// (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 kurtosis.hpp #include #include #include #include #include #include #include #include #include #include #include #include using namespace boost; using namespace unit_test; using namespace boost::accumulators; /////////////////////////////////////////////////////////////////////////////// // test_stat // void test_stat() { // tolerance in % // double epsilon = 1; accumulator_set > acc1; accumulator_set > acc2; // two random number generators boost::lagged_fibonacci607 rng; boost::normal_distribution<> mean_sigma(0,1); boost::variate_generator > normal(rng, mean_sigma); for (std::size_t i=0; i<100000; ++i) { acc1(normal()); } // This check fails because epsilon is relative and not absolute // BOOST_CHECK_CLOSE( kurtosis(acc1), 0., epsilon ); acc2(2); acc2(7); acc2(4); acc2(9); acc2(3); BOOST_CHECK_EQUAL( mean(acc2), 5 ); BOOST_CHECK_EQUAL( accumulators::moment<2>(acc2), 159./5. ); BOOST_CHECK_EQUAL( accumulators::moment<3>(acc2), 1171./5. ); BOOST_CHECK_EQUAL( accumulators::moment<4>(acc2), 1863 ); BOOST_CHECK_CLOSE( kurtosis(acc2), -1.39965397924, 1e-6 ); } /////////////////////////////////////////////////////////////////////////////// // test_persistency // void test_persistency() { // "persistent" storage std::stringstream ss; // tolerance double epsilon = 1e-6; double kurtosis_value = -1.39965397924; { accumulator_set > acc; acc(2); acc(7); acc(4); acc(9); acc(3); BOOST_CHECK_CLOSE( kurtosis(acc), kurtosis_value, epsilon); boost::archive::text_oarchive oa(ss); acc.serialize(oa, 0); } accumulator_set > acc; boost::archive::text_iarchive ia(ss); acc.serialize(ia, 0); BOOST_CHECK_CLOSE( kurtosis(acc), kurtosis_value, epsilon); } /////////////////////////////////////////////////////////////////////////////// // init_unit_test_suite // test_suite* init_unit_test_suite( int argc, char* argv[] ) { test_suite *test = BOOST_TEST_SUITE("kurtosis test"); test->add(BOOST_TEST_CASE(&test_stat)); test->add(BOOST_TEST_CASE(&test_persistency)); return test; }