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// (C) Copyright Eric Niebler 2005.
// 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 p_square_quantile.hpp
#include <boost/random.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/test/tools/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/p_square_quantile.hpp>
#include <sstream>
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>
using namespace boost;
using namespace unit_test;
using namespace boost::accumulators;
typedef accumulator_set<double, stats<tag::p_square_quantile> > accumulator_t;
///////////////////////////////////////////////////////////////////////////////
// test_stat
//
void test_stat()
{
// tolerance in %
double epsilon = 1;
// a random number generator
boost::lagged_fibonacci607 rng;
accumulator_t acc0(quantile_probability = 0.001);
accumulator_t acc1(quantile_probability = 0.01 );
accumulator_t acc2(quantile_probability = 0.1 );
accumulator_t acc3(quantile_probability = 0.25 );
accumulator_t acc4(quantile_probability = 0.5 );
accumulator_t acc5(quantile_probability = 0.75 );
accumulator_t acc6(quantile_probability = 0.9 );
accumulator_t acc7(quantile_probability = 0.99 );
accumulator_t acc8(quantile_probability = 0.999);
for (int i=0; i<100000; ++i)
{
double sample = rng();
acc0(sample);
acc1(sample);
acc2(sample);
acc3(sample);
acc4(sample);
acc5(sample);
acc6(sample);
acc7(sample);
acc8(sample);
}
BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 18*epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 7*epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , 3*epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , 2*epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc7), 0.99 , epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc8), 0.999, epsilon );
}
///////////////////////////////////////////////////////////////////////////////
// test_persistency
//
void test_persistency()
{
// "persistent" storage
std::stringstream ss;
// tolerance in %
double epsilon = 1;
// a random number generator
boost::lagged_fibonacci607 rng;
{
accumulator_t acc1(quantile_probability = 0.75 );
accumulator_t acc2(quantile_probability = 0.999);
for (int i=0; i<100000; ++i)
{
double sample = rng();
acc1(sample);
acc2(sample);
}
BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon);
BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon);
boost::archive::text_oarchive oa(ss);
acc1.serialize(oa, 0);
acc2.serialize(oa, 0);
}
accumulator_t acc1(quantile_probability = 0.75);
accumulator_t acc2(quantile_probability = 0.999);
boost::archive::text_iarchive ia(ss);
acc1.serialize(ia, 0);
acc2.serialize(ia, 0);
BOOST_CHECK_CLOSE(p_square_quantile(acc1), 0.75 , epsilon);
BOOST_CHECK_CLOSE(p_square_quantile(acc2), 0.999, epsilon);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("p_square_quantile test");
test->add(BOOST_TEST_CASE(&test_stat));
test->add(BOOST_TEST_CASE(&test_persistency));
return test;
}
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