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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-27 18:24:20 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-27 18:24:20 +0000
commit483eb2f56657e8e7f419ab1a4fab8dce9ade8609 (patch)
treee5d88d25d870d5dedacb6bbdbe2a966086a0a5cf /src/boost/libs/accumulators/test/rolling_moment.cpp
parentInitial commit. (diff)
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Adding upstream version 14.2.21.upstream/14.2.21upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
Diffstat (limited to 'src/boost/libs/accumulators/test/rolling_moment.cpp')
-rw-r--r--src/boost/libs/accumulators/test/rolling_moment.cpp119
1 files changed, 119 insertions, 0 deletions
diff --git a/src/boost/libs/accumulators/test/rolling_moment.cpp b/src/boost/libs/accumulators/test/rolling_moment.cpp
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+// Copyright (C) Eric Niebler 2005.
+// Copyright (C) Pieter Bastiaan Ober 2014.
+// 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/mpl/assert.hpp>
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/rolling_moment.hpp>
+#include <sstream>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+
+using namespace boost;
+using namespace unit_test;
+using namespace accumulators;
+
+template<typename T>
+void assert_is_double(T const &)
+{
+ BOOST_MPL_ASSERT((is_same<T, double>));
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_rolling_moment
+//
+
+void test_rolling_second_moment()
+{
+ accumulator_set<int, stats<tag::rolling_moment<2> > > acc(tag::rolling_moment<2>::window_size = 3);
+
+ acc(2);
+
+ BOOST_CHECK_CLOSE(rolling_moment<2>(acc), 4.0/1 ,1e-5);
+
+ acc(4);
+
+ BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0)/2, 1e-5);
+
+ acc(5);
+
+ BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0 + 25.0)/3, 1e-5);
+
+ acc(6);
+
+ BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (16.0 + 25.0 + 36.0)/3, 1e-5);
+
+ assert_is_double(rolling_moment<2>(acc));
+}
+
+void test_rolling_fifth_moment()
+{
+ accumulator_set<int, stats<tag::rolling_moment<5> > > acc(tag::rolling_moment<2>::window_size = 3);
+
+ acc(2);
+
+ BOOST_CHECK_CLOSE(rolling_moment<5>(acc), 32.0/1, 1e-5);
+
+ acc(3);
+
+ BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0)/2, 1e-5);
+
+ acc(4);
+
+ BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0 + 1024.0)/3, 1e-5);
+
+ acc(5);
+
+ BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
+
+ assert_is_double(rolling_moment<5>(acc));
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_persistency
+//
+void test_persistency()
+{
+ std::stringstream ss;
+ {
+ accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
+ accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
+
+ acc2(2); acc5(2);
+ acc2(4); acc5(3);
+ acc2(5); acc5(4);
+ acc2(6); acc5(5);
+
+ BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
+ BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
+ boost::archive::text_oarchive oa(ss);
+ acc2.serialize(oa, 0);
+ acc5.serialize(oa, 0);
+ }
+ accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
+ accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
+ boost::archive::text_iarchive ia(ss);
+ acc2.serialize(ia, 0);
+ acc5.serialize(ia, 0);
+ BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
+ BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// init_unit_test_suite
+//
+test_suite* init_unit_test_suite( int argc, char* argv[] )
+{
+ test_suite *test = BOOST_TEST_SUITE("rolling moment test");
+
+ test->add(BOOST_TEST_CASE(&test_rolling_second_moment));
+ test->add(BOOST_TEST_CASE(&test_rolling_fifth_moment));
+ test->add(BOOST_TEST_CASE(&test_persistency));
+
+ return test;
+}