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 | #include <boost/test/unit_test.hpp> |
7 | #include <boost/test/tools/floating_point_comparison.hpp> |
8 | #include <boost/random.hpp> |
9 | #include <boost/accumulators/accumulators.hpp> |
10 | #include <boost/accumulators/statistics/stats.hpp> |
11 | #include <boost/accumulators/statistics/weighted_variance.hpp> |
12 | |
13 | using namespace boost; |
14 | using namespace unit_test; |
15 | using namespace accumulators; |
16 | |
17 | /////////////////////////////////////////////////////////////////////////////// |
18 | // test_stat |
19 | // |
20 | void test_stat() |
21 | { |
22 | // lazy weighted_variance |
23 | accumulator_set<int, stats<tag::weighted_variance(lazy)>, int> acc1; |
24 | |
25 | acc1(1, weight = 2); // 2 |
26 | acc1(2, weight = 3); // 6 |
27 | acc1(3, weight = 1); // 3 |
28 | acc1(4, weight = 4); // 16 |
29 | acc1(5, weight = 1); // 5 |
30 | |
31 | // weighted_mean = (2+6+3+16+5) / (2+3+1+4+1) = 32 / 11 = 2.9090909090909090909090909090909 |
32 | |
33 | BOOST_CHECK_EQUAL(5u, count(acc1)); |
34 | BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc1), 1e-5); |
35 | BOOST_CHECK_CLOSE(10.1818182, accumulators::weighted_moment<2>(acc1), 1e-5); |
36 | BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc1), 1e-5); |
37 | |
38 | accumulator_set<int, stats<tag::weighted_variance>, int> acc2; |
39 | |
40 | acc2(1, weight = 2); |
41 | acc2(2, weight = 3); |
42 | acc2(3, weight = 1); |
43 | acc2(4, weight = 4); |
44 | acc2(5, weight = 1); |
45 | |
46 | BOOST_CHECK_EQUAL(5u, count(acc2)); |
47 | BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc2), 1e-5); |
48 | BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc2), 1e-5); |
49 | |
50 | // check lazy and immediate variance with random numbers |
51 | |
52 | // two random number generators |
53 | boost::lagged_fibonacci607 rng; |
54 | boost::normal_distribution<> mean_sigma(0,1); |
55 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
56 | |
57 | accumulator_set<double, stats<tag::weighted_variance(lazy)>, double > acc_lazy; |
58 | accumulator_set<double, stats<tag::weighted_variance>, double > acc_immediate; |
59 | |
60 | for (std::size_t i=0; i<10000; ++i) |
61 | { |
62 | double value = normal(); |
63 | acc_lazy(value, weight = rng()); |
64 | acc_immediate(value, weight = rng()); |
65 | } |
66 | |
67 | BOOST_CHECK_CLOSE(1., weighted_variance(acc_lazy), 5.); |
68 | BOOST_CHECK_CLOSE(1., weighted_variance(acc_immediate), 5.); |
69 | } |
70 | |
71 | /////////////////////////////////////////////////////////////////////////////// |
72 | // init_unit_test_suite |
73 | // |
74 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
75 | { |
76 | test_suite *test = BOOST_TEST_SUITE("weighted_variance test" ); |
77 | |
78 | test->add(BOOST_TEST_CASE(&test_stat)); |
79 | |
80 | return test; |
81 | } |
82 | |