1 files changed, 77 insertions, 0 deletions
diff --git a/src/boost/libs/math/test/test_runs_test.cpp b/src/boost/libs/math/test/test_runs_test.cpp
new file mode 100644
index 00000000..94d5c5a2
--- /dev/null
+++ b/src/boost/libs/math/test/test_runs_test.cpp
@@ -0,0 +1,77 @@
+/*
+ * Copyright Nick Thompson, 2019
+ * 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 "math_unit_test.hpp"
+#include <vector>
+#include <random>
+#include <boost/math/statistics/runs_test.hpp>
+
+using boost::math::statistics::runs_above_and_below_median;
+
+void test_agreement_with_r_randtests()
+{
+  // $R
+  // install.packages("randtests")
+  // library(randtests)
+  // earthden <- c(5.36, 5.29, 5.58, 5.65, 5.57, 5.53, 5.62, 5.29, 5.44, 5.34, 5.79,5.10, 5.27, 5.39, 5.42, 5.47, 5.63, 5.34, 5.46, 5.30, 5.75, 5.68, 5.85)
+  // h = runs.test(earthden)
+  // options(digits=18)
+  //> h$statistic
+  // -1.74772579501060576
+  // > h$p.value
+  // [1] 0.0805115199405023046
+  // median of v is 5.46, 23 elements.
+  std::vector<double> v{5.36, 5.29,
+                        5.58, 5.65, 5.57, 5.53, 5.62,
+                        5.29, 5.44, 5.34,
+                        5.79, 5.10,
+                        5.27, 5.39, 5.42,
+                        5.47, 5.63,
+                        5.34,
+                        5.46, /* median */
+                        5.30,
+                        5.75, 5.68, 5.85};
+  // v -> {-,-,+,+,+,+,+,-,-,-,+,+,-,-,-,+,+,-,-,+,+,+}, 8 runs.
+  double expected_statistic = -1.74772579501060576;
+  double expected_pvalue = 0.0805115199405023046;
+
+  auto [computed_statistic, computed_pvalue] = runs_above_and_below_median(v);
+
+  CHECK_ULP_CLOSE(expected_statistic, computed_statistic, 3);
+  CHECK_ULP_CLOSE(expected_pvalue, computed_pvalue, 3);
+}
+
+void test_doc_example()
+{
+    std::vector<double> v{5, 2, 0, 4, 7, 9, 10, 6, 1, 8, 3};
+    double expected_statistic = -0.670820393249936919;
+    double expected_pvalue = 0.502334954360502017;
+
+    auto [computed_statistic, computed_pvalue] = runs_above_and_below_median(v);
+
+    CHECK_ULP_CLOSE(expected_statistic, computed_statistic, 3);
+    CHECK_ULP_CLOSE(expected_pvalue, computed_pvalue, 3);
+}
+
+void test_constant_vector()
+{
+    std::vector<double> v{5,5,5,5,5,5,5};
+    auto [computed_statistic, computed_pvalue] = runs_above_and_below_median(v);
+    double expected_pvalue = 0;
+    CHECK_ULP_CLOSE(expected_pvalue, computed_pvalue, 3);
+    if (!std::isnan(computed_statistic)) {
+        std::cerr << "Computed statistic is not a nan!\n";
+    }
+}
+
+int main()
+{
+    test_constant_vector();
+    test_agreement_with_r_randtests();
+    test_doc_example();
+    return boost::math::test::report_errors();
+}