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// (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_kurtosis.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_kurtosis.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_kurtosis>, double > acc1;
accumulator_set<int, stats<tag::weighted_kurtosis>, 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_kurtosis(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_EQUAL( accumulators::weighted_moment<4>(acc2), 9956./11. );
BOOST_CHECK_CLOSE( weighted_kurtosis(acc2), 0.58137026432, 1e-6 );
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("weighted_kurtosis test");
test->add(BOOST_TEST_CASE(&test_stat));
return test;
}
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