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1 | // (C) Copyright 2006 Eric Niebler, Olivier Gygi. |
2 | // Use, modification and distribution are subject to the | |
3 | // Boost Software License, Version 1.0. (See accompanying file | |
4 | // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) | |
5 | ||
6 | // Test case for weighted_skewness.hpp | |
7 | ||
8 | #include <boost/random.hpp> | |
9 | #include <boost/test/unit_test.hpp> | |
10 | #include <boost/test/floating_point_comparison.hpp> | |
11 | #include <boost/accumulators/numeric/functional/vector.hpp> | |
12 | #include <boost/accumulators/numeric/functional/complex.hpp> | |
13 | #include <boost/accumulators/numeric/functional/valarray.hpp> | |
14 | #include <boost/accumulators/accumulators.hpp> | |
15 | #include <boost/accumulators/statistics/stats.hpp> | |
16 | #include <boost/accumulators/statistics/weighted_skewness.hpp> | |
17 | ||
18 | using namespace boost; | |
19 | using namespace unit_test; | |
20 | using namespace boost::accumulators; | |
21 | ||
22 | /////////////////////////////////////////////////////////////////////////////// | |
23 | // test_stat | |
24 | // | |
25 | void test_stat() | |
26 | { | |
27 | // tolerance in % | |
28 | // double epsilon = 1; | |
29 | ||
30 | accumulator_set<double, stats<tag::weighted_skewness>, double > acc1; | |
31 | accumulator_set<int, stats<tag::weighted_skewness>, int > acc2; | |
32 | ||
33 | // two random number generators | |
34 | boost::lagged_fibonacci607 rng; | |
35 | boost::normal_distribution<> mean_sigma(0,1); | |
36 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); | |
37 | ||
38 | for (std::size_t i=0; i<100000; ++i) | |
39 | { | |
40 | acc1(normal(), weight = rng()); | |
41 | } | |
42 | ||
43 | // This check fails because epsilon is relative and not absolute | |
44 | // BOOST_CHECK_CLOSE( weighted_skewness(acc1), 0., epsilon ); | |
45 | ||
46 | acc2(2, weight = 4); | |
47 | acc2(7, weight = 1); | |
48 | acc2(4, weight = 3); | |
49 | acc2(9, weight = 1); | |
50 | acc2(3, weight = 2); | |
51 | ||
52 | BOOST_CHECK_EQUAL( weighted_mean(acc2), 42./11. ); | |
53 | BOOST_CHECK_EQUAL( accumulators::weighted_moment<2>(acc2), 212./11. ); | |
54 | BOOST_CHECK_EQUAL( accumulators::weighted_moment<3>(acc2), 1350./11. ); | |
55 | BOOST_CHECK_CLOSE( weighted_skewness(acc2), 1.30708406282, 1e-6 ); | |
56 | } | |
57 | ||
58 | /////////////////////////////////////////////////////////////////////////////// | |
59 | // init_unit_test_suite | |
60 | // | |
61 | test_suite* init_unit_test_suite( int argc, char* argv[] ) | |
62 | { | |
63 | test_suite *test = BOOST_TEST_SUITE("weighted_skewness test"); | |
64 | ||
65 | test->add(BOOST_TEST_CASE(&test_stat)); | |
66 | ||
67 | return test; | |
68 | } | |
69 |