libs/math/test/empirical_cumulative_distribution_test.cpp

   1 /*
   2  * Copyright Nick Thompson, 2019
   3  * Use, modification and distribution are subject to the
   4  * Boost Software License, Version 1.0. (See accompanying file
   5  * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   6  */
   7
   8 #include "math_unit_test.hpp"
   9 #include <numeric>
  10 #include <utility>
  11 #include <random>
  12 #include <boost/core/demangle.hpp>
  13 #include <boost/math/distributions/empirical_cumulative_distribution_function.hpp>
  14 #ifdef BOOST_HAS_FLOAT128
  15 #include <boost/multiprecision/float128.hpp>
  16 using boost::multiprecision::float128;
  17 #endif
  18
  19 using boost::math::empirical_cumulative_distribution_function;
  20
  21 template<class Z>
  22 void test_uniform_z()
  23 {
  24     std::vector<Z> v{6,3,4,1,2,5};
  25
  26     auto ecdf = empirical_cumulative_distribution_function(std::move(v));
  27
  28     CHECK_ULP_CLOSE(1.0/6.0, ecdf(1), 1);
  29     CHECK_ULP_CLOSE(2.0/6.0, ecdf(2), 1);
  30     CHECK_ULP_CLOSE(3.0/6.0, ecdf(3), 1);
  31     CHECK_ULP_CLOSE(4.0/6.0, ecdf(4), 1);
  32     CHECK_ULP_CLOSE(5.0/6.0, ecdf(5), 1);
  33     CHECK_ULP_CLOSE(6.0/6.0, ecdf(6), 1);
  34
  35     // Less trivial:
  36
  37     v = {6,3,4,1,1,1,2,4};
  38     ecdf = empirical_cumulative_distribution_function(std::move(v));
  39     CHECK_ULP_CLOSE(3.0/8.0, ecdf(1), 1);
  40     CHECK_ULP_CLOSE(4.0/8.0, ecdf(2), 1);
  41     CHECK_ULP_CLOSE(5.0/8.0, ecdf(3), 1);
  42     CHECK_ULP_CLOSE(7.0/8.0, ecdf(4), 1);
  43     CHECK_ULP_CLOSE(7.0/8.0, ecdf(5), 1);
  44     CHECK_ULP_CLOSE(8.0/8.0, ecdf(6), 1);
  45 }
  46
  47 template<class Real>
  48 void test_uniform()
  49 {
  50     size_t n = 128;
  51     std::vector<Real> v(n);
  52     for (size_t i = 0; i < n; ++i) {
  53       v[i] = Real(i+1)/Real(n);
  54     }
  55
  56     auto ecdf = empirical_cumulative_distribution_function(std::move(v));
  57
  58     for (size_t i = 0; i < n; ++i) {
  59       CHECK_ULP_CLOSE(Real(i+1)/Real(n), ecdf(Real(i+1)/Real(n)), 1);
  60     }
  61 }
  62
  63
  64 int main()
  65 {
  66     test_uniform_z<int>();
  67     test_uniform<double>();
  68     return boost::math::test::report_errors();
  69 }