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Diffstat (limited to 'src/boost/libs/accumulators/test/weighted_skewness.cpp')
-rw-r--r-- | src/boost/libs/accumulators/test/weighted_skewness.cpp | 69 |
1 files changed, 69 insertions, 0 deletions
diff --git a/src/boost/libs/accumulators/test/weighted_skewness.cpp b/src/boost/libs/accumulators/test/weighted_skewness.cpp new file mode 100644 index 00000000..b5ca1aab --- /dev/null +++ b/src/boost/libs/accumulators/test/weighted_skewness.cpp @@ -0,0 +1,69 @@ +// (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) + +// Test case for weighted_skewness.hpp + +#include <boost/random.hpp> +#include <boost/test/unit_test.hpp> +#include <boost/test/floating_point_comparison.hpp> +#include <boost/accumulators/numeric/functional/vector.hpp> +#include <boost/accumulators/numeric/functional/complex.hpp> +#include <boost/accumulators/numeric/functional/valarray.hpp> +#include <boost/accumulators/accumulators.hpp> +#include <boost/accumulators/statistics/stats.hpp> +#include <boost/accumulators/statistics/weighted_skewness.hpp> + +using namespace boost; +using namespace unit_test; +using namespace boost::accumulators; + +/////////////////////////////////////////////////////////////////////////////// +// test_stat +// +void test_stat() +{ + // tolerance in % + // double epsilon = 1; + + accumulator_set<double, stats<tag::weighted_skewness>, double > acc1; + accumulator_set<int, stats<tag::weighted_skewness>, int > acc2; + + // two random number generators + boost::lagged_fibonacci607 rng; + boost::normal_distribution<> mean_sigma(0,1); + boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); + + for (std::size_t i=0; i<100000; ++i) + { + acc1(normal(), weight = rng()); + } + + // This check fails because epsilon is relative and not absolute + // BOOST_CHECK_CLOSE( weighted_skewness(acc1), 0., epsilon ); + + acc2(2, weight = 4); + acc2(7, weight = 1); + acc2(4, weight = 3); + acc2(9, weight = 1); + acc2(3, weight = 2); + + BOOST_CHECK_EQUAL( weighted_mean(acc2), 42./11. ); + BOOST_CHECK_EQUAL( accumulators::weighted_moment<2>(acc2), 212./11. ); + BOOST_CHECK_EQUAL( accumulators::weighted_moment<3>(acc2), 1350./11. ); + BOOST_CHECK_CLOSE( weighted_skewness(acc2), 1.30708406282, 1e-6 ); +} + +/////////////////////////////////////////////////////////////////////////////// +// init_unit_test_suite +// +test_suite* init_unit_test_suite( int argc, char* argv[] ) +{ + test_suite *test = BOOST_TEST_SUITE("weighted_skewness test"); + + test->add(BOOST_TEST_CASE(&test_stat)); + + return test; +} + |