Subject: [Boost-commit] svn:boost r50220 - in trunk/doc/test: . gold
From: john_at_[hidden]
Date: 2008-12-09 07:09:57
Author: johnmaddock
Date: 2008-12-09 07:09:56 EST (Tue, 09 Dec 2008)
New Revision: 50220
URL: http://svn.boost.org/trac/boost/changeset/50220
Log:
Made test case self contained and added start of "gold standard" reference build.
Added:
trunk/doc/test/gold/ (props changed)
- copied from r50136, /trunk/doc/test/html/
trunk/doc/test/weighted_tail_quantile.hpp (contents, props changed)
Text files modified:
trunk/doc/test/Jamfile.v2 | 5 +++--
1 files changed, 3 insertions(+), 2 deletions(-)
Modified: trunk/doc/test/Jamfile.v2
==============================================================================
--- trunk/doc/test/Jamfile.v2 (original)
+++ trunk/doc/test/Jamfile.v2 2008-12-09 07:09:56 EST (Tue, 09 Dec 2008)
@@ -73,7 +73,7 @@
# generate .png images for the LaTeX formulas embedded in the doc comments.
doxygen statsdoc.html
:
- ../../boost/accumulators/statistics/weighted_tail_quantile.hpp
+ weighted_tail_quantile.hpp
:
<dependency>latex.check
<dependency>dvips.check
@@ -115,7 +115,7 @@
doxygen statsdoc
:
- ../../boost/accumulators/statistics/weighted_tail_quantile.hpp
+ weighted_tail_quantile.hpp
:
<doxygen:param>EXTRACT_ALL=YES
<doxygen:param>"PREDEFINED=\"BOOST_ACCUMULATORS_DOXYGEN_INVOKED=1\" \\
@@ -155,6 +155,7 @@
<xsl:param>toc.section.depth=2
<xsl:param>chunk.section.depth=1
<xsl:param>boost.root=../../..
+ <format>html:<xsl:param>callout.graphics.path=../../src/images/callouts/
<xsl:param>boost.libraries=../../../libs/libraries.htm
<xsl:param>navig.graphics=1
<xsl:param>html.stylesheet=../../../doc/html/boostbook.css
Added: trunk/doc/test/weighted_tail_quantile.hpp
==============================================================================
--- (empty file)
+++ trunk/doc/test/weighted_tail_quantile.hpp 2008-12-09 07:09:56 EST (Tue, 09 Dec 2008)
@@ -0,0 +1,144 @@
+///////////////////////////////////////////////////////////////////////////////
+// weighted_tail_quantile.hpp
+//
+// Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
+// Software License, Version 1.0. (See accompanying file
+// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
+#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
+
+#include <vector>
+#include <limits>
+#include <functional>
+#include <sstream>
+#include <stdexcept>
+#include <boost/throw_exception.hpp>
+#include <boost/parameter/keyword.hpp>
+#include <boost/mpl/placeholders.hpp>
+#include <boost/mpl/if.hpp>
+#include <boost/type_traits/is_same.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/tail.hpp>
+#include <boost/accumulators/statistics/tail_quantile.hpp>
+#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
+
+#ifdef _MSC_VER
+# pragma warning(push)
+# pragma warning(disable: 4127) // conditional expression is constant
+#endif
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+ ///////////////////////////////////////////////////////////////////////////////
+ // weighted_tail_quantile_impl
+ // Tail quantile estimation based on order statistics of weighted samples
+ /**
+ @brief Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)
+
+ An estimator \f$\hat{q}\f$ of tail quantiles with level \f$\alpha\f$ based on order statistics
+ \f$X_{1:n} \leq X_{2:n} \leq\dots\leq X_{n:n}\f$ of weighted samples are given by \f$X_{\lambda:n}\f$ (left tail)
+ and \f$X_{\rho:n}\f$ (right tail), where
+
+ \f[
+ \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
+ \f]
+
+ and
+
+ \f[
+ \rho = \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\},
+ \f]
+
+ \f$n\f$ being the number of samples and \f$\bar{w}_n\f$ the sum of all weights.
+
+ @param quantile_probability
+ */
+ template<typename Sample, typename Weight, typename LeftRight>
+ struct weighted_tail_quantile_impl
+ : accumulator_base
+ {
+ typedef typename numeric::functional::average<Weight, std::size_t>::result_type float_type;
+ // for boost::result_of
+ typedef Sample result_type;
+
+ weighted_tail_quantile_impl(dont_care) {}
+
+ template<typename Args>
+ result_type result(Args const &args) const
+ {
+ float_type threshold = sum_of_weights(args)
+ * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
+
+ std::size_t n = 0;
+ Weight sum = Weight(0);
+
+ while (sum < threshold)
+ {
+ if (n < static_cast<std::size_t>(tail_weights(args).size()))
+ {
+ sum += *(tail_weights(args).begin() + n);
+ n++;
+ }
+ else
+ {
+ if (std::numeric_limits<result_type>::has_quiet_NaN)
+ {
+ return std::numeric_limits<result_type>::quiet_NaN();
+ }
+ else
+ {
+ std::ostringstream msg;
+ msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
+ boost::throw_exception(std::runtime_error(msg.str()));
+ return Sample(0);
+ }
+ }
+ }
+
+ // Note that the cached samples of the left are sorted in ascending order,
+ // whereas the samples of the right tail are sorted in descending order
+ return *(boost::begin(tail(args)) + n - 1);
+ }
+ };
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::weighted_tail_quantile<>
+//
+namespace tag
+{
+ template<typename LeftRight>
+ struct weighted_tail_quantile
+ : depends_on<sum_of_weights, tail_weights<LeftRight> >
+ {
+ /// INTERNAL ONLY
+ typedef accumulators::impl::weighted_tail_quantile_impl<mpl::_1, mpl::_2, LeftRight> impl;
+ };
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::weighted_tail_quantile
+//
+namespace extract
+{
+ extractor<tag::quantile> const weighted_tail_quantile = {};
+}
+
+using extract::weighted_tail_quantile;
+
+}} // namespace boost::accumulators
+
+#ifdef _MSC_VER
+# pragma warning(pop)
+#endif
+
+#endif