2
0
mirror of https://github.com/boostorg/math.git synced 2026-01-31 08:22:09 +00:00
Files
math/test/test_z_test.cpp
Matt Borland bf3038bfcb Add Z-test (#494)
* Initial Commit

* Add tests

* Add docs

* Fix svg file dimensions [CI SKIP]

* Minor fixes [CI SKIP]

* Fixes to docs and tests [CI SKIP]

* More test fixes and cycle CI

* Cycle CI

* Update docs

* Fix for MSVC-14.2 C++17 misc failure [CI SKIP]
2021-01-17 09:53:49 -05:00

83 lines
3.0 KiB
C++

// (C) Copyright Matt Borland 2021.
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
#include "math_unit_test.hpp"
#include <boost/math/statistics/z_test.hpp>
#include <boost/math/statistics/univariate_statistics.hpp>
#include <boost/multiprecision/cpp_bin_float.hpp>
#include <limits>
#include <vector>
#include <random>
using quad = boost::multiprecision::cpp_bin_float_quad;
template<typename Real>
void test_one_sample_z()
{
auto [computed_statistic, computed_pvalue] = boost::math::statistics::one_sample_z_test(Real(10), Real(2), Real(100), Real(10));
CHECK_ULP_CLOSE(Real(0), computed_statistic, 5);
CHECK_MOLLIFIED_CLOSE(Real(0), computed_pvalue, 5*std::numeric_limits<Real>::epsilon());
auto [computed_statistic_2, computed_pvalue_2] = boost::math::statistics::one_sample_z_test(Real(10), Real(2), Real(100), Real(5));
CHECK_ULP_CLOSE(Real(25), computed_statistic_2, 5);
auto [computed_statistic_3, computed_pvalue_3] = boost::math::statistics::one_sample_z_test(Real(1)/2, Real(10), Real(100), Real(1)/3);
CHECK_ULP_CLOSE(Real(1)/6, computed_statistic_3, 5);
}
template<typename Z>
void test_integer_one_sample_z()
{
auto [computed_statistic, computed_pvalue] = boost::math::statistics::one_sample_z_test(Z(10), Z(2), Z(100), Z(10));
CHECK_ULP_CLOSE(0.0, computed_statistic, 5);
CHECK_MOLLIFIED_CLOSE(0.0, computed_pvalue, 5*std::numeric_limits<double>::epsilon());
auto [computed_statistic_2, computed_pvalue_2] = boost::math::statistics::one_sample_z_test(Z(10), Z(2), Z(100), Z(5));
CHECK_ULP_CLOSE(25.0, computed_statistic_2, 5);
}
template<typename Real>
void test_two_sample_z()
{
std::vector<Real> set_1 {1,2,3,4,5};
std::vector<Real> set_2 {2,3,4,5,6};
auto [computed_statistic, computed_pvalue] = boost::math::statistics::two_sample_z_test(set_2, set_1);
CHECK_ULP_CLOSE(Real(1), computed_statistic, 5);
CHECK_MOLLIFIED_CLOSE(Real(0), computed_pvalue, 5*std::numeric_limits<Real>::epsilon());
}
template<typename Z>
void test_integer_two_sample_z()
{
std::vector<Z> set_1 {1,2,3,4,5};
std::vector<Z> set_2 {2,3,4,5,6};
auto [computed_statistic, computed_pvalue] = boost::math::statistics::two_sample_z_test(set_2, set_1);
CHECK_ULP_CLOSE(1.0, computed_statistic, 5);
CHECK_MOLLIFIED_CLOSE(0.0, computed_pvalue, 5*std::numeric_limits<double>::epsilon());
}
int main()
{
test_one_sample_z<float>();
test_one_sample_z<double>();
test_one_sample_z<quad>();
test_integer_one_sample_z<int>();
test_integer_one_sample_z<int32_t>();
test_integer_one_sample_z<int64_t>();
test_integer_one_sample_z<uint32_t>();
test_two_sample_z<float>();
test_two_sample_z<double>();
test_two_sample_z<quad>();
test_integer_two_sample_z<int>();
test_integer_two_sample_z<int32_t>();
test_integer_two_sample_z<int64_t>();
test_integer_two_sample_z<uint32_t>();
}