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Add skewness and kurtosis [CI SKIP]

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This commit is contained in:
Nick Thompson
2018-12-11 14:01:28 -07:00
parent b0b0a6bb59
commit 87f4bc9b11
3 changed files with 268 additions and 3 deletions
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93
test/univariate_statistics_test.cpp
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@@ -213,6 +213,85 @@ void test_gini_coefficient()
BOOST_TEST(abs(gini) < tol);
}
template<class Z>
void test_integer_skewness()
{
double tol = std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,1,1};
double skew = boost::math::tools::population_skewness(v);
BOOST_TEST(abs(skew) < tol);
// Dataset is symmetric about the mean:
v = {1,2,3,4,5};
skew = boost::math::tools::population_skewness(v);
BOOST_TEST(abs(skew) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2
skew = boost::math::tools::population_skewness(v);
BOOST_TEST(abs(skew - 3.0/2.0) < tol);
}
template<class Real>
void test_skewness()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,1,1};
Real skew = boost::math::tools::population_skewness(v);
BOOST_TEST(abs(skew) < tol);
// Dataset is symmetric about the mean:
v = {1,2,3,4,5};
skew = boost::math::tools::population_skewness(v);
BOOST_TEST(abs(skew) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2
skew = boost::math::tools::population_skewness(v);
BOOST_TEST(abs(skew - Real(3)/Real(2)) < tol);
}
template<class Real>
void test_kurtosis()
{
Real tol = std::numeric_limits<Real>::epsilon();
std::vector<Real> v{1,1,1};
Real kurtosis = boost::math::tools::population_kurtosis(v);
BOOST_TEST(abs(kurtosis) < tol);
v = {1,2,3,4,5};
// mu =1, sigma^2 = 2, kurtosis = 17/10
kurtosis = boost::math::tools::population_kurtosis(v);
BOOST_TEST(abs(kurtosis - Real(17)/Real(10)) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2, kurtosis = 13/4
kurtosis = boost::math::tools::population_kurtosis(v);
BOOST_TEST(abs(kurtosis- Real(13)/Real(4)) < tol);
}
template<class Z>
void test_integer_kurtosis()
{
double tol = std::numeric_limits<double>::epsilon();
std::vector<Z> v{1,1,1};
double kurtosis = boost::math::tools::population_kurtosis(v);
BOOST_TEST(abs(kurtosis) < tol);
v = {1,2,3,4,5};
// mu =1, sigma^2 = 2, kurtosis = 17/10
kurtosis = boost::math::tools::population_kurtosis(v);
BOOST_TEST(abs(kurtosis - 17.0/10.0) < tol);
v = {0,0,0,0,5};
// mu = 1, sigma^2 = 4, sigma = 2, skew = 3/2, kurtosis = 13/4
kurtosis = boost::math::tools::population_kurtosis(v);
BOOST_TEST(abs(kurtosis- 13.0/4.0) < tol);
}
int main()
{
test_integer_mean<uint8_t>();
@@ -244,5 +323,19 @@ int main()
test_gini_coefficient<long double>();
test_gini_coefficient<cpp_bin_float_50>();
test_skewness<float>();
test_skewness<double>();
test_skewness<long double>();
test_skewness<cpp_bin_float_50>();
test_integer_skewness<int>();
test_kurtosis<float>();
test_kurtosis<double>();
test_kurtosis<long double>();
test_kurtosis<cpp_bin_float_50>();
test_integer_kurtosis<int>();
return boost::report_errors();
}