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
new file mode 100644
index 00000000..30d0c88b
--- /dev/null
+++ b/src/boost/libs/accumulators/test/rolling_moment.cpp
@@ -0,0 +1,119 @@
+//  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;
+}