| // (C) Copyright 2005 Daniel Egloff, Eric Niebler |
| // 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) |
| |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/accumulators/accumulators.hpp> |
| #include <boost/accumulators/statistics/stats.hpp> |
| #include <boost/accumulators/statistics/variance.hpp> |
| |
| using namespace boost; |
| using namespace unit_test; |
| using namespace accumulators; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // test_stat |
| // |
| void test_stat() |
| { |
| // matlab |
| // >> samples = [1:5]; |
| // >> mean(samples) |
| // ans = 3 |
| // >> sum(samples .* samples) / length(samples) |
| // ans = 11 |
| // >> sum(samples .* samples) / length(samples) - mean(samples)^2 |
| // ans = 2 |
| |
| // lazy variance, now lazy with syntactic sugar, thanks to Eric |
| accumulator_set<int, stats<tag::variance(lazy)> > acc1; |
| |
| acc1(1); |
| acc1(2); |
| acc1(3); |
| acc1(4); |
| acc1(5); |
| |
| BOOST_CHECK_EQUAL(5u, count(acc1)); |
| BOOST_CHECK_CLOSE(3., mean(acc1), 1e-5); |
| BOOST_CHECK_CLOSE(11., accumulators::moment<2>(acc1), 1e-5); |
| BOOST_CHECK_CLOSE(2., variance(acc1), 1e-5); |
| |
| // immediate variance |
| accumulator_set<int, stats<tag::variance> > acc2; |
| |
| acc2(1); |
| acc2(2); |
| acc2(3); |
| acc2(4); |
| acc2(5); |
| |
| BOOST_CHECK_EQUAL(5u, count(acc2)); |
| BOOST_CHECK_CLOSE(3., mean(acc2), 1e-5); |
| BOOST_CHECK_CLOSE(2., variance(acc2), 1e-5); |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("variance test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |