1 | // (C) Copyright 2005 Daniel Egloff, Eric Niebler |
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 | #include <boost/test/unit_test.hpp> |
7 | #include <boost/test/tools/floating_point_comparison.hpp> |
8 | #include <boost/accumulators/accumulators.hpp> |
9 | #include <boost/accumulators/statistics/stats.hpp> |
10 | #include <boost/accumulators/statistics/variance.hpp> |
11 | #include <sstream> |
12 | #include <boost/archive/text_oarchive.hpp> |
13 | #include <boost/archive/text_iarchive.hpp> |
14 | |
15 | using namespace boost; |
16 | using namespace unit_test; |
17 | using namespace accumulators; |
18 | |
19 | /////////////////////////////////////////////////////////////////////////////// |
20 | // test_stat |
21 | // |
22 | void test_stat() |
23 | { |
24 | // matlab |
25 | // >> samples = [1:5]; |
26 | // >> mean(samples) |
27 | // ans = 3 |
28 | // >> sum(samples .* samples) / length(samples) |
29 | // ans = 11 |
30 | // >> sum(samples .* samples) / length(samples) - mean(samples)^2 |
31 | // ans = 2 |
32 | |
33 | // lazy variance, now lazy with syntactic sugar, thanks to Eric |
34 | accumulator_set<int, stats<tag::variance(lazy)> > acc1; |
35 | |
36 | acc1(1); |
37 | acc1(2); |
38 | acc1(3); |
39 | acc1(4); |
40 | acc1(5); |
41 | |
42 | BOOST_CHECK_EQUAL(5u, count(acc1)); |
43 | BOOST_CHECK_CLOSE(3., mean(acc1), 1e-5); |
44 | BOOST_CHECK_CLOSE(11., accumulators::moment<2>(acc1), 1e-5); |
45 | BOOST_CHECK_CLOSE(2., variance(acc1), 1e-5); |
46 | |
47 | // immediate variance |
48 | accumulator_set<int, stats<tag::variance> > acc2; |
49 | |
50 | acc2(1); |
51 | acc2(2); |
52 | acc2(3); |
53 | acc2(4); |
54 | acc2(5); |
55 | |
56 | BOOST_CHECK_EQUAL(5u, count(acc2)); |
57 | BOOST_CHECK_CLOSE(3., mean(acc2), 1e-5); |
58 | BOOST_CHECK_CLOSE(2., variance(acc2), 1e-5); |
59 | } |
60 | |
61 | /////////////////////////////////////////////////////////////////////////////// |
62 | // test_persistency |
63 | // |
64 | void test_persistency() |
65 | { |
66 | double epsilon = 1e-5; |
67 | std::stringstream ss; |
68 | { |
69 | accumulator_set<int, stats<tag::variance(lazy)> > acc1; |
70 | accumulator_set<int, stats<tag::variance> > acc2; |
71 | acc1(1); |
72 | acc1(2); |
73 | acc1(3); |
74 | acc1(4); |
75 | acc1(5); |
76 | acc2(1); |
77 | acc2(2); |
78 | acc2(3); |
79 | acc2(4); |
80 | acc2(5); |
81 | BOOST_CHECK_CLOSE(2., variance(acc2), epsilon); |
82 | BOOST_CHECK_CLOSE(2., variance(acc1), epsilon); |
83 | boost::archive::text_oarchive oa(ss); |
84 | acc1.serialize(ar&: oa, file_version: 0); |
85 | acc2.serialize(ar&: oa, file_version: 0); |
86 | } |
87 | accumulator_set<int, stats<tag::variance(lazy)> > acc1; |
88 | accumulator_set<int, stats<tag::variance> > acc2; |
89 | boost::archive::text_iarchive ia(ss); |
90 | acc1.serialize(ar&: ia, file_version: 0); |
91 | acc2.serialize(ar&: ia, file_version: 0); |
92 | BOOST_CHECK_CLOSE(2., variance(acc2), epsilon); |
93 | BOOST_CHECK_CLOSE(2., variance(acc1), epsilon); |
94 | } |
95 | |
96 | /////////////////////////////////////////////////////////////////////////////// |
97 | // init_unit_test_suite |
98 | // |
99 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
100 | { |
101 | test_suite *test = BOOST_TEST_SUITE("variance test" ); |
102 | |
103 | test->add(BOOST_TEST_CASE(&test_stat)); |
104 | test->add(BOOST_TEST_CASE(&test_persistency)); |
105 | |
106 | return test; |
107 | } |
108 | |