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#include <boost/test/unit_test.hpp>
#include "../../plot/statistics.h"
#include "../../plot/vectorimage.h"
namespace {
void TestMean(std::initializer_list<float> list, float expected) {
std::vector<float> v{list};
VectorImage image(std::move(v), list.size());
float mean = -1000.0;
float stddev;
WinsorizedMeanAndStdDev(image, mean, stddev);
BOOST_CHECK(std::isfinite(mean));
if (expected == 0.0)
BOOST_CHECK_LT(std::abs(mean), 1e-6);
else
BOOST_CHECK_CLOSE_FRACTION(mean, expected, 1e-6);
}
void TestStddev(std::initializer_list<float> list, float expected) {
std::vector<float> v{list};
VectorImage image(std::move(v), list.size());
float mean;
float stddev = -1000.0;
WinsorizedMeanAndStdDev(image, mean, stddev);
BOOST_CHECK(std::isfinite(stddev));
if (expected == 0.0)
BOOST_CHECK_LT(std::abs(stddev), 1e-6);
else
BOOST_CHECK_CLOSE_FRACTION(stddev, expected, 1e-6);
}
} // namespace
BOOST_AUTO_TEST_SUITE(plot_statistics, *boost::unit_test::label("statistics"))
BOOST_AUTO_TEST_CASE(winsorized_mean) {
TestMean({0.0}, 0.0);
TestMean({1.0}, 1.0);
TestMean({-3.14e7}, -3.14e7);
TestMean({-1.0, 0.0, 1.0}, 0.0);
TestMean({-1000.0, 0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 1e7},
4.5);
TestMean({-1000.0, -12.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 1e7},
2.5);
TestMean({-1000.0, -12.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 21.0, 1e7},
4.5);
TestMean({-12.0, 4.0, 2.0, 21.0, 3.0, 8.0, 1e7, 5.0, -1000.0, 1.0, 7.0, 6.0},
4.5);
TestMean({12.0, 10.0, std::numeric_limits<float>::quiet_NaN(), 8.0}, 10.0);
}
BOOST_AUTO_TEST_CASE(winsorized_stddev) {
constexpr float factor = 1.54;
TestStddev({0.0}, 0.0);
TestStddev({1.0}, 0.0);
TestStddev({-3.14e7}, 0.0);
TestStddev({-1.0, 0.0, 1.0}, std::sqrt(factor * 2.0 / 3.0));
TestStddev({-1000.0, 0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 1e7},
3.97303414);
TestStddev({-1000.0, -12.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 1e7},
8.62003517);
TestStddev(
{-1000.0, -12.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 21.0, 1e7},
12.0476141);
TestStddev(
{-12.0, 4.0, 2.0, 21.0, 3.0, 8.0, 1e7, 5.0, -1000.0, 1.0, 7.0, 6.0},
12.0476141);
TestStddev({12.0, 10.0, std::numeric_limits<float>::quiet_NaN(), 8.0},
std::sqrt(factor * 8.0 / 3.0));
}
BOOST_AUTO_TEST_SUITE_END()
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