void test_stat() |
47 | { |
48 | // tolerance in % |
49 | double epsilon = 3; |
50 | |
51 | accumulator_t acc(p_square_cumulative_distribution_num_cells = 100); |
52 | |
53 | // two random number generators |
54 | boost::lagged_fibonacci607 rng; |
55 | boost::normal_distribution<> mean_sigma(0,1); |
56 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
57 | |
58 | for (std::size_t i=0; i<1000000; ++i) |
59 | { |
60 | acc(normal()); |
61 | } |
62 | |
63 | histogram_type histogram = p_square_cumulative_distribution(acc); |
64 | |
65 | for (std::size_t i = 0; i < histogram.size(); ++i) |
66 | { |
67 | // problem with small results: epsilon is relative (in percent), not absolute! |
68 | if ( histogram[i].second > 0.001 ) |
69 | BOOST_CHECK_CLOSE( 0.5 * (1.0 + my_erf( histogram[i].first / std::sqrt(2.0) )), histogram[i].second, epsilon ); |
70 | } |
71 | } |
72 | |
73 | /////////////////////////////////////////////////////////////////////////////// |
74 | // test_persistency |
75 | // |
76 | void test_persistency() |
77 | { |
78 | // "persistent" storage |
79 | std::stringstream ss; |
80 | // tolerance in % |
81 | double epsilon = 3; |
82 | { |
83 | accumulator_t acc(p_square_cumulative_distribution_num_cells = 100); |
84 | |
85 | // two random number generators |
86 | boost::lagged_fibonacci607 rng; |
87 | boost::normal_distribution<> mean_sigma(0,1); |
88 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
89 | |
90 | for (std::size_t i=0; i<1000000; ++i) |
91 | { |
92 | acc(normal()); |
93 | } |
94 | |
95 | histogram_type histogram = p_square_cumulative_distribution(acc); |
96 | |
97 | BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[25].first / std::sqrt(2.0))), histogram[25].second, epsilon); |
98 | BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[50].first / std::sqrt(2.0))), histogram[50].second, epsilon); |
99 | BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[75].first / std::sqrt(2.0))), histogram[75].second, epsilon); |
100 | boost::archive::text_oarchive oa(ss); |
101 | acc.serialize(ar&: oa, file_version: 0); |
102 | } |
103 | accumulator_t acc(p_square_cumulative_distribution_num_cells = 100); |
104 | boost::archive::text_iarchive ia(ss); |
105 | acc.serialize(ar&: ia, file_version: 0); |
106 | histogram_type histogram = p_square_cumulative_distribution(acc); |
107 | BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[25].first / std::sqrt(2.0))), histogram[25].second, epsilon); |
108 | BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[50].first / std::sqrt(2.0))), histogram[50].second, epsilon); |
109 | BOOST_CHECK_CLOSE(0.5 * (1.0 + my_erf(histogram[75].first / std::sqrt(2.0))), histogram[75].second, epsilon); |
110 | } |
111 | |
112 | /////////////////////////////////////////////////////////////////////////////// |
113 | // init_unit_test_suite |
114 | // |
115 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
116 | { |
117 | test_suite *test = BOOST_TEST_SUITE("p_square_cumulative_distribution test" ); |
118 | |
119 | test->add(BOOST_TEST_CASE(&test_stat)); |
120 | test->add(BOOST_TEST_CASE(&test_persistency)); |
121 | |
122 | return test; |
123 | } |
124 | |
125 | |