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

   1 //  Copyright (C) Eric Niebler 2005.
   2 //  Copyright (C) Pieter Bastiaan Ober 2014.
   3 //  Use, modification and distribution are subject to the
   4 //  Boost Software License, Version 1.0. (See accompanying file
   5 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   6
   7 #include <boost/test/unit_test.hpp>
   8 #include <boost/test/floating_point_comparison.hpp>
   9 #include <boost/mpl/assert.hpp>
  10 #include <boost/accumulators/accumulators.hpp>
  11 #include <boost/accumulators/statistics/stats.hpp>
  12 #include <boost/accumulators/statistics/rolling_moment.hpp>
  13 #include <sstream>
  14 #include <boost/archive/text_oarchive.hpp>
  15 #include <boost/archive/text_iarchive.hpp>
  16
  17 using namespace boost;
  18 using namespace unit_test;
  19 using namespace accumulators;
  20
  21 template<typename T>
  22 void assert_is_double(T const &)
  23 {
  24     BOOST_MPL_ASSERT((is_same<T, double>));
  25 }
  26
  27 ///////////////////////////////////////////////////////////////////////////////
  28 // test_rolling_moment
  29 //
  30
  31 void test_rolling_second_moment()
  32 {
  33     accumulator_set<int, stats<tag::rolling_moment<2> > > acc(tag::rolling_moment<2>::window_size = 3);
  34
  35     acc(2);
  36
  37     BOOST_CHECK_CLOSE(rolling_moment<2>(acc), 4.0/1 ,1e-5);
  38
  39     acc(4);
  40
  41     BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0)/2, 1e-5);
  42
  43     acc(5);
  44
  45     BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (4.0 + 16.0 + 25.0)/3, 1e-5);
  46
  47     acc(6);
  48
  49     BOOST_CHECK_CLOSE(rolling_moment<2>(acc), (16.0 + 25.0 + 36.0)/3, 1e-5);
  50
  51     assert_is_double(rolling_moment<2>(acc));
  52 }
  53
  54 void test_rolling_fifth_moment()
  55 {
  56     accumulator_set<int, stats<tag::rolling_moment<5> > > acc(tag::rolling_moment<2>::window_size = 3);
  57
  58     acc(2);
  59
  60     BOOST_CHECK_CLOSE(rolling_moment<5>(acc), 32.0/1, 1e-5);
  61
  62     acc(3);
  63
  64     BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0)/2, 1e-5);
  65
  66     acc(4);
  67
  68     BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (32.0 + 243.0 + 1024.0)/3, 1e-5);
  69
  70     acc(5);
  71
  72     BOOST_CHECK_CLOSE(rolling_moment<5>(acc), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
  73
  74     assert_is_double(rolling_moment<5>(acc));
  75 }
  76
  77 ///////////////////////////////////////////////////////////////////////////////
  78 // test_persistency
  79 //
  80 void test_persistency()
  81 {
  82     std::stringstream ss;
  83     {
  84         accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
  85         accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
  86
  87         acc2(2); acc5(2);
  88         acc2(4); acc5(3);
  89         acc2(5); acc5(4);
  90         acc2(6); acc5(5);
  91
  92         BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
  93         BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
  94         boost::archive::text_oarchive oa(ss);
  95         acc2.serialize(oa, 0);
  96         acc5.serialize(oa, 0);
  97     }
  98     accumulator_set<int, stats<tag::rolling_moment<2> > > acc2(tag::rolling_moment<2>::window_size = 3);
  99     accumulator_set<int, stats<tag::rolling_moment<5> > > acc5(tag::rolling_moment<5>::window_size = 3);
 100     boost::archive::text_iarchive ia(ss);
 101     acc2.serialize(ia, 0);
 102     acc5.serialize(ia, 0);
 103     BOOST_CHECK_CLOSE(rolling_moment<2>(acc2), (16.0 + 25.0 + 36.0)/3, 1e-5);
 104     BOOST_CHECK_CLOSE(rolling_moment<5>(acc5), (243.0 + 1024.0 + 3125.0)/3, 1e-5);
 105 }
 106
 107 ///////////////////////////////////////////////////////////////////////////////
 108 // init_unit_test_suite
 109 //
 110 test_suite* init_unit_test_suite( int argc, char* argv[] )
 111 {
 112     test_suite *test = BOOST_TEST_SUITE("rolling moment test");
 113
 114     test->add(BOOST_TEST_CASE(&test_rolling_second_moment));
 115     test->add(BOOST_TEST_CASE(&test_rolling_fifth_moment));
 116     test->add(BOOST_TEST_CASE(&test_persistency));
 117
 118     return test;
 119 }