| // (C) Copyright 2006 Eric Niebler, Olivier Gygi. |
| // 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 tail_variate_means.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/variates/covariate.hpp> |
| #include <boost/accumulators/statistics/stats.hpp> |
| #include <boost/accumulators/statistics/tail_variate_means.hpp> |
| |
| using namespace boost; |
| using namespace unit_test; |
| using namespace boost::accumulators; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // test_stat |
| // |
| void test_stat() |
| { |
| std::size_t c = 5; // cache size |
| |
| typedef double variate_type; |
| typedef std::vector<variate_type> variate_set_type; |
| |
| typedef accumulator_set<double, stats<tag::tail_variate_means<right, variate_set_type, tag::covariate1>(relative)> > accumulator_t1; |
| typedef accumulator_set<double, stats<tag::tail_variate_means<right, variate_set_type, tag::covariate1>(absolute)> > accumulator_t2; |
| typedef accumulator_set<double, stats<tag::tail_variate_means<left, variate_set_type, tag::covariate1>(relative)> > accumulator_t3; |
| typedef accumulator_set<double, stats<tag::tail_variate_means<left, variate_set_type, tag::covariate1>(absolute)> > accumulator_t4; |
| |
| accumulator_t1 acc1( right_tail_cache_size = c ); |
| accumulator_t2 acc2( right_tail_cache_size = c ); |
| accumulator_t3 acc3( left_tail_cache_size = c ); |
| accumulator_t4 acc4( left_tail_cache_size = c ); |
| |
| variate_set_type cov1, cov2, cov3, cov4, cov5; |
| double c1[] = { 10., 20., 30., 40. }; // 100 |
| double c2[] = { 26., 4., 17., 3. }; // 50 |
| double c3[] = { 46., 64., 40., 50. }; // 200 |
| double c4[] = { 1., 3., 70., 6. }; // 80 |
| double c5[] = { 2., 2., 2., 14. }; // 20 |
| cov1.assign(c1, c1 + sizeof(c1)/sizeof(variate_type)); |
| cov2.assign(c2, c2 + sizeof(c2)/sizeof(variate_type)); |
| cov3.assign(c3, c3 + sizeof(c3)/sizeof(variate_type)); |
| cov4.assign(c4, c4 + sizeof(c4)/sizeof(variate_type)); |
| cov5.assign(c5, c5 + sizeof(c5)/sizeof(variate_type)); |
| |
| acc1(100., covariate1 = cov1); |
| acc1( 50., covariate1 = cov2); |
| acc1(200., covariate1 = cov3); |
| acc1( 80., covariate1 = cov4); |
| acc1( 20., covariate1 = cov5); |
| |
| acc2(100., covariate1 = cov1); |
| acc2( 50., covariate1 = cov2); |
| acc2(200., covariate1 = cov3); |
| acc2( 80., covariate1 = cov4); |
| acc2( 20., covariate1 = cov5); |
| |
| acc3(100., covariate1 = cov1); |
| acc3( 50., covariate1 = cov2); |
| acc3(200., covariate1 = cov3); |
| acc3( 80., covariate1 = cov4); |
| acc3( 20., covariate1 = cov5); |
| |
| acc4(100., covariate1 = cov1); |
| acc4( 50., covariate1 = cov2); |
| acc4(200., covariate1 = cov3); |
| acc4( 80., covariate1 = cov4); |
| acc4( 20., covariate1 = cov5); |
| |
| // check relative risk contributions |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() ), 14./75. ); // (10 + 46) / 300 = 14/75 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() + 1), 7./25. ); // (20 + 64) / 300 = 7/25 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() + 2), 7./30. ); // (30 + 40) / 300 = 7/30 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.7).begin() + 3), 3./10. ); // (40 + 50) / 300 = 3/10 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() ), 14./35. ); // (26 + 2) / 70 = 14/35 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() + 1), 3./35. ); // ( 4 + 2) / 70 = 3/35 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() + 2), 19./70. ); // (17 + 2) / 70 = 19/70 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.3).begin() + 3), 17./70. ); // ( 3 + 14) / 70 = 17/70 |
| |
| // check absolute risk contributions |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() ), 28 ); // (10 + 46) / 2 = 28 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() + 1), 42 ); // (20 + 64) / 2 = 42 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() + 2), 35 ); // (30 + 40) / 2 = 35 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.7).begin() + 3), 45 ); // (40 + 50) / 2 = 45 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() ), 14 ); // (26 + 2) / 2 = 14 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() + 1), 3 ); // ( 4 + 2) / 2 = 3 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() + 2),9.5 ); // (17 + 2) / 2 = 9.5 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.3).begin() + 3),8.5 ); // ( 3 + 14) / 2 = 8.5 |
| |
| // check relative risk contributions |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() ), 23./100. ); // 46/200 = 23/100 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() + 1), 8./25. ); // 64/200 = 8/25 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() + 2), 1./5. ); // 40/200 = 1/5 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc1, quantile_probability = 0.9).begin() + 3), 1./4. ); // 50/200 = 1/4 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() ), 1./10. ); // 2/ 20 = 1/10 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() + 1), 1./10. ); // 2/ 20 = 1/10 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() + 2), 1./10. ); // 2/ 20 = 1/10 |
| BOOST_CHECK_EQUAL( *(relative_tail_variate_means(acc3, quantile_probability = 0.1).begin() + 3), 7./10. ); // 14/ 20 = 7/10 |
| |
| // check absolute risk contributions |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() ), 46 ); // 46 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() + 1), 64 ); // 64 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() + 2), 40 ); // 40 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc2, quantile_probability = 0.9).begin() + 3), 50 ); // 50 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() ), 2 ); // 2 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() + 1), 2 ); // 2 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() + 2), 2 ); // 2 |
| BOOST_CHECK_EQUAL( *(tail_variate_means(acc4, quantile_probability = 0.1).begin() + 3), 14 ); // 14 |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("tail_variate_means test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |
| |