add test case for jackknifing

test/jackknifing.cpp

+#include "catch.hpp"
+#include "evalable.h"
+#include "results.h"
+#include "random.h"
+#include <fmt/format.h>
+
+using namespace loadl;
+
+TEST_CASE("square of uniform distribution") {
+	random_number_generator rng{1337};
+
+	int ntries = 10000;
+	size_t nsamples = GENERATE(100, 1000);
+
+	std::vector<double> tries(ntries);
+	double jackknife_error{};
+
+	for(int t = 0; t < ntries; t++) {
+		results res;
+		for(int var = 0; var < 2; var++) {
+			std::vector<double> samples(nsamples);
+			double sum = 0;
+			double squared_sum = 0;
+			for(auto &s : samples) {
+				s = rng.random_double();
+				sum += s;
+				squared_sum += s*s;
+			}
+
+			double mean = sum/nsamples;
+			double error = sqrt((squared_sum-nsamples*mean*mean)/(nsamples-1));
+
+			std::string name = fmt::format("Uniform{}", var);
+			res.observables[name] = observable_result{name, 1, nsamples, samples, nsamples, 0, {mean}, {error}, {0.}};
+		}
+
+		evaluator eval{res};
+		eval.evaluate("UniformSquared", {"Uniform0", "Uniform1"}, [](const std::vector<std::vector<double>> &obs) {
+			return std::vector<double>{obs[0][0]*obs[1][0]};
+		});
+
+		eval.append_results();
+
+		tries[t] = res.observables["UniformSquared"].mean[0];
+		jackknife_error = res.observables["UniformSquared"].error[0];
+	}
+
+	double sum_of_tries = 0;
+	double sum_of_tries_squared = 0;
+
+	for(const auto &r : tries) {
+		sum_of_tries += r;
+		sum_of_tries_squared += r*r;
+	}
+
+	double tries_mean = sum_of_tries/ntries;
+	double tries_std = sqrt((sum_of_tries_squared - ntries*tries_mean*tries_mean)/(ntries-1));
+
+	REQUIRE(tries_mean == Approx(0.25).epsilon(0.05));
+	REQUIRE(tries_std == Approx(jackknife_error).epsilon(0.05));
+
+}

test/meson.build

 
 t1 = executable('tests',
-  ['duration_parser.cpp', 'monotone_interpolator.cpp', 'observable_names.cpp'],
+  ['duration_parser.cpp', 'monotone_interpolator.cpp', 'observable_names.cpp', 'jackknifing.cpp'],
   dependencies : loadleveller_dep,
   include_directories : include_directories('../src')
 )