1 files changed, 135 insertions, 0 deletions
diff --git a/src/boost/libs/accumulators/test/covariance.cpp b/src/boost/libs/accumulators/test/covariance.cpp
new file mode 100644
index 00000000..abdbc9e8
--- /dev/null
+++ b/src/boost/libs/accumulators/test/covariance.cpp
@@ -0,0 +1,135 @@
+//  (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)
+
+#define BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
+
+#include <boost/test/unit_test.hpp>
+#include <boost/test/floating_point_comparison.hpp>
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/variates/covariate.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/covariance.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;
+
+///////////////////////////////////////////////////////////////////////////////
+// test_stat
+//
+void test_stat()
+{
+    std::vector<double> dummy;
+    dummy.push_back(0);
+    dummy.push_back(0);
+
+    accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
+    accumulator_set<std::vector<double>, stats<tag::covariance<double, tag::covariate1> > > acc2(sample = dummy);
+    accumulator_set<double, stats<tag::covariance<std::vector<double>, tag::covariate1> > > acc3(covariate1 = dummy);
+    accumulator_set<std::vector<double>, stats<tag::covariance<std::vector<double>, tag::covariate1> > > acc4(sample = dummy, covariate1 = dummy);
+
+    std::vector<double> a;
+    a.push_back(1.);
+    a.push_back(2.);
+    std::vector<double> b;
+    b.push_back(3.);
+    b.push_back(4.);
+    std::vector<double> c;
+    c.push_back(2.);
+    c.push_back(5.);
+    std::vector<double> d;
+    d.push_back(4.);
+    d.push_back(2.);
+
+    // double - double
+    {
+        acc(1., covariate1 = 2.);
+        acc(1., covariate1 = 4.);
+        acc(2., covariate1 = 3.);
+        acc(6., covariate1 = 1.);
+    }
+
+    // vector - double
+    {
+        acc2(a, covariate1 = 1.);
+        acc2(b, covariate1 = 1.);
+        acc2(c, covariate1 = 2.);
+        acc2(d, covariate1 = 6.);
+    }
+
+    // double - vector
+    {
+        acc3(1., covariate1 = a);
+        acc3(1., covariate1 = b);
+        acc3(2., covariate1 = c);
+        acc3(6., covariate1 = d);
+    }
+
+    // vector - vector
+    {
+        acc4(a, covariate1 = b);
+        acc4(b, covariate1 = c);
+        acc4(a, covariate1 = c);
+        acc4(d, covariate1 = b);
+    }
+
+    double epsilon = 1e-6;
+
+    BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc4))(1,0), -0.125, epsilon);
+    BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon);
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_persistency
+//
+void test_persistency()
+{
+    // "persistent" storage
+    std::stringstream ss;
+    // tolerance
+    double epsilon = 1e-6;
+    {
+
+        accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
+        acc(1., covariate1 = 2.);
+        acc(1., covariate1 = 4.);
+        acc(2., covariate1 = 3.);
+        acc(6., covariate1 = 1.);
+
+
+        BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
+        boost::archive::text_oarchive oa(ss);
+        acc.serialize(oa, 0);
+    }
+    accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc;
+    BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon);
+    boost::archive::text_iarchive ia(ss);
+    acc.serialize(ia, 0);
+    BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon);
+
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// init_unit_test_suite
+//
+test_suite* init_unit_test_suite( int argc, char* argv[] )
+{
+    test_suite *test = BOOST_TEST_SUITE("covariance test");
+
+    test->add(BOOST_TEST_CASE(&test_stat));
+    test->add(BOOST_TEST_CASE(&test_persistency));
+
+    return test;
+}