1 | // (C) Copyright Eric Niebler 2005. |
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_quantile.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/p_square_quantile.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 | typedef accumulator_set<double, stats<tag::p_square_quantile> > accumulator_t; |
26 | |
27 | /////////////////////////////////////////////////////////////////////////////// |
28 | // test_stat |
29 | // |
30 | void test_stat() |
31 | { |
32 | // tolerance in % |
33 | double epsilon = 1; |
34 | |
35 | // a random number generator |
36 | boost::lagged_fibonacci607 rng; |
37 | |
38 | accumulator_t acc0(quantile_probability = 0.001); |
39 | accumulator_t acc1(quantile_probability = 0.01 ); |
40 | accumulator_t acc2(quantile_probability = 0.1 ); |
41 | accumulator_t acc3(quantile_probability = 0.25 ); |
42 | accumulator_t acc4(quantile_probability = 0.5 ); |
43 | accumulator_t acc5(quantile_probability = 0.75 ); |
44 | accumulator_t acc6(quantile_probability = 0.9 ); |
45 | accumulator_t acc7(quantile_probability = 0.99 ); |
46 | accumulator_t acc8(quantile_probability = 0.999); |
47 | |
48 | for (int i=0; i<100000; ++i) |
49 | { |
50 | double sample = rng(); |
51 | acc0(sample); |
52 | acc1(sample); |
53 | acc2(sample); |
54 | acc3(sample); |
55 | acc4(sample); |
56 | acc5(sample); |
57 | acc6(sample); |
58 | acc7(sample); |
59 | acc8(sample); |
60 | } |
61 | |
62 | BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 18*epsilon ); |
63 | BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 7*epsilon ); |
64 | BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , 3*epsilon ); |
65 | BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , 2*epsilon ); |
66 | BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon ); |
67 | BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon ); |
68 | BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon ); |
69 | BOOST_CHECK_CLOSE( p_square_quantile(acc7), 0.99 , epsilon ); |
70 | BOOST_CHECK_CLOSE( p_square_quantile(acc8), 0.999, epsilon ); |
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 = 1; |
82 | // a random number generator |
83 | boost::lagged_fibonacci607 rng; |
84 | { |
85 | accumulator_t acc1(quantile_probability = 0.75 ); |
86 | accumulator_t acc2(quantile_probability = 0.999); |
87 | |
88 | for (int i=0; i<100000; ++i) |
89 | { |
90 | double sample = rng(); |
91 | acc1(sample); |
92 | acc2(sample); |
93 | } |
94 | |
95 | BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon); |
96 | BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon); |
97 | boost::archive::text_oarchive oa(ss); |
98 | acc1.serialize(ar&: oa, file_version: 0); |
99 | acc2.serialize(ar&: oa, file_version: 0); |
100 | } |
101 | accumulator_t acc1(quantile_probability = 0.75); |
102 | accumulator_t acc2(quantile_probability = 0.999); |
103 | boost::archive::text_iarchive ia(ss); |
104 | acc1.serialize(ar&: ia, file_version: 0); |
105 | acc2.serialize(ar&: ia, file_version: 0); |
106 | BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon); |
107 | BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon); |
108 | } |
109 | |
110 | /////////////////////////////////////////////////////////////////////////////// |
111 | // init_unit_test_suite |
112 | // |
113 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
114 | { |
115 | test_suite *test = BOOST_TEST_SUITE("p_square_quantile test" ); |
116 | |
117 | test->add(BOOST_TEST_CASE(&test_stat)); |
118 | test->add(BOOST_TEST_CASE(&test_persistency)); |
119 | |
120 | return test; |
121 | } |
122 | |
123 | |