108 lines
3.0 KiB
C++
108 lines
3.0 KiB
C++
// (C) Copyright 2005 Daniel Egloff, Eric Niebler
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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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#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/accumulators.hpp>
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/variance.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 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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// matlab
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// >> samples = [1:5];
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// >> mean(samples)
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// ans = 3
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// >> sum(samples .* samples) / length(samples)
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// ans = 11
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// >> sum(samples .* samples) / length(samples) - mean(samples)^2
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// ans = 2
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// lazy variance, now lazy with syntactic sugar, thanks to Eric
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accumulator_set<int, stats<tag::variance(lazy)> > acc1;
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acc1(1);
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acc1(2);
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acc1(3);
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acc1(4);
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acc1(5);
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BOOST_CHECK_EQUAL(5u, count(acc1));
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BOOST_CHECK_CLOSE(3., mean(acc1), 1e-5);
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BOOST_CHECK_CLOSE(11., accumulators::moment<2>(acc1), 1e-5);
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BOOST_CHECK_CLOSE(2., variance(acc1), 1e-5);
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// immediate variance
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accumulator_set<int, stats<tag::variance> > acc2;
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acc2(1);
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acc2(2);
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acc2(3);
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acc2(4);
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acc2(5);
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BOOST_CHECK_EQUAL(5u, count(acc2));
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BOOST_CHECK_CLOSE(3., mean(acc2), 1e-5);
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BOOST_CHECK_CLOSE(2., variance(acc2), 1e-5);
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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-5;
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std::stringstream ss;
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{
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accumulator_set<int, stats<tag::variance(lazy)> > acc1;
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accumulator_set<int, stats<tag::variance> > acc2;
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acc1(1);
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acc1(2);
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acc1(3);
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acc1(4);
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acc1(5);
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acc2(1);
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acc2(2);
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acc2(3);
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acc2(4);
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acc2(5);
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BOOST_CHECK_CLOSE(2., variance(acc2), epsilon);
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BOOST_CHECK_CLOSE(2., variance(acc1), epsilon);
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boost::archive::text_oarchive oa(ss);
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acc1.serialize(oa, 0);
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acc2.serialize(oa, 0);
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}
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accumulator_set<int, stats<tag::variance(lazy)> > acc1;
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accumulator_set<int, stats<tag::variance> > acc2;
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boost::archive::text_iarchive ia(ss);
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acc1.serialize(ia, 0);
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acc2.serialize(ia, 0);
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BOOST_CHECK_CLOSE(2., variance(acc2), epsilon);
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BOOST_CHECK_CLOSE(2., variance(acc1), 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("variance 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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