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Diffstat (limited to 'src/boost/libs/accumulators/test/median.cpp')
-rw-r--r-- | src/boost/libs/accumulators/test/median.cpp | 110 |
1 files changed, 110 insertions, 0 deletions
diff --git a/src/boost/libs/accumulators/test/median.cpp b/src/boost/libs/accumulators/test/median.cpp new file mode 100644 index 00000000..e3483932 --- /dev/null +++ b/src/boost/libs/accumulators/test/median.cpp @@ -0,0 +1,110 @@ +// (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/median.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; + + +typedef accumulator_set<double, stats<tag::median(with_p_square_quantile) > > p_square_median_t; +typedef accumulator_set<double, stats<tag::median(with_density) > > dist_median_t; +typedef accumulator_set<double, stats<tag::median(with_p_square_cumulative_distribution) > > p_square_dist_median_t; + +/////////////////////////////////////////////////////////////////////////////// +// test_stat +// +void test_stat() +{ + // two random number generators + double mu = 1.; + boost::lagged_fibonacci607 rng; + boost::normal_distribution<> mean_sigma(mu,1); + boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); + + p_square_median_t acc; + dist_median_t acc_dens( density_cache_size = 10000, density_num_bins = 1000 ); + p_square_dist_median_t acc_cdist( p_square_cumulative_distribution_num_cells = 100 ); + + for (std::size_t i=0; i<100000; ++i) + { + double sample = normal(); + acc(sample); + acc_dens(sample); + acc_cdist(sample); + } + + BOOST_CHECK_CLOSE(1., median(acc), 1.); + BOOST_CHECK_CLOSE(1., median(acc_dens), 1.); + BOOST_CHECK_CLOSE(1., median(acc_cdist), 3.); +} + +/////////////////////////////////////////////////////////////////////////////// +// test_persistency +// +void test_persistency() +{ + // two random number generators + double mu = 1.; + boost::lagged_fibonacci607 rng; + boost::normal_distribution<> mean_sigma(mu,1); + boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); + std::stringstream ss; + { + p_square_median_t acc; + dist_median_t acc_dens( density_cache_size = 10000, density_num_bins = 1000 ); + p_square_dist_median_t acc_cdist( p_square_cumulative_distribution_num_cells = 100 ); + + for (std::size_t i=0; i<100000; ++i) + { + double sample = normal(); + acc(sample); + acc_dens(sample); + acc_cdist(sample); + } + + BOOST_CHECK_CLOSE(1., median(acc), 1.); + BOOST_CHECK_CLOSE(1., median(acc_dens), 1.); + BOOST_CHECK_CLOSE(1., median(acc_cdist), 3.); + + boost::archive::text_oarchive oa(ss); + acc.serialize(oa, 0); + acc_dens.serialize(oa, 0); + acc_cdist.serialize(oa, 0); + } + + p_square_median_t acc; + dist_median_t acc_dens( density_cache_size = 10000, density_num_bins = 1000 ); + p_square_dist_median_t acc_cdist( p_square_cumulative_distribution_num_cells = 100 ); + boost::archive::text_iarchive ia(ss); + acc.serialize(ia, 0); + acc_dens.serialize(ia, 0); + acc_cdist.serialize(ia, 0); + BOOST_CHECK_CLOSE(1., median(acc), 1.); + BOOST_CHECK_CLOSE(1., median(acc_dens), 1.); + BOOST_CHECK_CLOSE(1., median(acc_cdist), 3.); +} + +/////////////////////////////////////////////////////////////////////////////// +// init_unit_test_suite +// +test_suite* init_unit_test_suite( int argc, char* argv[] ) +{ + test_suite *test = BOOST_TEST_SUITE("median test"); + + test->add(BOOST_TEST_CASE(&test_stat)); + test->add(BOOST_TEST_CASE(&test_persistency)); + + return test; +} |