1// Copyright (C) Eric Niebler 2005.
2// Copyright (C) Pieter Bastiaan Ober 2014.
3// Use, modification and distribution are subject to the
4// Boost Software License, Version 1.0. (See accompanying file
5// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
6
7#include <boost/test/unit_test.hpp>
8#include <boost/test/tools/floating_point_comparison.hpp>
9#include <boost/mpl/assert.hpp>
10#include <boost/accumulators/accumulators.hpp>
11#include <boost/accumulators/statistics/stats.hpp>
12#include <boost/accumulators/statistics/rolling_moment.hpp>
13#include <sstream>
14#include <boost/archive/text_oarchive.hpp>
15#include <boost/archive/text_iarchive.hpp>
16
17using namespace boost;
18using namespace unit_test;
19using namespace accumulators;
20
21template<typename T>
22void assert_is_double(T const &)
23{
24 BOOST_MPL_ASSERT((is_same<T, double>));
25}
26
27///////////////////////////////////////////////////////////////////////////////
28// test_rolling_moment
29//
30
31void test_rolling_second_moment()
32{
33 accumulator_set<int, stats<tag::rolling_moment<2> > > acc(tag::rolling_moment<2>::window_size = 3);
34
35 acc(2);
36
37 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), 4.0/1 ,1e-5);
38
39 acc(4);
40
41 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0)/2, 1e-5);
42
43 acc(5);
44
45 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0 + 25.0)/3, 1e-5);
46
47 acc(6);
48
49 BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (16.0 + 25.0 + 36.0)/3, 1e-5);
50
51 assert_is_double(rolling_moment<2>(arg1: acc));
52}
53
54void test_rolling_fifth_moment()
55{
56 accumulator_set<int, stats<tag::rolling_moment<5> > > acc(tag::rolling_moment<2>::window_size = 3);
57
58 acc(2);
59
60 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), 32.0/1, 1e-5);
61
62 acc(3);
63
64 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0)/2, 1e-5);
65
66 acc(4);
67
68 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0 + 1024.0)/3, 1e-5);
69
70 acc(5);
71
72 BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
73
74 assert_is_double(rolling_moment<5>(arg1: acc));
75}
76
77///////////////////////////////////////////////////////////////////////////////
78// test_persistency
79//
80void test_persistency()
81{
82 std::stringstream ss;
83 {
84 accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
85 accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
86
87 acc2(2); acc5(2);
88 acc2(4); acc5(3);
89 acc2(5); acc5(4);
90 acc2(6); acc5(5);
91
92 BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
93 BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
94 boost::archive::text_oarchive oa(ss);
95 acc2.serialize(ar&: oa, file_version: 0);
96 acc5.serialize(ar&: oa, file_version: 0);
97 }
98 accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
99 accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
100 boost::archive::text_iarchive ia(ss);
101 acc2.serialize(ar&: ia, file_version: 0);
102 acc5.serialize(ar&: ia, file_version: 0);
103 BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
104 BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
105}
106
107///////////////////////////////////////////////////////////////////////////////
108// init_unit_test_suite
109//
110test_suite* init_unit_test_suite( int argc, char* argv[] )
111{
112 test_suite *test = BOOST_TEST_SUITE("rolling moment test");
113
114 test->add(BOOST_TEST_CASE(&test_rolling_second_moment));
115 test->add(BOOST_TEST_CASE(&test_rolling_fifth_moment));
116 test->add(BOOST_TEST_CASE(&test_persistency));
117
118 return test;
119}
120

source code of boost/libs/accumulators/test/rolling_moment.cpp