101 lines
3.0 KiB
C++
101 lines
3.0 KiB
C++
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// (C) Copyright 2006 Eric Niebler, Olivier Gygi.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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// Test case for skewness.hpp
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#include <boost/random.hpp>
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#include <boost/test/unit_test.hpp>
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/accumulators/numeric/functional/vector.hpp>
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#include <boost/accumulators/numeric/functional/complex.hpp>
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#include <boost/accumulators/numeric/functional/valarray.hpp>
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#include <boost/accumulators/accumulators.hpp>
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/skewness.hpp>
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#include <sstream>
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#include <boost/archive/text_oarchive.hpp>
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#include <boost/archive/text_iarchive.hpp>
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using namespace boost;
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using namespace unit_test;
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using namespace boost::accumulators;
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///////////////////////////////////////////////////////////////////////////////
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// test_stat
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//
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void test_stat()
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{
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// tolerance in %
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// double epsilon = 1;
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accumulator_set<double, stats<tag::skewness > > acc1;
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accumulator_set<int, stats<tag::skewness > > acc2;
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// two random number generators
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boost::lagged_fibonacci607 rng;
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boost::normal_distribution<> mean_sigma(0,1);
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boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
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for (std::size_t i=0; i<100000; ++i)
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{
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acc1(normal());
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}
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// This check fails because epsilon is relative and not absolute
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// BOOST_CHECK_CLOSE( skewness(acc1), 0., epsilon );
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acc2(2);
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acc2(7);
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acc2(4);
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acc2(9);
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acc2(3);
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BOOST_CHECK_EQUAL( mean(acc2), 5 );
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BOOST_CHECK_EQUAL( accumulators::moment<2>(acc2), 159./5. );
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BOOST_CHECK_EQUAL( accumulators::moment<3>(acc2), 1171./5. );
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BOOST_CHECK_CLOSE( skewness(acc2), 0.406040288214, 1e-6 );
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}
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///////////////////////////////////////////////////////////////////////////////
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// test_persistency
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//
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void test_persistency()
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{
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double epsilon = 1e-6;
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std::stringstream ss;
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{
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accumulator_set<int, stats<tag::skewness > > acc;
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acc(2);
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acc(7);
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acc(4);
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acc(9);
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acc(3);
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BOOST_CHECK_EQUAL(accumulators::moment<3>(acc), 1171./5.);
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BOOST_CHECK_CLOSE(skewness(acc), 0.406040288214, epsilon);
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boost::archive::text_oarchive oa(ss);
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acc.serialize(oa, 0);
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}
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accumulator_set<int, stats<tag::skewness > > acc;
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boost::archive::text_iarchive ia(ss);
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acc.serialize(ia, 0);
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BOOST_CHECK_EQUAL(accumulators::moment<3>(acc), 1171./5.);
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BOOST_CHECK_CLOSE(skewness(acc), 0.406040288214, epsilon);
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}
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///////////////////////////////////////////////////////////////////////////////
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// init_unit_test_suite
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//
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test_suite* init_unit_test_suite( int argc, char* argv[] )
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{
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test_suite *test = BOOST_TEST_SUITE("skewness test");
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test->add(BOOST_TEST_CASE(&test_stat));
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test->add(BOOST_TEST_CASE(&test_persistency));
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return test;
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}
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