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 weighted_skewness.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/weighted_skewness.hpp> |
17 | |
18 | using namespace boost; |
19 | using namespace unit_test; |
20 | using namespace boost::accumulators; |
21 | |
22 | /////////////////////////////////////////////////////////////////////////////// |
23 | // test_stat |
24 | // |
25 | void test_stat() |
26 | { |
27 | // tolerance in % |
28 | // double epsilon = 1; |
29 | |
30 | accumulator_set<double, stats<tag::weighted_skewness>, double > acc1; |
31 | accumulator_set<int, stats<tag::weighted_skewness>, int > acc2; |
32 | |
33 | // two random number generators |
34 | boost::lagged_fibonacci607 rng; |
35 | boost::normal_distribution<> mean_sigma(0,1); |
36 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
37 | |
38 | for (std::size_t i=0; i<100000; ++i) |
39 | { |
40 | acc1(normal(), weight = rng()); |
41 | } |
42 | |
43 | // This check fails because epsilon is relative and not absolute |
44 | // BOOST_CHECK_CLOSE( weighted_skewness(acc1), 0., epsilon ); |
45 | |
46 | acc2(2, weight = 4); |
47 | acc2(7, weight = 1); |
48 | acc2(4, weight = 3); |
49 | acc2(9, weight = 1); |
50 | acc2(3, weight = 2); |
51 | |
52 | BOOST_CHECK_EQUAL( weighted_mean(acc2), 42./11. ); |
53 | BOOST_CHECK_EQUAL( accumulators::weighted_moment<2>(acc2), 212./11. ); |
54 | BOOST_CHECK_EQUAL( accumulators::weighted_moment<3>(acc2), 1350./11. ); |
55 | BOOST_CHECK_CLOSE( weighted_skewness(acc2), 1.30708406282, 1e-6 ); |
56 | } |
57 | |
58 | /////////////////////////////////////////////////////////////////////////////// |
59 | // init_unit_test_suite |
60 | // |
61 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
62 | { |
63 | test_suite *test = BOOST_TEST_SUITE("weighted_skewness test" ); |
64 | |
65 | test->add(BOOST_TEST_CASE(&test_stat)); |
66 | |
67 | return test; |
68 | } |
69 | |
70 | |