82 lines
2.7 KiB
C++
82 lines
2.7 KiB
C++
// (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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#include <boost/test/unit_test.hpp>
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/random.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/weighted_variance.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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// lazy weighted_variance
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accumulator_set<int, stats<tag::weighted_variance(lazy)>, int> acc1;
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acc1(1, weight = 2); // 2
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acc1(2, weight = 3); // 6
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acc1(3, weight = 1); // 3
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acc1(4, weight = 4); // 16
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acc1(5, weight = 1); // 5
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// weighted_mean = (2+6+3+16+5) / (2+3+1+4+1) = 32 / 11 = 2.9090909090909090909090909090909
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BOOST_CHECK_EQUAL(5u, count(acc1));
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BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc1), 1e-5);
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BOOST_CHECK_CLOSE(10.1818182, accumulators::weighted_moment<2>(acc1), 1e-5);
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BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc1), 1e-5);
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accumulator_set<int, stats<tag::weighted_variance>, int> acc2;
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acc2(1, weight = 2);
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acc2(2, weight = 3);
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acc2(3, weight = 1);
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acc2(4, weight = 4);
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acc2(5, weight = 1);
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BOOST_CHECK_EQUAL(5u, count(acc2));
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BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc2), 1e-5);
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BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc2), 1e-5);
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// check lazy and immediate variance with random numbers
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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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accumulator_set<double, stats<tag::weighted_variance(lazy)>, double > acc_lazy;
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accumulator_set<double, stats<tag::weighted_variance>, double > acc_immediate;
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for (std::size_t i=0; i<10000; ++i)
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{
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double value = normal();
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acc_lazy(value, weight = rng());
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acc_immediate(value, weight = rng());
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}
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BOOST_CHECK_CLOSE(1., weighted_variance(acc_lazy), 5.);
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BOOST_CHECK_CLOSE(1., weighted_variance(acc_immediate), 5.);
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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_variance 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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