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Commit 41f464a8 authored by niklas.baumgarten's avatar niklas.baumgarten
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include variance check

parent ee67995f
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mlmc/tests/montecarlo/TestMonteCarlo.cpp
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...@@ -12,15 +12,15 @@ INSTANTIATE_TEST_SUITE_P(TestMonteCarlo, TestMonteCarloParallelInterval, Values( ...@@ -12,15 +12,15 @@ INSTANTIATE_TEST_SUITE_P(TestMonteCarlo, TestMonteCarloParallelInterval, Values(
TEST_P(TestMonteCarloSeriellInterval, TestMethodOnlyFine) { TEST_P(TestMonteCarloSeriellInterval, TestMethodOnlyFine) {
EXPECT_NEAR(mc.aggregate.mean.Q, 0.0, sqrt(1.0 / dM)); EXPECT_NEAR(mc.aggregate.mean.Q, 0.0, sqrt(1.0 / dM));
EXPECT_NEAR(mc.aggregate.mean.Y, 0.0, sqrt(1.0 / dM)); EXPECT_NEAR(mc.aggregate.mean.Y, 0.0, sqrt(1.0 / dM));
// EXPECT_NEAR(mc.aggregate.SVarQ, 1.0, sqrt(10.0 / dM)); EXPECT_NEAR(mc.aggregate.sVar.Q, 1.0, sqrt(10.0 / dM));
// EXPECT_NEAR(mc.aggregate.SVarY, 1.0, sqrt(10.0 / dM)); EXPECT_NEAR(mc.aggregate.sVar.Y, 1.0, sqrt(10.0 / dM));
} }
TEST_P(TestMonteCarloParallelInterval, TestMethodOnlyFine) { TEST_P(TestMonteCarloParallelInterval, TestMethodOnlyFine) {
EXPECT_NEAR(mc.aggregate.mean.Q, 0.0, sqrt(1.0 / dM)); EXPECT_NEAR(mc.aggregate.mean.Q, 0.0, sqrt(1.0 / dM));
EXPECT_NEAR(mc.aggregate.mean.Y, 0.0, sqrt(1.0 / dM)); EXPECT_NEAR(mc.aggregate.mean.Y, 0.0, sqrt(1.0 / dM));
// EXPECT_NEAR(mc.aggregate.SVarQ, 1.0, sqrt(10.0 / dM)); EXPECT_NEAR(mc.aggregate.sVar.Q, 1.0, sqrt(10.0 / dM));
// EXPECT_NEAR(mc.aggregate.SVarY, 1.0, sqrt(10.0 / dM)); EXPECT_NEAR(mc.aggregate.sVar.Y, 1.0, sqrt(10.0 / dM));
} }
int main(int argc, char **argv) { int main(int argc, char **argv) {
......
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