ceph/src/boost/libs/accumulators/test/extended_p_square_quantile.cpp

   1 //  (C) Copyright Eric Niebler 2005.
   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 extended_p_square_quantile.hpp
   7
   8 #include <iostream>
   9 #include <boost/random.hpp>
  10 #include <boost/test/unit_test.hpp>
  11 #include <boost/test/floating_point_comparison.hpp>
  12 #include <boost/accumulators/numeric/functional/vector.hpp>
  13 #include <boost/accumulators/numeric/functional/complex.hpp>
  14 #include <boost/accumulators/numeric/functional/valarray.hpp>
  15 #include <boost/accumulators/accumulators.hpp>
  16 #include <boost/accumulators/statistics/stats.hpp>
  17 #include <boost/accumulators/statistics/extended_p_square_quantile.hpp>
  18
  19 using namespace boost;
  20 using namespace unit_test;
  21 using namespace boost::accumulators;
  22
  23 ///////////////////////////////////////////////////////////////////////////////
  24 // test_stat
  25 //
  26 void test_stat()
  27 {
  28     typedef accumulator_set<double, stats<tag::extended_p_square_quantile> > accumulator_t;
  29     typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile>, double > accumulator_t_weighted;
  30     typedef accumulator_set<double, stats<tag::extended_p_square_quantile(quadratic)> > accumulator_t_quadratic;
  31     typedef accumulator_set<double, stats<tag::weighted_extended_p_square_quantile(quadratic)>, double > accumulator_t_weighted_quadratic;
  32
  33     // tolerance
  34     double epsilon = 1;
  35
  36     // a random number generator
  37     boost::lagged_fibonacci607 rng;
  38
  39     std::vector<double> probs;
  40
  41     probs.push_back(0.990);
  42     probs.push_back(0.991);
  43     probs.push_back(0.992);
  44     probs.push_back(0.993);
  45     probs.push_back(0.994);
  46     probs.push_back(0.995);
  47     probs.push_back(0.996);
  48     probs.push_back(0.997);
  49     probs.push_back(0.998);
  50     probs.push_back(0.999);
  51
  52     accumulator_t acc(extended_p_square_probabilities = probs);
  53     accumulator_t_weighted acc_weighted(extended_p_square_probabilities = probs);
  54     accumulator_t_quadratic acc2(extended_p_square_probabilities = probs);
  55     accumulator_t_weighted_quadratic acc_weighted2(extended_p_square_probabilities = probs);
  56
  57     for (int i=0; i<10000; ++i)
  58     {
  59         double sample = rng();
  60         acc(sample);
  61         acc2(sample);
  62         acc_weighted(sample, weight = 1.);
  63         acc_weighted2(sample, weight = 1.);
  64     }
  65
  66     for (std::size_t i = 0; i < probs.size() - 1; ++i)
  67     {
  68         BOOST_CHECK_CLOSE(
  69             quantile(acc, quantile_probability = 0.99025 + i*0.001)
  70           , 0.99025 + i*0.001
  71           , epsilon
  72         );
  73         BOOST_CHECK_CLOSE(
  74             quantile(acc2, quantile_probability = 0.99025 + i*0.001)
  75           , 0.99025 + i*0.001
  76           , epsilon
  77         );
  78         BOOST_CHECK_CLOSE(
  79             quantile(acc_weighted, quantile_probability = 0.99025 + i*0.001)
  80           , 0.99025 + i*0.001
  81           , epsilon
  82         );
  83         BOOST_CHECK_CLOSE(
  84             quantile(acc_weighted2, quantile_probability = 0.99025 + i*0.001)
  85           , 0.99025 + i*0.001
  86           , epsilon
  87         );
  88     }
  89 }
  90
  91 ///////////////////////////////////////////////////////////////////////////////
  92 // init_unit_test_suite
  93 //
  94 test_suite* init_unit_test_suite( int argc, char* argv[] )
  95 {
  96     test_suite *test = BOOST_TEST_SUITE("extended_p_square_quantile test");
  97
  98     test->add(BOOST_TEST_CASE(&test_stat));
  99
 100     return test;
 101 }
 102