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47 lines
1.2 KiB
C++
47 lines
1.2 KiB
C++
/*
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* Copyright Nick Thompson, 2019
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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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#include "math_unit_test.hpp"
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#include <numeric>
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#include <utility>
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#include <random>
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#include <boost/math/statistics/ljung_box.hpp>
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using boost::math::statistics::ljung_box;
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template<class Real>
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void test_trivial()
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{
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std::vector<Real> v{1,2};
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double expected_statistic = Real(32)/Real(25);
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auto [computed_statistic, computed_pvalue] = ljung_box(v, 1);
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CHECK_ULP_CLOSE(expected_statistic, computed_statistic, 10);
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std::cout << "Compute p-value = " << computed_pvalue << "\n";
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}
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void test_agreement_with_mathematica()
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{
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std::vector<double> v{0.7739928761039216,-0.4468259278452086,0.98287381303903,-0.3943029116201079,0.6569015496559457};
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double expected_statistic = 10.2076093223439;
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auto [computed_statistic, computed_pvalue] = ljung_box(v);
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CHECK_ULP_CLOSE(expected_statistic, computed_statistic, 0);
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}
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int main()
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{
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test_trivial<double>();
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test_agreement_with_mathematica();
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return boost::math::test::report_errors();
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}
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