| // (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) |
| |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/random.hpp> |
| #include <boost/accumulators/accumulators.hpp> |
| #include <boost/accumulators/statistics/stats.hpp> |
| #include <boost/accumulators/statistics/weighted_variance.hpp> |
| |
| using namespace boost; |
| using namespace unit_test; |
| using namespace accumulators; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // test_stat |
| // |
| void test_stat() |
| { |
| // lazy weighted_variance |
| accumulator_set<int, stats<tag::weighted_variance(lazy)>, int> acc1; |
| |
| acc1(1, weight = 2); // 2 |
| acc1(2, weight = 3); // 6 |
| acc1(3, weight = 1); // 3 |
| acc1(4, weight = 4); // 16 |
| acc1(5, weight = 1); // 5 |
| |
| // weighted_mean = (2+6+3+16+5) / (2+3+1+4+1) = 32 / 11 = 2.9090909090909090909090909090909 |
| |
| BOOST_CHECK_EQUAL(5u, count(acc1)); |
| BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc1), 1e-5); |
| BOOST_CHECK_CLOSE(10.1818182, accumulators::weighted_moment<2>(acc1), 1e-5); |
| BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc1), 1e-5); |
| |
| accumulator_set<int, stats<tag::weighted_variance>, int> acc2; |
| |
| acc2(1, weight = 2); |
| acc2(2, weight = 3); |
| acc2(3, weight = 1); |
| acc2(4, weight = 4); |
| acc2(5, weight = 1); |
| |
| BOOST_CHECK_EQUAL(5u, count(acc2)); |
| BOOST_CHECK_CLOSE(2.9090909, weighted_mean(acc2), 1e-5); |
| BOOST_CHECK_CLOSE(1.7190083, weighted_variance(acc2), 1e-5); |
| |
| // check lazy and immediate variance with random numbers |
| |
| // two random number generators |
| boost::lagged_fibonacci607 rng; |
| boost::normal_distribution<> mean_sigma(0,1); |
| boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
| |
| accumulator_set<double, stats<tag::weighted_variance(lazy)>, double > acc_lazy; |
| accumulator_set<double, stats<tag::weighted_variance>, double > acc_immediate; |
| |
| for (std::size_t i=0; i<10000; ++i) |
| { |
| double value = normal(); |
| acc_lazy(value, weight = rng()); |
| acc_immediate(value, weight = rng()); |
| } |
| |
| BOOST_CHECK_CLOSE(1., weighted_variance(acc_lazy), 1.); |
| BOOST_CHECK_CLOSE(1., weighted_variance(acc_immediate), 1.); |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("weighted_variance test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |