| // (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 extended_p_square_quantile.hpp |
| |
| #include <iostream> |
| #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/extended_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::extended_p_square_quantile> > accumulator_t; |
| typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile>, double > accumulator_t_weighted; |
| typedef accumulator_set<double, stats<tag::extended_p_square_quantile(quadratic)> > accumulator_t_quadratic; |
| typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile(quadratic)>, double > accumulator_t_weighted_quadratic; |
| |
| // tolerance |
| double epsilon = 1; |
| |
| // a random number generator |
| boost::lagged_fibonacci607 rng; |
| |
| std::vector<double> probs; |
| |
| probs.push_back(0.990); |
| probs.push_back(0.991); |
| probs.push_back(0.992); |
| probs.push_back(0.993); |
| probs.push_back(0.994); |
| probs.push_back(0.995); |
| probs.push_back(0.996); |
| probs.push_back(0.997); |
| probs.push_back(0.998); |
| probs.push_back(0.999); |
| |
| accumulator_t acc(extended_p_square_probabilities = probs); |
| accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs); |
| accumulator_t_quadratic acc2(extended_p_square_probabilities = probs); |
| accumulator_t_weighted_quadratic acc_weighted2(extended_p_square_probabilities = probs); |
| |
| for (int i=0; i<10000; ++i) |
| { |
| double sample = rng(); |
| acc(sample); |
| acc2(sample); |
| acc_weighted(sample, weight = 1.); |
| acc_weighted2(sample, weight = 1.); |
| } |
| |
| for (std::size_t i = 0; i < probs.size() - 1; ++i) |
| { |
| BOOST_CHECK_CLOSE( |
| quantile(acc, quantile_probability = 0.99025 + i*0.001) |
| , 0.99025 + i*0.001 |
| , epsilon |
| ); |
| BOOST_CHECK_CLOSE( |
| quantile(acc2, quantile_probability = 0.99025 + i*0.001) |
| , 0.99025 + i*0.001 |
| , epsilon |
| ); |
| BOOST_CHECK_CLOSE( |
| quantile(acc_weighted, quantile_probability = 0.99025 + i*0.001) |
| , 0.99025 + i*0.001 |
| , epsilon |
| ); |
| BOOST_CHECK_CLOSE( |
| quantile(acc_weighted2, quantile_probability = 0.99025 + i*0.001) |
| , 0.99025 + i*0.001 |
| , epsilon |
| ); |
| } |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("extended_p_square_quantile test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |
| |