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117 lines
3.5 KiB
C++
117 lines
3.5 KiB
C++
// Copyright 2015-2018 Hans Dembinski
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//
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// Distributed under the Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <boost/core/lightweight_test.hpp>
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#include <boost/histogram/accumulators/ostream.hpp>
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#include <boost/histogram/accumulators/weighted_mean.hpp>
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#include <boost/histogram/weight.hpp>
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#include <sstream>
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#include "is_close.hpp"
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#include "throw_exception.hpp"
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#include "utility_str.hpp"
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using namespace boost::histogram;
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using namespace std::literals;
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int main() {
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using m_t = accumulators::weighted_mean<double>;
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using detail::square;
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// basic interface, string conversion
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{
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// see https://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Reliability_weights
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m_t a;
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BOOST_TEST_EQ(a.sum_of_weights(), 0);
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BOOST_TEST_EQ(a, m_t{});
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a(weight(0.5), 1);
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a(weight(1.0), 2);
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a(weight(0.5), 3);
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BOOST_TEST_EQ(a.sum_of_weights(), 1 + 2 * 0.5);
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BOOST_TEST_EQ(a.sum_of_weights_squared(), 1 + 2 * 0.5 * 0.5);
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// https://en.wikipedia.org/wiki/Effective_sample_size#weighted_samples
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BOOST_TEST_EQ(a.count(), square(a.sum_of_weights()) / a.sum_of_weights_squared());
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BOOST_TEST_EQ(a.value(), (0.5 * 1 + 1.0 * 2 + 0.5 * 3) / a.sum_of_weights());
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const auto m = a.value();
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BOOST_TEST_IS_CLOSE(
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a.variance(),
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(0.5 * square(1 - m) + square(2 - m) + 0.5 * square(3 - m)) /
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(a.sum_of_weights() - a.sum_of_weights_squared() / a.sum_of_weights()),
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1e-3);
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BOOST_TEST_EQ(str(a), "weighted_mean(2, 2, 0.8)"s);
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BOOST_TEST_EQ(str(a, 25, false), " weighted_mean(2, 2, 0.8)"s);
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BOOST_TEST_EQ(str(a, 25, true), "weighted_mean(2, 2, 0.8) "s);
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}
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// addition of zero element
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{
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BOOST_TEST_EQ(m_t() += m_t(), m_t());
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BOOST_TEST_EQ(m_t(1, 2, 3, 4) += m_t(), m_t(1, 2, 3, 4));
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BOOST_TEST_EQ(m_t() += m_t(1, 2, 3, 4), m_t(1, 2, 3, 4));
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}
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// addition
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{
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m_t a, b, c;
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a(weight(4), 2);
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a(weight(3), 3);
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BOOST_TEST_EQ(a.sum_of_weights(), 4 + 3);
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BOOST_TEST_EQ(a.sum_of_weights_squared(), 4 * 4 + 3 * 3);
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BOOST_TEST_EQ(a.value(), (4 * 2 + 3 * 3) / 7.);
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BOOST_TEST_IS_CLOSE(a.variance(), 0.5, 1e-3);
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b(weight(2), 4);
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b(weight(1), 6);
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BOOST_TEST_EQ(b.sum_of_weights(), 3);
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BOOST_TEST_EQ(b.sum_of_weights_squared(), 1 + 2 * 2);
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BOOST_TEST_EQ(b.value(), (2 * 4 + 1 * 6) / (2. + 1.));
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BOOST_TEST_IS_CLOSE(b.variance(), 2, 1e-3);
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c(weight(4), 2);
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c(weight(3), 3);
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c(weight(2), 4);
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c(weight(1), 6);
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auto d = a;
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d += b;
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BOOST_TEST_EQ(c.sum_of_weights(), d.sum_of_weights());
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BOOST_TEST_EQ(c.sum_of_weights_squared(), d.sum_of_weights_squared());
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BOOST_TEST_EQ(c.value(), d.value());
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BOOST_TEST_IS_CLOSE(c.variance(), d.variance(), 1e-3);
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}
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// using weights * 2 compared to adding weighted samples twice must
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// - give same for sum_of_weights and mean
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// - give twice sum_of_weights_squared
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// - give half effective count
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// - variance is complicated, but larger
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{
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m_t a, b;
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for (int i = 0; i < 2; ++i) {
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a(weight(0.5), 1);
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a(weight(1.0), 2);
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a(weight(0.5), 3);
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}
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b(weight(1), 1);
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b(weight(2), 2);
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b(weight(1), 3);
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BOOST_TEST_EQ(a.sum_of_weights(), b.sum_of_weights());
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BOOST_TEST_EQ(2 * a.sum_of_weights_squared(), b.sum_of_weights_squared());
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BOOST_TEST_EQ(a.count(), 2 * b.count());
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BOOST_TEST_EQ(a.value(), b.value());
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BOOST_TEST_LT(a.variance(), b.variance());
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}
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return boost::report_errors();
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}
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