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

   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 kurtosis.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/kurtosis.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::kurtosis > > acc1;
  31     accumulator_set<int, stats<tag::kurtosis > > 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());
  41     }
  42
  43     // This check fails because epsilon is relative and not absolute
  44     // BOOST_CHECK_CLOSE( kurtosis(acc1), 0., epsilon );
  45
  46     acc2(2);
  47     acc2(7);
  48     acc2(4);
  49     acc2(9);
  50     acc2(3);
  51
  52     BOOST_CHECK_EQUAL( mean(acc2), 5 );
  53     BOOST_CHECK_EQUAL( accumulators::moment<2>(acc2), 159./5. );
  54     BOOST_CHECK_EQUAL( accumulators::moment<3>(acc2), 1171./5. );
  55     BOOST_CHECK_EQUAL( accumulators::moment<4>(acc2), 1863 );
  56     BOOST_CHECK_CLOSE( kurtosis(acc2), -1.39965397924, 1e-6 );
  57 }
  58
  59 ///////////////////////////////////////////////////////////////////////////////
  60 // init_unit_test_suite
  61 //
  62 test_suite* init_unit_test_suite( int argc, char* argv[] )
  63 {
  64     test_suite *test = BOOST_TEST_SUITE("kurtosis test");
  65
  66     test->add(BOOST_TEST_CASE(&test_stat));
  67
  68     return test;
  69 }
  70