#include <boost/test/unit_test.hpp>
#include <boost/test/test_case_template.hpp>

#include <RollingVariance.hpp>


using namespace boost::accumulators;

// Start of Test Suite 
BOOST_AUTO_TEST_SUITE(AccumulatorsTests)

/*
	REFERENCE VALUES PROVIDED BY OCTAVE:

	x=[1.2 2.3 3.4 4.5 0.4 2.2 7.1 4.0]

	m1 = mean(x(1))
	m1_2 = mean(x(1:2))
	v1_2 = var(x(1:2))
	m1_3 = mean(x(1:3))
	v1_3 = var(x(1:3))
	m1_4 = mean(x(1:4))
	v1_4 = var(x(1:4))
	m2_5 = mean(x(2:5))
	v2_5 = var(x(2:5))
	m3_6 = mean(x(3:6))
	v3_6 = var(x(3:6))
	m4_7 = mean(x(4:7))
	v4_7 = var(x(4:7))
	m5_8 = mean(x(5:8))
	v5_8 = var(x(5:8))

	GIVES:

	m1 =  1.20000000000000
	m1_2 =  1.75000000000000
	v1_2 =  0.605000000000000
	m1_3 =  2.30000000000000
	v1_3 =  1.21000000000000
	m1_4 =  2.85000000000000
	v1_4 =  2.01666666666667
	m2_5 =  2.65000000000000
	v2_5 =  3.05666666666667
	m3_6 =  2.62500000000000
	v3_6 =  3.08250000000000
	m4_7 =  3.55000000000000
	v4_7 =  8.41666666666667
	m5_8 =  3.42500000000000
	v5_8 =  8.16250000000000
*/

BOOST_AUTO_TEST_CASE(RollingVarianceTest)
{
	accumulator_set<double, stats<tag::rolling_variance,tag::rolling_mean> > Accumulator(tag::rolling_window::window_size = 4);

	double Mean;
	double Variance;

	// Window contains x(1)
	Accumulator(1.2);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);

	BOOST_CHECK_CLOSE(Mean,1.2,1e-10);
	BOOST_CHECK_CLOSE(Variance,0.0,1e-10);

	// Window contains x(1)...x(2)
	Accumulator(2.3);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,1.75,1e-10);
	BOOST_CHECK_CLOSE(Variance,0.605,1e-10);

	// Window contains x(1)...x(3)
	Accumulator(3.4);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,2.3,1e-10);
	BOOST_CHECK_CLOSE(Variance,1.21,1e-10);

	// Window contains x(1)...x(4)
	Accumulator(4.5);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,2.8500,1e-10);
	BOOST_CHECK_CLOSE(Variance,2.01666666666667,1e-10);

	// Window contains x(2)...x(5)
	Accumulator(0.4);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,2.6500,1e-10);
	BOOST_CHECK_CLOSE(Variance,3.05666666666667,1e-10);

	// Window contains x(3)...x(6)
	Accumulator(2.2);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,2.6250,1e-10);
	BOOST_CHECK_CLOSE(Variance,3.08250000000000,1e-10);

	// Window contains x(4)...x(7)
	Accumulator(7.1);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,3.5500,1e-10);
	BOOST_CHECK_CLOSE(Variance,8.41666666666667,1e-10);

	// Window contains x(5)...x(8)
	Accumulator(4.0);
	Mean = rolling_mean(Accumulator);
	Variance = rolling_variance(Accumulator);
	BOOST_CHECK_CLOSE(Mean,3.4250,1e-10);
	BOOST_CHECK_CLOSE(Variance,8.16250000000000,1e-10);
}

// End of Test Suite 
BOOST_AUTO_TEST_SUITE_END()