ceph/src/boost/libs/accumulators/test/skewness.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 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/skewness.hpp>
  17 #include <sstream>
  18 #include <boost/archive/text_oarchive.hpp>
  19 #include <boost/archive/text_iarchive.hpp>
  20
  21 using namespace boost;
  22 using namespace unit_test;
  23 using namespace boost::accumulators;
  24
  25 ///////////////////////////////////////////////////////////////////////////////
  26 // test_stat
  27 //
  28 void test_stat()
  29 {
  30     // tolerance in %
  31     // double epsilon = 1;
  32
  33     accumulator_set<double, stats<tag::skewness > > acc1;
  34     accumulator_set<int, stats<tag::skewness > > acc2;
  35
  36     // two random number generators
  37     boost::lagged_fibonacci607 rng;
  38     boost::normal_distribution<> mean_sigma(0,1);
  39     boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma);
  40
  41     for (std::size_t i=0; i<100000; ++i)
  42     {
  43         acc1(normal());
  44     }
  45
  46     // This check fails because epsilon is relative and not absolute
  47     // BOOST_CHECK_CLOSE( skewness(acc1), 0., epsilon );
  48
  49     acc2(2);
  50     acc2(7);
  51     acc2(4);
  52     acc2(9);
  53     acc2(3);
  54
  55     BOOST_CHECK_EQUAL( mean(acc2), 5 );
  56     BOOST_CHECK_EQUAL( accumulators::moment<2>(acc2), 159./5. );
  57     BOOST_CHECK_EQUAL( accumulators::moment<3>(acc2), 1171./5. );
  58     BOOST_CHECK_CLOSE( skewness(acc2), 0.406040288214, 1e-6 );
  59 }
  60
  61 ///////////////////////////////////////////////////////////////////////////////
  62 // test_persistency
  63 //
  64 void test_persistency()
  65 {
  66     double epsilon = 1e-6;
  67     std::stringstream ss;
  68     {
  69         accumulator_set<int, stats<tag::skewness > > acc;
  70         acc(2);
  71         acc(7);
  72         acc(4);
  73         acc(9);
  74         acc(3);
  75
  76         BOOST_CHECK_EQUAL(accumulators::moment<3>(acc), 1171./5.);
  77         BOOST_CHECK_CLOSE(skewness(acc), 0.406040288214, epsilon);
  78         boost::archive::text_oarchive oa(ss);
  79         acc.serialize(oa, 0);
  80     }
  81     accumulator_set<int, stats<tag::skewness > > acc;
  82     boost::archive::text_iarchive ia(ss);
  83     acc.serialize(ia, 0);
  84     BOOST_CHECK_EQUAL(accumulators::moment<3>(acc), 1171./5.);
  85     BOOST_CHECK_CLOSE(skewness(acc), 0.406040288214, epsilon);
  86 }
  87
  88 ///////////////////////////////////////////////////////////////////////////////
  89 // init_unit_test_suite
  90 //
  91 test_suite* init_unit_test_suite( int argc, char* argv[] )
  92 {
  93     test_suite *test = BOOST_TEST_SUITE("skewness test");
  94
  95     test->add(BOOST_TEST_CASE(&test_stat));
  96     test->add(BOOST_TEST_CASE(&test_persistency));
  97
  98     return test;
  99 }
 100