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Subject: [Boost-commit] svn:boost r75430 - in branches/release: . boost boost/algorithm/string boost/archive boost/bimap boost/config boost/date_time boost/date_time/posix_time boost/detail boost/dynamic_bitset boost/filesystem boost/function boost/functional boost/fusion boost/geometry boost/geometry/algorithms boost/geometry/arithmetic boost/geometry/core boost/geometry/domains boost/geometry/geometries boost/geometry/iterators boost/geometry/multi boost/geometry/policies boost/geometry/strategies boost/geometry/util boost/geometry/views boost/gil boost/graph boost/icl boost/integer boost/interprocess boost/intrusive boost/io boost/iostreams boost/iterator boost/locale boost/msm boost/msm/back boost/msm/front boost/msm/front/detail boost/msm/front/euml boost/numeric/ublas boost/pool boost/program_options boost/program_options/detail boost/property_tree boost/range boost/regex boost/serialization boost/signals boost/signals2 boost/spirit boost/spirit/home boost/spirit/home/karma boost/spirit/home/support boost/statechart boost/system boost/thread boost/tr1 boost/typeof boost/unordered boost/utility boost/uuid boost/variant boost/wave boost/xpressive doc libs libs/accumulators/test libs/algorithm/string libs/array libs/array/test libs/bimap libs/config libs/date_time libs/date_time/data libs/date_time/example/gregorian libs/date_time/example/local_time libs/date_time/example/posix_time libs/date_time/example/tutorial libs/date_time/test/posix_time libs/date_time/xmldoc libs/detail libs/filesystem libs/function libs/fusion libs/geometry libs/geometry/doc libs/geometry/doc/concept libs/geometry/doc/doxy libs/geometry/doc/generated libs/geometry/doc/html libs/geometry/doc/reference libs/geometry/doc/src libs/geometry/example libs/geometry/test libs/graph/doc libs/graph_parallel libs/icl libs/icl/doc libs/icl/doc/html libs/icl/doc/html/header/boost/icl libs/icl/test libs/icl/test/test_doc_code_ libs/integer libs/interprocess libs/intrusive libs/io libs/io/doc libs/iostreams libs/iterator libs/locale libs/locale/src libs/mpi/build libs/mpl/doc/refmanual libs/mpl/doc/src/refmanual libs/msm libs/numeric/ublas libs/numeric/ublas/doc libs/parameter/doc/html libs/phoenix/doc libs/phoenix/doc/examples libs/pool libs/program_options libs/program_options/test libs/property_tree libs/range libs/regex libs/serialization libs/serialization/example libs/serialization/src libs/serialization/test libs/signals libs/signals2 libs/signals2/doc libs/spirit libs/spirit/classic/example libs/spirit/doc libs/spirit/example libs/spirit/phoenix libs/spirit/test libs/spirit/test/qi libs/statechart libs/static_assert libs/system libs/thread libs/timer libs/tr1 libs/typeof/doc libs/utility libs/utility/swap/test libs/uuid libs/wave more status tools tools/bcp tools/boostbook tools/build/v2 tools/build/v2/tools tools/inspect tools/quickbook tools/regression tools/regression/src tools/release tools/wave
From: eric_at_[hidden]
Date: 2011-11-09 22:04:53
Author: eric_niebler
Date: 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
New Revision: 75430
URL: http://svn.boost.org/trac/boost/changeset/75430
Log:
merge [74976] from trunk
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Text files modified:
branches/release/libs/accumulators/test/extended_p_square.cpp | 7 ++++---
branches/release/libs/accumulators/test/p_square_quantile.cpp | 8 ++++----
branches/release/libs/accumulators/test/pot_quantile.cpp | 12 ++++++------
branches/release/libs/accumulators/test/tail_mean.cpp | 16 ++++++++--------
branches/release/libs/accumulators/test/tail_quantile.cpp | 14 +++++++-------
branches/release/libs/accumulators/test/weighted_extended_p_square.cpp | 10 ++++++----
branches/release/libs/accumulators/test/weighted_median.cpp | 6 +++---
branches/release/libs/accumulators/test/weighted_p_square_quantile.cpp | 2 +-
branches/release/libs/accumulators/test/weighted_variance.cpp | 4 ++--
9 files changed, 41 insertions(+), 38 deletions(-)
Modified: branches/release/libs/accumulators/test/extended_p_square.cpp
==============================================================================
--- branches/release/libs/accumulators/test/extended_p_square.cpp (original)
+++ branches/release/libs/accumulators/test/extended_p_square.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -28,7 +28,7 @@
typedef accumulator_set<double, stats<tag::extended_p_square> > accumulator_t;
// tolerance
- double epsilon = 2;
+ double epsilon = 3;
// a random number generator
boost::lagged_fibonacci607 rng;
@@ -50,8 +50,9 @@
for (int i=0; i<10000; ++i)
acc(rng());
- BOOST_CHECK_CLOSE(extended_p_square(acc)[0], probs[0], 25);
- BOOST_CHECK_CLOSE(extended_p_square(acc)[1], probs[1], 10);
+ BOOST_CHECK_GE(extended_p_square(acc)[0], 0.0005);
+ BOOST_CHECK_LE(extended_p_square(acc)[0], 0.0015);
+ BOOST_CHECK_CLOSE(extended_p_square(acc)[1], probs[1], 15);
BOOST_CHECK_CLOSE(extended_p_square(acc)[2], probs[2], 5);
for (std::size_t i=3; i<probs.size(); ++i)
Modified: branches/release/libs/accumulators/test/p_square_quantile.cpp
==============================================================================
--- branches/release/libs/accumulators/test/p_square_quantile.cpp (original)
+++ branches/release/libs/accumulators/test/p_square_quantile.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -56,10 +56,10 @@
acc8(sample);
}
- BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 15*epsilon );
- BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 5*epsilon );
- BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , epsilon );
- BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , epsilon );
+ BOOST_CHECK_CLOSE( p_square_quantile(acc0), 0.001, 18*epsilon );
+ BOOST_CHECK_CLOSE( p_square_quantile(acc1), 0.01 , 7*epsilon );
+ BOOST_CHECK_CLOSE( p_square_quantile(acc2), 0.1 , 3*epsilon );
+ BOOST_CHECK_CLOSE( p_square_quantile(acc3), 0.25 , 2*epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc4), 0.5 , epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc5), 0.75 , epsilon );
BOOST_CHECK_CLOSE( p_square_quantile(acc6), 0.9 , epsilon );
Modified: branches/release/libs/accumulators/test/pot_quantile.cpp
==============================================================================
--- branches/release/libs/accumulators/test/pot_quantile.cpp (original)
+++ branches/release/libs/accumulators/test/pot_quantile.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -74,13 +74,13 @@
acc6(sample);
}
- BOOST_CHECK_CLOSE( quantile(acc1, quantile_probability = 0.999), 3.090232, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.999), 3.090232, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc3, quantile_probability = 0.001), -3.090232, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc4, quantile_probability = 0.001), -3.090232, epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc1, quantile_probability = 0.999), 3.090232, 3*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.999), 3.090232, 2*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc3, quantile_probability = 0.001), -3.090232, 2*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc4, quantile_probability = 0.001), -3.090232, 2*epsilon );
- BOOST_CHECK_CLOSE( quantile(acc5, quantile_probability = 0.999), 6.908, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc6, quantile_probability = 0.999), 6.908, epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc5, quantile_probability = 0.999), 6.908, 3*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc6, quantile_probability = 0.999), 6.908, 3*epsilon );
}
///////////////////////////////////////////////////////////////////////////////
Modified: branches/release/libs/accumulators/test/tail_mean.cpp
==============================================================================
--- branches/release/libs/accumulators/test/tail_mean.cpp (original)
+++ branches/release/libs/accumulators/test/tail_mean.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -58,18 +58,18 @@
BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc0, quantile_probability = 0.975), 0.9875, epsilon );
BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc0, quantile_probability = 0.99), 0.995, epsilon );
BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc0, quantile_probability = 0.999), 0.9995, epsilon );
- BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.05), 0.025, epsilon );
- BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.025), 0.0125, epsilon );
- BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.01), 0.005, 5 );
- BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.001), 0.0005, 10 );
+ BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.05), 0.025, 5*epsilon );
+ BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.025), 0.0125, 6*epsilon );
+ BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.01), 0.005, 8*epsilon );
+ BOOST_CHECK_CLOSE( non_coherent_tail_mean(acc1, quantile_probability = 0.001), 0.0005, 25*epsilon );
BOOST_CHECK_CLOSE( tail_mean(acc2, quantile_probability = 0.95), 0.975, epsilon );
BOOST_CHECK_CLOSE( tail_mean(acc2, quantile_probability = 0.975), 0.9875, epsilon );
BOOST_CHECK_CLOSE( tail_mean(acc2, quantile_probability = 0.99), 0.995, epsilon );
BOOST_CHECK_CLOSE( tail_mean(acc2, quantile_probability = 0.999), 0.9995, epsilon );
- BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.05), 0.025, epsilon );
- BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.025), 0.0125, epsilon );
- BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.01), 0.005, 5 );
- BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.001), 0.0005, 10 );
+ BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.05), 0.025, 5*epsilon );
+ BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.025), 0.0125, 6*epsilon );
+ BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.01), 0.005, 8*epsilon );
+ BOOST_CHECK_CLOSE( tail_mean(acc3, quantile_probability = 0.001), 0.0005, 25*epsilon );
}
///////////////////////////////////////////////////////////////////////////////
Modified: branches/release/libs/accumulators/test/tail_quantile.cpp
==============================================================================
--- branches/release/libs/accumulators/test/tail_quantile.cpp (original)
+++ branches/release/libs/accumulators/test/tail_quantile.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -58,16 +58,16 @@
BOOST_CHECK_CLOSE( quantile(acc0, quantile_probability = 0.975), 0.975, epsilon );
BOOST_CHECK_CLOSE( quantile(acc0, quantile_probability = 0.99 ), 0.99, epsilon );
BOOST_CHECK_CLOSE( quantile(acc0, quantile_probability = 0.999), 0.999, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.05 ), 0.05, 2 );
- BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.025), 0.025, 2 );
- BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.01 ), 0.01, 3 );
- BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.001), 0.001, 20 );
+ BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.05 ), 0.05, 4*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.025), 0.025, 5*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.01 ), 0.01, 7*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc2, quantile_probability = 0.001), 0.001, 22*epsilon );
// check standard normal distribution
BOOST_CHECK_CLOSE( quantile(acc1, quantile_probability = 0.975), 1.959963, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc1, quantile_probability = 0.999), 3.090232, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc3, quantile_probability = 0.025), -1.959963, epsilon );
- BOOST_CHECK_CLOSE( quantile(acc3, quantile_probability = 0.001), -3.090232, epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc1, quantile_probability = 0.999), 3.090232, 3*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc3, quantile_probability = 0.025), -1.959963, 2*epsilon );
+ BOOST_CHECK_CLOSE( quantile(acc3, quantile_probability = 0.001), -3.090232, 3*epsilon );
}
Modified: branches/release/libs/accumulators/test/weighted_extended_p_square.cpp
==============================================================================
--- branches/release/libs/accumulators/test/weighted_extended_p_square.cpp (original)
+++ branches/release/libs/accumulators/test/weighted_extended_p_square.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -71,10 +71,12 @@
}
// check for uniform distribution
- for (std::size_t i = 0; i < probs_uniform.size(); ++i)
- {
- BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[i], probs_uniform[i], epsilon);
- }
+ BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[0], probs_uniform[0], 6*epsilon);
+ BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[1], probs_uniform[1], 3*epsilon);
+ BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[2], probs_uniform[2], epsilon);
+ BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[3], probs_uniform[3], epsilon);
+ BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[4], probs_uniform[4], epsilon);
+ BOOST_CHECK_CLOSE(weighted_extended_p_square(acc_uniform)[5], probs_uniform[5], epsilon);
// check for standard normal distribution
for (std::size_t i = 0; i < probs_normal1.size(); ++i)
Modified: branches/release/libs/accumulators/test/weighted_median.cpp
==============================================================================
--- branches/release/libs/accumulators/test/weighted_median.cpp (original)
+++ branches/release/libs/accumulators/test/weighted_median.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -46,9 +46,9 @@
acc_cdist(sample, weight = std::exp(0.5 * (sample - mu) * (sample - mu) * ( 1./sigma_narrow/sigma_narrow - 1./sigma/sigma )));
}
- BOOST_CHECK_CLOSE(1., weighted_median(acc), 1e-1);
- BOOST_CHECK_CLOSE(1., weighted_median(acc_dens), 1e-1);
- BOOST_CHECK_CLOSE(1., weighted_median(acc_cdist), 1e-1);
+ BOOST_CHECK_CLOSE(1., weighted_median(acc), 2);
+ BOOST_CHECK_CLOSE(1., weighted_median(acc_dens), 3);
+ BOOST_CHECK_CLOSE(1., weighted_median(acc_cdist), 3);
}
///////////////////////////////////////////////////////////////////////////////
Modified: branches/release/libs/accumulators/test/weighted_p_square_quantile.cpp
==============================================================================
--- branches/release/libs/accumulators/test/weighted_p_square_quantile.cpp (original)
+++ branches/release/libs/accumulators/test/weighted_p_square_quantile.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -74,7 +74,7 @@
acc7(sample7, weight = std::exp(-mu7 * (sample7 - 0.5 * mu7)));
}
// check for uniform distribution with weight = 1
- BOOST_CHECK_CLOSE( weighted_p_square_quantile(acc0), 0.001, 15 );
+ BOOST_CHECK_CLOSE( weighted_p_square_quantile(acc0), 0.001, 28 );
BOOST_CHECK_CLOSE( weighted_p_square_quantile(acc1), 0.025, 5 );
BOOST_CHECK_CLOSE( weighted_p_square_quantile(acc2), 0.975, epsilon );
BOOST_CHECK_CLOSE( weighted_p_square_quantile(acc3), 0.999, epsilon );
Modified: branches/release/libs/accumulators/test/weighted_variance.cpp
==============================================================================
--- branches/release/libs/accumulators/test/weighted_variance.cpp (original)
+++ branches/release/libs/accumulators/test/weighted_variance.cpp 2011-11-09 22:04:51 EST (Wed, 09 Nov 2011)
@@ -64,8 +64,8 @@
acc_immediate(value, weight = rng());
}
- BOOST_CHECK_CLOSE(1., weighted_variance(acc_lazy), 1.);
- BOOST_CHECK_CLOSE(1., weighted_variance(acc_immediate), 1.);
+ BOOST_CHECK_CLOSE(1., weighted_variance(acc_lazy), 5.);
+ BOOST_CHECK_CLOSE(1., weighted_variance(acc_immediate), 5.);
}
///////////////////////////////////////////////////////////////////////////////
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