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https://github.com/boostorg/math.git
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Matt Borland
71 lines
2.8 KiB
C++
71 lines
2.8 KiB
C++
// (C) Copyright Matt Borland 2021.
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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::one_sample_z_test and
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// two_sample_z_test. It exercises the exported z-test entry points when the
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// test is built against the boost.math module. The double/float expected
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// values mirror the corresponding assertions in test_z_test.cpp.
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#ifndef BOOST_MATH_BUILD_MODULE
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#include <boost/math/statistics/z_test.hpp>
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#else
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import boost.math;
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#endif
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#ifndef BOOST_MATH_BUILD_MODULE
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#include <limits>
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#include <utility>
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#include <vector>
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#include <cmath>
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#endif
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#include "math_unit_test.hpp"
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// Summary-statistic overload: statistic = (sample_mean - assumed_mean) / (sample_variance / sqrt(n)).
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template <typename Real>
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void test_one_sample_z()
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{
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// Equal means give a zero statistic; the resulting p-value underflows to zero.
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std::pair<Real, Real> temp {boost::math::statistics::one_sample_z_test(static_cast<Real>(10), static_cast<Real>(2), static_cast<Real>(100), static_cast<Real>(10))};
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Real computed_statistic {std::get<0>(temp)};
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Real computed_pvalue {std::get<1>(temp)};
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CHECK_ULP_CLOSE(static_cast<Real>(0), computed_statistic, 5);
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CHECK_MOLLIFIED_CLOSE(static_cast<Real>(0), computed_pvalue, 5 * std::numeric_limits<Real>::epsilon());
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// (10 - 5) / (2 / sqrt(100)) = 25.
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temp = boost::math::statistics::one_sample_z_test(static_cast<Real>(10), static_cast<Real>(2), static_cast<Real>(100), static_cast<Real>(5));
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Real computed_statistic_2 {std::get<0>(temp)};
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CHECK_ULP_CLOSE(static_cast<Real>(25), computed_statistic_2, 5);
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// (1/2 - 1/3) / (10 / sqrt(100)) = 1/6.
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temp = boost::math::statistics::one_sample_z_test(static_cast<Real>(1) / 2, static_cast<Real>(10), static_cast<Real>(100), static_cast<Real>(1) / 3);
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Real computed_statistic_3 {std::get<0>(temp)};
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CHECK_ULP_CLOSE(static_cast<Real>(1) / 6, computed_statistic_3, 5);
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}
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// Container overload: two unit-shifted samples of equal variance give a statistic of exactly 1.
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template <typename Real>
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void test_two_sample_z()
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{
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std::vector<Real> set_1 {1, 2, 3, 4, 5};
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std::vector<Real> set_2 {2, 3, 4, 5, 6};
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std::pair<Real, Real> temp {boost::math::statistics::two_sample_z_test(set_2, set_1)};
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Real computed_statistic {std::get<0>(temp)};
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Real computed_pvalue {std::get<1>(temp)};
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CHECK_ULP_CLOSE(static_cast<Real>(1), computed_statistic, 5);
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CHECK_MOLLIFIED_CLOSE(static_cast<Real>(0), computed_pvalue, std::sqrt(std::numeric_limits<Real>::epsilon()));
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}
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int main()
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{
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test_one_sample_z<double>();
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test_two_sample_z<double>();
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test_one_sample_z<float>();
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test_two_sample_z<float>();
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return boost::math::test::report_errors();
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}
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