| // (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 weighted_extended_p_square.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/weighted_extended_p_square.hpp> |
| |
| using namespace boost; |
| using namespace unit_test; |
| using namespace boost::accumulators; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // test_stat |
| // |
| void test_stat() |
| { |
| typedef accumulator_set<double, stats<tag::weighted_extended_p_square>, double> accumulator_t; |
| |
| // problem with small results: epsilon is relative (in percent), not absolute |
| |
| // tolerance in % |
| double epsilon = 1; |
| |
| // some random number generators |
| double mu1 = -1.0; |
| double mu2 = 1.0; |
| boost::lagged_fibonacci607 rng; |
| boost::normal_distribution<> mean_sigma1(mu1, 1); |
| boost::normal_distribution<> mean_sigma2(mu2, 1); |
| boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal1(rng, mean_sigma1); |
| boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal2(rng, mean_sigma2); |
| |
| std::vector<double> probs_uniform, probs_normal1, probs_normal2, probs_normal_exact1, probs_normal_exact2; |
| |
| double p1[] = {/*0.001,*/ 0.01, 0.1, 0.5, 0.9, 0.99, 0.999}; |
| probs_uniform.assign(p1, p1 + sizeof(p1) / sizeof(double)); |
| |
| double p2[] = {0.001, 0.025}; |
| double p3[] = {0.975, 0.999}; |
| probs_normal1.assign(p2, p2 + sizeof(p2) / sizeof(double)); |
| probs_normal2.assign(p3, p3 + sizeof(p3) / sizeof(double)); |
| |
| double p4[] = {-3.090232, -1.959963}; |
| double p5[] = {1.959963, 3.090232}; |
| probs_normal_exact1.assign(p4, p4 + sizeof(p4) / sizeof(double)); |
| probs_normal_exact2.assign(p5, p5 + sizeof(p5) / sizeof(double)); |
| |
| accumulator_t acc_uniform(extended_p_square_probabilities = probs_uniform); |
| accumulator_t acc_normal1(extended_p_square_probabilities = probs_normal1); |
| accumulator_t acc_normal2(extended_p_square_probabilities = probs_normal2); |
| |
| for (std::size_t i = 0; i < 100000; ++i) |
| { |
| acc_uniform(rng(), weight = 1.); |
| |
| double sample1 = normal1(); |
| double sample2 = normal2(); |
| acc_normal1(sample1, weight = std::exp(-mu1 * (sample1 - 0.5 * mu1))); |
| acc_normal2(sample2, weight = std::exp(-mu2 * (sample2 - 0.5 * mu2))); |
| } |
| |
| // check for uniform distribution |
| for (std::size_t i = 0; i < probs_uniform.size(); ++i) |
| { |
| BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[i], probs_uniform[i], epsilon); |
| } |
| |
| // check for standard normal distribution |
| for (std::size_t i = 0; i < probs_normal1.size(); ++i) |
| { |
| BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_normal1)[i], probs_normal_exact1[i], epsilon); |
| BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_normal2)[i], probs_normal_exact2[i], epsilon); |
| } |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("weighted_extended_p_square test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |
| |