1 | // (C) Copyright Eric Niebler, Olivier Gygi 2006. |
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 p_square_cumul_dist.hpp |
7 | |
8 | #include <cmath> |
9 | #include <boost/random.hpp> |
10 | #include <boost/test/unit_test.hpp> |
11 | #include <boost/test/floating_point_comparison.hpp> |
12 | #include <boost/accumulators/numeric/functional/vector.hpp> |
13 | #include <boost/accumulators/numeric/functional/complex.hpp> |
14 | #include <boost/accumulators/numeric/functional/valarray.hpp> |
15 | #include <boost/accumulators/accumulators.hpp> |
16 | #include <boost/accumulators/statistics/stats.hpp> |
17 | #include <boost/accumulators/statistics/p_square_cumul_dist.hpp> |
18 | |
19 | using namespace boost; |
20 | using namespace unit_test; |
21 | using namespace boost::accumulators; |
22 | |
23 | /////////////////////////////////////////////////////////////////////////////// |
24 | // erf() not known by VC++ compiler! |
25 | // my_erf() computes error function by numerically integrating with trapezoidal rule |
26 | // |
27 | double my_erf(double const& x, int const& n = 1000) |
28 | { |
29 | double sum = 0.; |
30 | double delta = x/n; |
31 | for (int i = 1; i < n; ++i) |
32 | sum += std::exp(x: -i*i*delta*delta) * delta; |
33 | sum += 0.5 * delta * (1. + std::exp(x: -x*x)); |
34 | return sum * 2. / std::sqrt(x: 3.141592653); |
35 | } |
36 | |
37 | /////////////////////////////////////////////////////////////////////////////// |
38 | // test_stat |
39 | // |
40 | void test_stat() |
41 | { |
42 | // tolerance in % |
43 | double epsilon = 3; |
44 | |
45 | typedef accumulator_set<double, stats<tag::p_square_cumulative_distribution> > accumulator_t; |
46 | |
47 | accumulator_t acc(p_square_cumulative_distribution_num_cells = 100); |
48 | |
49 | // two random number generators |
50 | boost::lagged_fibonacci607 rng; |
51 | boost::normal_distribution<> mean_sigma(0,1); |
52 | boost::variate_generator<boost::lagged_fibonacci607&, boost::normal_distribution<> > normal(rng, mean_sigma); |
53 | |
54 | for (std::size_t i=0; i<100000; ++i) |
55 | { |
56 | acc(normal()); |
57 | } |
58 | |
59 | typedef iterator_range<std::vector<std::pair<double, double> >::iterator > histogram_type; |
60 | histogram_type histogram = p_square_cumulative_distribution(acc); |
61 | |
62 | for (std::size_t i = 0; i < histogram.size(); ++i) |
63 | { |
64 | // problem with small results: epsilon is relative (in percent), not absolute! |
65 | if ( histogram[i].second > 0.001 ) |
66 | BOOST_CHECK_CLOSE( 0.5 * (1.0 + my_erf( histogram[i].first / std::sqrt(2.0) )), histogram[i].second, epsilon ); |
67 | } |
68 | } |
69 | |
70 | /////////////////////////////////////////////////////////////////////////////// |
71 | // init_unit_test_suite |
72 | // |
73 | test_suite* init_unit_test_suite( int argc, char* argv[] ) |
74 | { |
75 | test_suite *test = BOOST_TEST_SUITE("p_square_cumulative_distribution test" ); |
76 | |
77 | test->add(BOOST_TEST_CASE(&test_stat)); |
78 | |
79 | return test; |
80 | } |
81 | |
82 | |