| // (C) Copyright Eric Niebler 2005. |
| // Use, modification and distribution are subject to the |
| // Boost Software License, Version 1.0. (See accompanying file |
| // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
| |
| // Test case for p_square_quantile.hpp |
| |
| #include <boost/random.hpp> |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/accumulators/numeric/functional/vector.hpp> |
| #include <boost/accumulators/numeric/functional/complex.hpp> |
| #include <boost/accumulators/numeric/functional/valarray.hpp> |
| #include <boost/accumulators/accumulators.hpp> |
| #include <boost/accumulators/statistics/stats.hpp> |
| #include <boost/accumulators/statistics/p_square_quantile.hpp> |
| |
| using namespace boost; |
| using namespace unit_test; |
| using namespace boost::accumulators; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // test_stat |
| // |
| void test_stat() |
| { |
| typedef accumulator_set<double, stats<tag::p_square_quantile> > accumulator_t; |
| |
| // tolerance in % |
| double epsilon = 1; |
| |
| // a random number generator |
| boost::lagged_fibonacci607 rng; |
| |
| accumulator_t acc0(quantile_probability = 0.001); |
| accumulator_t acc1(quantile_probability = 0.01 ); |
| accumulator_t acc2(quantile_probability = 0.1 ); |
| accumulator_t acc3(quantile_probability = 0.25 ); |
| accumulator_t acc4(quantile_probability = 0.5 ); |
| accumulator_t acc5(quantile_probability = 0.75 ); |
| accumulator_t acc6(quantile_probability = 0.9 ); |
| accumulator_t acc7(quantile_probability = 0.99 ); |
| accumulator_t acc8(quantile_probability = 0.999); |
| |
| for (int i=0; i<100000; ++i) |
| { |
| double sample = rng(); |
| acc0(sample); |
| acc1(sample); |
| acc2(sample); |
| acc3(sample); |
| acc4(sample); |
| acc5(sample); |
| acc6(sample); |
| acc7(sample); |
| acc8(sample); |
| } |
| |
| BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 15*epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 5*epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc7), 0.99 , epsilon ); |
| BOOST_CHECK_CLOSE( p_square_quantile(acc8), 0.999, epsilon ); |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("p_square_quantile test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |
| |