1 files changed, 107 insertions, 0 deletions
diff --git a/src/boost/libs/accumulators/test/variance.cpp b/src/boost/libs/accumulators/test/variance.cpp
new file mode 100644
index 00000000..8c48713f
--- /dev/null
+++ b/src/boost/libs/accumulators/test/variance.cpp
@@ -0,0 +1,107 @@
+//  (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)
+
+#include <boost/test/unit_test.hpp>
+#include <boost/test/floating_point_comparison.hpp>
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/variance.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()
+{
+    // matlab
+    // >> samples = [1:5];
+    // >> mean(samples)
+    // ans = 3
+    // >> sum(samples .* samples) / length(samples)
+    // ans = 11
+    // >> sum(samples .* samples) / length(samples) - mean(samples)^2
+    // ans = 2
+
+    // lazy variance, now lazy with syntactic sugar, thanks to Eric
+    accumulator_set<int, stats<tag::variance(lazy)> > acc1;
+
+    acc1(1);
+    acc1(2);
+    acc1(3);
+    acc1(4);
+    acc1(5);
+
+    BOOST_CHECK_EQUAL(5u, count(acc1));
+    BOOST_CHECK_CLOSE(3., mean(acc1), 1e-5);
+    BOOST_CHECK_CLOSE(11., accumulators::moment<2>(acc1), 1e-5);
+    BOOST_CHECK_CLOSE(2., variance(acc1), 1e-5);
+
+    // immediate variance
+    accumulator_set<int, stats<tag::variance> > acc2;
+
+    acc2(1);
+    acc2(2);
+    acc2(3);
+    acc2(4);
+    acc2(5);
+
+    BOOST_CHECK_EQUAL(5u, count(acc2));
+    BOOST_CHECK_CLOSE(3., mean(acc2), 1e-5);
+    BOOST_CHECK_CLOSE(2., variance(acc2), 1e-5);
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_persistency
+//
+void test_persistency()
+{
+    double epsilon = 1e-5;
+    std::stringstream ss;
+    {
+        accumulator_set<int, stats<tag::variance(lazy)> > acc1;
+        accumulator_set<int, stats<tag::variance> > acc2;
+        acc1(1);
+        acc1(2);
+        acc1(3);
+        acc1(4);
+        acc1(5);
+        acc2(1);
+        acc2(2);
+        acc2(3);
+        acc2(4);
+        acc2(5);
+        BOOST_CHECK_CLOSE(2., variance(acc2), epsilon);
+        BOOST_CHECK_CLOSE(2., variance(acc1), epsilon);
+        boost::archive::text_oarchive oa(ss);
+        acc1.serialize(oa, 0);
+        acc2.serialize(oa, 0);
+    }
+    accumulator_set<int, stats<tag::variance(lazy)> > acc1;
+    accumulator_set<int, stats<tag::variance> > acc2;
+    boost::archive::text_iarchive ia(ss);
+    acc1.serialize(ia, 0);
+    acc2.serialize(ia, 0);
+    BOOST_CHECK_CLOSE(2., variance(acc2), epsilon);
+    BOOST_CHECK_CLOSE(2., variance(acc1), epsilon);
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// init_unit_test_suite
+//
+test_suite* init_unit_test_suite( int argc, char* argv[] )
+{
+    test_suite *test = BOOST_TEST_SUITE("variance test");
+
+    test->add(BOOST_TEST_CASE(&test_stat));
+    test->add(BOOST_TEST_CASE(&test_persistency));
+
+    return test;
+}