102 lines
3.5 KiB
C++
102 lines
3.5 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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#define BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
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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/variates/covariate.hpp>
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/weighted_covariance.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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std::vector<double> dummy;
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dummy.push_back(0);
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dummy.push_back(0);
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accumulator_set<double, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc;
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accumulator_set<std::vector<double>, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc2(sample = dummy);
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accumulator_set<double, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc3(covariate1 = dummy);
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accumulator_set<std::vector<double>, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc4(sample = dummy, covariate1 = dummy);
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std::vector<double> a;
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a.push_back(1.);
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a.push_back(2.);
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std::vector<double> b;
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b.push_back(3.);
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b.push_back(4.);
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std::vector<double> c;
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c.push_back(2.);
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c.push_back(5.);
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std::vector<double> d;
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d.push_back(4.);
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d.push_back(2.);
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// double - double
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{
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acc(1., weight = 1.1, covariate1 = 2.);
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acc(1., weight = 2.2, covariate1 = 4.);
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acc(2., weight = 3.3, covariate1 = 3.);
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acc(6., weight = 4.4, covariate1 = 1.);
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}
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// vector - double
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{
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acc2(a, weight = 1.1, covariate1 = 1.);
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acc2(b, weight = 2.2, covariate1 = 1.);
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acc2(c, weight = 3.3, covariate1 = 2.);
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acc2(d, weight = 4.4, covariate1 = 6.);
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}
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// double - vector
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{
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acc3(1., weight = 1.1, covariate1 = a);
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acc3(1., weight = 2.2, covariate1 = b);
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acc3(2., weight = 3.3, covariate1 = c);
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acc3(6., weight = 4.4, covariate1 = d);
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}
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// vector - vector
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{
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acc4(a, weight = 1.1, covariate1 = b);
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acc4(b, weight = 2.2, covariate1 = c);
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acc4(a, weight = 3.3, covariate1 = c);
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acc4(d, weight = 4.4, covariate1 = b);
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}
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double epsilon = 1e-6;
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BOOST_CHECK_CLOSE((weighted_covariance(acc)), -2.39, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc2))[0], 1.93, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc2))[1], -2.09, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc3))[0], 1.93, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc3))[1], -2.09, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,0), 0.4, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,1), -0.2, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,0), -0.4, epsilon);
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BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,1), 0.2, 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("weighted_covariance test");
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test->add(BOOST_TEST_CASE(&test_stat));
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return test;
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}
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