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// Copyright (C) Eric Niebler 2005.
// Copyright (C) Pieter Bastiaan Ober 2014.
// 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 <boost/test/unit_test.hpp>
#include <boost/test/tools/floating_point_comparison.hpp>
#include <boost/mpl/assert.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/rolling_moment.hpp>
#include <sstream>
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>
using namespace boost;
using namespace unit_test;
using namespace accumulators;
template<typename T>
void assert_is_double(T const &)
{
BOOST_MPL_ASSERT((is_same<T, double>));
}
///////////////////////////////////////////////////////////////////////////////
// test_rolling_moment
//
void test_rolling_second_moment()
{
accumulator_set<int, stats<tag::rolling_moment<2> > > acc(tag::rolling_moment<2>::window_size = 3);
acc(2);
BOOST_CHECK_CLOSE(rolling_moment<2>(acc), 4.0/1 ,1e-5);
acc(4);
BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0)/2, 1e-5);
acc(5);
BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0 + 25.0)/3, 1e-5);
acc(6);
BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (16.0 + 25.0 + 36.0)/3, 1e-5);
assert_is_double(rolling_moment<2>(acc));
}
void test_rolling_fifth_moment()
{
accumulator_set<int, stats<tag::rolling_moment<5> > > acc(tag::rolling_moment<2>::window_size = 3);
acc(2);
BOOST_CHECK_CLOSE(rolling_moment<5>(acc), 32.0/1, 1e-5);
acc(3);
BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0)/2, 1e-5);
acc(4);
BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0 + 1024.0)/3, 1e-5);
acc(5);
BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
assert_is_double(rolling_moment<5>(acc));
}
///////////////////////////////////////////////////////////////////////////////
// test_persistency
//
void test_persistency()
{
std::stringstream ss;
{
accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
acc2(2); acc5(2);
acc2(4); acc5(3);
acc2(5); acc5(4);
acc2(6); acc5(5);
BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
boost::archive::text_oarchive oa(ss);
acc2.serialize(oa, 0);
acc5.serialize(oa, 0);
}
accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
boost::archive::text_iarchive ia(ss);
acc2.serialize(ia, 0);
acc5.serialize(ia, 0);
BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("rolling moment test");
test->add(BOOST_TEST_CASE(&test_rolling_second_moment));
test->add(BOOST_TEST_CASE(&test_rolling_fifth_moment));
test->add(BOOST_TEST_CASE(&test_persistency));
return test;
}
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