| // (C) Copyright 2006 Eric Niebler, Olivier Gygi. |
| // Use, modification and distribution are subject to the |
| // Boost Software License, Version 1.0. (See accompanying file |
| // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
| |
| // Test case for weighted_skewness.hpp |
| |
| #include <boost/random.hpp> |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/accumulators/numeric/functional/vector.hpp> |
| #include <boost/accumulators/numeric/functional/complex.hpp> |
| #include <boost/accumulators/numeric/functional/valarray.hpp> |
| #include <boost/accumulators/accumulators.hpp> |
| #include <boost/accumulators/statistics/stats.hpp> |
| #include <boost/accumulators/statistics/weighted_skewness.hpp> |
| |
| using namespace boost; |
| using namespace unit_test; |
| using namespace boost::accumulators; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // test_stat |
| // |
| void test_stat() |
| { |
| // tolerance in % |
| // double epsilon = 1; |
| |
| accumulator_set<double, stats<tag::weighted_skewness>, double > acc1; |
| accumulator_set<int, stats<tag::weighted_skewness>, int > acc2; |
| |
| // two random number generators |
| boost::lagged_fibonacci607 rng; |
| boost::normal_distribution<> mean_sigma(0,1); |
| boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
| |
| for (std::size_t i=0; i<100000; ++i) |
| { |
| acc1(normal(), weight = rng()); |
| } |
| |
| // This check fails because epsilon is relative and not absolute |
| // BOOST_CHECK_CLOSE( weighted_skewness(acc1), 0., epsilon ); |
| |
| acc2(2, weight = 4); |
| acc2(7, weight = 1); |
| acc2(4, weight = 3); |
| acc2(9, weight = 1); |
| acc2(3, weight = 2); |
| |
| BOOST_CHECK_EQUAL( weighted_mean(acc2), 42./11. ); |
| BOOST_CHECK_EQUAL( accumulators::weighted_moment<2>(acc2), 212./11. ); |
| BOOST_CHECK_EQUAL( accumulators::weighted_moment<3>(acc2), 1350./11. ); |
| BOOST_CHECK_CLOSE( weighted_skewness(acc2), 1.30708406282, 1e-6 ); |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // init_unit_test_suite |
| // |
| test_suite* init_unit_test_suite( int argc, char* argv[] ) |
| { |
| test_suite *test = BOOST_TEST_SUITE("weighted_skewness test"); |
| |
| test->add(BOOST_TEST_CASE(&test_stat)); |
| |
| return test; |
| } |
| |