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// (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)
#define BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
#include <boost/test/unit_test.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/variates/covariate.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/weighted_covariance.hpp>
using namespace boost;
using namespace unit_test;
using namespace accumulators;
///////////////////////////////////////////////////////////////////////////////
// test_stat
//
void test_stat()
{
std::vector<double> dummy;
dummy.push_back(0);
dummy.push_back(0);
accumulator_set<double, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc;
accumulator_set<std::vector<double>, stats<tag::weighted_covariance<double, tag::covariate1> >, double > acc2(sample = dummy);
accumulator_set<double, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc3(covariate1 = dummy);
accumulator_set<std::vector<double>, stats<tag::weighted_covariance<std::vector<double>, tag::covariate1> >, double > acc4(sample = dummy, covariate1 = dummy);
std::vector<double> a;
a.push_back(1.);
a.push_back(2.);
std::vector<double> b;
b.push_back(3.);
b.push_back(4.);
std::vector<double> c;
c.push_back(2.);
c.push_back(5.);
std::vector<double> d;
d.push_back(4.);
d.push_back(2.);
// double - double
{
acc(1., weight = 1.1, covariate1 = 2.);
acc(1., weight = 2.2, covariate1 = 4.);
acc(2., weight = 3.3, covariate1 = 3.);
acc(6., weight = 4.4, covariate1 = 1.);
}
// vector - double
{
acc2(a, weight = 1.1, covariate1 = 1.);
acc2(b, weight = 2.2, covariate1 = 1.);
acc2(c, weight = 3.3, covariate1 = 2.);
acc2(d, weight = 4.4, covariate1 = 6.);
}
// double - vector
{
acc3(1., weight = 1.1, covariate1 = a);
acc3(1., weight = 2.2, covariate1 = b);
acc3(2., weight = 3.3, covariate1 = c);
acc3(6., weight = 4.4, covariate1 = d);
}
// vector - vector
{
acc4(a, weight = 1.1, covariate1 = b);
acc4(b, weight = 2.2, covariate1 = c);
acc4(a, weight = 3.3, covariate1 = c);
acc4(d, weight = 4.4, covariate1 = b);
}
double epsilon = 1e-6;
BOOST_CHECK_CLOSE((weighted_covariance(acc)), -2.39, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc2))[0], 1.93, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc2))[1], -2.09, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc3))[0], 1.93, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc3))[1], -2.09, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,0), 0.4, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc4))(0,1), -0.2, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,0), -0.4, epsilon);
BOOST_CHECK_CLOSE((weighted_covariance(acc4))(1,1), 0.2, epsilon);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("weighted_covariance test");
test->add(BOOST_TEST_CASE(&test_stat));
return test;
}
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