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https://github.com/boostorg/math.git
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Matt Borland
88 lines
3.1 KiB
C++
88 lines
3.1 KiB
C++
/*
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* (C) Copyright Nick Thompson 2018.
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* (C) Copyright Matt Borland 2020.
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* Use, modification and distribution are subject to the
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* Boost Software License, Version 1.0. (See accompanying file
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* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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*
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* Module build check for boost::math::statistics univariate statistics. The
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* component is consumed through `import boost.math;` and every expected value
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* below is copied from the non-module univariate_statistics_test.cpp. Only the
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* container entry points are exercised (double and float).
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*/
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#ifndef BOOST_MATH_BUILD_MODULE
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#include <boost/math/statistics/univariate_statistics.hpp>
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#else
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import boost.math;
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#endif
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#include "math_unit_test.hpp"
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#ifndef BOOST_MATH_BUILD_MODULE
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#include <vector>
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#include <limits>
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#include <tuple>
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#endif
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// Exercises the main public entry points on small, hand-checkable samples.
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template <class Real>
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void test_univariate_statistics()
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{
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using namespace boost::math::statistics;
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const Real tol {std::numeric_limits<Real>::epsilon()};
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// mean of {1,2,3,4,5} is 3; mean of {1,2,3} is 2.
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std::vector<Real> v {1, 2, 3, 4, 5};
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CHECK_ULP_CLOSE(3, mean(v), 4);
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std::vector<Real> v3 {1, 2, 3};
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CHECK_ULP_CLOSE(2, mean(v3), 4);
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// variance of a constant sample is zero.
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std::vector<Real> c {1, 1, 1, 1, 1, 1};
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CHECK_ABSOLUTE_ERROR(0, variance(c), 20 * tol);
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CHECK_ABSOLUTE_ERROR(0, sample_variance(c), 20 * tol);
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// variance of the alternating sample {0,1,0,1,...} is 1/4.
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std::vector<Real> w {0, 1, 0, 1, 0, 1, 0, 1};
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CHECK_ABSOLUTE_ERROR(0.25, variance(w), 20 * tol);
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// {0,0,0,0,5}: mu = 1, sigma^2 = 4, skewness = 3/2, kurtosis = 13/4.
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std::vector<Real> s {0, 0, 0, 0, 5};
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CHECK_ABSOLUTE_ERROR(1.5, skewness(s), 20 * tol);
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CHECK_ABSOLUTE_ERROR(3.25, kurtosis(s), 20 * tol);
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// {1,2,3,4,5}: kurtosis = 17/10 and the first four moments are (3,2,0,34/5).
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CHECK_ABSOLUTE_ERROR(1.7, kurtosis(v), 20 * tol);
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auto [M1, M2, M3, M4] = first_four_moments(v);
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CHECK_ABSOLUTE_ERROR(3, M1, 20 * tol);
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CHECK_ABSOLUTE_ERROR(2, M2, 20 * tol);
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CHECK_ABSOLUTE_ERROR(0, M3, 20 * tol);
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CHECK_ABSOLUTE_ERROR(6.8, M4, 20 * tol);
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// median extracts (or averages) exact sample values.
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std::vector<Real> m_odd {1, 2, 3, 4, 5, 6, 7};
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CHECK_EQUAL(static_cast<Real>(4), median(m_odd));
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std::vector<Real> m_even {2, 4};
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CHECK_EQUAL(static_cast<Real>(3), median(m_even));
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// Gini coefficient of {1,0,0} is 2/3.
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std::vector<Real> g {1, 0, 0};
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CHECK_ABSOLUTE_ERROR(2.0 / 3.0, gini_coefficient(g), 20 * tol);
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// Interquartile range: Wikipedia's worked example gives 88; {1,..,5} gives 3.
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std::vector<Real> iqr_data {7, 7, 31, 31, 47, 75, 87, 115, 116, 119, 119, 155, 177};
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CHECK_EQUAL(static_cast<Real>(88), interquartile_range(iqr_data));
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std::vector<Real> iqr_small {1, 2, 3, 4, 5};
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CHECK_EQUAL(static_cast<Real>(3), interquartile_range(iqr_small));
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}
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int main()
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{
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test_univariate_statistics<double>();
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test_univariate_statistics<float>();
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return boost::math::test::report_errors();
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}
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