Subject: [Boost-commit] svn:boost r55606 - in sandbox/statistics: . adaptive_rejection_sampling adaptive_rejection_sampling/boost adaptive_rejection_sampling/boost/ars adaptive_rejection_sampling/boost/ars/detail adaptive_rejection_sampling/boost/ars/functional adaptive_rejection_sampling/boost/ars/test adaptive_rejection_sampling/libs adaptive_rejection_sampling/libs/ars adaptive_rejection_sampling/libs/ars/doc adaptive_rejection_sampling/libs/ars/example arithmetic arithmetic/boost arithmetic/boost/arithmetic autocovariance autocovariance/boost autocovariance/boost/accumulators autocovariance/boost/accumulators/statistics autocovariance/boost/random autocovariance/libs autocovariance/libs/accumulators autocovariance/libs/accumulators/statistics autocovariance/libs/accumulators/statistics/doc autocovariance/libs/accumulators/statistics/example autocovariance/libs/accumulators/statistics/src binary_op binary_op/boost binary_op/boost/binary_op binary_op/boost/binary_op/algorithm binary_op/boost/binary_op/data binary_op/boost/binary_op/functional binary_op/boost/binary_op/functional/maybe_deprecated binary_op/libs binary_op/libs/binary_op binary_op/libs/binary_op/doc binary_op/libs/binary_op/example binary_op/libs/binary_op/src dist_random dist_random/boost dist_random/boost/dist_random dist_random/boost/dist_random/distributions dist_random/boost/dist_random/functional dist_random/boost/dist_random/meta dist_random/boost/dist_random/random dist_random/libs dist_random/libs/dist_random dist_random/libs/dist_random/doc dist_random/libs/dist_random/example dist_random/libs/dist_random/src functional functional/boost functional/boost/functional functional/libs functional/libs/functional functional/libs/functional/doc functional/libs/functional/example functional/libs/functional/src importance_sampling importance_sampling/boost importance_sampling/boost/importance_sampling importance_sampling/libs importance_sampling/libs/importance_sampling importance_sampling/libs/importance_sampling/doc importance_sampling/libs/importance_sampling/example importance_sampling/libs/importance_sampling/src importance_weights importance_weights/boost importance_weights/boost/importance_weights importance_weights/boost/importance_weights/algorithm importance_weights/boost/importance_weights/algorithm/detail importance_weights/libs importance_weights/libs/importance_weights importance_weights/libs/importance_weights/doc importance_weights/libs/importance_weights/example importance_weights/libs/importance_weights/src iterator iterator/boost iterator/boost/iterator iterator/libs iterator/libs/iterator iterator/libs/iterator/doc iterator/libs/iterator/example iterator/libs/iterator/src joint_dist joint_dist/boost joint_dist/boost/joint_dist joint_dist/boost/joint_dist/distribution joint_dist/boost/joint_dist/distribution/detail joint_dist/boost/joint_dist/distributions joint_dist/boost/joint_dist/fun_wrap joint_dist/boost/joint_dist/fun_wrap/detail joint_dist/boost/joint_dist/meta joint_dist/boost/joint_dist/random joint_dist/boost/joint_dist/unscope joint_dist/libs joint_dist/libs/joint_dist joint_dist/libs/joint_dist/doc joint_dist/libs/joint_dist/example joint_dist/libs/joint_dist/src kernel kernel/boost kernel/boost/kernel kernel/boost/kernel/bandwidth kernel/boost/kernel/functional kernel/boost/kernel/functional/detail kernel/boost/kernel/kernel kernel/boost/kernel/kernel/scalar kernel/boost/kernel/meta kernel/libs kernel/libs/kernel kernel/libs/kernel/doc kernel/libs/kernel/example kernel/libs/kernel/src matrix_view matrix_view/boost matrix_view/boost/matrix_view matrix_view/boost/matrix_view/algorithm matrix_view/boost/matrix_view/iterator matrix_view/libs matrix_view/libs/matrix_view matrix_view/libs/matrix_view/doc matrix_view/libs/matrix_view/example matrix_view/libs/matrix_view/src model model/boost model/boost/model model/boost/model/algorithm model/boost/model/functional model/boost/model/wrap model/boost/model/wrap/aggregate model/boost/model/wrap/unary model/boost/model/wrap/unary/detail model/libs model/libs/model model/libs/model/doc monomials_horner monomials_horner/boost monomials_horner/boost/monomials_horner monomials_horner/boost/monomials_horner/policy monomials_horner/libs monomials_horner/libs/monomials_horner monomials_horner/libs/monomials_horner/doc monomials_horner/libs/monomials_horner/example monomials_horner/libs/monomials_horner/src mpl mpl/boost mpl/boost/mpl nn1 nn1/boost nn1/boost/nn1 nn1/boost/nn1/algorithm nn1/boost/nn1/detail nn1/boost/nn1/functional nn1/libs nn1/libs/nn1 nn1/libs/nn1/doc nn1/libs/nn1/example nn1/libs/nn1/src non_param non_param/boost non_param/boost/non_param non_param/boost/non_param/algorithm non_param/libs non_param/libs/non_param non_param/libs/non_param/doc non_param/libs/non_param/example non_param/libs/non_param/src random random/boost random/boost/random random/libs random/libs/random random/libs/random/doc random/libs/random/src scalar_dist scalar_dist/boost scalar_dist/boost/scalar_dist scalar_dist/boost/scalar_dist/algorithm scalar_dist/boost/scalar_dist/fun_wrap scalar_dist/boost/scalar_dist/fun_wrap/detail scalar_dist/boost/scalar_dist/map_pdf scalar_dist/boost/scalar_dist/meta scalar_dist/boost/scalar_dist/unscope scalar_dist/libs scalar_dist/libs/scalar_dist scalar_dist/libs/scalar_dist/doc scalar_dist/libs/scalar_dist/example scalar_dist/libs/scalar_dist/src standard_distribution standard_distribution/boost standard_distribution/boost/standard_distribution standard_distribution/boost/standard_distribution/distributions standard_distribution/boost/standard_distribution/is_scalar_dist standard_distribution/boost/standard_distribution/normalizing_constant standard_distribution/boost/standard_distribution/os standard_distribution/boost/standard_distribution/primitives standard_distribution/boost/standard_distribution/serialize standard_distribution/boost/standard_distribution/transformation standard_distribution/boost/standard_distribution/unnormalized_pdf standard_distribution/libs standard_distribution/libs/standard_distribution standard_distribution/libs/standard_distribution/doc standard_distribution/libs/standard_distribution/example standard_distribution/libs/standard_distribution/src survival_data survival_data/boost survival_data/boost/survival survival_data/boost/survival/data survival_data/boost/survival/data/algorithm survival_data/boost/survival/data/algorithm/detail survival_data/boost/survival/data/data survival_data/boost/survival/data/meta survival_data/boost/survival/data/random survival_data/libs survival_data/libs/survival survival_data/libs/survival/data survival_data/libs/survival/data/doc survival_data/libs/survival/data/example survival_data/libs/survival/data/src survival_model survival_model/boost survival_model/boost/survival survival_model/boost/survival/model survival_model/boost/survival/model/algorithm survival_model/boost/survival/model/meta survival_model/boost/survival/model/models survival_model/boost/survival/model/models/exponential survival_model/boost/survival/model/models/exponential/detail survival_model/libs survival_model/libs/survival survival_model/libs/survival/model survival_model/libs/survival/model/doc survival_model/libs/survival/model/example survival_model/libs/survival/model/src tree tree/boost tree/boost/tree tree/libs tree/libs/doc tree/libs/src tree/libs/tree tree/libs/tree/example vector_space vector_space/boost vector_space/boost/vector_space vector_space/boost/vector_space/algorithm vector_space/boost/vector_space/data vector_space/boost/vector_space/data/detail vector_space/boost/vector_space/functional vector_space/libs vector_space/libs/vector_space vector_space/libs/vector_space/doc vector_space/libs/vector_space/example vector_space/libs/vector_space/src
From: erwann.rogard_at_[hidden]
Date: 2009-08-16 01:29:57
Author: e_r
Date: 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
New Revision: 55606
URL: http://svn.boost.org/trac/boost/changeset/55606
Log:
Adding dir statistics
Added:
sandbox/statistics/
sandbox/statistics/adaptive_rejection_sampling/
sandbox/statistics/adaptive_rejection_sampling/boost/
sandbox/statistics/adaptive_rejection_sampling/boost/ars/
sandbox/statistics/adaptive_rejection_sampling/boost/ars/constant.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/
sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/area.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/data.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/tangent_intersection.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/error.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/function_signature.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/functional/
sandbox/statistics/adaptive_rejection_sampling/boost/ars/functional/standard_distribution.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/include.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/parameter.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/point.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/sampler.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/search_reflection.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/libs/
sandbox/statistics/adaptive_rejection_sampling/libs/ars/
sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/
sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/
sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.h (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.h (contents, props changed)
sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp (contents, props changed)
sandbox/statistics/arithmetic/
sandbox/statistics/arithmetic/boost/
sandbox/statistics/arithmetic/boost/arithmetic/
sandbox/statistics/arithmetic/boost/arithmetic/equal.hpp (contents, props changed)
sandbox/statistics/autocovariance/
sandbox/statistics/autocovariance/boost/
sandbox/statistics/autocovariance/boost/accumulators/
sandbox/statistics/autocovariance/boost/accumulators/statistics/
sandbox/statistics/autocovariance/boost/accumulators/statistics/acf.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/acv0.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf_analysis.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf_moving_average.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/integrated_acf.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/integrated_acvf.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/percentage_effective_sample_size.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/standard_error_autocorrelated.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/accumulators/statistics/standard_error_iid.hpp (contents, props changed)
sandbox/statistics/autocovariance/boost/random/
sandbox/statistics/autocovariance/boost/random/moving_average.hpp (contents, props changed)
sandbox/statistics/autocovariance/libs/
sandbox/statistics/autocovariance/libs/accumulators/
sandbox/statistics/autocovariance/libs/accumulators/statistics/
sandbox/statistics/autocovariance/libs/accumulators/statistics/doc/
sandbox/statistics/autocovariance/libs/accumulators/statistics/doc/readme.txt (contents, props changed)
sandbox/statistics/autocovariance/libs/accumulators/statistics/example/
sandbox/statistics/autocovariance/libs/accumulators/statistics/example/main.cpp (contents, props changed)
sandbox/statistics/autocovariance/libs/accumulators/statistics/src/
sandbox/statistics/binary_op/
sandbox/statistics/binary_op/boost/
sandbox/statistics/binary_op/boost/binary_op/
sandbox/statistics/binary_op/boost/binary_op/algorithm/
sandbox/statistics/binary_op/boost/binary_op/algorithm/for_each.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/algorithm/heads.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/algorithm/include.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/algorithm/sort_on_head.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/algorithm/tuples.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/data/
sandbox/statistics/binary_op/boost/binary_op/data/include.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/data/tuple_range.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/functional/
sandbox/statistics/binary_op/boost/binary_op/functional/include.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/functional/match_accumulator.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/functional/maybe_deprecated/
sandbox/statistics/binary_op/boost/binary_op/functional/untupler.hpp (contents, props changed)
sandbox/statistics/binary_op/boost/binary_op/include.hpp (contents, props changed)
sandbox/statistics/binary_op/libs/
sandbox/statistics/binary_op/libs/binary_op/
sandbox/statistics/binary_op/libs/binary_op/doc/
sandbox/statistics/binary_op/libs/binary_op/doc/readme.txt (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/
sandbox/statistics/binary_op/libs/binary_op/example/binary_f.cpp (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/binary_f.h (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/find_accumulate.cpp (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/find_accumulate.h (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/for_each.cpp (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/for_each.h (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/nn1_accumulate.cpp (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/nn1_accumulate.h (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/untuple.cpp (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/example/untuple.h (contents, props changed)
sandbox/statistics/binary_op/libs/binary_op/src/
sandbox/statistics/binary_op/libs/binary_op/src/main.cpp (contents, props changed)
sandbox/statistics/dist_random/
sandbox/statistics/dist_random/boost/
sandbox/statistics/dist_random/boost/dist_random/
sandbox/statistics/dist_random/boost/dist_random/distributions/
sandbox/statistics/dist_random/boost/dist_random/distributions/chi_squared.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/distributions/exponential.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/distributions/gamma.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/distributions/include.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/distributions/location_scale.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/distributions/normal.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/distributions/students_t.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/functional/
sandbox/statistics/dist_random/boost/dist_random/functional/check_convergence.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/functional/include.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/functional/make_random.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/include.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/meta/
sandbox/statistics/dist_random/boost/dist_random/meta/dist_random.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/meta/dist_random_input.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/meta/dist_random_result.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/meta/include.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/random/
sandbox/statistics/dist_random/boost/dist_random/random/generate_n.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/random/include.hpp (contents, props changed)
sandbox/statistics/dist_random/boost/dist_random/random/sample.hpp (contents, props changed)
sandbox/statistics/dist_random/libs/
sandbox/statistics/dist_random/libs/dist_random/
sandbox/statistics/dist_random/libs/dist_random/doc/
sandbox/statistics/dist_random/libs/dist_random/doc/readme.txt (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/
sandbox/statistics/dist_random/libs/dist_random/example/chi_squared.cpp (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/chi_squared.h (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/generate_n.cpp (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/generate_n.h (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/location_scale_students_t.cpp (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/location_scale_students_t.h (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/sample.cpp (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/example/sample.h (contents, props changed)
sandbox/statistics/dist_random/libs/dist_random/src/
sandbox/statistics/dist_random/libs/dist_random/src/main.cpp (contents, props changed)
sandbox/statistics/functional/
sandbox/statistics/functional/boost/
sandbox/statistics/functional/boost/functional/
sandbox/statistics/functional/boost/functional/clock.hpp (contents, props changed)
sandbox/statistics/functional/boost/functional/find.hpp (contents, props changed)
sandbox/statistics/functional/boost/functional/fixed_value.hpp (contents, props changed)
sandbox/statistics/functional/boost/functional/mean_var_accumulator.hpp (contents, props changed)
sandbox/statistics/functional/boost/functional/visitor.hpp (contents, props changed)
sandbox/statistics/functional/boost/functional/zscore.hpp (contents, props changed)
sandbox/statistics/functional/libs/
sandbox/statistics/functional/libs/functional/
sandbox/statistics/functional/libs/functional/doc/
sandbox/statistics/functional/libs/functional/doc/readme.txt (contents, props changed)
sandbox/statistics/functional/libs/functional/example/
sandbox/statistics/functional/libs/functional/src/
sandbox/statistics/importance_sampling/
sandbox/statistics/importance_sampling/boost/
sandbox/statistics/importance_sampling/boost/importance_sampling/
sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp (contents, props changed)
sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp (contents, props changed)
sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp (contents, props changed)
sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp (contents, props changed)
sandbox/statistics/importance_sampling/libs/
sandbox/statistics/importance_sampling/libs/importance_sampling/
sandbox/statistics/importance_sampling/libs/importance_sampling/doc/
sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt (contents, props changed)
sandbox/statistics/importance_sampling/libs/importance_sampling/example/
sandbox/statistics/importance_sampling/libs/importance_sampling/example/multi_sampler.cpp (contents, props changed)
sandbox/statistics/importance_sampling/libs/importance_sampling/example/multi_sampler.h (contents, props changed)
sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp (contents, props changed)
sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.h (contents, props changed)
sandbox/statistics/importance_sampling/libs/importance_sampling/src/
sandbox/statistics/importance_sampling/libs/importance_sampling/src/main.cpp (contents, props changed)
sandbox/statistics/importance_weights/
sandbox/statistics/importance_weights/boost/
sandbox/statistics/importance_weights/boost/importance_weights/
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/apply_exp_offset.hpp (contents, props changed)
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/detail/
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp (contents, props changed)
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/find_scale_to_finite_sum.hpp (contents, props changed)
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/maximal_finite_sums.hpp (contents, props changed)
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp (contents, props changed)
sandbox/statistics/importance_weights/boost/importance_weights/algorithm/scale_to_finite_sum.hpp (contents, props changed)
sandbox/statistics/importance_weights/libs/
sandbox/statistics/importance_weights/libs/importance_weights/
sandbox/statistics/importance_weights/libs/importance_weights/doc/
sandbox/statistics/importance_weights/libs/importance_weights/doc/readme.txt (contents, props changed)
sandbox/statistics/importance_weights/libs/importance_weights/example/
sandbox/statistics/importance_weights/libs/importance_weights/example/scale_to_finite_sum.cpp (contents, props changed)
sandbox/statistics/importance_weights/libs/importance_weights/example/scale_to_finite_sum.h (contents, props changed)
sandbox/statistics/importance_weights/libs/importance_weights/src/
sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp (contents, props changed)
sandbox/statistics/iterator/
sandbox/statistics/iterator/boost/
sandbox/statistics/iterator/boost/iterator/
sandbox/statistics/iterator/boost/iterator/cycle_iterator2_ext.hpp (contents, props changed)
sandbox/statistics/iterator/boost/iterator/cycle_iterator_ext.hpp (contents, props changed)
sandbox/statistics/iterator/boost/iterator/range_cycle.hpp (contents, props changed)
sandbox/statistics/iterator/libs/
sandbox/statistics/iterator/libs/iterator/
sandbox/statistics/iterator/libs/iterator/doc/
sandbox/statistics/iterator/libs/iterator/doc/readme.txt (contents, props changed)
sandbox/statistics/iterator/libs/iterator/example/
sandbox/statistics/iterator/libs/iterator/example/range_cycle.cpp (contents, props changed)
sandbox/statistics/iterator/libs/iterator/example/range_cycle.h (contents, props changed)
sandbox/statistics/iterator/libs/iterator/src/
sandbox/statistics/iterator/libs/iterator/src/main.cpp (contents, props changed)
sandbox/statistics/joint_dist/
sandbox/statistics/joint_dist/boost/
sandbox/statistics/joint_dist/boost/joint_dist/
sandbox/statistics/joint_dist/boost/joint_dist/distribution/
sandbox/statistics/joint_dist/boost/joint_dist/distribution/detail/
sandbox/statistics/joint_dist/boost/joint_dist/distribution/detail/dim.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/distribution/iid.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/distribution/independent.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/distributions/
sandbox/statistics/joint_dist/boost/joint_dist/distributions/iid.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/distributions/independent.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/
sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/detail/
sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/detail/fun_wrap.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/include.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/log_unnormalized_pdf.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/meta/
sandbox/statistics/joint_dist/boost/joint_dist/meta/delegate.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/meta/is_joint_dist.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/meta/pointer.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/meta/signature.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/random/
sandbox/statistics/joint_dist/boost/joint_dist/random/generate_n.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/random/iid.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/random/independent.hpp (contents, props changed)
sandbox/statistics/joint_dist/boost/joint_dist/unscope/
sandbox/statistics/joint_dist/boost/joint_dist/unscope/log_unnormalized_pdf.hpp (contents, props changed)
sandbox/statistics/joint_dist/libs/
sandbox/statistics/joint_dist/libs/joint_dist/
sandbox/statistics/joint_dist/libs/joint_dist/doc/
sandbox/statistics/joint_dist/libs/joint_dist/doc/readme.txt (contents, props changed)
sandbox/statistics/joint_dist/libs/joint_dist/example/
sandbox/statistics/joint_dist/libs/joint_dist/example/example_1.cpp (contents, props changed)
sandbox/statistics/joint_dist/libs/joint_dist/example/example_1.h (contents, props changed)
sandbox/statistics/joint_dist/libs/joint_dist/src/
sandbox/statistics/joint_dist/libs/joint_dist/src/main.cpp (contents, props changed)
sandbox/statistics/kernel/
sandbox/statistics/kernel/boost/
sandbox/statistics/kernel/boost/kernel/
sandbox/statistics/kernel/boost/kernel/bandwidth/
sandbox/statistics/kernel/boost/kernel/bandwidth/normal_distribution.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/
sandbox/statistics/kernel/boost/kernel/functional/benchmark_nw.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/benchmark_rp.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/detail/
sandbox/statistics/kernel/boost/kernel/functional/detail/mean_accumulator.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/detail/return_if.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/estimator.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/nw_visitor.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/nw_visitor_tuple.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/functional/rp_visitor.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/kernel/
sandbox/statistics/kernel/boost/kernel/kernel/crtp.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/kernel/multi.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/kernel/scalar/
sandbox/statistics/kernel/boost/kernel/kernel/scalar/crtp.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/kernel/scalar/gaussian.hpp (contents, props changed)
sandbox/statistics/kernel/boost/kernel/meta/
sandbox/statistics/kernel/libs/
sandbox/statistics/kernel/libs/kernel/
sandbox/statistics/kernel/libs/kernel/doc/
sandbox/statistics/kernel/libs/kernel/doc/readme.txt (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/
sandbox/statistics/kernel/libs/kernel/example/benchmark_scalar.cpp (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/benchmark_scalar.h (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/multi_rp.cpp (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/multi_rp.h (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/scalar_nw.cpp (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/scalar_nw.h (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/scalar_rp.cpp (contents, props changed)
sandbox/statistics/kernel/libs/kernel/example/scalar_rp.h (contents, props changed)
sandbox/statistics/kernel/libs/kernel/src/
sandbox/statistics/kernel/libs/kernel/src/main.cpp (contents, props changed)
sandbox/statistics/matrix_view/
sandbox/statistics/matrix_view/boost/
sandbox/statistics/matrix_view/boost/matrix_view/
sandbox/statistics/matrix_view/boost/matrix_view/algorithm/
sandbox/statistics/matrix_view/boost/matrix_view/algorithm/main.cpp (contents, props changed)
sandbox/statistics/matrix_view/boost/matrix_view/algorithm/transform_column.hpp (contents, props changed)
sandbox/statistics/matrix_view/boost/matrix_view/iterator/
sandbox/statistics/matrix_view/boost/matrix_view/iterator/row_iterator.hpp (contents, props changed)
sandbox/statistics/matrix_view/libs/
sandbox/statistics/matrix_view/libs/matrix_view/
sandbox/statistics/matrix_view/libs/matrix_view/doc/
sandbox/statistics/matrix_view/libs/matrix_view/doc/readme.txt (contents, props changed)
sandbox/statistics/matrix_view/libs/matrix_view/example/
sandbox/statistics/matrix_view/libs/matrix_view/example/row_iterator.cpp (contents, props changed)
sandbox/statistics/matrix_view/libs/matrix_view/example/row_iterator.h (contents, props changed)
sandbox/statistics/matrix_view/libs/matrix_view/example/transform_column.cpp (contents, props changed)
sandbox/statistics/matrix_view/libs/matrix_view/example/transform_column.h (contents, props changed)
sandbox/statistics/matrix_view/libs/matrix_view/src/
sandbox/statistics/model/
sandbox/statistics/model/boost/
sandbox/statistics/model/boost/model/
sandbox/statistics/model/boost/model/algorithm/
sandbox/statistics/model/boost/model/algorithm/include.hpp (contents, props changed)
sandbox/statistics/model/boost/model/algorithm/log_likelihood.hpp (contents, props changed)
sandbox/statistics/model/boost/model/algorithm/log_likelihoods.hpp (contents, props changed)
sandbox/statistics/model/boost/model/algorithm/log_posteriors.hpp (contents, props changed)
sandbox/statistics/model/boost/model/functional/
sandbox/statistics/model/boost/model/functional/include.hpp (contents, props changed)
sandbox/statistics/model/boost/model/functional/log_likelihood_accumulator.hpp (contents, props changed)
sandbox/statistics/model/boost/model/functional/log_likelihood_evaluator.hpp (contents, props changed)
sandbox/statistics/model/boost/model/functional/log_posterior_evaluator.hpp (contents, props changed)
sandbox/statistics/model/boost/model/include.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/
sandbox/statistics/model/boost/model/wrap/aggregate/
sandbox/statistics/model/boost/model/wrap/aggregate/data.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/aggregate/dataset.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/aggregate/model_covariate_parameter.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/aggregate/model_data.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/aggregate/model_dataset.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/aggregate/model_parameter.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/aggregate/prior_model_dataset.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/include.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/
sandbox/statistics/model/boost/model/wrap/unary/covariate.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/covariates.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/detail/
sandbox/statistics/model/boost/model/wrap/unary/detail/base.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/model.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/parameter.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/prior.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/response.hpp (contents, props changed)
sandbox/statistics/model/boost/model/wrap/unary/responses.hpp (contents, props changed)
sandbox/statistics/model/libs/
sandbox/statistics/model/libs/model/
sandbox/statistics/model/libs/model/doc/
sandbox/statistics/model/libs/model/doc/readme.txt (contents, props changed)
sandbox/statistics/monomials_horner/
sandbox/statistics/monomials_horner/boost/
sandbox/statistics/monomials_horner/boost/monomials_horner/
sandbox/statistics/monomials_horner/boost/monomials_horner/monomials.hpp (contents, props changed)
sandbox/statistics/monomials_horner/boost/monomials_horner/monomials_properties.hpp (contents, props changed)
sandbox/statistics/monomials_horner/boost/monomials_horner/multi_indexes.hpp (contents, props changed)
sandbox/statistics/monomials_horner/boost/monomials_horner/multi_indexes_derived.hpp (contents, props changed)
sandbox/statistics/monomials_horner/boost/monomials_horner/policy/
sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_degree.hpp (contents, props changed)
sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_factorial.hpp (contents, props changed)
sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_power2divfact.hpp (contents, props changed)
sandbox/statistics/monomials_horner/libs/
sandbox/statistics/monomials_horner/libs/monomials_horner/
sandbox/statistics/monomials_horner/libs/monomials_horner/doc/
sandbox/statistics/monomials_horner/libs/monomials_horner/doc/readme.txt (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/example/
sandbox/statistics/monomials_horner/libs/monomials_horner/example/monomials.cpp (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/example/monomials.h (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_factorial.cpp (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_factorial.h (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_indexes.cpp (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_indexes.h (contents, props changed)
sandbox/statistics/monomials_horner/libs/monomials_horner/src/
sandbox/statistics/monomials_horner/libs/monomials_horner/src/main.cpp (contents, props changed)
sandbox/statistics/mpl/
sandbox/statistics/mpl/boost/
sandbox/statistics/mpl/boost/mpl/
sandbox/statistics/mpl/boost/mpl/nested_type.hpp (contents, props changed)
sandbox/statistics/nn1/
sandbox/statistics/nn1/boost/
sandbox/statistics/nn1/boost/nn1/
sandbox/statistics/nn1/boost/nn1/algorithm/
sandbox/statistics/nn1/boost/nn1/algorithm/find.hpp (contents, props changed)
sandbox/statistics/nn1/boost/nn1/algorithm/find_if.hpp (contents, props changed)
sandbox/statistics/nn1/boost/nn1/algorithm/min_element.hpp (contents, props changed)
sandbox/statistics/nn1/boost/nn1/detail/
sandbox/statistics/nn1/boost/nn1/detail/ui_abs_to.hpp (contents, props changed)
sandbox/statistics/nn1/boost/nn1/functional/
sandbox/statistics/nn1/boost/nn1/functional/find_if.hpp (contents, props changed)
sandbox/statistics/nn1/libs/
sandbox/statistics/nn1/libs/nn1/
sandbox/statistics/nn1/libs/nn1/doc/
sandbox/statistics/nn1/libs/nn1/doc/readme.txt (contents, props changed)
sandbox/statistics/nn1/libs/nn1/example/
sandbox/statistics/nn1/libs/nn1/example/find_if.cpp (contents, props changed)
sandbox/statistics/nn1/libs/nn1/example/find_if.h (contents, props changed)
sandbox/statistics/nn1/libs/nn1/src/
sandbox/statistics/nn1/libs/nn1/src/main.cpp (contents, props changed)
sandbox/statistics/non_param/
sandbox/statistics/non_param/boost/
sandbox/statistics/non_param/boost/non_param/
sandbox/statistics/non_param/boost/non_param/algorithm/
sandbox/statistics/non_param/boost/non_param/algorithm/cdf_empirical_cdf_differences.hpp (contents, props changed)
sandbox/statistics/non_param/boost/non_param/algorithm/kolmogorov_smirnov_distance.hpp (contents, props changed)
sandbox/statistics/non_param/boost/non_param/algorithm/proportion_less_than.hpp (contents, props changed)
sandbox/statistics/non_param/boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp (contents, props changed)
sandbox/statistics/non_param/libs/
sandbox/statistics/non_param/libs/non_param/
sandbox/statistics/non_param/libs/non_param/doc/
sandbox/statistics/non_param/libs/non_param/doc/readme.txt (contents, props changed)
sandbox/statistics/non_param/libs/non_param/example/
sandbox/statistics/non_param/libs/non_param/example/proportion_less_than.cpp (contents, props changed)
sandbox/statistics/non_param/libs/non_param/example/proportion_less_than.h (contents, props changed)
sandbox/statistics/non_param/libs/non_param/src/
sandbox/statistics/non_param/libs/non_param/src/main.cpp (contents, props changed)
sandbox/statistics/random/
sandbox/statistics/random/boost/
sandbox/statistics/random/boost/random/
sandbox/statistics/random/boost/random/chi_squared.hpp (contents, props changed)
sandbox/statistics/random/boost/random/gen_to_random.hpp (contents, props changed)
sandbox/statistics/random/boost/random/include.hpp (contents, props changed)
sandbox/statistics/random/boost/random/location_scale.hpp (contents, props changed)
sandbox/statistics/random/boost/random/multinomial_distribution.hpp (contents, props changed)
sandbox/statistics/random/boost/random/ref_distribution.hpp (contents, props changed)
sandbox/statistics/random/boost/random/students_t.hpp (contents, props changed)
sandbox/statistics/random/libs/
sandbox/statistics/random/libs/random/
sandbox/statistics/random/libs/random/doc/
sandbox/statistics/random/libs/random/doc/readme.txt (contents, props changed)
sandbox/statistics/random/libs/random/src/
sandbox/statistics/random/libs/random/src/main.cpp (contents, props changed)
sandbox/statistics/readme.txt (contents, props changed)
sandbox/statistics/scalar_dist/
sandbox/statistics/scalar_dist/boost/
sandbox/statistics/scalar_dist/boost/scalar_dist/
sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/
sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/accumulate.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/include.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/transform.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/cdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/detail/
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/include.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/log_unnormalized_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/quantile.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/unnormalized_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/include.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/
sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/include.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/inverse_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/product_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/ratio_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/bind_delegate.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/delegate.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/distribution_base.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/has_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/include.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/is_scalar_dist.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/pointer.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/meta/signature.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/
sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/include.hpp (contents, props changed)
sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/log_unnormalized_pdf.hpp (contents, props changed)
sandbox/statistics/scalar_dist/libs/
sandbox/statistics/scalar_dist/libs/scalar_dist/
sandbox/statistics/scalar_dist/libs/scalar_dist/doc/
sandbox/statistics/scalar_dist/libs/scalar_dist/doc/readme.txt (contents, props changed)
sandbox/statistics/scalar_dist/libs/scalar_dist/example/
sandbox/statistics/scalar_dist/libs/scalar_dist/src/
sandbox/statistics/scalar_dist/libs/scalar_dist/src/main.cpp (contents, props changed)
sandbox/statistics/standard_distribution/
sandbox/statistics/standard_distribution/boost/
sandbox/statistics/standard_distribution/boost/standard_distribution/
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/chi_squared.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/exponential.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/gamma.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/include.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/location_scale.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/normal.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/students_t.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/uniform.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/chi_squared.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/exponential.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/gamma.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/location_scale.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/normal.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/students_t.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/uniform.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/normalizing_constant/
sandbox/statistics/standard_distribution/boost/standard_distribution/normalizing_constant/normal.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/
sandbox/statistics/standard_distribution/boost/standard_distribution/os/chi_squared.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/exponential.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/gamma.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/include.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/normal.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/students_t.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/os/uniform.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/chi_squared.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/exponential.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/gamma.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/location_scale.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/meta.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/normal.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/students_t.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/uniform.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/serialize/
sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/
sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/include.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/location_scale.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/chi_squared.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/exponential.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/gamma.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/include.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/normal.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/students_t.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/uniform.hpp (contents, props changed)
sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp (contents, props changed)
sandbox/statistics/standard_distribution/libs/
sandbox/statistics/standard_distribution/libs/standard_distribution/
sandbox/statistics/standard_distribution/libs/standard_distribution/doc/
sandbox/statistics/standard_distribution/libs/standard_distribution/doc/readme.txt (contents, props changed)
sandbox/statistics/standard_distribution/libs/standard_distribution/example/
sandbox/statistics/standard_distribution/libs/standard_distribution/example/location_scale.cpp (contents, props changed)
sandbox/statistics/standard_distribution/libs/standard_distribution/example/location_scale.h (contents, props changed)
sandbox/statistics/standard_distribution/libs/standard_distribution/example/serialize.cpp (contents, props changed)
sandbox/statistics/standard_distribution/libs/standard_distribution/example/serialize.h (contents, props changed)
sandbox/statistics/standard_distribution/libs/standard_distribution/src/
sandbox/statistics/standard_distribution/libs/standard_distribution/src/main.cpp (contents, props changed)
sandbox/statistics/survival_data/
sandbox/statistics/survival_data/boost/
sandbox/statistics/survival_data/boost/survival/
sandbox/statistics/survival_data/boost/survival/constant.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/
sandbox/statistics/survival_data/boost/survival/data/algorithm/
sandbox/statistics/survival_data/boost/survival/data/algorithm/detail/
sandbox/statistics/survival_data/boost/survival/data/algorithm/detail/log_shift.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/algorithm/events.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/algorithm/include.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/algorithm/logit_log.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/algorithm/mean_events_by_covariate.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/algorithm/vectorize_events.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/data/
sandbox/statistics/survival_data/boost/survival/data/data/event.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/data/include.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/data/mean_event.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/data/record.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/include.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/meta/
sandbox/statistics/survival_data/boost/survival/data/meta/failure_distribution.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/meta/failure_random.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/meta/include.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/meta/random_input.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/random/
sandbox/statistics/survival_data/boost/survival/data/random/batch.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/random/default_batch.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/random/failure_time.hpp (contents, props changed)
sandbox/statistics/survival_data/boost/survival/data/random/include.hpp (contents, props changed)
sandbox/statistics/survival_data/libs/
sandbox/statistics/survival_data/libs/survival/
sandbox/statistics/survival_data/libs/survival/data/
sandbox/statistics/survival_data/libs/survival/data/doc/
sandbox/statistics/survival_data/libs/survival/data/doc/readme.txt (contents, props changed)
sandbox/statistics/survival_data/libs/survival/data/example/
sandbox/statistics/survival_data/libs/survival/data/example/data.cpp (contents, props changed)
sandbox/statistics/survival_data/libs/survival/data/example/data.h (contents, props changed)
sandbox/statistics/survival_data/libs/survival/data/example/random.cpp (contents, props changed)
sandbox/statistics/survival_data/libs/survival/data/example/random.h (contents, props changed)
sandbox/statistics/survival_data/libs/survival/data/src/
sandbox/statistics/survival_data/libs/survival/data/src/main.cpp (contents, props changed)
sandbox/statistics/survival_model/
sandbox/statistics/survival_model/boost/
sandbox/statistics/survival_model/boost/survival/
sandbox/statistics/survival_model/boost/survival/model/
sandbox/statistics/survival_model/boost/survival/model/algorithm/
sandbox/statistics/survival_model/boost/survival/model/algorithm/include.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/algorithm/prepare_weights.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/include.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/meta/
sandbox/statistics/survival_model/boost/survival/model/meta/data.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/meta/include.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/meta/model_data.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/meta/response.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/models/
sandbox/statistics/survival_model/boost/survival/model/models/exponential/
sandbox/statistics/survival_model/boost/survival/model/models/exponential/detail/
sandbox/statistics/survival_model/boost/survival/model/models/exponential/detail/log_likelihood.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/models/exponential/include.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/models/exponential/log_likelihood.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/models/exponential/meta_failure_distribution.hpp (contents, props changed)
sandbox/statistics/survival_model/boost/survival/model/models/exponential/model.hpp (contents, props changed)
sandbox/statistics/survival_model/libs/
sandbox/statistics/survival_model/libs/survival/
sandbox/statistics/survival_model/libs/survival/model/
sandbox/statistics/survival_model/libs/survival/model/doc/
sandbox/statistics/survival_model/libs/survival/model/doc/readme.txt (contents, props changed)
sandbox/statistics/survival_model/libs/survival/model/example/
sandbox/statistics/survival_model/libs/survival/model/example/exponential.cpp (contents, props changed)
sandbox/statistics/survival_model/libs/survival/model/example/exponential.h (contents, props changed)
sandbox/statistics/survival_model/libs/survival/model/example/posterior_analysis.cpp (contents, props changed)
sandbox/statistics/survival_model/libs/survival/model/example/posterior_analysis.h (contents, props changed)
sandbox/statistics/survival_model/libs/survival/model/src/
sandbox/statistics/survival_model/libs/survival/model/src/main.cpp (contents, props changed)
sandbox/statistics/tree/
sandbox/statistics/tree/boost/
sandbox/statistics/tree/boost/tree/
sandbox/statistics/tree/boost/tree/node.hpp (contents, props changed)
sandbox/statistics/tree/boost/tree/stage.hpp (contents, props changed)
sandbox/statistics/tree/libs/
sandbox/statistics/tree/libs/doc/
sandbox/statistics/tree/libs/doc/readme.txt (contents, props changed)
sandbox/statistics/tree/libs/src/
sandbox/statistics/tree/libs/src/main.cpp (contents, props changed)
sandbox/statistics/tree/libs/tree/
sandbox/statistics/tree/libs/tree/example/
sandbox/statistics/tree/libs/tree/example/tree.cpp (contents, props changed)
sandbox/statistics/tree/libs/tree/example/tree.h (contents, props changed)
sandbox/statistics/vector_space/
sandbox/statistics/vector_space/boost/
sandbox/statistics/vector_space/boost/vector_space/
sandbox/statistics/vector_space/boost/vector_space/algorithm/
sandbox/statistics/vector_space/boost/vector_space/algorithm/find.hpp (contents, props changed)
sandbox/statistics/vector_space/boost/vector_space/data/
sandbox/statistics/vector_space/boost/vector_space/data/detail/
sandbox/statistics/vector_space/boost/vector_space/data/detail/cref.hpp (contents, props changed)
sandbox/statistics/vector_space/boost/vector_space/data/lazy_difference.hpp (contents, props changed)
sandbox/statistics/vector_space/boost/vector_space/functional/
sandbox/statistics/vector_space/boost/vector_space/functional/equal.hpp (contents, props changed)
sandbox/statistics/vector_space/boost/vector_space/functional/l2_distance_squared.hpp (contents, props changed)
sandbox/statistics/vector_space/libs/
sandbox/statistics/vector_space/libs/vector_space/
sandbox/statistics/vector_space/libs/vector_space/doc/
sandbox/statistics/vector_space/libs/vector_space/doc/readme.txt (contents, props changed)
sandbox/statistics/vector_space/libs/vector_space/example/
sandbox/statistics/vector_space/libs/vector_space/example/difference.cpp (contents, props changed)
sandbox/statistics/vector_space/libs/vector_space/example/difference.h (contents, props changed)
sandbox/statistics/vector_space/libs/vector_space/example/equal.cpp (contents, props changed)
sandbox/statistics/vector_space/libs/vector_space/example/equal.h (contents, props changed)
sandbox/statistics/vector_space/libs/vector_space/src/
sandbox/statistics/vector_space/libs/vector_space/src/main.cpp (contents, props changed)
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/constant.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/constant.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,53 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::constant.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_CONSTANT_HPP_ER_2009
+#define BOOST_ARS_CONSTANT_HPP_ER_2009
+#include <limits>
+#include <iostream>
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/type_traits.hpp>
+
+namespace boost{
+namespace ars{
+
+ template<typename T>
+ struct constant{
+ typedef numeric::converter<T,unsigned> conv_t;
+ static T zero_;
+ static T eps_;
+ static T one_;
+ static T two_;
+ static T lmin_; //exp(lmin_)>eps
+ static T lmax_; //exp(lmax_)<inf
+ static T inf_;
+ static T quiet_nan_;
+ static T sig_nan_;
+ };
+ template<typename T>
+ T constant<T>::zero_ = conv_t::convert(0);
+ template<typename T>
+ T constant<T>::eps_ = boost::math::tools::epsilon<T>();
+ template<typename T>
+ T constant<T>::one_ = conv_t::convert(1);
+ template<typename T>
+ T constant<T>::two_ = conv_t::convert(2);
+ template<typename T>
+ T constant<T>::lmin_ = math::tools::log_min_value<T>();
+ template<typename T>
+ T constant<T>::lmax_ = math::tools::log_max_value<T>();
+ template<typename T>
+ T constant<T>::inf_ = std::numeric_limits<T>::infinity();
+ template<typename T>
+ T constant<T>::quiet_nan_ = std::numeric_limits<T>::quiet_NaN();
+ template<typename T>
+ T constant<T>::sig_nan_ = std::numeric_limits<T>::signaling_NaN();
+
+}
+}
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/area.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/area.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,87 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::detail::area.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_DETAIL_AREA_HPP_ER_2009
+#define BOOST_ARS_DETAIL_AREA_HPP_ER_2009
+#include <stdexcept>
+#include <boost/ars/detail/data.hpp>
+
+namespace boost{
+namespace ars{
+
+// Area of the exponential tangent between two
+// 2 intersections (one of which is possibly -inf or inf).
+
+template<typename T>
+T area_flat_segment(
+ const tangent_intersection<T>& a,
+ const tangent_intersection<T>& b,
+ const T& offset
+){
+ typedef constant<T> const_;
+ T mid = (a.t() + b.t()) / const_::two_;
+ return (b.z() - a.z()) * exp(mid - offset);
+}
+
+template<typename T>
+T area_left_tail(
+ const data<T>& b,
+ const T& offset
+){
+ return exp( b.t() - offset) / b.dy();
+}
+template<typename T>
+T area_right_tail(
+ const tangent_intersection<T>& a,
+ const point<T>& b,
+ const T& offset
+){
+ return - exp( a.t() - offset) / b.dy();
+}
+
+template<typename T>
+T area_segment(
+ const tangent_intersection<T>& a,
+ const data<T>& b,
+ const T& offset
+){
+ typedef constant<T> const_;
+ // Note that b.dy() (a.z_-b.z_) == a.t_ - b.t_
+ T dt = a.t() - b.t();
+ return exp( b.t() - offset) * (const_::one_ - exp(dt)) / b.dy();
+}
+
+template<typename T>
+T area_segment_safeguarded(
+ const tangent_intersection<T>& a,
+ const data<T>& b,
+ const T& offset
+)
+{
+ typedef constant<T> const_;
+ T area;
+ if(fabs(b.dy())<const_::lmin_){
+ area = area_flat_segment(a,b,offset);
+ }else{
+ if(a.t()-b.t()>const_::lmax_){
+ // exp(a.t_-iter_.t_) = inf,
+ // so 1) not computable and 2) b negligible
+ // This alternative is computable because (in principle)
+ // exp(a.t_- offset) <inf
+ area = area_right_tail(a,b,offset);
+ }else{
+ area = area_segment(a,b,offset);
+ }
+ }
+ return area;
+}
+
+
+}//ars
+}//boost
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/data.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/data.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,85 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::detail::data.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_DETAIL_DATA_HPP_ER_2009
+#define BOOST_ARS_DETAIL_DATA_HPP_ER_2009
+#include <boost/function.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/ars/constant.hpp>
+#include <boost/ars/point.hpp>
+#include <boost/ars/detail/tangent_intersection.hpp>
+#include <boost/ars/error.hpp>
+namespace boost{
+namespace ars{
+
+template<typename T>
+struct data : point<T>, tangent_intersection<T>{
+ typedef constant<T> const_;
+ typedef point<T> super1;
+ typedef tangent_intersection<T> super2;
+ data():super1(),super2(){}
+ data(const super1& p):super1(p),super2(){}
+ data(const super1& p,const super2& ti):super1(p),super2(ti){}
+
+};
+
+// Warning:
+// Since both point<T> and tangent<T> have operator <,
+// use a const reference to the desired type for a and b
+
+
+template <typename T>
+std::ostream&
+operator<<(std::ostream& out, const data<T> &d){
+ typedef point<T> point_t;
+ typedef tangent_intersection<T> tang_t;
+ const point_t& p = static_cast<const point_t&>(d);
+ const tang_t& ti = static_cast<const tang_t&>(d);
+ out << '(' << p << ',' << ti << ')';
+
+ return out;
+}
+
+
+// Usage:
+//
+// prior(end(datas))->z_ = tangent(prior(end(datas))),
+// adjacent_difference(
+// make_reverse_iterator(end(datas)),
+// make_reverse_iterator(begin(datas)),
+// update_z<T>()
+// );
+
+template<typename T>
+struct update_tangent_intersection{
+ typedef point<T> point_;
+ typedef const point_& first_argument_type;
+ typedef const point_& second_argument_type;
+ typedef data<T> result_type;
+
+ result_type
+ operator()(first_argument_type a,second_argument_type b)const{
+ result_type result(a,tangent_intersection<T>(a,b));
+ return result;
+ }
+};
+
+struct pred_isinf{
+ typedef bool result_type;
+ // Used by find_if(begin(datas_),end(datas_),pred_isinf)
+ // because had problem with bind etc. (reason: mutable data?)
+ template<typename D>
+ result_type operator()(D& d)const{
+ return math::isinf(d.cum_sum_);
+ }
+};
+
+
+}//ars
+}//boost
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/tangent_intersection.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/detail/tangent_intersection.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,84 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::detail::tangent_intersection.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_DETAIL_TANGENT_INTERSECTION_HPP_ER_2009
+#define BOOST_ARS_DETAIL_TANGENT_INTERSECTION_HPP_ER_2009
+#include <boost/ars/constant.hpp>
+#include <boost/ars/point.hpp>
+namespace boost{
+namespace ars{
+
+ // x1 x2 x3 point abscissae
+ // / \ / \ / \
+ // z0 z1 z2 z3 = zn tangent abscissae
+ //
+ // z0 = x_min
+ // zn = x_max
+ // Let tang[i](x) = y[i] + dy[i](x-x[i])
+ // z[i] solves : tang[i+1](z[i]) == tang[i](z[i])
+ // t[i] = tang[i](z[i])
+
+template<typename T>
+struct tangent_intersection{
+ typedef constant<T> const_;
+
+ tangent_intersection()
+ :z_(const_::zero_),
+ t_(const_::zero_),
+ cum_sum_(const_::zero_){}
+
+ tangent_intersection(const point<T>& a,const point<T>& b){
+ T eps = exp(const_::lmin_); //TODO numeric_smallest()?
+ if(fabs(a.y()-b.y()) <= eps){
+ z_ = (a.x() + b.x()) / const_::two_;
+ t_ = (a.y() + b.y()) / const_::two_;
+ }else{
+ T ddy = b.dy() - a.dy();
+ // For greater precision :
+ if(fabs(a.dy())<fabs(b.dy())){
+ z_ = b.x() + (a.y() - b.y() + a.dy() * (b.x() - a.x()))/ddy;
+ t_ = a.y() + a.dy() * (z_ - a.x());
+ }else{
+ z_ = a.x() + (a.y() - b.y() + b.dy() * (b.x() - a.x()))/ddy;
+ t_ = b.y() + b.dy() * (z_ - b.x());
+ }
+ }
+ }
+
+ tangent_intersection(T z,T t)
+ :z_(z), t_(t),cum_sum_(const_::zero_){}
+
+ const T& z()const{ return z_; }
+ const T& t()const{ return t_; }
+
+ private:
+ T z_; //abscissa
+ T t_; //ordinate
+ public:
+ T cum_sum_; //area under exp tangent up to z_
+};
+
+template <typename T>
+std::ostream&
+operator<<(std::ostream& out, const tangent_intersection<T> &ti)
+{
+ out << '(' << ti.z() << ',' << ti.t() << ',' << ti.cum_sum_ << ')';
+ return out;
+}
+
+template <typename T>
+bool operator<(
+ const tangent_intersection<T> &a,
+ const tangent_intersection<T> &b
+){
+ return (a.cum_sum_ < b.cum_sum_);
+}
+
+}
+}
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/error.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/error.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,80 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::error.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_ERROR_HPP_ER_2009
+#define BOOST_ARS_ERROR_HPP_ER_2009
+#include <stdexcept>
+#include <sstream>
+#include <boost/format.hpp>
+namespace boost{
+namespace ars{
+
+ class exception : public std::runtime_error{
+ typedef std::string str_t;
+ public:
+ typedef std::runtime_error super_t;
+ exception(
+ const str_t& a,
+ const str_t& b,
+ const str_t& c
+ ):super_t(this->str(a,b,c)){}
+
+ template<typename T>
+ exception(
+ const str_t& a,
+ const str_t& b,
+ const T& c
+ ):super_t(this->str(a,b,c)){}
+
+ template<typename T,typename U>
+ exception(
+ const str_t& a,
+ const str_t& b,
+ const T& c,
+ const U& d
+ ):super_t(this->str(a,b,c,d)){}
+
+ private:
+ str_t str(
+ const str_t& a,
+ const str_t& b,
+ const str_t& c
+ ){
+ format f("Call : %1%, error: %2%, state : %3%");
+ f % a % b % c;
+ return f.str();
+ }
+ template<typename T>
+ str_t str(
+ const str_t& a,
+ const str_t& b,
+ const T& c
+ ){
+ std::ostringstream os;
+ os << c;
+ return this->str(a, b, os.str());
+ }
+
+ template<typename T,typename U>
+ str_t str(
+ const str_t& a,
+ const str_t& b,
+ const T& c,
+ const U& d
+ ){
+ std::ostringstream os;
+ os << c << d;
+ return this->str(a, b, os.str());
+ }
+
+ };
+
+}//ars
+}//boost
+
+
+#endif // BOOST_ARS_ERROR_HPP_ER_2009
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/function_signature.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/function_signature.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,26 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::function_signature.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_FUNCTION_SIGNATURE_HPP_ER_2009
+#define BOOST_ARS_FUNCTION_SIGNATURE_HPP_ER_2009
+#include <boost/mpl/identity.hpp>
+
+namespace boost{
+namespace ars{
+
+ // This is the function signature required by the ars sampler.
+ //
+ // Given input x, fun(x, y, dy) writes the log unnormalized pdf and its
+ // derivative at x to y and dy, respectively.
+ template<typename T>
+ struct function_signature : mpl::identity<
+ void(const T&,T&,T&)
+ >{};
+}
+}
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/functional/standard_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/functional/standard_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,97 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::functional::standard_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_FUNCTIONAL_STANDARD_DISTRIBUTION_HPP_ER_2009
+#define BOOST_ARS_FUNCTIONAL_STANDARD_DISTRIBUTION_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/call_traits.hpp>
+
+namespace boost{
+
+namespace math{
+
+ template<typename D>
+ typename D::value_type
+ log_unnormalized_pdf( //Fwd Declare
+ const D& d,
+ const typename D::value_type& x
+ );
+
+ template<typename D>
+ typename D::value_type
+ derivative_log_unnormalized_pdf( //Fwd Declare
+ const D& d,
+ const typename D::value_type& x
+ );
+
+}
+
+namespace ars{
+namespace functional{
+
+// Maps a subset of the free functions associated with a distribution (D) to
+// a functor with the required signature.
+//
+// Requirements:
+// D::value_type is defined and we call it T. Let x and d instances of T and D.
+// Expression Returns
+// log_unnormalized_pdf(d,x) object of type T
+// derivative_log_unnormalized_pdf(d,x) object of type T
+// For distributions such as exponential, normal etc. these are defined
+// by the same author in standard_distribution/unnormalized_pdf
+template<typename D>
+class standard_distribution {
+
+ typedef typename remove_const<
+ typename remove_reference<
+ D
+ >::type
+ >::type dist_t;
+
+ public:
+ typedef typename dist_t::value_type value_type;
+ typedef typename dist_t::policy_type policy_type;
+ typedef standard_distribution<dist_t> base_type;
+
+ standard_distribution(typename call_traits<D>::param_type d):d_(d){}
+ standard_distribution(const standard_distribution& that):d_(that.d_){}
+
+ standard_distribution&
+ operator=(const standard_distribution& that){
+ if(&that!=this){
+ d_ = that.d_;
+ }
+ return *this;
+ }
+
+ void operator()(
+ const value_type& x,
+ value_type& log_pdf,
+ value_type& dlog_pdf
+ ){
+ //math::log_unnormalized_pdf
+ log_pdf = log_unnormalized_pdf(
+ this->distribution(),x);
+
+ dlog_pdf = derivative_log_unnormalized_pdf(
+ this->distribution(),x);
+ }
+
+ typename call_traits<D>::const_reference distribution()const{
+ return d_;
+ }
+
+ private:
+ typename call_traits<D>::value_type d_;
+
+};
+
+}
+}
+}
+#endif
+
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_INCLUDE_HPP_ER_2009
+#define BOOST_ARS_INCLUDE_HPP_ER_2009
+
+#include <boost/ars/constant.hpp>
+#include <boost/ars/proposal_sampler.hpp>
+#include <boost/ars/sampler.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/parameter.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/parameter.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,44 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::parameter.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_PARAMETER_HPP_ER_2009
+#define BOOST_ARS_PARAMETER_HPP_ER_2009
+#include <boost/math/tools/precision.hpp>
+#include <boost/ars/constant.hpp>
+
+namespace boost{
+namespace ars{
+
+// These parameters are used as defaults, but they can be changed at
+// runtime with sampler's interface.
+//
+// max_data_count:
+// The algorithm switches to standard rejection sampling once this
+// number is reached. Complex distributions may require a higher number.
+//
+// max_log:
+// The higher this number, the greater the precision, but it should not
+// exceed const_::lmax_.
+// A lower number may be needed to ensure finiteness of certain
+// quantities (?) such as cum_sum.
+template<typename T>
+struct parameter{
+ static unsigned max_data_count;
+ static T max_log;
+ static std::size_t reserve;
+ static unsigned n_max_reject;
+};
+template<typename T> unsigned parameter<T>::max_data_count = 20;
+template<typename T>
+T parameter<T>::max_log = constant<T>::lmax_/static_cast<T>(max_data_count);
+template<typename T> std::size_t parameter<T>::reserve = 5;
+template<typename T> unsigned parameter<T>::n_max_reject = 1e2;
+
+}
+}
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/point.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/point.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,101 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::point.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_POINT_HPP_ER_2009
+#define BOOST_ARS_POINT_HPP_ER_2009
+#include <ostream>
+#include <boost/ars/constant.hpp>
+
+namespace boost{
+namespace ars{
+
+// Given an unnormalized density f, this class is a representation for (x,y,dy),
+// where y = log f(x).
+template <typename T>
+class point{
+ typedef constant<T> const_;
+
+ public:
+ point(): x_(const_::zero_),y_(const_::zero_),dy_(const_::zero_){}
+ point(const T& x,const T& y,const T& dy)
+ : x_(x),y_(y),dy_(dy){}
+
+ const T& x()const{ return x_; }
+ const T& y()const{ return y_; }
+ const T& dy()const{ return dy_; }
+
+ private:
+ //abscissa, ordinate, derivative of the log density
+ T x_, y_, dy_;
+};
+
+template<typename T>
+void dump(const point<T>& p,T& x,T& y,T& dy){
+ x = p.x();
+ y = p.y();
+ dy = p.dy();
+}
+
+template <typename T>
+bool operator<(
+ const point<T> &a,
+ const point<T> &b
+){
+ return (a.x() < b.x());
+}
+
+template <typename T>
+std::ostream&
+operator<<(std::ostream &out, const point<T>& p)
+{
+ out << '(' << p.x() << ',' << p.y() << ',' << p.dy() << ')';
+ return out;
+}
+
+template<typename T,typename F>
+point<T>
+create_point(
+ const T& x,
+ const F& f
+){
+ typedef point<T> result_t;
+ T y, dy;
+ f(x,y,dy);
+ return result_t(x,y,dy);
+}
+
+template<typename T>
+T tangent(const point<T>& a, const T& x){
+ return a.y() + a.dy() * (x-a.x());
+}
+
+template<typename T>
+bool is_non_increasing_dy(const point<T>&a,const point<T>& b){
+ return !(a.dy()<b.dy());
+}
+
+template<typename T>
+bool is_concave(const point<T>&a,const point<T>& b){
+ T t_b = tangent(a,b.x());
+ T t_a = tangent(b,a.x());
+ return !( (t_b < b.y()) || (t_a < a.y()) );
+}
+
+template<typename T>
+T linearly_interpolate(
+ const point<T>& a,
+ const point<T>& b,
+ const T& x
+){
+ T slope = (b.y() - a.y()) / (b.x() - a.x());
+ return a.y() + (x-a.x()) * slope;
+}
+
+}
+}
+
+#endif // BOOST_ARS_POINT_HPP_ER_2009
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,891 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::proposal_sampler.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_PROPOSAL_SAMPLER_HPP_ER_2009
+#define BOOST_ARS_PROPOSAL_SAMPLER_HPP_ER_2009
+#include <cmath>
+#include <vector>
+#include <iostream> //TODO needed?
+#include <algorithm>
+#include <functional>
+#include <ext/algorithm>
+//#include <typeinfo>
+#include <string>
+#include <iterator>
+#include <numeric>
+#include <limits>
+#include <boost/lambda/lambda.hpp> //what for?
+#include <boost/static_assert.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/empty.hpp>
+#include <boost/type_traits/is_base_of.hpp>
+#include <boost/random.hpp>
+#include <boost/range.hpp>
+#include <boost/bind.hpp>
+#include <boost/function.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/variant.hpp>
+#include <boost/format.hpp>
+//#include <boost/numeric/conversion/converter.hpp>
+//#include <boost/math/tools/precision.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+#include <boost/math/special_functions/log1p.hpp>
+#include <boost/math/special_functions/sign.hpp>
+
+#include <boost/ars/constant.hpp>
+#include <boost/ars/parameter.hpp>
+#include <boost/ars/error.hpp>
+#include <boost/ars/point.hpp>
+#include <boost/ars/function_signature.hpp>
+#include <boost/ars/detail/data.hpp>
+#include <boost/ars/detail/area.hpp>
+
+namespace boost{
+namespace ars{
+
+// The job of this class is to maintain an approximation to the cumulative
+// density of interest and generate draws from it
+//
+// Requirements:
+// Cont holds the data and is required to be bi-directional and is to be used
+// in conjunction with lower_bound and insert, so deque is asymptotically the
+// best choice. In practice, though, vector is probably the best choice.
+template<
+ typename T,
+ template<typename,typename> class Cont = std::vector,
+ template<typename> class Alloc = std::allocator
+>
+class proposal_sampler{
+
+ BOOST_STATIC_ASSERT(std::numeric_limits<T>::has_infinity);
+
+ protected:
+ typedef std::string str_t;
+ typedef constant<T> const_;
+ typedef parameter<T> param_;
+ typedef point<T> point_t;
+ typedef tangent_intersection<T> tang_t;
+ typedef data<T> data_t;
+ typedef Alloc<data_t> alloc_t;
+ typedef Cont<data_t,alloc_t> datas_t;
+ typedef typename range_difference<datas_t>::type diff_t;
+ typedef typename range_iterator<datas_t>::type iter_t;
+ typedef uniform_real<T> runif_t;
+
+ public:
+ typedef typename ars::function_signature<T>::type function_signature;
+ typedef function<function_signature> delegate_type;
+
+ typedef typename range_size<datas_t>::type size_type;
+ typedef T result_type;
+ typedef typename runif_t::input_type input_type;
+
+ proposal_sampler();
+ proposal_sampler(const proposal_sampler& that);
+ proposal_sampler& operator=(const proposal_sampler& that);
+
+ // x_min must be constant<T>::inf_ if unbounded. Likewise x_max
+ // fun's syntax is fun(x,y,dy) writes to x and dy
+ void set_function(T x_min,T x_min,const delegate_type& fun);
+ template<typename R> //Range
+ void initialize(const R& initial_data);
+ void initialize(T x_0,T x_1);
+ // Increasing this number improves precision but may cause
+ // an infinite area (TODO investigate). In doubt, don't use it
+ void set_max_log(T v);
+
+ // Returns true if the draw is accepted, false otherwise
+ template<typename U>
+ bool sample(U &urng,T& draw) const;
+
+ delegate_type function()const{ return fun_; }
+ // Maximum number of evalutions
+ size_type max_data_count()const{ return max_data_count_; }
+
+ const T& x_min() const { return x_min_; }
+ const T& x_max() const { return x_max_; }
+ const datas_t& datas() const { return datas_; }
+
+ T max_log()const{ return max_log_; }
+ T max_tangent()const{ return max_tangent_; }
+ T cum_sum()const{ return cum_sum_; }
+ size_type size_data()const{ return size_datas_; }
+ T inverse_cum_sums(const T& u) const;
+
+ T offset()const; //> exp(t-offset)<inf
+
+ //TODO (RandomDistribution)
+ //os << x;
+ //is >> u;
+ // min()
+ // max()
+
+ std::ostream& description(std::ostream& stream)const;
+
+ protected:
+ template <typename U> iter_t inv_cum_sums_impl(T u,T& q);
+ void update_cum_sums(iter_t iter) const;
+ void insert(const point_t& p,iter_t iter)const;
+ // Returns first iter such that iter->cum_sum_>u
+ iter_t inv_cum_sums_impl(const T& u,T& draw)const;
+
+ delegate_type fun_;
+ T x_min_;
+ mutable T t_min_;
+ T x_max_;
+ bool has_function_,is_initialized_;
+ mutable bool do_update_;
+ size_type max_data_count_;
+ mutable T max_log_;
+ mutable T max_tangent_;
+ mutable T cum_sum_;
+ mutable datas_t datas_;
+ // Calling size(...) is not necessarily O(1) so saving it is prefarable
+ mutable size_type size_datas_;
+ mutable point_t pending_p_;
+ mutable diff_t pending_d_; // distance to where p should be inserted
+};
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+std::ostream&
+operator<<(std::ostream& out, const proposal_sampler<T,Cont,Alloc>& s){
+ return s.description(out);
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+std::ostream&
+proposal_sampler<T,Cont,Alloc>::description(std::ostream& out) const
+{
+ typedef data<T> data_t;
+ //TODO any other relevant info?
+ format f("x_min = %1%, t_min = %2%|");
+ f%x_min()%t_min_;
+ out << f.str();
+ std::copy(
+ begin(datas()),
+ end(datas()),
+ std::ostream_iterator<data_t>(out, "|")
+ );
+ out << ", mt = " << max_tangent() << ", offset = " << offset();
+
+ return out;
+}
+
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+proposal_sampler<T,Cont,Alloc>::proposal_sampler()
+:
+fun_(),
+x_min_(const_::inf_),
+t_min_(const_::inf_),
+x_max_(const_::inf_),
+has_function_(false),
+is_initialized_(false),
+do_update_(false),
+max_data_count_(param_::max_data_count),
+max_log_(param_::max_log),
+max_tangent_(const_::zero_),
+cum_sum_(const_::zero_),
+datas_(),
+size_datas_(0),
+pending_p_(),
+pending_d_(0)
+{
+ datas_.reserve(param_::reserve);
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+proposal_sampler<T,Cont,Alloc>::proposal_sampler(
+ const proposal_sampler& that)
+:
+fun_( that.fun_ ),
+x_min_( that.x_min_ ),
+t_min_( that.t_min_ ),
+x_max_( that.x_max_ ),
+has_function_( that.has_function_ ),
+is_initialized_( that.is_initialized_ ),
+do_update_( that.do_update_ ),
+max_data_count_( that.max_data_count_ ),
+max_log_( that.max_log_ ),
+max_tangent_( that.max_tangent_ ),
+cum_sum_( that.cum_sum_ ),
+datas_( that.datas_ ),
+size_datas_( that.size_datas_ ),
+pending_p_( that.pending_p_ ),
+pending_d_(that.pending_d_)
+{}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+proposal_sampler<T,Cont,Alloc>&
+proposal_sampler<T,Cont,Alloc>::operator=(const proposal_sampler& that){
+ if(&that!=this){
+ fun_ = that.fun_;
+ x_min_ = that.x_min_;
+ t_min_ = that.t_min_;
+ x_max_ = that.x_max_;
+ has_function_ = that.has_function_;
+ is_initialized_ = that.is_initialized_;
+ do_update_ = that.do_update_;
+ max_data_count_ = that.max_data_count_;
+ max_log_ = that.max_log_;
+ max_tangent_ = that.max_tangent_;
+ cum_sum_ = that.cum_sum_;
+ datas_ = that.datas_;
+ size_datas_ = that.size_datas_;
+ pending_p_ = that.pending_p_;
+ pending_d_ = that.pending_d_;
+ }
+ return *this;
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+T proposal_sampler<T,Cont,Alloc>::offset()const{
+ return max_tangent()-max_log();
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+void proposal_sampler<T,Cont,Alloc>::set_max_log(T v){
+ max_log_ = v;
+ update_cum_sums(begin(datas_)); //TODO anything else?
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+void proposal_sampler<T,Cont,Alloc>::set_function(
+ T x_min,
+ T x_max,
+ const delegate_type& fun
+)
+{
+ static const char* method = "ars::proposal_sampler::set_function";
+ x_min_ = x_min;
+ x_max_ = x_max;
+ // removing this-> would create a name conflict
+ if(!math::isinf( this->x_min() )){
+ if(!math::isinf( this->x_max() )){
+ if(!( this->x_min() < this->x_max() )){
+ throw exception(
+ method,
+ "x_min > x_max",
+ *this
+ );
+ }
+ }
+ }
+ fun_ = fun;
+ has_function_ = true;
+ is_initialized_ = false;
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+void proposal_sampler<T,Cont,Alloc>::initialize(T x_0,T x_1){
+
+ static const char* method = "ars::proposal_sampler::initialize(%1%,%2%)";
+ typedef std::vector<point_t> vec_t;
+ static vec_t vec;
+
+ if(!has_function_){
+ format f(method); f%x_0%x_1;
+ throw exception(
+ f.str(),
+ "no func",
+ *this
+ );
+ }
+ vec.clear();
+ vec.push_back( create_point<T,delegate_type>(x_0,fun_) );
+ vec.push_back( create_point<T,delegate_type>(x_1,fun_) );
+
+ return initialize(vec);
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+template<typename R> //Range
+void proposal_sampler<T,Cont,Alloc>::initialize(const R& initial_datas){
+ static const char* method
+ = "ars::proposal_sampler::initialize(const R& initial_datas)";
+ {
+ typedef typename range_value<R>::type value_t;
+ BOOST_MPL_ASSERT(
+ (is_base_of<point_t,value_t>)
+ );
+ }
+ if(size(initial_datas)<2){
+ throw exception(
+ method,
+ "size(initial_datas)<2",
+ *this
+ );
+ }
+
+// NB: Gilks also has:
+// IF ((.NOT.lb).AND.(hpx(iwv(1)).LT.eps)) ifault=3
+// IF ((.NOT.ub).AND.(hpx(iwv(2)).GT.-eps)) ifault=4
+
+ if(
+ math::isinf(x_min())
+ ){
+ T dy = begin(initial_datas)->dy();
+ if(!
+ (
+ dy > const_::zero_
+ )
+ ){
+ throw exception(
+ method,
+ (format("!dy = %1%>0")%dy).str(),
+ *this
+ );
+ }
+ t_min_ = const_::quiet_nan_;
+ }else{
+ t_min_ = tangent(*begin(initial_datas),x_min());
+ max_tangent_ = t_min_;
+ }
+
+ datas_.resize( size(initial_datas) );
+ // Let i,j = 0,...,n-1 iterators for data and initial_data.
+ // At i,j = n-1, *i = *j
+ // for i,j = n-2,...,0, *i = tangent_intersection(*j,*j+1)
+ std::adjacent_difference(
+ make_reverse_iterator(end(initial_datas)),
+ make_reverse_iterator(begin(initial_datas)),
+ make_reverse_iterator(end(datas_)),
+ update_tangent_intersection<T>()
+ );
+
+ iter_t back_iter = prior(end(datas_));
+ {
+ T t = max_element(
+ begin(datas_),back_iter,
+ bind<const T&>( &tang_t::t, _1 )
+ )->t();
+ max_tangent_ = (max_tangent()<t)? t : max_tangent();
+ }
+ const point_t& back_p = static_cast<const point_t&>(*back_iter);
+ tang_t& back_ti = static_cast<tang_t&>(*back_iter);
+
+ if(math::isinf(x_max())){
+ T dy = back_iter->dy();
+ if(
+ !(dy < const_::zero_)
+ ){
+ format f("!dy = %1% <0"); f%dy;
+ throw exception(method,f.str(),*this);
+ }
+ back_ti = tang_t(const_::quiet_nan_,const_::quiet_nan_);
+ }else{
+ back_ti = tang_t(x_max(),tangent(back_p,x_max()));
+ max_tangent_
+ = (max_tangent()<back_ti.t())? back_ti.t() : max_tangent();
+ }
+
+ update_cum_sums(datas_.begin());
+
+ // Hupper hull > function, the RHS of which is integrable. If the LHS
+ // is not integrable in some segment, a midpoint (or reflection point)
+ // is added.
+ while( math::isinf( cum_sum() ) ) {
+ if(size_data()>max_data_count()){
+ throw exception(
+ method,
+ (format("size_data() = > max_data_count() = %2%")
+ %size_data()%max_data_count()).str(),
+ *this
+ );
+ }
+ typedef boost::function<const T&(const data_t&)> fun2_t;
+
+ iter_t iter = std::find_if(
+ begin( datas_ ),
+ end( datas_ ),
+ pred_isinf()
+ );
+
+ T new_x;
+ if(next(iter)!=end(datas_)){
+ new_x = iter->z();
+ }else{
+ T x_0, x_1;
+ x_1 = iter->x();
+ if(math::isinf(x_max())){
+ x_0 = prior(iter)->x();
+ //reflection
+ new_x = x_1 + (x_1-x_0); //TODO what if = inf?
+ }else{
+ T x_2 = x_max();
+ new_x = ( x_1 + x_2 )/const_::two_;
+ if((new_x <= x_1)|| (new_x >= x_2))
+ {
+ throw exception(
+ method,
+ "(new_x <= x_1)|| (new_x >= x_2)",
+ *this
+ );
+ }
+ }
+ }
+ point_t p = create_point(new_x,fun_);
+ insert(p,iter);
+ }
+ size_datas_ = size(datas_);
+ do_update_ = false;
+ is_initialized_ = true;
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+T proposal_sampler<T,Cont,Alloc>::inverse_cum_sums(const T& u) const{
+ T q;
+ inv_cum_sums_impl(u,q);
+ return q;
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+typename proposal_sampler<T,Cont,Alloc>::iter_t
+proposal_sampler<T,Cont,Alloc>::inv_cum_sums_impl(
+ const T& u, // in [0,cum_sum_)
+ T& q
+)const
+{
+ static const char* method = "ars::proposal_sampler::inv_cum_sums_impl";
+// What TODO about two consecutives segments with same cum_sum due
+// to roundoff? Is there a case for std::upper_bound vs std::lower_bound
+// upper_bound : for every iterator j in [first, i), *j <= value
+// lower_bound : for every iterator j in [first, i), *j < value.
+ if(u>cum_sum()){
+ throw exception(
+ method,
+ "u>cum_sum()",
+ *this
+ );
+ }
+ tang_t value;
+ value.cum_sum_ = u;
+ iter_t iter =
+ std::lower_bound(
+ begin(datas_),
+ end(datas_),
+ value
+ );
+
+ //TODO delete ->
+ BOOST_ASSERT(iter!=end(datas_));
+ BOOST_ASSERT(iter->cum_sum_>u);
+ if(iter!=begin(datas_)){
+ BOOST_ASSERT(prior(iter)->cum_sum_<u);
+ }
+ // <-
+ bool skip = false;
+ T lz, lt, x, y, dy, du;
+ dump(*iter,x,y,dy);
+ if( iter != begin(datas_) ){
+ du = u - prior(iter)->cum_sum_;
+ lz = prior(iter)->z();
+ lt = prior(iter)->t();
+ }else{
+ if(math::isinf(x_min())){
+ // with y[i] <- y[i] - offset
+ // solves int[-inf,q]exp(y[i]+dy[i](x-x[i])) dx = u,
+ // <=> y[i]+dy[i](q-x[i]) = log(u * dy[i])
+ q = ( log( dy * u )-( y - offset() ) + x * dy ) / dy;
+ skip = true;
+ }else{
+ du = u;
+ lz = x_min();
+ lt = t_min_;
+ }
+ }
+ if(!skip){
+ // with t[i-1] <- t[i-1] - offset
+ lt -= offset();
+ if(dy < const_::lmin_){
+ // solves int[z[i-1],q] exp(t[i-1]) dx = u - area[i-1]
+ q = lz + du * exp(-lt);
+ }else{
+ // solves int[z[i-1],q] exp(t[i-1]+dy[i](x-z[i-1])) dx = du
+ // <=> q = z[i-1] + log(1 + du * dy[i] / exp(t[i-1]) ) / dy[i]
+ // alt: du * dy[i] = exp( log(du) + log(|dy[i]|) ) * sign(dy[i])
+ T a = log(du) + log(fabs(dy)) - lt;
+ if(a<const_::lmax_){
+ T sign = boost::math::sign(dy);
+ a = exp(a);
+ q = lz + log1p( sign * a ) / dy;
+ }else{
+ q = lz + a / dy;
+ }
+ }
+ }
+
+ //TODO create a local enum
+
+ if(math::isnan(q)){
+ throw exception(method,"isnan(q)",*this);
+ }
+ if(iter!=begin(datas_)){
+ if(q<prior(iter)->z()){
+ throw exception(method,"q<prior z",*this);
+ }
+ }else{
+ if(!math::isinf(x_min())){
+ if(q < x_min()){
+ throw exception(method,"q<x_min",*this);
+ }
+ }
+ }
+ if(
+ ( iter!=end(datas_))
+ ){
+ if(q>iter->z()){
+ throw exception(method,"q>z",*this);
+ }
+ }else{
+ if(q>iter->z()){
+ if( !math::isinf(x_max()) ){
+ throw exception(method,"q>z",*this);
+ }
+ }
+ }
+ return iter;
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+template <typename U>
+bool proposal_sampler<T,Cont,Alloc>::sample(U &urng,T& draw) const
+{
+ static const char* method = "ars::proposal_sampler::sample";
+ if(!is_initialized_){
+ throw exception(method,"no init",*this);
+ }
+ if(do_update_){
+ insert(
+ pending_p_,
+ next(
+ boost::begin(datas_),
+ pending_d_
+ )
+ );
+ size_datas_ = size(datas_);
+ }
+ bool adaptive = (size_data()<max_data_count());
+
+ //Sample from the upper hull a.k.a the enveloppe
+ T u1, log_u2, upper;
+ {
+ runif_t runif(const_::zero_, cum_sum());
+ u1 = runif(urng);
+ }
+ iter_t iter = inv_cum_sums_impl(u1,draw);
+ upper = tangent(*iter,draw);
+ {
+ runif_t unif(const_::zero_, const_::one_);
+ log_u2 = log(unif(urng));
+ }
+ // Squeezing test
+ bool accept = false;
+ if(adaptive){
+ T lower;
+ // lower is -inf outside (x[1],x[n])
+ if(
+ ( (iter!=begin(datas_)) || (draw>(iter->x())))
+ && ( (iter!=prior(end(datas_))) || (draw<(iter->x())))
+ ){
+ if(draw<=(iter->x())){
+ lower = linearly_interpolate(*prior(iter),*iter,draw);
+ }else{
+ lower = linearly_interpolate(*iter,*next(iter),draw);
+ }
+ accept = ( log_u2 <= (lower-upper) );
+ }else{
+ // lower is -inf outside (x[1],x[n])
+ }
+ }
+ // Rejection test
+ if(!accept){
+ pending_p_ = create_point(draw,fun_);
+ pending_d_ = std::distance(boost::begin(datas_),iter);
+ if(draw>iter->x()){
+ ++pending_d_;
+ }
+ accept = ( log_u2 <= (pending_p_.y() - upper) );
+ do_update_ = adaptive;
+ }
+ return accept;
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+void proposal_sampler<T,Cont,Alloc>::update_cum_sums(iter_t iter) const
+{
+ static const char* method = "ars::proposal_sampler::update_cum_sums";
+ // x1 x2 x3 point abscissae
+ // / \ / \ / \
+ // z0 z1 z2 z3 tangent abscissae
+ //
+ // z0 = x_min
+ // zn = x_max
+ //
+ // Here we compute for each i>=j,
+ // the area under the tangent at x[i] over (z[i-1],z[i])
+ // If z0 = -inf, that's exp(t[1]-offset)/dy[1]
+ // It zn = inf, that's -exp(t[n-1]-offset)/dy[1]
+
+ //bool is_begin = false;
+ T area;
+ tang_t a;
+ if(iter != begin(datas_)) {
+ a = *prior(iter);
+ cum_sum_ = boost::prior(iter)->cum_sum_;
+ }else{
+ cum_sum_ = const_::zero_;
+ if(
+ math::isinf(x_min())
+ ){
+ T dy = iter->dy();
+ if(dy<const_::lmin_){
+ throw; //TODO
+ }else{
+ area = area_left_tail(*iter,offset());
+ }
+ }else{
+ a = tang_t(x_min(),t_min_);
+ area = area_segment_safeguarded(a,*iter,offset());
+ }
+ if(area<const_::zero_){
+ format f("area[%1%] = %2% <0");
+ f%std::distance(begin(datas_),iter)%area;
+ throw exception(method,f.str(),*this);
+ }
+ cum_sum_ += area;
+ iter->cum_sum_ = cum_sum_;
+ a = *iter;
+ ++iter;
+ }
+
+ iter_t j = prior(end(datas_));
+ // TODO adjacent_difference?
+ while(iter!=j){
+ T area = area_segment_safeguarded(a,*iter,offset());
+ if(area<const_::zero_){
+ format f("area[%1%] = %2% < 0");
+ f%std::distance(begin(datas_),iter)%area;
+ throw exception(method,f.str(),*this);
+ }
+ cum_sum_ += area;
+ iter->cum_sum_ = cum_sum_;
+ a = *iter;
+ ++iter;
+ }
+
+ if(
+ math::isinf(x_max())
+ ){
+ area = area_right_tail(a,*iter,offset());
+ }else{
+ area = area_segment_safeguarded(a,*iter,offset());
+ }
+ if(area<const_::zero_){
+ format f("area[n] = %1%<0");
+ f%area;
+ throw exception(method,f.str(),*this);
+ }
+ cum_sum_ += area;
+ iter->cum_sum_ = cum_sum_;
+ ++iter;
+ BOOST_ASSERT(!(iter!=end(datas_)));
+
+ BOOST_ASSERT(
+ is_sorted(
+ begin(datas_),
+ end(datas_),
+ bind<bool>(
+ std::less<tang_t>(),
+ _1,
+ _2
+ )
+ )
+ );
+}
+
+template<
+ typename T,
+ template<typename,typename> class Cont,
+ template<typename> class Alloc
+>
+void proposal_sampler<T,Cont,Alloc>::insert(
+ const point_t& p,
+ iter_t iter
+)const
+{
+ static const char* method = "ars::proposal_sampler::insert";
+
+ if(iter!=end(datas_)){
+ if(!std::less<point_t>()(p,*iter)){
+ throw exception(method,"p>next",*this);
+ }
+ }else{
+ if(!math::isinf(x_max())){
+ if(!p.x()<x_max()){
+ throw exception(method,"p>max",*this);
+ }
+ }
+ }
+
+ if(iter!=begin(datas_)){
+ if(!std::less<point_t>()(*prior(iter),p)){
+ throw exception(method,"p<prior",*this);
+ }
+ }else{
+ if(!math::isinf(x_min())){
+ if(!(p.x()>x_min())){
+ throw exception(method,"p<x_min",*this);
+ }
+ }
+ }
+
+ iter = datas_.insert(iter,p);
+ T m = math::tools::min_value<T>();
+
+ struct local{
+ static T impl(
+ data_t& a,
+ const data_t& b,
+ const proposal_sampler& s
+ ){
+ static const char* method = "ars::proposal_sampler::insert";
+ const point_t& a_p = a;
+ const point_t& b_p = b;
+ if(!(a_p<b_p)){
+ throw exception(method,"a>b",s);
+ }
+ if(!is_non_increasing_dy(a_p,b_p)){
+ throw exception(method,"dy non increasing",s);
+ }
+ if(!is_concave(a,b)){
+ throw exception(method,"not concave",s);
+ }
+ {
+ tang_t& a_ti = a;
+ a_ti = tang_t(a,b);
+ }
+ if(a.z()<a.x()){
+ throw exception(method,"z<x",s);
+ }
+ if(a.z()>b.x()){
+ throw exception(method,"z>next x",s);
+ }
+ return a.t();
+ }
+ };
+
+ if(iter!=begin(datas_)){
+ T t = local::impl(*prior(iter),*iter,*this);
+ m = (m<t)? t : m;
+ }else{
+ if(!math::isinf(x_min())){
+ t_min_ = tangent(*iter,x_min());
+ }
+ }
+ if(next(iter)!=end(datas_)){
+ T t = local::impl(*iter,*next(iter),*this);
+ m = (m<t)? t : m;
+ }else{
+ const point_t& p = (*iter);
+ tang_t& ti = (*iter);
+ if(math::isinf(x_max())){
+ ti = tang_t(const_::quiet_nan_, const_::quiet_nan_);
+ }else{
+ ti = tang_t(x_max(),tangent(p,x_max()));
+ T t = ti.t();
+ m = (m<t)? t : m;
+ }
+ }
+
+ if(max_tangent()<m){
+ max_tangent_ = m;
+ iter = begin(datas_);
+ }else{
+ if(iter!=begin(datas_)){
+ iter = prior(iter);
+ }
+ }
+
+ BOOST_ASSERT(
+ is_sorted(
+ begin(datas_),
+ end(datas_),
+ bind<bool>(
+ std::less<point_t>(),
+ _1,
+ _2
+ )
+ )
+ );
+
+
+ update_cum_sums(iter);
+}
+
+
+}//ars
+}//boost
+
+#endif
+
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/sampler.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/sampler.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,68 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::sampler.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_SAMPLER_HPP_ER_2009
+#define BOOST_ARS_SAMPLER_HPP_ER_2009
+#include <boost/ars/error.hpp>
+#include <boost/ars/proposal_sampler.hpp>
+
+namespace boost{
+namespace ars{
+
+// This class adds a rejection steop to proposal_sampler
+//
+// PropS is an instance of the class template proposal_sampler
+template<typename PropS>
+class sampler : public PropS{
+ typedef PropS super_t;
+ public:
+
+ sampler():
+ super_t(),n_max_reject_(super_t::param_::n_max_reject),n_reject_(0){}
+
+ sampler(const sampler& that)
+ :PropS(that),n_max_reject_(that.n_max_reject_),n_reject_(that.n_reject_)
+ {}
+
+ sampler& operator=(const sampler& that){
+ if(&that!=this){
+ PropS::operator=(that);
+ n_max_reject_ = that.n_max_reject_;
+ n_reject_ = that.n_reject_;
+ }
+ return *this;
+ }
+
+ void set_n_max_reject(unsigned n){ n_max_reject_ = n; }
+
+ template<typename U>
+ typename super_t::result_type operator()(U& u)const{
+ static const char* method
+ = "ars::sampler::operator()(U&) after n = %1%";
+ typename super_t::result_type draw;
+ for(typename super_t::size_type i = 0; i<n_max_reject(); i++){
+ n_reject_ = i;
+ if(this->sample(u,draw)){
+ return draw;
+ }
+ }
+ format f(method); f%n_max_reject();
+ throw exception(method,f.str(),*this);
+ }
+ typename super_t::size_type n_max_reject()const{ return n_max_reject_; }
+ typename super_t::size_type n_reject()const{ return n_reject_; }
+
+ protected:
+ typename super_t::size_type n_max_reject_;
+ mutable typename super_t::size_type n_reject_;
+};
+
+
+}//ars
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/search_reflection.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/search_reflection.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,160 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::search_reflection.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_SEARCH_REFLECTION_HPP_ER_2009
+#define BOOST_ARS_SEARCH_REFLECTION_HPP_ER_2009
+#include <string>
+#include <boost/format.hpp>
+#include <boost/function.hpp>
+#include <boost/ars/constant.hpp>
+#include <boost/ars/point.hpp>
+#include <boost/ars/error.hpp>
+#include <boost/ars/function_signature.hpp>
+#include <boost/ars/functional/standard_distribution.hpp>
+
+namespace boost{
+namespace ars{
+
+// This function searches by reflection for initial starting points
+// (x_0,x_1) such that if x_min = -inf, dy_0>0 and if x_min = inf, dy_0<0
+
+//TODO even if x_min or x_max finite, |dy|>eps might be desirable
+template<typename T>
+unsigned
+search_reflection(
+ const T& x_min,
+ const T& x_max,
+ function<typename ars::function_signature<T>::type> delegate,
+ point<T>& p_0,
+ point<T>& p_1,
+ unsigned n_max
+){
+ static const char* function
+ = "search_reflection(%1%, %2%, ...)";
+
+ typedef point<T> point_t;
+ typedef constant<T> const_;
+
+ struct local{
+ static bool ok_0(const point_t& p){
+ return ( p.dy() >= const_::eps_ ); }
+ static bool ok_1(const point_t& p){
+ return ( p.dy() <= (-const_::eps_) ); }
+ };
+
+ unsigned n = 0;
+ T new_x_0 = p_0.x();
+ T new_x_1 = p_1.x();
+ bool ok_0, ok_1 = true;
+ if(math::isinf(x_min)){ ok_0 = local::ok_0(p_0); }
+ if(math::isinf(x_max)){ ok_1 = local::ok_1(p_1); }
+
+ while(
+ (!(ok_0 && ok_1))
+ ){
+ if(n>n_max){
+ format f(function);
+ f % x_min % x_max;
+ throw ars::exception(f.str(),"n>n_max",p_0,p_1);
+ }
+
+ if(!ok_0){
+ T delta = (new_x_1-new_x_0);
+ if(delta < const_::eps_ ){
+ format f(function);
+ f % x_min % x_max;
+ throw ars::exception(
+ f.str(),
+ "new_x_0-new_x_1< (- const_::eps_)",
+ p_0,p_1
+ );
+ }
+ //TODO max(new_x_0,-highest) ?
+ new_x_0 -= delta;
+ p_0 = create_point<T>(new_x_0,delegate);
+ ok_0 = local::ok_0(p_0);
+ }
+ if(!ok_1){
+ T delta = (new_x_1-new_x_0);
+ if( delta < const_::eps_){
+ format f(function);
+ f % x_min % x_max;
+ throw ars::exception(
+ f.str(),
+ "new_x_1-new_x_0 > const_::eps_",
+ p_0,p_1
+ );
+ }
+ new_x_1 += delta;
+ p_1 = create_point<T>(new_x_1,delegate);
+ ok_1 = local::ok_1(p_1);
+ }
+ ++n;
+ }
+ return n;
+}
+
+template<typename T>
+unsigned search_reflection(
+ const T& x_min,
+ const T& x_max,
+ function<typename ars::function_signature<T>::type> delegate,
+ const T& x_0,
+ const T& x_1,
+ point<T>& p_0,
+ point<T>& p_1,
+ unsigned n_max
+){
+ {
+ p_0 = create_point<T>(x_0,delegate);
+ p_1 = create_point<T>(x_1,delegate);
+ }
+ return search_reflection(
+ x_min,
+ x_max,
+ delegate,
+ p_0,
+ p_1,
+ n_max
+ );
+}
+
+// TODO theck that
+// T = remove_const< remove_reference< D> ::type >::type ::value_type
+template<typename D,typename T> // D = const E& or E
+unsigned search_reflection_dist(
+ const T& x_min,
+ const T& x_max,
+ const D& dist,
+ const T& x_0,
+ const T& x_1,
+ ars::point<T>& p_0,
+ ars::point<T>& p_1,
+ unsigned n_max
+){
+ typedef ars::functional::standard_distribution<const D&> fnal_t;
+ typedef typename ars::function_signature<T>::type signature;
+ typedef boost::function<signature> delegate_t;
+ fnal_t fnal(dist);
+
+ return search_reflection<T>(
+ x_min,
+ x_max,
+ fnal, //automatic conversion
+ x_0,
+ x_1,
+ p_0,
+ p_1,
+ n_max
+ );
+}
+
+
+}//ars
+}//boost
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,68 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::test::gamma_distribution.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_TEST_GAMMA_DISTRIBUTION_HPP_ER_2009
+#define BOOST_ARS_TEST_GAMMA_DISTRIBUTION_HPP_ER_2009
+#include <iostream>
+#include <string>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/standard_distribution/distributions/gamma.hpp>
+#include <boost/ars/test/standard_distribution.hpp>
+
+namespace boost{
+namespace ars{
+namespace test{
+
+// Same as standard_distribution but for a specific distribution
+template<typename T>
+void gamma_distribution(
+ T shape, // must be > 1
+ T scale,
+ T init_0, // must be >0 and < init_1
+ T init_1, // must be > mode = (m-1) * theta
+ unsigned draw_n,
+ unsigned repeat_n,
+ unsigned n_max_reject,
+ std::ostream& out
+)
+{
+
+ using namespace boost;
+ using namespace math;
+ using namespace assign;
+ typedef double val_;
+ typedef ars::constant<val_> const_;
+ typedef math::gamma_distribution<val_> mdist_t;
+ typedef boost::mt19937 urng_;
+
+ format f("Gamma(%1%,%2%) : "); f%shape%scale;
+ out << f.str();
+ mdist_t mdist(shape,scale);
+ urng_ urng;
+
+ const val_ inf_ = const_::inf_;
+
+ boost::ars::test::standard_distribution(
+ mdist,
+ static_cast<val_>(0), // x_min
+ inf_, // x_max
+ init_0,
+ init_1,
+ urng,
+ n_max_reject,
+ draw_n,
+ repeat_n,
+ out
+ );
+}
+
+}//test
+}//ars
+}//boost
+
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,67 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::test::normal_distribution.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_TEST_NORMAL_DISTRIBUTION_HPP_ER_2009
+#define BOOST_ARS_TEST_NORMAL_DISTRIBUTION_HPP_ER_2009
+#include <iostream>
+#include <string>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/ars/test/standard_distribution.hpp>
+
+namespace boost{
+namespace ars{
+namespace test{
+
+// Same as standard_distribution but for a specific distribution
+template<typename T>
+void normal_distribution(
+ T mu,
+ T sigma,
+ T init_0, //must be < mu
+ T init_1, //must be > mu
+ unsigned draw_n,
+ unsigned repeat_n,
+ unsigned n_max_reject,
+ std::ostream& out
+)
+{
+
+ using namespace boost;
+ using namespace math;
+ using namespace assign;
+ typedef double value_t;
+ typedef ars::constant<value_t> const_;
+ typedef math::normal_distribution<value_t> mdist_t;
+ typedef boost::mt19937 urng_t;
+
+ const value_t inf_ = const_::inf_;
+
+ format f("N(0,%1%) : "); f%sigma;
+ out << f.str();
+ mdist_t mdist(mu,sigma);
+ urng_t urng;
+
+ standard_distribution(
+ mdist,
+ inf_,
+ inf_,
+ init_0,
+ init_1,
+ urng,
+ n_max_reject,
+ draw_n,
+ repeat_n,
+ out
+ );
+}
+
+}//test
+}//ars
+}//boost
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,133 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::test::standard_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ARS_TEST_STANDARD_DISTRIBUTION_HPP_ER_2009
+#define BOOST_ARS_TEST_STANDARD_DISTRIBUTION_HPP_ER_2009
+
+#include <iostream>
+#include <list>
+#include <string>
+#include <iterator>
+#include <vector>
+#include <algorithm>
+
+#include <boost/assert.hpp>
+#include <boost/assert.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/format.hpp>
+#include <boost/range.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/iterator/counting_iterator.hpp>
+#include <boost/assign/std/vector.hpp>
+
+//#include <boost/math/distributions/unnormalized_pdf/include.hpp>
+//#include <boost/math/distributions/algorithm/transform.hpp>
+
+#include <boost/non_param/algorithm/kolmogorov_smirnov_distance.hpp>
+
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/ref_distribution.hpp>
+
+#include <boost/ars/functional/standard_distribution.hpp>
+#include <boost/ars/constant.hpp>
+#include <boost/ars/proposal_sampler.hpp>
+#include <boost/ars/sampler.hpp>
+
+namespace boost{
+namespace ars{
+namespace test{
+
+// This function draws repeat_n times by increments of draw_n
+// and ouputs the corresponding kolmogorov_distance for distribution D
+// and the number of rejections. D is a standard distribution
+// such as math::normal_distribution
+template<typename D,typename U>
+void standard_distribution(
+ const D& mdist, //e.g. D == math::normal_distribution
+ typename D::value_type x_min,
+ typename D::value_type x_max,
+ typename D::value_type init_0,
+ typename D::value_type init_1,
+ U& urng,
+ unsigned n_max_reject,
+ unsigned draw_n,
+ unsigned repeat_n,
+ std::ostream& out
+){
+ using namespace boost;
+ using namespace math;
+ using namespace assign;
+ typedef std::string str_;
+ typedef std::runtime_error err_;
+ typedef typename D::value_type val_;
+ typedef std::vector<val_> vals_;
+ typedef std::vector<unsigned> ints_;
+
+ typedef ars::functional::standard_distribution<D> fun_t;
+ typedef ars::proposal_sampler<val_,std::vector> ps_;
+ typedef ars::sampler<ps_> s_;
+ typedef random::ref_distribution<s_&> ref_s_;
+ typedef variate_generator<U&,ref_s_> vg_;
+ //typedef boost::random::kolmogorov_smirnov<D> check_dist_t;
+
+ s_ s;
+ s.set_function(x_min, x_max, fun_t(mdist));
+
+ vals_ draws; draws.reserve( repeat_n * draw_n );
+ vals_ kss; kss.reserve(repeat_n);
+ ints_ n_rejects; n_rejects.reserve(repeat_n);
+ try{
+ for(unsigned i = 0; i<repeat_n; i++){
+ try{
+ s.initialize(init_0,init_1);
+ vg_ vg(urng,ref_s_(s));
+ std::generate_n(std::back_inserter(draws),draw_n,vg);
+ // Without ref_s_, n would be reset to 0
+ unsigned n = (
+ (vg.distribution()).distribution()
+ ).n_reject();
+ val_ e = non_param::kolmogorov_smirnov_distance(
+ mdist,
+ boost::begin(draws),
+ boost::end(draws)
+ );
+ kss.push_back(e);
+ n_rejects.push_back(n);
+ }catch(std::exception& e){
+ format f("at i = %1% : %2%"); f % i % e.what();
+ throw std::runtime_error(f.str());
+ }
+ }
+ }catch(std::exception& e)
+ {
+ std::cerr << e.what() << std::endl;
+ }
+ format f("init_0 = %1%, init_1 = %2%, by increments of n = %3%, ");
+ f % init_0 % init_1 % draw_n;
+ out << f.str() << std::endl;
+ out << "KS distance : ";
+ copy(
+ begin(kss),
+ end(kss),
+ std::ostream_iterator<val_>(out," ")
+ );
+ out << std::endl << "n_reject : ";
+ copy(
+ begin(n_rejects),
+ end(n_rejects),
+ std::ostream_iterator<val_>(out," ")
+ );
+ out << std::endl;
+}
+
+}//test
+}//ars
+}//boost
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,161 @@
+//////////////////////////////////////////////////////////////////////////////
+// ars::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+This package implements the derivative version of the adaptive rejection
+sampler (Gilks, 1992).
+
+A tool for testing is provided for standard distributions, which makes use of
+their known cdf to produce kolmogorov-smirnov statistics.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+
+[ History ]
+
+July 2009 : Current version
+March 2009 :
+sandbox/conditionally_specified_distribution/adaptive_rejection_sampling is
+now deprecated.
+
+[Artiles]
+
+@article{citeulike:3015268,
+ abstract = {We propose a method for rejection sampling from any
+ univariate log-concave probability density function.
+ The method is adaptive: as sampling proceeds, the rejection envelope
+ and the squeezing function converge to the density function.
+ The rejection envelope and squeezing function are piece-wise exponential
+ functions, the rejection envelope touching the density at previously
+ sampled points, and the squeezing function forming arcs between those
+ points of contact. The technique is intended for situations where
+ evaluation of the density is computationally expensive, in particular
+ for applications of Gibbs sampling to Bayesian models with non-conjugacy.
+ We apply the technique to a Gibbs sampling analysis of monoclonal
+ antibody reactivity.},
+ author = {Gilks, W. R. and Wild, P. },
+ citeulike-article-id = {3015268},
+ doi = {10.2307/2347565},
+ journal = {Applied Statistics},
+ number = {2},
+ pages = {337--348},
+ posted-at = {2008-10-16 11:59:33},
+ priority = {5},
+ publisher = {Blackwell Publishing for the Royal Statistical Society},
+ title = {Adaptive Rejection Sampling for {Gibbs} Sampling},
+ url = {http://dx.doi.org/10.2307/2347565},
+ volume = {41},
+ year = {1992}
+}
+
+http://www.econ.ucsb.edu/~tedb/Theory/delta.pdf
+Log-Concave Probability and Its Applications by Mark Bagnoli,
+Ted Bergstrom, University of Michigan, Current version: October 1989
+
+On Adaptive Rejection Sampling, Rajeeva L. Karandikar, Indian Statistical
+Institute, 2005.
+
+[Sofware]
+
+I coding this software we have looked at these implementations:
+
+ars.f by Gilks
+http://www.maths.leeds.ac.uk/~wally.gilks/adaptive.rejection/web_page/Welcome.html
+
+ars1d.h, started 22 April 2008 by tss
+www.cs.cmu.edu/~tss/README_ars1d.txt
+
+[Output]
+
+Here's the output from main.cpp :
+
+[Session started at 2009-07-24 20:48:28 -0400.]
+-> example_standard_distribution
+Gamma(3,1) : init_0 = 102, init_1 = 102.01, by increments of n = 1,
+KS distance : 0.899296 0.399296 0.565963 0.649296 0.499296 0.399296 0.327868
+0.29257 0.232629 0.26757 0.303933 0.250903 0.282954 0.26833 0.225473 0.187973
+0.20242 0.225296 0.245764 0.214185
+n_reject : 3 2 2 2 2 2 1 3 2 2 5 3 2 3 2 2 4 3 2 2
+
+Gamma(3,1) : init_0 = 2.01, init_1 = 2.02, by increments of n = 1,
+KS distance : 0.905859 0.405859 0.572525 0.655859 0.505859 0.572525 0.620144
+0.530859 0.546644 0.479978 0.492329 0.439299 0.394427 0.427394 0.389299 0.355966
+0.326554 0.30041 0.277018 0.255966
+n_reject : 3 1 3 2 2 3 3 2 1 3 0 2 3 1 1 1 3 3 2 1
+
+N(0,2) : init_0 = -100, init_1 = 0.01, by increments of n = 1,
+KS distance : 0.329606 0.170394 0.21905 0.170394 0.270394 0.170394 0.171431
+0.190783 0.260179 0.215734 0.27028 0.312011 0.273549 0.28062 0.247287 0.21812
+0.192385 0.169509 0.149041 0.13062 0.161573 0.144257 0.171925 0.15562 0.18062
+0.165236 0.188028 0.173477 0.159931 0.147287 0.135459 0.128283 0.145329 0.133561
+0.123477 0.113954 0.123216 0.138152 0.126681 0.115783 0.105417 0.0955451
+0.086132 0.0929632 0.104579 0.115691 0.126329 0.115691 0.125895 0.115691
+0.125494 0.115691 0.106257 0.097172 0.0884178 0.0799762 0.0893747 0.0812077
+0.0902668 0.0990238 0.0911003 0.0995615 0.091881 0.100066 0.0926136 0.0853875
+0.0933024 0.0862787 0.0794586 0.0871191 0.0804792 0.0740238 0.0677453 0.0616365
+0.0690238 0.0630589 0.0572489 0.0644085 0.0587285 0.0656905 0.060135 0.06691
+0.0614736 0.0561667 0.0627493 0.057551 0.0524721 0.0588723 0.0538928 0.0490238
+0.0442619 0.0470498 0.0531274 0.0488212 0.0519567 0.0550269 0.0580337 0.0507752
+0.0473638 0.0478689
+n_reject : 6 8 6 5 4 6 2 2 4 5 5 8 6 6 4 4 6 2 5 7 8 3 2 4 1 2 0 6 4 3 4 3 5 5 3
+ 6 2 7 4 3 4 7 3 3 4 7 6 7 6 3 2 4 5 4 3 6 7 5 3 3 7 7 6 2 5 6 3 4 5 5 7 4 5 3 4
+ 1 4 4 6 3 3 5 3 3 5 2 1 3 4 4 5 4 4 1 8 2 4 2 3 8
+
+N(0,2) : init_0 = -0.01, init_1 = 100, by increments of n = 1,
+KS distance : 0.224171 0.424326 0.590992 0.424326 0.324326 0.257659 0.21004
+0.275829 0.220273 0.175829 0.230374 0.275829 0.237367 0.2044 0.242495 0.217415
+0.246417 0.245193 0.204257 0.175829 0.176324 0.187147 0.194709 0.203767 0.172101
+ 0.181331 0.189878 0.197815 0.170721 0.178767 0.186294 0.193351 0.169676
+ 0.147395 0.154958 0.162101 0.14183 0.148943 0.15569 0.137101 0.143808 0.150196
+ 0.133031 0.139373 0.145434 0.129492 0.135505 0.120434 0.126386 0.112101
+ 0.117983 0.104408 0.110214 0.115804 0.121191 0.126386 0.113855 0.101756
+ 0.107016 0.112101 0.117019 0.121778 0.117197 0.121661 0.125988 0.115032
+ 0.119329 0.108794 0.113056 0.102911 0.0930521 0.0973557 0.101541 0.105614
+ 0.109578 0.10028 0.0912229 0.0952189 0.0864555 0.0779112 0.0819236 0.0736429
+ 0.07761 0.069869 0.0736505 0.0773441 0.0809527 0.0731157 0.0766908 0.0690753
+ 0.0718321 0.0699209 0.0687169 0.0662206 0.0644289 0.0626745 0.0609563 0.0592732
+ 0.057624 0.0560079 n_reject : 6 5 6 4 6 4 7 5 4 7 2 9 5 5 7 3 3 5 6 7 7 4 5 4
+ 6 4 8 5 5 6 3 6 5 1 2 5 7 4 6 6 4 5 6 3 5 3 5 4 3 0 6 8 6 5 5 6 6 5 5 6 5 4 4
+ 5 6 2 5 6 6 4 5 4 0 6 7 5 6 4 2 5 6 4 4 5 3 3 7 1 6 2 2 1 5 3 4 7 4 4 5 1
+
+N(0,2) : init_0 = -0.01, init_1 = 0.01, by increments of n = 1, KS distance :
+0.94637 0.44637 0.349201 0.19637 0.282535 0.349201 0.387313 0.423027 0.339693
+0.273027 0.30939 0.25636 0.211488 0.173027 0.150519 0.148475 0.13224 0.0995606
+0.122952 0.144005 0.115434 0.134914 0.152701 0.148219 0.163219 0.177065 0.172077
+ 0.183982 0.195066 0.205411 0.215088 0.192911 0.20238 0.211293 0.191125 0.199855
+ 0.181086 0.163305 0.146436 0.155411 0.163947 0.172077 0.17993 0.166188
+ 0.153057 0.162236 0.171024 0.158613 0.146708 0.135279 0.143907 0.152202
+ 0.160185 0.167872 0.175279 0.182422 0.189314 0.195969 0.202398 0.191946
+ 0.19823 0.204311 0.194327 0.184654 0.190664 0.18134 0.172294 0.17822 0.183975
+ 0.175279 0.166828 0.158613 0.150622 0.15636 0.161946 0.167384 0.159695
+ 0.152202 0.157558 0.162779 0.155526 0.14845 0.141544 0.146708 0.139985
+ 0.133419 0.127003 0.123551 0.128275 0.121783 0.126423 0.130962 0.135403
+ 0.13975 0.133479 0.137755 0.141943 0.146046 0.139965 0.134005
+ n_reject : 9 6 8 5 4 4 5 3 7 6 7 3 4 7 5 3 7 6 7 4 5 7 3 7 7 8 8 8 5 3 6 3 4 8
+ 3 6 4 5 6 7 6 6 7 3 9 2 8 1 3 6 5 8 8 6 7 4 8 5 8 6 6 7 8 4 7 8 7 5 8 6 5 6 6
+ 3 4 7 6 4 8 4 6 4 7 8 10 7 7 7 5 8 8 6 3 4 8 6 8 7 6 7
+
+-> example_search_reflection
+N(0,2)x_0 = 100, x_1 = 100.01, , n = 14, p_0 : (-63.83,-509.284,15.9575),
+p_1 : (100.01,-1250.25,-25.0025)
+x_0 = -100.01, x_1 = -100, , n = 14, p_0 : (-100.01,-1250.25,25.0025),
+p_1 : (63.83,-509.284,-15.9575)
+x_0 = -0.02, x_1 = -0.01, , n = 2, p_0 : (-0.02,-5e-05,0.005),
+p_1 : (0.02,-5e-05,-0.005)
+<-
Added: sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,106 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::example::search_reflection.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <boost/format.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/ars/search_reflection.hpp>
+#include <boost/ars/constant.hpp>
+
+void example_search_reflection(std::ostream& out){
+ std::cout << "-> example_search_reflection" << std::endl;
+ using namespace boost;
+
+ typedef double value_t;
+ typedef ars::point<value_t> point_t;
+ typedef ars::constant<value_t> const_;
+
+ struct local{
+ static std::ostream& write(
+ std::ostream& o,
+ const value_t& x_0,
+ const value_t& x_1,
+ unsigned n,
+ const point_t& p_0,
+ const point_t& p_1
+ ){
+ format f("x_0 = %1%, x_1 = %2%, ");
+ f % x_0 % x_1;
+ o << f.str();
+ o << ", n = " << n << ", p_0 : " << p_0 << ", p_1 : " << p_1;
+ return o;
+ }
+ };
+
+ value_t x_min,x_max, x_0, x_1;
+ point_t p_0,p_1;
+ unsigned n_max, n = 0;
+
+ {
+ typedef math::normal_distribution<value_t> mdist_t;
+ typedef const mdist_t& param_t;
+ x_min = const_::inf_;
+ x_max = const_::inf_;
+ n_max = 1e2;
+ const value_t mu = 0.0;
+ const value_t sigma = 2.0;
+ mdist_t mdist(mu,sigma);
+ out << (format("N(%1%,%2%)")%mu%sigma);
+
+ {
+ x_0 = 100.0;
+ x_1 = 100.01;
+ n = ars::search_reflection_dist(
+ x_min,
+ x_max,
+ mdist,
+ x_0,
+ x_1,
+ p_0,
+ p_1,
+ n_max
+ );
+ local::write(out,x_0,x_1,n,p_0,p_1);
+ out << std::endl;
+ }
+
+ {
+ x_0 = -100.01;
+ x_1 = -100.00;
+ n = ars::search_reflection_dist(
+ x_min,
+ x_max,
+ mdist,
+ x_0,
+ x_1,
+ p_0,
+ p_1,
+ n_max
+ );
+ local::write(out,x_0,x_1,n,p_0,p_1);
+ out << std::endl;
+ }
+
+ {
+ x_0 = -0.02;
+ x_1 = -0.01;
+ n = ars::search_reflection_dist(
+ x_min,
+ x_max,
+ mdist,
+ x_0,
+ x_1,
+ p_0,
+ p_1,
+ n_max
+ );
+ local::write(out,x_0,x_1,n,p_0,p_1);
+ out << std::endl;
+ }
+
+ }
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::example::search_reflection.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_ARS_EXAMPLE_SEARCH_REFLECTION_H_ER_2009
+#define LIBS_ARS_EXAMPLE_SEARCH_REFLECTION_H_ER_2009
+#include <ostream>
+
+void example_search_reflection(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,88 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::example::standard_distribution.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <boost/standard_distribution/distributions/gamma.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/ars/test/gamma_distribution.hpp>
+#include <boost/ars/test/normal_distribution.hpp>
+#include <libs/ars/example/standard_distribution.h>
+
+// TODO all other concave standard distributions:
+// See paper by Mark Bagnoli
+
+void example_standard_distribution(std::ostream& out){
+ out << "-> example_standard_distribution " << std::endl;
+
+ typedef double value_;
+
+ // The initial values are chosen to test the robustness of the
+ // implementation, within the range allowed by the algorithm.
+ { // Domain = [0,inf)
+ value_ shape = 3.0;
+ value_ scale = 1.0;
+ value_ mode = (shape - 1.0) * scale; //2
+ boost::ars::test::gamma_distribution<value_>(
+ shape, //shape
+ scale, //scale
+ mode + 100.0,//init0
+ mode + 100.01, //init1
+ 1, //draw_n = 1,
+ 2e1, //repeat_n = 1e2,
+ 1e1, //n_max_reject = 1e1
+ out
+ ); out << std::endl;
+ boost::ars::test::gamma_distribution<value_>(
+ shape, //shape
+ scale, //scale
+ mode + 0.01,//init0
+ mode + 0.02, //init1
+ 1, //draw_n = 1,
+ 2e1, //repeat_n = 1e2,
+ 1e1, //n_max_reject = 1e1
+ out
+ );
+ out << std::endl;
+ }
+ { // Domain = (-inf,inf)
+ value_ mu = 0.0;
+ value_ sigma = 2.0;
+ boost::ars::test::normal_distribution<value_>(
+ mu,
+ sigma,
+ mu -100.0, //-100.0, //init0
+ mu + 0.01, //+ 0.01, //init1
+ 1, //draw_n,
+ 1e2, //repeat_n,
+ 1e1, //n_max_reject
+ out
+ );
+ out << std::endl;
+ boost::ars::test::normal_distribution<value_>(
+ mu,
+ sigma,
+ mu - 0.01, //init0
+ mu + 100.0, //init1
+ 1, //draw_n,
+ 1e2, //repeat_n,
+ 1e1, //n_max_reject
+ out
+ );
+ out << std::endl;
+ boost::ars::test::normal_distribution<value_>(
+ mu,
+ sigma,
+ -0.01, //init0
+ 0.01, //init1
+ 1, //draw_n,
+ 1e2, //repeat_n,
+ 1e1, //n_max_reject
+ out
+ );
+ out << std::endl;
+ }
+}
Added: sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::example::standard_distribution.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_ARS_EXAMPLE_STANDARD_DISTRIBUTION_H_ER_2009
+#define LIBS_ARS_EXAMPLE_STANDARD_DISTRIBUTION_H_ER_2009
+#include <ostream>
+
+void example_standard_distribution(std::ostream&);
+
+#endif
Added: sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,19 @@
+///////////////////////////////////////////////////////////////////////////////
+// ars::main.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/ars/example/search_reflection.h>
+#include <libs/ars/example/standard_distribution.h>
+
+int main(){
+
+ example_standard_distribution(std::cout);
+ example_search_reflection(std::cout);
+
+ return 0;
+
+};
Added: sandbox/statistics/arithmetic/boost/arithmetic/equal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/arithmetic/boost/arithmetic/equal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,41 @@
+///////////////////////////////////////////////////////////////////////////////
+// utility::arithmetic::utility_equal.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_UTILITY_ARITHMETIC_EQUAL_HPP_ER_2009
+#define BOOST_UTILITY_ARITHMETIC_EQUAL_HPP_ER_2009
+#include <cmath>
+#include <boost/utility/enable_if.hpp>
+#include <boost/type_traits/is_float.hpp>
+#include <boost/type_traits/is_integral.hpp>
+#include <boost/math/tools/precision.hpp>
+
+namespace boost{
+namespace arithmetic_tools{ //arithmetic already exists as class or namespace
+
+ template<typename T>
+ typename boost::enable_if<
+ typename is_float<T>::type,
+ bool
+ >::type
+ equal(const T& a,const T& b){
+ static T eps = boost::math::tools::epsilon<T>();
+ return fabs(a-b)<eps;
+ }
+
+ template<typename T>
+ typename enable_if<
+ typename is_integral<T>::type,
+ bool
+ >::type
+ equal(const T& a,const T& b){
+ return (a == b);
+ }
+
+}// arithmetic
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/acf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/acf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,133 @@
+///////////////////////////////////////////////////////////////////////////////
+// acf.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_ACF_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_ACF_HPP_ER_2008_04
+
+#include <cmath>
+#include <vector>
+#include <algorithm>
+#include <functional>
+#include <boost/mpl/int.hpp>
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+#include <boost/bind.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/acvf.hpp>
+#include <boost/accumulators/statistics/delay.hpp>
+
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // acf_impl
+ template<typename Sample,typename Discriminator>
+ class acf_impl
+ : public accumulator_base
+ {
+ //TODO via the feature for delay (?)
+ typedef acvf_impl<Sample,Discriminator> acvf_type;
+ typedef typename acvf_type::result_type acvfs_result_type;
+ typedef std::vector<Sample> acfs_type;
+ public:
+ typedef boost::iterator_range<
+ typename acfs_type::const_iterator> result_type;
+
+ acf_impl(dont_care):acfs(0,(Sample)(0.0)){}
+
+ template<typename Args>
+ void operator ()(Args const &args){
+ const acvfs_result_type& range
+ = acvf<Discriminator>(args[accumulator]);
+ std::size_t sz = range.size();
+ acfs.resize(sz);
+ Sample acv0 = (*begin(range));
+ if(acv0>0.0){
+ Sample div=(1.0/acv0);
+ transform(
+ begin(range),
+ end(range),
+ acfs.begin(),
+ boost::bind(
+ std::multiplies<Sample>(),
+ _1,
+ div
+ )
+ );
+ }else{
+ std::fill_n(acfs.begin(),sz,0.0);
+ }
+ }
+ result_type result(dont_care) const
+ {
+ return boost::make_iterator_range(acfs.begin(),acfs.end());
+ }
+ private:
+ mutable acfs_type acfs;
+ };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::acf
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct acf
+ : depends_on<acvf<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef accumulators::impl::acf_impl<mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::acf
+//
+
+namespace extract
+{
+
+ template<typename Discriminator,typename AccumulatorSet>
+ typename
+ mpl::apply<AccumulatorSet,tag::acf<Discriminator> >::type::result_type
+ acf(AccumulatorSet const& acc){
+ typedef tag::acf<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }//typical call://acf<default_delay_discriminator>(acc)
+
+
+
+
+}
+
+using extract::acf;
+
+
+}} // namespace boost::accumulators
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/acv0.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/acv0.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,110 @@
+///////////////////////////////////////////////////////////////////////////////
+// acv0.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_ACV0_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_ACV0_HPP_ER_2008_04
+#include <cmath>
+
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+//#include <boost/assert.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+
+#include <boost/accumulators/statistics/acvf.hpp>
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // acv0_impl
+ template<typename Sample,typename Discriminator>
+ class acv0_impl
+ : public accumulator_base
+ {
+ public:
+ typedef Sample result_type;
+ acv0_impl(dont_care)
+ {}
+
+ template<typename Args>
+ void operator()(Args const &args)
+ {
+ val = (*begin(acvf<Discriminator>(args[accumulator])));
+ }
+
+
+ result_type result(dont_care) const
+ {
+ return val;
+ }
+ private:
+ Sample val;
+ };
+
+} // namespace impl
+///////////////////////////////////////////////////////////////////////////////
+// tag::acv0
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct acv0
+ : depends_on<acvf<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef
+ accumulators::impl::acv0_impl<
+ mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::acv0
+//
+
+namespace extract
+{
+
+
+ template<typename Discriminator,typename AccumulatorSet>
+ typename mpl::apply<
+ AccumulatorSet,tag::acv0<Discriminator>
+ >::type::result_type
+ acv0(AccumulatorSet const& acc){
+ typedef tag::acv0<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }
+
+}
+
+using extract::acv0;
+
+
+
+}} // namespace boost::accumulators
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,172 @@
+///////////////////////////////////////////////////////////////////////////////
+// acvf.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_ACVF_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_ACVF_HPP_ER_2008_04
+#include <cmath>
+#include <vector>
+#include <algorithm>
+#include <boost/mpl/int.hpp>
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+
+#include <boost/accumulators/statistics/count.hpp>
+#include <boost/accumulators/statistics/mean.hpp>
+#include <boost/accumulators/statistics/delay.hpp> // in accumulators_filter
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // acvf_impl (Autocovariance function)
+ template<typename Sample,typename Discriminator>
+ class acvf_impl
+ : public accumulator_base
+ {
+ typedef std::vector<Sample> acvs_type;
+ typedef delay_impl<Sample,Discriminator> delay_type;
+ typedef typename delay_type::result_type input_type;
+ public:
+ typedef boost::iterator_range<
+ typename acvs_type::const_iterator
+ > result_type;
+
+
+ template<typename Args>
+ acvf_impl(Args const &args)
+ :acvs(
+ args[tag::delay<Discriminator>::cache_size|delay(args).size()],
+ (Sample)(0.0)
+ )
+ {
+ }
+
+ acvf_impl(const acvf_impl& that)
+ :acvs(that.acvs){}
+
+ acvf_impl& operator=(const acvf_impl& that){
+ if(&that!=this){acvs = that.acvs;} return *this;
+ }
+
+
+ template<typename Args>
+ void operator ()(Args const &args)
+ {
+ input_type in = delay(args); //0,1,2,...,K
+ typedef typename input_type::const_iterator in_iter_type;
+ typedef typename acvs_type::iterator out_iter_type;
+ std::size_t in_sz = in.size();
+
+ BOOST_ASSERT((in_sz<acvs.size())||(in_sz==acvs.size()));
+ in_iter_type i = begin(in);
+ in_iter_type e = end(in);
+
+ Sample x0 = (*i);
+ std::size_t n = count(args);
+ std::size_t k = 0;
+ //TODO replace by
+ //for_each(make_zip_iterator(
+ // make_tuple(begin(in),acvs.begin())),...,local_class(...))
+ while((k<in_sz) && (n>1+k)){
+ BOOST_ASSERT(i<e);
+ Sample xk = (*i);
+ Sample div = (Sample) ((n-1)-k);
+ Sample sum_prod = acvs[k] * div;
+ Sample mean_val = mean(args);
+ sum_prod += (xk - mean_val) * (x0 - mean_val);
+ div = (Sample)(n-k);
+ acvs[k] = sum_prod / div;
+ ++i;
+ ++k;
+ }
+ }
+
+ result_type result(dont_care) const
+ {
+ return boost::make_iterator_range(acvs.begin(),acvs.end());
+ }
+
+ private:
+ acvs_type acvs;
+
+ };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::acvf
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct acvf
+ : depends_on<count,mean,delay<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef accumulators::impl::acvf_impl<mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::acvf
+//
+
+namespace extract
+{
+// extractor<tag::acvf<> > const acvf = {};
+// //a non-default discriminator requires
+// //struct my_other_delay {};
+// //extractor<tag::delay<my_other_delay> > other_delay={};
+
+ template<typename Discriminator,typename AccumulatorSet>
+ typename
+ mpl::apply<AccumulatorSet,tag::acvf<Discriminator> >::type::result_type
+ acvf(AccumulatorSet const& acc){
+ typedef tag::acvf<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }//typical call://acvf<default_delay_discriminator>(acc)
+
+// TODO
+// //overload
+// template<typename AccumulatorSet>
+// typename mpl::apply<AccumulatorSet,tag::acvf<> >::type::result_type
+// acvf(AccumulatorSet const& acc){
+// return acvf<default_delay_discriminator,AccumulatorSet>(acc);
+// }
+// /../boost_1_35_0/boost/mpl/aux_/preprocessed/gcc/apply_wrap.hpp|39|error: no
+// class template named ‘apply’
+// in ‘struct boost::accumulators::default_delay_discriminator’|
+
+}
+
+using extract::acvf;
+
+
+}} // namespace boost::accumulators
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf_analysis.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf_analysis.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,157 @@
+///////////////////////////////////////////////////////////////////////////////
+// acvf_analysis.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_ACVF_ANALYSIS_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_ACVF_ANALYSIS_HPP_ER_2008_04
+#include <iostream>
+#include <algorithm>
+#include <iterator>
+#include <functional>
+#include <stdexcept>
+//#include <boost/assert.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/parameter/parameters.hpp>
+#include <boost/parameter/keyword.hpp>
+#include <boost/bind.hpp>
+#include <boost/range.hpp>
+#include <boost/ref.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/range/iterator_range.hpp>
+
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/delay.hpp>
+#include <boost/accumulators/statistics/acvf_moving_average.hpp>
+#include <boost/accumulators/statistics/acvf.hpp>
+#include <boost/accumulators/statistics/acf.hpp>
+#include <boost/accumulators/statistics/percentage_effective_sample_size.hpp>
+#include <boost/accumulators/statistics/standard_error_autocorrelated.hpp>
+#include <boost/accumulators/statistics/standard_error_iid.hpp>
+
+namespace boost{namespace accumulators{
+namespace statistics{
+
+ template<
+ typename RealType,
+ typename Discriminator = default_delay_discriminator
+ >
+ class acvf_analysis{
+ typedef Discriminator discr_t;
+ public:
+ typedef RealType value_type;
+
+ private:
+
+ typedef boost::accumulators::accumulator_set<
+ value_type, boost::accumulators::stats<
+ boost::accumulators::tag::mean,
+ boost::accumulators::tag::acf<discr_t>,
+ boost::accumulators::tag::integrated_acvf<discr_t>,
+ boost::accumulators::tag::percentage_effective_sample_size<
+ discr_t>,
+ boost::accumulators::tag::standard_error_autocorrelated<discr_t>,
+ boost::accumulators::tag::standard_error_iid<discr_t>
+ >
+ > acc_type;
+
+ public://TODO define copy and assign
+ acvf_analysis(std::size_t max_lag)
+ :K(max_lag),
+ acc(boost::accumulators::tag::delay<discr_t>::cache_size=(K+1)){};
+
+ void operator()(value_type x){
+ return acc(x);
+ }
+
+ template<typename R>
+ void operator()(
+ const R& range,
+ std::size_t offset,
+ std::size_t stride){
+
+ // an iterator range?
+ typedef typename range_iterator<const R>::type const_iter_type;
+ typedef typename range_size<R>::type size_type;
+ const_iter_type i = boost::begin(range);
+ const_iter_type e = boost::end(range);
+ if(std::distance(i,e)>offset){
+ std::advance(i,offset);
+ //this has the effect of rounding to smallest
+ std::size_t d = (std::distance(i,e)-1)/stride;
+ d *= stride;
+ e = i; std::advance(e,d+1);
+
+ while(i<e){
+ acc(*i);
+ std::advance(i,stride);
+ }
+// for_each(
+// boost::begin(range),
+// boost::end(range),
+// boost::bind<void>(boost::ref(acc),_1)
+// );
+ }else{
+ std::runtime_error("acvf_analysis");
+ }
+ }
+ std::size_t max_lag()const{ return K; }
+ value_type mean()const{ return accumulators::mean(acc); }
+ value_type standard_error_iid()const{
+ return accumulators::standard_error_iid<discr_t>(acc);
+ }
+ value_type standard_error_autocorrelated()const{
+ return accumulators
+ ::standard_error_autocorrelated<discr_t>(acc);
+ }
+ value_type integrated_acvf()const{
+ return accumulators
+ ::integrated_acvf<discr_t>(acc);
+ }
+
+ value_type percentage_effective_sample_size()const{
+ return accumulators
+ ::percentage_effective_sample_size<discr_t>(acc);
+ }
+
+ void print(std::ostream& os)const
+ {
+ //using namespace boost::accumulators;
+ os << "count : " << accumulators::count(acc)
+ << "\nacf : ";
+ copy(
+ begin(accumulators::acf<discr_t>(acc)),
+ end(accumulators::acf<discr_t>(acc)),
+ std::ostream_iterator<value_type>(os," ")
+ );
+ os << "\nintegrated_acvf : "
+ << integrated_acvf()
+ << "\ness% : "
+ << percentage_effective_sample_size()
+ << "\nmean : " << mean()
+ << "\nstandard error : "
+ << "\n assuming iid : "
+ << standard_error_iid()
+ << "\n assuming acf is zero after lag "
+ << max_lag() << ": "
+ << standard_error_autocorrelated() << std::endl;
+ };
+
+ private:
+
+ std::size_t K;
+ acc_type acc;
+ };
+
+//TODO
+// std::ostream& operator<<(std::ostream& os,const acvf_analysis& a){
+// a.print(os);
+// return os;
+// };
+
+}
+}}
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf_moving_average.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/acvf_moving_average.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,74 @@
+///////////////////////////////////////////////////////////////////////////////
+// acvf_moving_average.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_ACVF_MOVING_AVERAGE_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_ACVF_MOVING_AVERAGE_HPP_ER_2008_04
+
+#include <cmath>
+#include <vector>
+#include <algorithm>
+#include <stdexcept>
+#include <boost/call_traits.hpp>
+//#include <boost/assert.hpp>
+#include <boost/range.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+namespace boost { namespace accumulators{
+
+ /// This is not an accumulator, only a formula:
+ /// Under model \f$ x_t = theta_0 e_{t-0} + ... + theta_q e_{t-q} \f$,
+ /// where the \f$ e_i \f$'s are independent and \f$Var[e_i]=1 \f$,
+ /// \f$ acvf(h) = sum_{j=0}^{q-h} theta_j theta_{j+h},
+ /// 0\leq h \leq q \f$
+ /// Multiply result by \f$ Var[e_i] \f$ if it is not 1.
+ template<typename R>
+ class acvf_moving_average{
+ typedef typename range_iterator<const R>::type iterator_type;
+ public:
+ typedef std::size_t argument_type;
+ typedef typename
+ boost::iterator_value<iterator_type>::type result_type;
+ acvf_moving_average(const R& coeffs_):coeffs(coeffs_){}
+ acvf_moving_average(const acvf_moving_average& that)
+ :coeffs(that.coeffs){}
+ acvf_moving_average& operator=(const acvf_moving_average& that){
+ if(&that!=this){
+ std::runtime_error("acvf_moving_average::operator=");}
+ return *this;
+ }
+ result_type operator()(argument_type delay)const{
+ typedef typename range_iterator<const R>::type iterator_type;
+ result_type res = 0.0;
+ size_t h = delay;
+ if(coeffs.size()>0){
+ std::size_t q = coeffs.size()-1;//MA(q)
+ if(!(h>q)){
+ iterator_type i = coeffs.begin();
+ iterator_type e = i; std::advance(e,q+1-h);
+ iterator_type i_shifted = i; std::advance(i_shifted,h);
+ iterator_type e_shifted = e; std::advance(e_shifted,h);
+ while(i<e){
+ res+=(*i)*(*i_shifted);
+ ++i; ++i_shifted;
+ }//TODO accumulate(make_zip_iterator(...
+ }
+ }
+ return res;
+ }
+ private:
+ const R& coeffs;
+ };
+
+ template<typename R>
+ acvf_moving_average<R> make_acvf_moving_average(const R& coeffs){
+ return acvf_moving_average<R>(coeffs);
+ };
+
+
+}}
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/integrated_acf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/integrated_acf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,110 @@
+///////////////////////////////////////////////////////////////////////////////
+// integrated_acf.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_INTEGRATED_ACF_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_INTEGRATED_ACF_HPP_ER_2008_04
+#include <cmath>
+#include <vector>
+#include <algorithm>
+#include <boost/mpl/int.hpp>
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+
+#include <boost/accumulators/statistics/acv0.hpp>
+#include <boost/accumulators/statistics/integrated_acvf.hpp>
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // integrated_acf_impl
+ template<typename Sample,typename Discriminator>
+ class integrated_acf_impl
+ : public accumulator_base
+ {
+ public:
+ typedef Sample result_type;
+
+ integrated_acf_impl(dont_care):val((Sample)(0.0)){}
+
+ template<typename Args>
+ void operator ()(Args const &args)
+ {
+ Sample iacvf = integrated_acvf<Discriminator>(args[accumulator]);
+ Sample acv0_val = acv0<Discriminator>(args[accumulator]);
+ if(acv0_val>0.0){val=iacvf/acv0_val;}else{val = 0.0;}
+ }
+
+ result_type result(dont_care) const{return val;}
+
+ private:
+ Sample val;
+
+ };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::integrated_acf
+//
+
+namespace tag
+{
+
+ template <typename Discriminator = default_delay_discriminator>
+ struct integrated_acf
+ : depends_on<acv0<Discriminator>,integrated_acvf<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef
+ accumulators::impl::integrated_acf_impl<mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::integrated_acf
+//
+
+namespace extract
+{
+
+ template<typename Discriminator,typename AccumulatorSet>
+ typename mpl::apply<
+ AccumulatorSet,tag::integrated_acf<Discriminator> >::type::result_type
+ integrated_acf(AccumulatorSet const& acc){
+ typedef tag::integrated_acf<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }
+
+}
+
+using extract::integrated_acf;
+
+
+}} // namespace boost::accumulators
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/integrated_acvf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/integrated_acvf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,119 @@
+///////////////////////////////////////////////////////////////////////////////
+// integrated_acvf.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_INTEGRATED_ACVF_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_INTEGRATED_ACVF_HPP_ER_2008_04
+#include <cmath>
+#include <vector>
+#include <algorithm>
+#include <numeric>
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+
+#include <boost/accumulators/statistics/acvf.hpp>
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // integrated_acvf_impl
+ template<typename Sample,typename Discriminator>
+ class integrated_acvf_impl
+ : public accumulator_base
+ {
+ //TODO or via feature?
+ typedef acvf_impl<Sample,Discriminator> acvf_type;
+ typedef typename acvf_type::result_type range_type;
+ public:
+ typedef Sample result_type;
+ integrated_acvf_impl(dont_care):val(0.0){}
+
+ template<typename Args>
+ void operator ()(Args const &args)
+ {
+ range_type range = acvf<Discriminator>(args[accumulator]);
+ typedef typename range_type::const_iterator iter_type;
+ Sample acv0_val = (*begin(range));
+ val = std::accumulate(begin(range),end(range),0.0);
+ val *=2.0;
+ val -=acv0_val;
+ }
+
+ result_type result(dont_care) const{return val;}
+
+ private:
+ Sample val;
+
+ };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::integrated_acvf
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct integrated_acvf
+ : depends_on<acvf<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef accumulators::impl::integrated_acvf_impl<mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::integrated_acvf
+//
+
+namespace extract
+{
+
+// extractor<tag::integrated_acvf<> > const integrated_acvf = {};
+
+ // see acvf about default_delay_discriminator
+ template<typename Discriminator,typename AccumulatorSet>
+ typename mpl::apply<
+ AccumulatorSet,tag::integrated_acvf<Discriminator>
+ >::type::result_type
+ integrated_acvf(AccumulatorSet const& acc){
+ typedef tag::integrated_acvf<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }
+
+// TODO
+// overload (default) see acvf
+
+}
+
+using extract::integrated_acvf;
+
+
+}} // namespace boost::accumulators
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/percentage_effective_sample_size.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/percentage_effective_sample_size.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,120 @@
+///////////////////////////////////////////////////////////////////////////////
+// percentage_effective_sample_size.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_PERCENTAGE_EFFECTIVE_SAMPLE_SIZE_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_PERCENTAGE_EFFECTIVE_SAMPLE_SIZE_HPP_ER_2008_04
+#include <cmath>
+
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/integrated_acvf.hpp>
+#include <boost/accumulators/statistics/acv0.hpp>
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // percentage_effective_sample_size
+ template<typename Sample,typename Discriminator>
+ class percentage_effective_sample_size_impl
+ : public accumulator_base
+ {
+ public:
+ typedef std::size_t result_type;
+
+ percentage_effective_sample_size_impl(dont_care):val(0){}
+
+ template<typename Args>
+ void operator()(const Args& args)
+ {
+ Sample iacvf = integrated_acvf<Discriminator>(args[accumulator]);
+ if(iacvf>0.0){
+
+ typedef boost::numeric::converter<result_type,Sample> Sample2res;
+ Sample acv0_val = acv0<Discriminator>(args[accumulator]);
+ Sample tmp = 100.0*acv0_val/iacvf;
+ val = Sample2res::convert(tmp);
+ }else{
+ val = 0;
+ }
+ }
+
+ result_type result(dont_care) const
+ {
+ return val;
+ }
+ private:
+ result_type val;
+ };
+
+} // namespace impl
+///////////////////////////////////////////////////////////////////////////////
+// tag::integrated_acvf
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct percentage_effective_sample_size
+ : depends_on<acv0<Discriminator>, integrated_acvf<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef
+ accumulators::impl::percentage_effective_sample_size_impl<
+ mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::percentage_effective_sample_size
+//
+
+namespace extract
+{
+
+// extractor<tag::percentage_effective_sample_size<> >
+// const percentage_effective_sample_size = {};
+
+ // see acvf about default_delay_discriminator
+ template<typename Discriminator,typename AccumulatorSet>
+ typename mpl::apply<
+ AccumulatorSet,tag::percentage_effective_sample_size<Discriminator>
+ >::type::result_type
+ percentage_effective_sample_size(AccumulatorSet const& acc){
+ typedef tag::percentage_effective_sample_size<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }
+
+// TODO
+// overload (default) see acvf
+
+}
+
+using extract::percentage_effective_sample_size;
+}}
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/standard_error_autocorrelated.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/standard_error_autocorrelated.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,118 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_error_autocorrelated.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_STANDARD_ERROR_AUTOCORRELATED_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_STANDARD_ERROR_AUTOCORRELATED_HPP_ER_2008_04
+#include <cmath>
+
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+//#include <boost/assert.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+
+#include <boost/accumulators/statistics/integrated_acvf.hpp>
+#include <boost/accumulators/statistics/count.hpp>
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // standard_error_autocorrelated
+ template<typename Sample,typename Discriminator>
+ class standard_error_autocorrelated_impl
+ : public accumulator_base
+ {
+ public:
+ typedef Sample result_type;
+
+ standard_error_autocorrelated_impl(dont_care)
+ {}
+
+ template<typename Args>
+ void operator()(Args const &args)
+ {
+ Sample iacv = integrated_acvf<Discriminator>(args[accumulator]);
+ Sample n = (Sample)(count(args));
+ val = 0.0;
+ if((iacv>0.0) && (n>0.0)){val = sqrt(iacv/n);}//also = sqrt(acv0/ess)
+ }
+
+ result_type result(dont_care) const
+ {
+ return val;
+ }
+ private:
+ Sample val;
+ };
+
+} // namespace impl
+///////////////////////////////////////////////////////////////////////////////
+// tag::integrated_acvf
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct standard_error_autocorrelated
+ : depends_on<count,integrated_acvf<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef
+ accumulators::impl::standard_error_autocorrelated_impl<
+ mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::standard_error_autocorrelated
+//
+
+namespace extract
+{
+
+// extractor<tag::standard_error_autocorrelated<> >
+// const standard_error_autocorrelated = {};
+
+ // see acvf about default_delay_discriminator
+ template<typename Discriminator,typename AccumulatorSet>
+ typename mpl::apply<
+ AccumulatorSet,tag::standard_error_autocorrelated<Discriminator>
+ >::type::result_type
+ standard_error_autocorrelated(AccumulatorSet const& acc){
+ typedef tag::standard_error_autocorrelated<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }
+
+// TODO
+// overload (default) see acvf
+
+}
+
+using extract::standard_error_autocorrelated;
+
+}}
+
+#endif
Added: sandbox/statistics/autocovariance/boost/accumulators/statistics/standard_error_iid.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/accumulators/statistics/standard_error_iid.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,119 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_error_iid.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_STANDARD_ERROR_IID_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_STATISTICS_STANDARD_ERROR_IID_HPP_ER_2008_04
+#include <cmath>
+
+#include <boost/mpl/size_t.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/call_traits.hpp>
+//#include <boost/assert.hpp>
+#include <boost/array.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/type_traits/add_const.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+
+#include <boost/accumulators/statistics/acv0.hpp>
+#include <boost/accumulators/statistics/count.hpp>
+
+namespace boost { namespace accumulators
+{
+
+
+namespace impl
+{
+ ////////////////////////////////////////////////////////////////////////////
+ // standard_error_iid
+ template<typename Sample,typename Discriminator>
+ class standard_error_iid_impl
+ : public accumulator_base
+ {
+ public:
+ typedef Sample result_type;
+
+ standard_error_iid_impl(dont_care)
+ {}
+
+ template<typename Args>
+ void operator()(Args const &args)
+ {
+ Sample acv0_val = acv0<Discriminator>(args[accumulator]);
+ Sample n = (Sample)(count(args));
+ val = 0.0;
+ if((acv0_val>0.0) && (n>0.0)){val = sqrt(acv0_val/n);}
+ }
+
+
+ result_type result(dont_care) const
+ {
+ return val;
+ }
+ private:
+ Sample val;
+ };
+
+} // namespace impl
+///////////////////////////////////////////////////////////////////////////////
+// tag::standard_error_iid
+//
+
+namespace tag
+{
+ template <typename Discriminator = default_delay_discriminator>
+ struct standard_error_iid
+ : depends_on<count,acv0<Discriminator> >
+ {
+ /// INTERNAL ONLY
+ typedef
+ accumulators::impl::standard_error_iid_impl<
+ mpl::_1,Discriminator> impl;
+
+ };
+}
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::standard_error_iid
+//
+
+namespace extract
+{
+
+// extractor<tag::standard_error_iid<> >
+// const standard_error_iid = {};
+
+ // see acvf about default_delay_discriminator
+ template<typename Discriminator,typename AccumulatorSet>
+ typename mpl::apply<
+ AccumulatorSet,tag::standard_error_iid<Discriminator>
+ >::type::result_type
+ standard_error_iid(AccumulatorSet const& acc){
+ typedef tag::standard_error_iid<Discriminator> the_tag;
+ return extract_result<the_tag>(acc);
+ }
+
+// TODO
+// overload (default) see acvf
+
+}
+
+using extract::standard_error_iid;
+
+}}
+
+#endif
Added: sandbox/statistics/autocovariance/boost/random/moving_average.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/boost/random/moving_average.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,55 @@
+///////////////////////////////////////////////////////////////////////////////
+// moving_average.hpp //
+// //
+// Copyright 2008 Erwann Rogard. 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_RANDOM_MOVING_AVERAGE_HPP_ER_2008_04
+#define BOOST_ACCUMULATORS_RANDOM_MOVING_AVERAGE_HPP_ER_2008_04
+
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/fir.hpp>
+#include <boost/range/iterator_range.hpp>
+namespace boost{namespace random
+{
+
+// Simulates a Moving average process
+template<typename T>
+class moving_average{
+public:
+ typedef T input_type;
+ typedef T result_type ;
+ template<typename R>
+ moving_average(const R& coeffs)
+ :acc(
+ accumulators::tag::fir::coefficients=coeffs,
+ accumulators::tag::delay<>::cache_size=coeffs.size()){}
+ moving_average(const moving_average& that)
+ :acc(that.acc){}
+ moving_average& operator=(const moving_average& that){
+ if(&that!=this){
+ acc = that.acc;
+ }
+ return *this;
+ }
+ template<typename G>//G models NumberGenerator
+ result_type operator()(G& gen){
+ T x = gen();
+ acc(x);
+ return accumulators::extract::fir(acc);
+ }
+private:
+ typedef accumulators::accumulator_set<
+ T,
+ accumulators::stats<
+ accumulators::tag::fir,
+ accumulators::tag::delay<>
+ >
+ > acc_type;
+ acc_type acc;
+};
+
+}}
+#endif
Added: sandbox/statistics/autocovariance/libs/accumulators/statistics/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/libs/accumulators/statistics/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,100 @@
+//////////////////////////////////////////////////////////////////////////////
+// acvf //
+// //
+// (C) Copyright 2008 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+Provides autocovariance and related statistics within the Boost.Accumulator
+framework.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+accumulators_filters :
+
+[ Useful links]
+
+Boost.Accumulator:
+http://boost-sandbox.sourceforge.net/libs/accumulators/doc/html/index.html
+
+accumulators_filters is here:
+http://www.boostpro.com/vault/index.php?directory=Math%20-%20Numerics
+
+[ History ]
+
+2009/07 : Cosmetic changes
+2008/04 : First version
+
+[ Sources ]
+ http://en.wikipedia.org/wiki/Autoregressive_moving_average_model
+ http://en.wikipedia.org/wiki/Autocovariance
+ http://en.wikipedia.org/wiki/Autocorrelation
+ Statistical Analysis of MarkovChain MC Data:
+ www.ims.nus.edu.sg/Programs/mcmc/files/berg_tl3.pdf
+
+[ Usage ]
+
+ typedef mpl::void_ discr_t;
+ typedef accumulator_set<
+ value_type, stats<
+ tag::acvf<discr_t>,
+ tag::acf<discr_t>,
+ tag::integrated_acvf<discr_t>,
+ tag::percentage_effective_sample_size<discr_t>,
+ tag::standard_error_autocorrelated<discr_t>,
+ tag::standard_error_iid<discr_t>
+ >
+ > acc_type;
+ std::size_t max_lag = 3;
+ acc_type acc(max_lag);
+ acc(-1.0); acc(+1.0); acc(-1.0); acc(1.0);
+ acvf<discr_t>(acc);
+ percentage_effective_sample_size(acc);
+
+ Bundled version:
+ typedef acvf_analysis<value_type,discr_t> bundled_t;
+ std::ofstream out;
+ bundle_t bundle(max_lag);
+ bundle.acvf();
+ bundle.percentage_effective_sample_size();
+ bundle.print(out);
+
+[ Output ]
+
+Here's the output from main.cpp
+
+->true_acvf: 1.29 -0.6 0.2 <-
+->true_acf: 1 -0.465116 0.155039 <-
+->true var: 0.49<-
+->true ess%: 263<-
+->sample size: 100000
+->estimated acvf: 1.27563 -0.58848 0.190071 <-
+->estimated acf: 1 -0.461325 0.149002 <-
+->estimated var: 0.478814<-
+->estimated ess%: 266<-
+->estimated standard error assuming iid: 0.0035716<-
+->estimated standard error assuming acf is zero after lag 2: 0.00218818<-
+ --------- output from acvf_analysis:
+count :100000
+acf : 1 -0.461325 0.149002 0.00284592
+integrated_acvf : 0.486075
+ess% : 262
+mean : 0.00306125
+standard error :
+ assuming iid : 0.0035716
+ assuming acf is zero after lag 3: 0.00220471
+
+
Added: sandbox/statistics/autocovariance/libs/accumulators/statistics/example/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/autocovariance/libs/accumulators/statistics/example/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,143 @@
+///////////////////////////////////////////////////////////////////////////////
+// main.cpp
+//
+// Copyright 2008 Erwann Rogard. 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)
+#include <iostream>
+#include <algorithm>
+#include <iterator>
+#include <vector>
+#include <functional>
+#include <fstream>
+#include <boost/mpl/size_t.hpp>
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/delay.hpp>
+#include <boost/accumulators/statistics/acvf_moving_average.hpp>
+#include <boost/accumulators/statistics/acvf.hpp>
+#include <boost/accumulators/statistics/acf.hpp>
+#include <boost/accumulators/statistics/integrated_acf.hpp>
+#include <boost/accumulators/statistics/integrated_acvf.hpp>
+#include <boost/accumulators/statistics/percentage_effective_sample_size.hpp>
+#include <boost/accumulators/statistics/standard_error_autocorrelated.hpp>
+#include <boost/accumulators/statistics/standard_error_iid.hpp>
+#include <boost/accumulators/statistics/acvf_analysis.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/moving_average.hpp>
+#include <boost/bind.hpp>
+#include <boost/ref.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+int main(){
+
+ const char* filepath = "./acvf_output";
+ std::ofstream out(filepath);
+
+ using namespace boost::accumulators;
+ typedef boost::mt19937 urng_type;
+ typedef boost::normal_distribution<> nd_type;
+ typedef boost::variate_generator<urng_type&,nd_type> gen_nd_type;
+ typedef double value_type;
+ typedef boost::random::moving_average<value_type> ma_type;
+ typedef std::vector<value_type> ma_vals_type;
+ //typedef default_delay_discriminator delaydisrc;
+ typedef default_delay_discriminator discr_t;
+ typedef accumulator_set<
+ value_type, stats<
+ tag::acvf<discr_t>,
+ tag::acf<discr_t>,
+ tag::integrated_acvf<discr_t>,
+ tag::percentage_effective_sample_size<discr_t>,
+ tag::standard_error_autocorrelated<discr_t>,
+ tag::standard_error_iid<discr_t>
+ >
+ > acc_type;
+
+ //model parameters and related quantities
+ std::vector<value_type> coeffs;
+ std::vector<unsigned int> lags;
+ std::vector<value_type> true_acfs;
+ value_type true_integrated_acvf = 0.0;
+ std::size_t true_ess = 0;
+ //with these coeffs, should expect ess% > 100
+ {using namespace boost::assign; coeffs+=1.0,-0.5,0.2; lags+=0,1,2;}
+ unsigned int K = coeffs.size()-1;
+ transform(lags.begin(),lags.end(),back_inserter(true_acfs),
+ make_acvf_moving_average(coeffs));
+ true_integrated_acvf
+ = 2*std::accumulate(true_acfs.begin(),true_acfs.end(),0.0);
+ true_integrated_acvf -= *true_acfs.begin();
+ true_ess = boost::numeric::converter<std::size_t,value_type>::convert(
+ 100.0*true_acfs[0]/true_integrated_acvf);
+
+ out << "->true_acvf: ";
+ copy(true_acfs.begin(),true_acfs.end(),
+ std::ostream_iterator<value_type>(out," "));
+ out << "<-" << std::endl;
+ { value_type div = 1.0/true_acfs[0];
+ transform(true_acfs.begin(),true_acfs.end(),true_acfs.begin(),
+ boost::bind(std::multiplies<value_type>(),_1,div));
+ }
+ out << "->true_acf: ";
+ copy(true_acfs.begin(),true_acfs.end(),
+ std::ostream_iterator<value_type>(out," ")); out << "<-" << std::endl;
+ out << "->true var: " << true_integrated_acvf << "<-" << std::endl;
+ out << "->true ess%: " << true_ess << "<-" << std::endl;
+
+ //generation of a Moving Average of order K process
+ const unsigned long N = 100000;
+ urng_type urng(0);
+ gen_nd_type gen_nd(urng,nd_type());
+ ma_type ma(boost::make_iterator_range(coeffs.begin(),coeffs.end()));
+ ma_vals_type ma_vals(N);
+ for(ma_vals_type::iterator i=ma_vals.begin(); i<ma_vals.end(); i++)
+ { (*i) = ma(gen_nd); }
+
+ //estimation
+ acc_type acc(tag::delay<discr_t>::cache_size=(K+1));
+ for_each(ma_vals.begin(),ma_vals.end(),
+ boost::bind<void>(boost::ref(acc),_1));
+ out << "->sample size: " << N << std::endl;
+ out << "->estimated acvf: ";
+ copy(begin(acvf<discr_t>(acc)),end(acvf<discr_t>(acc)),
+ std::ostream_iterator<value_type>(out," "));
+ out<<"<-"<<std::endl;
+
+ out << "->estimated acf: ";
+ copy(begin(acf<discr_t>(acc)),end(acf<discr_t>(acc)),
+ std::ostream_iterator<value_type>(out," "));
+ out<<"<-"<<std::endl;
+
+ out << "->estimated var: "
+ << integrated_acvf<discr_t>(acc) << "<-" << std::endl;
+
+ out << "->estimated ess%: "
+ << percentage_effective_sample_size<discr_t>(acc)
+ << "<-" << std::endl;
+
+ out << "->estimated standard error assuming iid: "
+ << standard_error_iid<discr_t>(acc) << "<-" << std::endl;
+
+ out << "->estimated standard error assuming acf is zero after lag "
+ << K << ": "
+ << standard_error_autocorrelated<discr_t>(acc) << "<-" << std::endl;
+
+ //the above bundled into one class:
+ out << " --------- ";
+ out << "output from acvf_analysis:" << std::endl;
+ const unsigned int offset = 0;
+ const unsigned int stride = 1;
+ const unsigned int assumed_lag = 3;
+ statistics::acvf_analysis<value_type,discr_t> acvf_x(assumed_lag);
+ acvf_x(ma_vals,offset,stride);
+ acvf_x.print(out);
+
+ std::cout << "output of libs/accumulators/main.cpp was written to"
+ << filepath << std::endl;
+
+ return 0;
+}
Added: sandbox/statistics/binary_op/boost/binary_op/algorithm/for_each.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/algorithm/for_each.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,92 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::algorithm::for_each.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_ALGORITHM_FOR_EACH_HPP_ER_2009
+#define BOOST_BINARY_OP_ALGORITHM_FOR_EACH_HPP_ER_2009
+#include <algorithm>
+#include <boost/call_traits.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/binary_op/functional/untupler.hpp>
+
+namespace boost{
+namespace binary_op{
+
+ // Extends std::for_each to a binary sequence
+ template<
+ unsigned I0,
+ unsigned I1,
+ typename F,
+ typename It_0,
+ typename It_1
+ >
+ F for_each(
+ It_0 b_0,
+ It_0 e_0,
+ It_1 b_1,
+ F f
+ );
+
+ template<
+ typename F,
+ typename It_0,
+ typename It_1
+ >
+ F for_each(
+ It_0 b_0,
+ It_0 e_0,
+ It_1 b_1,
+ F f
+ );
+
+
+ // Implementation //
+
+ template<
+ unsigned I0,
+ unsigned I1,
+ typename F,
+ typename It_0,
+ typename It_1
+ >
+ F for_each(
+ It_0 b_0,
+ It_0 e_0,
+ It_1 b_1,
+ F f
+ ){
+ return std::for_each(
+ boost::make_zip_iterator(
+ boost::make_tuple(b_0, b_1)
+ ),
+ boost::make_zip_iterator(
+ boost::make_tuple(e_0, next(b_1,std::distance(b_0,e_0)))
+ ),
+ untupler<F,I0,I1>(f)
+ );
+ }
+
+ template<
+ typename F,
+ typename It_0,
+ typename It_1
+ >
+ F for_each(
+ It_0 b_0,
+ It_0 e_0,
+ It_1 b_1,
+ F f
+ ){
+ return for_each<0,1,F,It_0,It_1>(
+ b_0, e_0, b_1, f
+ );
+ }
+
+
+}//algorithm
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/algorithm/heads.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/algorithm/heads.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,87 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::algorithm::heads.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_ALGORITHM_HEADS_HPP_ER_2009
+#define BOOST_BINARY_OP_ALGORITHM_HEADS_HPP_ER_2009
+#include <algorithm>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/tuple/tuple.hpp>
+
+namespace boost{
+namespace binary_op{
+
+ // Extracts the i^th element from each tuple in [b,e)
+ template<unsigned i,typename It,typename It1>
+ It1 elements(
+ It b, // tuples
+ It e,
+ It1 io
+ );
+
+ template<typename It,typename It1>
+ It1 heads(
+ It b, // tuples
+ It e,
+ It1 io
+ );
+
+ template<typename It,typename It1>
+ It1 tails(
+ It b, // tuples
+ It e,
+ It1 io
+ );
+
+ // Implementation //
+
+ template<unsigned i,typename It,typename It1>
+ It1 elements(
+ It b, // tuples
+ It e,
+ It1 io
+ ){
+
+ typedef typename iterator_value<It>::type tuple_;
+ typedef typename add_reference<tuple_>::type ref_tuple_;
+
+ typedef typename boost::tuples::element<i,tuple_>::type elem_;
+
+ // Why a loop rather than transform? Because creating a
+ // delegate function<...(const tuple&)> for get<i> is not
+ // straightforward
+ for( ; b<e; b++){
+ elem_ elem = get<i>(*b);
+ *io;
+ (*io) = elem;
+ ++io;
+ }
+ return io;
+
+ }
+
+ template<typename It,typename It1>
+ It1 heads(
+ It b, // tuples
+ It e,
+ It1 io
+ ){
+ return elements<0>(b,e,io);
+ }
+
+ template<typename It,typename It1>
+ It1 tails(
+ It b, // tuples
+ It e,
+ It1 io
+ ){
+ return elements<1>(b,e,io);
+ }
+
+}// algorithm
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/algorithm/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/algorithm/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::algorithm::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_ALGORITHM_INCLUDE_HPP_ER_2009
+#define BOOST_BINARY_OP_ALGORITHM_INCLUDE_HPP_ER_2009
+
+#include <boost/binary_op/algorithm/for_each.hpp>
+#include <boost/binary_op/algorithm/heads.hpp>
+#include <boost/binary_op/algorithm/sort_on_head.hpp>
+#include <boost/binary_op/algorithm/tuples.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/algorithm/sort_on_head.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/algorithm/sort_on_head.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,138 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::algorithm::sort_on_head.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_ALGORITHM_SORT_ON_HEAD_HPP_ER_2009
+#define BOOST_BINARY_OP_ALGORITHM_SORT_ON_HEAD_HPP_ER_2009
+#include <vector>
+#include <algorithm>
+#include <functional>
+#include <utility>
+#include <boost/function.hpp>
+#include <boost/lambda/construct.hpp>
+#include <boost/bind.hpp>
+#include <boost/range.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+
+namespace boost{
+namespace binary_op{
+
+ // TODO : sort_on_element<i=0,1> and sort_on_head or tail .
+
+ // sort_on_head<P>(s1,s2) reorders s1 based on the ordering
+ // predicate P, and applies the same rearrangement of elements
+ // to s2.
+ template<
+ typename It,
+ typename It1,
+ template<typename> class Pred
+ >
+ void
+ sort_on_head(
+ It b,
+ It e,
+ It1 b_1
+ );
+
+ template<typename It,typename It1>
+ void sort_on_head_greater(
+ It b,
+ It e,
+ It1 b1
+ );
+
+
+
+ // Implementation //
+
+ template<
+ typename It,
+ typename It1,
+ template<typename> class Pred
+ >
+ void sort_on_head(
+ It b,
+ It e,
+ It1 b_1
+ )
+ {
+ typedef typename iterator_value<It>::type val_t;
+ typedef typename iterator_value<It1>::type val1_t;
+ typedef std::pair<val_t,val1_t> pair_t;
+ typedef std::vector<pair_t> pairs_t;
+ typedef typename range_size<pairs_t>::type size_type;
+
+ pairs_t pairs;
+ pairs.reserve(
+ static_cast<size_type>(
+ std::distance(b,e)
+ )
+ );
+ std::transform(
+ b,
+ e,
+ b_1,
+ back_inserter(pairs),
+ bind<pair_t>(
+ boost::lambda::constructor<pair_t>(),
+ _1,
+ _2
+ )
+ );
+
+ function<val1_t(pair_t)> first = &pair_t::first;
+
+ sort(
+ begin(pairs),
+ end(pairs),
+ bind<bool>(
+ Pred<val1_t>(),
+ bind<val1_t>(
+ first,
+ _1
+ ),
+ bind<val1_t>(
+ first,
+ _2
+ )
+ )
+ );
+ transform(
+ begin(pairs),
+ end(pairs),
+ b,
+ bind<val1_t>(
+ &pair_t::first,
+ _1
+ )
+ );
+ std::transform(
+ boost::begin(pairs),
+ boost::end(pairs),
+ b_1,
+ bind<val1_t>(
+ &pair_t::second,
+ _1
+ )
+ );
+ }
+
+ template<typename It,typename It1>
+ void sort_on_head_greater(
+ It b,
+ It e,
+ It1 b1
+ ){
+ return sort_on_head<It,It1,std::greater>(
+ b,
+ e,
+ b1
+ );
+ }
+}// algorithm
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/algorithm/tuples.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/algorithm/tuples.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,55 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::algorithm::tuples.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_ALGORITHM_TUPLES_HPP_ER_2009
+#define BOOST_BINARY_OP_ALGORITHM_TUPLES_HPP_ER_2009
+#include <algorithm>
+#include <boost/utility.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+
+namespace boost{
+namespace binary_op{
+
+
+ // Writes to b_t a sequence of tuples formed by combining the sequences
+ // [b_1,e_1) and [b_2,e2)
+ template<typename It1,typename It2,typename ItT>
+ ItT tuples(
+ It1 b_1,
+ It1 e_1,
+ It2 b_2,
+ ItT b_t
+ );
+
+ // Implementation //
+
+ template<typename It1,typename It2,typename ItT>
+ ItT tuples(
+ It1 b_1,
+ It1 e_1,
+ It2 b_2,
+ ItT b_t
+ )
+ {
+ typedef typename iterator_difference<It1>::type diff_1_;
+ typedef typename iterator_difference<It2>::type diff_2_;
+ diff_1_ diff_1 = std::distance(b_1,e_1);
+ diff_2_ diff_2 = static_cast<diff_2_>(diff_1);
+ It2 e_2 = boost::next(b_2,diff_2);
+ return std::transform(
+ make_zip_iterator( make_tuple( b_1, b_2 ) ),
+ make_zip_iterator( make_tuple( e_1, e_2 ) ),
+ b_t
+ );
+ }
+
+}// algorithm
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/data/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/data/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,13 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::data::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_DATA_INCLUDE_HPP_ER_2009
+#define BOOST_BINARY_OP_DATA_INCLUDE_HPP_ER_2009
+
+#include <boost/binary_op/data/tuple_range.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/data/tuple_range.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/data/tuple_range.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,64 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::data::tuple_range.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_DATA_TUPLE_RANGE_HPP_ER_2009
+#define BOOST_BINARY_OP_DATA_TUPLE_RANGE_HPP_ER_2009
+
+#include <boost/type_traits.hpp>
+#include <boost/range.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+
+namespace boost{
+namespace binary_op{
+
+// Creates a range of tuples from two ranges
+template<typename Rx,typename Ry>
+struct tuple_range{
+ typedef typename remove_reference<Rx>::type const_rx_;
+ typedef typename remove_reference<Ry>::type const_ry_;
+ typedef typename range_iterator<const_rx_>::type it_x_;
+ typedef typename range_iterator<const_ry_>::type it_y_;
+
+ typedef boost::tuple<
+ it_x_,
+ it_y_
+ > iterator_tuple_;
+
+ typedef boost::zip_iterator<
+ iterator_tuple_
+ > zip_iterator_;
+
+ typedef iterator_range<zip_iterator_> type;
+
+ static type make(
+ typename call_traits<Rx>::param_type rx,
+ typename call_traits<Ry>::param_type ry
+ ){
+ return type(
+ make_zip_iterator(
+ make_tuple(
+ begin(rx),
+ begin(ry)
+ )
+ ),
+ make_zip_iterator(
+ make_tuple(
+ end(rx),
+ end(ry)
+ )
+ )
+ );
+ }
+
+};
+
+}//binary_op
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/functional/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/functional/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::functional::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_FUNCTIONAL_INCLUDE_HPP_ER_2009
+#define BOOST_BINARY_OP_FUNCTIONAL_INCLUDE_HPP_ER_2009
+
+#include <boost/binary_op/functional/untupler.hpp>
+#include <boost/binary_op/functional/match_accumulator.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/functional/match_accumulator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/functional/match_accumulator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,213 @@
+//////////////////////////////////////////////////////////////////////////////
+// binary_op::match_accumulator.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_BINARY_OP_FUNCTIONAL_MATCH_ACCUMULATOR_HPP_ER_2009
+#define BOOST_BINARY_OP_FUNCTIONAL_MATCH_ACCUMULATOR_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/concept_check.hpp>
+#include <boost/concept/assert.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/function.hpp>
+#include <boost/range.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/mpl/nested_type.hpp>
+
+namespace boost{
+namespace binary_op{
+// Notation
+// S is the type of a sequence of pairs, each of type P = tuple<H,A>. Let
+// P1 = tuple<H,T> another pair type;
+// Let ItH, and ItA denote iterators to the heads and tails, respectively.
+// F_H = F<ItH> is the type of functor. Let s,p=(h,a),p=(h,t), f, and m denote
+// instances of S, P, F_H and match_accumulator, respectively. Let [b_h,e_h) and
+// [b_a,e_a) denote the heads and tails in s.
+//
+// Requirements:
+// i=f(b_h,e_h,h) is an iterator in in [b_h,e_h]
+//
+// Operations:
+// m(p1) calls i=f(b_h,e_h,h1), and
+// if i!= e_h, calls a(t1) else makes a new p=(h1,a=A()); calls a(t1);
+// and pushes p at the back of s.
+//
+// NB: H is typically a "feature" or covariate, used to partition a sample.
+// A is typically an accumulator, and T the quantity to be accumulated.
+
+template<typename S,typename F>
+class match_accumulator {
+ typedef typename remove_reference<S>::type tuples_type;
+ typedef is_const<tuples_type> tuples_is_const_;
+ typedef is_reference<tuples_type> tuples_is_ref_;
+ typedef is_reference<F> f_is_ref_;
+ BOOST_MPL_ASSERT((
+ mpl::not_<tuples_is_const_>
+ ));
+ typedef typename range_reference<tuples_type>::type reference_type;
+ typedef typename range_iterator<tuples_type>::type iterator_type;
+ typedef typename range_value<tuples_type>::type value_type;
+
+ template<unsigned i>
+ struct element{
+ typedef typename
+ boost::tuples::element<i,value_type>::type value_;
+ typedef typename add_reference<value_>::type reference_;
+ typedef reference_ (sig) (reference_type);
+ struct get{
+ typedef reference_ result_type;
+ get(){}
+ result_type operator()(reference_type t)const{
+ return tuples::get<i>(t);
+ }
+ };
+
+ };
+
+ typedef element<0> head_;
+ typedef element<1> tail_;
+
+ public:
+
+ // Constructor
+ match_accumulator();
+ match_accumulator(
+ typename call_traits<S>::param_type tuples
+ );
+ match_accumulator(
+ typename call_traits<S>::param_type tuples,
+ typename call_traits<F>::param_type f
+ );
+ match_accumulator(const match_accumulator& that);
+ match_accumulator& operator=(const match_accumulator& that);
+
+ // TODO see below for loosening the requirement
+ BOOST_CONCEPT_ASSERT((Sequence<tuples_type>));
+
+ // Update
+ typedef bool result_type;
+ template<typename T>
+ result_type match_accumulator::operator()(const T& t);
+
+ //Access
+ typename call_traits<S>::const_reference tuples()const;
+
+ private:
+ template<typename T> iterator_type find(const T& t)const;
+ template<typename T> void process(reference_type p, const T& t);
+ template<typename T> void new_(const T& t);
+ typename call_traits<S>::value_type tuples_;
+ typename call_traits<F>::value_type f_;
+};
+
+template<typename S,typename F>
+match_accumulator<S,F>::match_accumulator():tuples_(),f_(){
+ BOOST_MPL_ASSERT((mpl::not_<tuples_is_ref_>));
+ BOOST_MPL_ASSERT((mpl::not_<f_is_ref_>));
+}
+
+template<typename S,typename F>
+match_accumulator<S,F>::match_accumulator(
+ typename call_traits<S>::param_type tuples
+):tuples_(tuples),f_(){
+ BOOST_MPL_ASSERT((mpl::not_<f_is_ref_>));
+}
+
+template<typename S,typename F>
+match_accumulator<S,F>::match_accumulator(
+ typename call_traits<S>::param_type tuples,
+ typename call_traits<F>::param_type f
+):tuples_(tuples),f_(f){}
+
+template<typename S,typename F>
+match_accumulator<S,F>::match_accumulator(const match_accumulator& that)
+:tuples_(that.tuples_),f_(that.f_){}
+
+template<typename S,typename F>
+match_accumulator<S,F>& match_accumulator<S,F>::operator=(
+ const match_accumulator& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT((mpl::not_<tuples_is_ref_>));
+ BOOST_MPL_ASSERT((mpl::not_<f_is_ref_>));
+ tuples_ = that.tuples_;
+ f_ = that.f_;
+ }
+ return *this;
+}
+
+//Query
+template<typename S,typename F>
+typename call_traits<S>::const_reference
+match_accumulator<S,F>::tuples()const{ return this->tuples_; }
+
+//Update
+template<typename S,typename F>
+template<typename T>
+typename match_accumulator<S,F>::result_type
+match_accumulator<S,F>::operator()(const T& t){
+ iterator_type it = this->find(t);
+ if(it!=boost::end(tuples_)){
+ this->process(*it,t);
+ return false;
+ }else{
+ this->new_(t);
+ return true;
+ }
+}
+
+//Private
+
+template<typename S,typename F>
+template<typename T>
+void match_accumulator<S,F>::process(reference_type p, const T& t){
+ //typename tail_::reference_ tail = get<1>(p);
+ (get<1>(p))(get<1>(t));
+}
+
+template<typename S,typename F>
+template<typename T>
+void match_accumulator<S,F>::new_(const T& t){
+ typename tail_::value_ tp;
+ value_type p(get<0>(t),tp);
+ // iterator_type b = begin(tuples);
+ iterator_type back = (this->tuples_).insert(
+ boost::end(this->tuples_),
+ p
+ );
+ this->process(*back,t);
+ {
+ // TODO, conditional on mpl::not_<is_container> i.e. range
+ // tuples_ tuples_type(b,next(back));
+ }
+}
+
+template<typename S,typename F>
+template<typename T>
+typename match_accumulator<S,F>::iterator_type
+match_accumulator<S,F>::find(const T& t)const{
+// function<typename head_::sig> get_hp = get<0>; //fails
+
+ typedef typename head_::get get_;
+ return this->f_(
+ make_transform_iterator(
+ boost::begin(tuples_),
+ get_()
+ ),
+ make_transform_iterator(
+ boost::end(tuples_),
+ get_()
+ ),
+ get<0>(t)
+ ).base();
+}
+
+}// binary_op
+}// boost
+
+
+#endif
Added: sandbox/statistics/binary_op/boost/binary_op/functional/untupler.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/functional/untupler.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,96 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::functional::untupler.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_ALGORITHM_UNTUPLER_HPP_ER_2009
+#define BOOST_BINARY_OP_ALGORITHM_UNTUPLER_HPP_ER_2009
+#include <boost/call_traits.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/functional.hpp>
+
+namespace boost{
+namespace binary_op{
+
+
+// Forwards members of a tuple to a binary functor.
+//
+// Usage:
+// Let [b,e) and f an iterator range over tuples and f a binary functor,
+// algorithm(b,e,untupler<F>(f))
+
+template<typename F,unsigned I0 = 0,unsigned I1 = 1>
+class untupler{
+ public:
+ typedef typename F::result_type result_type;
+
+ typedef F base_type;
+
+ // Construction
+ untupler();
+ untupler(F f);
+ untupler(const untupler& that);
+ untupler& operator=(const untupler& that);
+
+ // Evaluate
+ template<typename T> result_type operator()(const T& tuple);
+ template<typename T> result_type operator()(const T& tuple)const;
+
+ operator F ()const{ return f_; }
+
+ const base_type& base()const;
+
+ private:
+
+ F f_;
+};
+
+template<typename F,unsigned I0,unsigned I1>
+untupler<F,I0,I1>::untupler()
+:f_(){}
+
+template<typename F,unsigned I0,unsigned I1>
+untupler<F,I0,I1>::untupler(F f)
+:f_(f){}
+
+template<typename F,unsigned I0,unsigned I1>
+untupler<F,I0,I1>::untupler(const untupler& that):f_(that.f_){}
+
+template<typename F,unsigned I0,unsigned I1>
+untupler<F,I0,I1>&
+untupler<F,I0,I1>::operator=(const untupler& that){
+ if(&that!=this){
+ f_ = that.f_;
+ }
+ return *this;
+}
+
+template<typename F,unsigned I0,unsigned I1>
+template<typename T>
+typename untupler<F,I0,I1>::result_type
+untupler<F,I0,I1>::operator()(const T& t){
+ return this->f_(get<I0>(t),get<I1>(t));
+}
+
+template<typename F,unsigned I0,unsigned I1>
+template<typename T>
+typename untupler<F,I0,I1>::result_type
+untupler<F,I0,I1>::operator()(const T& t)const{
+ return this->f_(get<I0>(t),get<I1>(t));
+}
+
+template<typename F,unsigned I0,unsigned I1>
+const typename untupler<F,I0,I1>::base_type&
+untupler<F,I0,I1>::base()const{
+ return this->f_;
+}
+
+}//functional
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/boost/binary_op/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/boost/binary_op/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_BINARY_OP_INCLUDE_HPP_ER_2009
+#define BOOST_BINARY_OP_INCLUDE_HPP_ER_2009
+
+#include <boost/binary_op/algorithm/include.hpp>
+#include <boost/binary_op/data/include.hpp>
+#include <boost/binary_op/functional/include.hpp>
+
+#endif
Added: sandbox/statistics/binary_op/libs/binary_op/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,39 @@
+//////////////////////////////////////////////////////////////////////////////
+// binary_op::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+ These are C++ tools that pertain to the need to transform a binary sequence
+ to a sequence of tuples (pairs) and vice versa. This need arises in
+ statistics where the data consists of a set covariates, and a set of
+ responses.
+
+[ Notation ]
+
+ A pair is called a tuple with a head and tail components.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+/sandbox/statistics/nn1/
+/sandbox/statistics/mpl/
+/sandbox/statistics/functional/
+/sandbox/statistics/binary_op/
+
+[ History ]
+
+July 2009 : Current version
\ No newline at end of file
Added: sandbox/statistics/binary_op/libs/binary_op/example/binary_f.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/binary_f.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,20 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::functional::binary_f.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <ostream>
+#include <libs/binary_op/example//binary_f.h>
+
+// Not an example, but to be used by examples.
+binary_f::binary_f(std::ostream& out):out_(out),a_(0),b_(0){}
+binary_f::binary_f(const binary_f& that)
+:out_(that.out_),a_(that.a_),b_(that.b_){}
+
+binary_f::result_type binary_f::operator()(val_t a,val_t b){
+ out_ << '(' << a << ',' << b << ')';
+ a_ = a;
+ b_ = b;
+}
Added: sandbox/statistics/binary_op/libs/binary_op/example/binary_f.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/binary_f.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::functional::binary_f.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_BINARY_OP_EXAMPLE_BINARY_F_H_ER_2009
+#define LIBS_BINARY_OP_EXAMPLE_BINARY_F_H_ER_2009
+#include <ostream>
+// This is to be used by examples.
+struct binary_f{
+ typedef void result_type;
+ typedef unsigned val_t;
+ binary_f(std::ostream& out);
+ binary_f(const binary_f& that);
+
+ result_type operator()(val_t a,val_t b);
+ std::ostream& out_;
+ val_t a_;
+ val_t b_;
+};
+
+#endif
Added: sandbox/statistics/binary_op/libs/binary_op/example/find_accumulate.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/find_accumulate.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,74 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::find_accumulate.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <list>
+#include <algorithm>
+#include <boost/foreach.hpp>
+#include <boost/range.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/functional/mean_var_accumulator.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/tuple/tuple.hpp>
+
+#include <boost/functional/find.hpp>
+#include <boost/binary_op/functional/match_accumulator.hpp>
+#include <libs/binary_op/example/find_accumulate.h>
+
+void example_find_accumulate(std::ostream& out){
+ out << "-> example_find_accumulate : ";
+ using namespace boost;
+ using namespace binary_op;
+ namespace fun_ = functional;
+
+ typedef unsigned val_;
+ typedef std::vector<val_> val_vec_;
+ typedef accumulators::stats<
+ accumulators::tag::mean
+ > stat_;
+ typedef accumulators::accumulator_set<val_,stat_> a_;
+ typedef tuple<val_,a_> xa_;
+ // tuple elements are accessed by reference so a tuple of values
+ // rather than references is enough, as long as the tuple itself is
+ // passed by reference to the functor below.
+ typedef std::vector<xa_> vec_xa_;
+
+ const unsigned n = 5;
+ const unsigned n_repeat = 2;
+
+ val_vec_ vec_x(n);
+ val_vec_ vec_y(n);
+ vec_xa_ vec_xa;
+ {
+ for(unsigned i = 0; i<n; i++){
+ vec_x[i] = i;
+ vec_y[i] = i;
+ }
+ }
+
+ typedef functional::find find_;
+ typedef match_accumulator<vec_xa_&,find_> functor_;
+
+ // Look here for difference with match_accumulator2
+ std::for_each(
+ make_zip_iterator( make_tuple( begin(vec_x), begin(vec_y) ) ),
+ make_zip_iterator( make_tuple( end(vec_x), end(vec_y) ) ),
+ functor_(vec_xa)
+ );
+
+ for(val_ l = 0; l<n_repeat; l++){
+ for(val_ i = 0; i<n; i++){
+ val_ j = vec_y[i];
+ const a_& a = get<1>(vec_xa.at(i));
+ val_ k = accumulators::mean(a);
+ BOOST_ASSERT(j == k);
+ }
+ }
+
+ out << "<-" << std::endl;
+
+}
Added: sandbox/statistics/binary_op/libs/binary_op/example/find_accumulate.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/find_accumulate.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::find_accumulate.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_BINARY_OP_EXAMPLE_FIND_ACCUMULATE_H_ER_2009
+#define LIBS_BINARY_OP_EXAMPLE_FIND_ACCUMULATE_H_ER_2009
+#include <ostream>
+
+void example_find_accumulate(std::ostream& out);
+
+#endif
Added: sandbox/statistics/binary_op/libs/binary_op/example/for_each.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/for_each.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,54 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::for_each.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <ostream>
+#include <vector>
+#include <functional>
+#include <boost/assert.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/range.hpp>
+#include <boost/bind.hpp>
+#include <boost/binary_op/algorithm/for_each.hpp>
+#include <libs/binary_op/example//binary_f.h>
+#include <libs/binary_op/example/for_each.h>
+
+void example_for_each(std::ostream& out){
+ out << "-> example_binary_for_each :";
+
+ typedef unsigned val_;
+
+ using namespace boost;
+ using namespace binary_op;
+
+ typedef std::vector<val_> vec_t;
+
+ vec_t vec_0;
+ vec_t vec_1;
+ {
+ using namespace boost::assign;
+ vec_0 += 0, 1, 2, 3, 4, 5, 6, 7;
+ vec_1 += 7, 6, 5, 4, 3, 2, 1, 0;
+ }
+
+
+ out << "by value : ";
+ binary_f f_0 = for_each(
+ begin(vec_0),
+ end(vec_0),
+ begin(vec_1),
+ binary_f(out)
+ // ret<??>(out << '(' << lambda::_1 << ',' << lambda::_2 << ')' )
+ );//(0,7)(1,6)(2,5)(3,4)(4,3)(5,2)(6,1)(7,0)
+ out << ' ';
+
+ BOOST_ASSERT(vec_0.back() == f_0.a_);
+ BOOST_ASSERT(vec_1.back() == f_0.b_);
+
+ out << "<-" << std::endl;
+}
+
Added: sandbox/statistics/binary_op/libs/binary_op/example/for_each.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/for_each.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::for_each.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_BINARY_OP_EXAMPLE_FOR_EACH_H_ER_2009
+#define LIBS_BINARY_OP_EXAMPLE_FOR_EACH_H_ER_2009
+#include <ostream>
+
+void example_for_each(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/libs/binary_op/example/nn1_accumulate.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/nn1_accumulate.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,75 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::nn1_accumulate.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/functional/mean_var_accumulator.hpp>
+#include <boost/nn1/detail/ui_abs_to.hpp>
+#include <boost/nn1/functional/find_if.hpp>
+#include <boost/binary_op/functional/match_accumulator.hpp>
+#include <libs/binary_op/example/find_accumulate.h>
+
+void example_nn1_accumulate(std::ostream& out){
+ out << "-> example_nn1_accumulate : ";
+ using namespace boost;
+ using namespace binary_op;
+ namespace fun_ = functional;
+
+ typedef unsigned val_;
+ typedef std::vector<val_> val_vec_;
+ typedef functional::mean_var_accumulator<val_>::type a_;
+ typedef tuple<val_,a_> xa_;
+ // tuple elements are accessed by reference so a tuple of values
+ // rather than references is enough, as long as the tuple itself is
+ // passed by reference to the functor below.
+
+ typedef std::vector<xa_> vec_xa_;
+
+ const unsigned n = 5;
+ const unsigned n_repeat = 2;
+
+ val_vec_ vec_x(n);
+ val_vec_ vec_y(n);
+ vec_xa_ vec_xa;
+ {
+ for(unsigned i = 0; i<n; i++){
+ vec_x[i] = i;
+ vec_y[i] = i;
+ }
+ }
+
+ // Look here for difference with match_accumulator3
+ typedef nn1::functional::find_if<nn1::detail::ui_abs_to,val_> find_;
+ typedef match_accumulator<vec_xa_&,find_> functor_;
+
+ val_ t = 1;
+ find_ find(t);
+ functor_ f(
+ vec_xa,
+ find
+ );
+
+ std::for_each(
+ make_zip_iterator( make_tuple( begin(vec_x), begin(vec_y) ) ),
+ make_zip_iterator( make_tuple( end(vec_x), end(vec_y) ) ),
+ f
+ );
+
+ for(val_ l = 0; l<n_repeat; l++){
+ for(val_ i = 0; i<n; i++){
+ val_ j = vec_y[i];
+ const a_& a = get<1>(vec_xa.at(i));
+ val_ k = accumulators::mean(a);
+ BOOST_ASSERT(j == k);
+ }
+ }
+
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/binary_op/libs/binary_op/example/nn1_accumulate.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/nn1_accumulate.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::nn1_accumulate.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_BINARY_OP_EXAMPLE_NN1_ACCUMULATE_H_ER_2009
+#define LIBS_BINARY_OP_EXAMPLE_NN1_ACCUMULATE_H_ER_2009
+#include <ostream>
+
+void example_nn1_accumulate(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/libs/binary_op/example/untuple.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/untuple.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,47 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::functional::untupler.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <boost/type_traits/is_same.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/assert.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/typeof/typeof.hpp>
+#include <boost/binary_op/functional/untupler.hpp>
+#include <libs/binary_op/example/binary_f.h>
+#include <libs/binary_op/example/untuple.h>
+
+#include <boost/ref.hpp>
+
+void example_untupler(std::ostream& out){
+ out << "-> example_untupler : ";
+
+ using namespace boost;
+ using namespace binary_op;
+ typedef untupler<binary_f,0,1> unt_;
+
+ const unsigned a = 8;
+ const unsigned b = 9;
+
+ BOOST_AUTO(t,make_tuple(a,b));
+ binary_f f_(out);
+ BOOST_ASSERT(f_.a_ == 0);
+ BOOST_ASSERT(f_.b_ == 0);
+
+ unt_ unt0(f_);
+
+ typedef
+ boost::is_same<binary_f::result_type, unt_::result_type> pred_0;
+ BOOST_STATIC_ASSERT(pred_0::value);
+
+ unt0(t);
+ BOOST_ASSERT(f_.a_ == 0);
+ BOOST_ASSERT(f_.b_ == 0);
+
+
+ out << "<-" << std::endl;
+
+}
\ No newline at end of file
Added: sandbox/statistics/binary_op/libs/binary_op/example/untuple.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/example/untuple.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// binary_op::example::functional::untupler.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_BINARY_OP_EXAMPLE_UNTUPLE_H_ER_2009
+#define LIBS_BINARY_OP_EXAMPLE_UNTUPLE_H_ER_2009
+
+#include <ostream>
+
+void example_untupler(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/binary_op/libs/binary_op/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/binary_op/libs/binary_op/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,13 @@
+#include <iostream>
+#include <libs/binary_op/example/for_each.h>
+#include <libs/binary_op/example/find_accumulate.h>
+#include <libs/binary_op/example/nn1_accumulate.h>
+
+int main(){
+
+ example_for_each(std::cout);
+ example_find_accumulate(std::cout);
+ example_nn1_accumulate(std::cout);
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::chi_squared.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_CHI_SQUARED_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_CHI_SQUARED_HPP_ER_2009
+#include <boost/standard_distribution/distributions/chi_squared.hpp>
+#include <boost/random/chi_squared.hpp>
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ template<typename T,typename P>
+ struct dist_random<
+ boost::math::chi_squared_distribution<T,P>
+ >{
+ typedef math::chi_squared_distribution<T> dist_;
+ typedef boost::random::chi_squared_distribution<T> type;
+
+ static type make(const dist_& d){
+ return type(d.degrees_of_freedom());
+ }
+ };
+
+}// boost
+
+#endif
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/exponential.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/exponential.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,29 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::exponential.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_EXPONENTIAL_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_EXPONENTIAL_HPP_ER_2009
+#include <boost/standard_distribution/distributions/exponential.hpp>
+#include <boost/random/exponential_distribution.hpp>
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ template<typename T,typename P>
+ struct dist_random<
+ boost::math::exponential_distribution<T,P>
+ >{
+ typedef boost::math::exponential_distribution<T> dist_;
+ typedef boost::exponential_distribution<T> type;
+
+ static type make(const dist_& d){ return type(d.lambda()); }
+ };
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/gamma.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/gamma.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::gamma.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_GAMMA_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_GAMMA_HPP_ER_2009
+#include <boost/standard_distribution/distributions/gamma.hpp>
+#include <boost/random/gamma_distribution.hpp>
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ template<typename T,typename P>
+ struct dist_random<
+ boost::math::gamma_distribution<T,P>
+ >{
+ typedef boost::math::gamma_distribution<T,P> dist_;
+ typedef boost::gamma_distribution<T> type;
+
+ static type make(const dist_& d){
+ return type(d.shape());
+ }
+ };
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,19 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_INCLUDE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_INCLUDE_HPP_ER_2009
+
+#include <boost/dist_random/distributions/chi_squared.hpp>
+#include <boost/dist_random/distributions/exponential.hpp>
+#include <boost/dist_random/distributions/gamma.hpp>
+#include <boost/dist_random/distributions/normal.hpp>
+#include <boost/dist_random/distributions/location_scale.hpp>
+#include <boost/dist_random/distributions/students_t.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/location_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/location_scale.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,37 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::location_scale.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_LOCATION_SCALE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_LOCATION_SCALE_HPP_ER_2009
+#include <boost/standard_distribution/distributions/location_scale.hpp>
+#include <boost/random/location_scale.hpp>
+#include <boost/dist_random/meta/dist_random.hpp>
+#include <boost/dist_random/functional/make_random.hpp>
+
+namespace boost{
+
+ template<typename Z>
+ struct dist_random<
+ boost::math::location_scale_distribution<Z>
+ >{
+ typedef boost::math::location_scale_distribution<Z> dist_;
+ typedef typename dist_random<Z>::type z_;
+ typedef boost::random::location_scale_distribution<z_> type;
+
+ static type make(const dist_& d){
+ return type(
+ make_random(d.z()),
+ d.mu(),
+ d.sigma()
+ );
+ }
+ };
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,32 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::normal.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_NORMAL_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_NORMAL_HPP_ER_2009
+#include <boost/standard_distribution/distributions/exponential.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ template<typename T,typename P>
+ struct dist_random<
+ boost::math::normal_distribution<T,P>
+ >{
+ typedef math::normal_distribution<T,P> dist_;
+ typedef boost::normal_distribution<T> type;
+
+ static type make(const dist_& d){
+ return type(d.location(),d.scale());
+ }
+ };
+
+}// boost
+
+#endif
+
Added: sandbox/statistics/dist_random/boost/dist_random/distributions/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/distributions/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::distributions::students_t.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_DISTRIBUTIONS_STUDENTS_T_HPP_ER_2009
+#define BOOST_DIST_RANDOM_DISTRIBUTIONS_STUDENTS_T_HPP_ER_2009
+#include <boost/standard_distribution/distributions/students_t.hpp>
+#include <boost/random/students_t.hpp>
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ template<typename T,typename P>
+ struct dist_random<
+ boost::math::students_t_distribution<T,P>
+ >{
+ typedef boost::math::students_t_distribution<T,P> dist_;
+ typedef boost::random::students_t_distribution<T> type;
+
+ static type make(const dist_& d){
+ return type(d.degrees_of_freedom());
+ }
+ };
+
+}// boost
+
+#endif
Added: sandbox/statistics/dist_random/boost/dist_random/functional/check_convergence.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/functional/check_convergence.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,147 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::functional::check_convergence.hpp //
+// //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_FUNCTIONAL_CHECK_CONVERGENCE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_FUNCTIONAL_CHECK_CONVERGENCE_HPP_ER_2009
+#include <sstream>
+#include <ostream>
+#include <algorithm>
+#include <vector>
+#include <iterator>
+#include <string>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/random/mersenne_twister.hpp>
+
+#include <boost/random/ref_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp>
+
+namespace boost{
+namespace random{
+
+ // Verifies that the distribution and the random generator agree
+ template<typename T>
+ class check_convergence{
+ typedef std::string str_;
+
+ public:
+ typedef T value_type;
+ typedef std::vector<T> vals_;
+ typedef typename range_size<vals_>::type size_type;
+ // Construction
+ check_convergence();
+
+ // Update
+ template<typename R,typename D,typename U>
+ void operator()(
+ const D& mdist,
+ const R& rdist,
+ size_type n_draw,
+ size_type n_ks,
+ U& urng
+ );
+
+ // Access
+ const vals_& draws()const;
+ const vals_& kolmogorov_smirnovs()const;
+ str_ distribution()const;
+ size_type increment()const;
+
+ private:
+ str_ dist_;
+ vals_ draws_;
+ vals_ kss_;
+ };
+
+ template<typename T>
+ std::ostream& operator<<(
+ std::ostream& out, const check_convergence<T> that);
+
+ // Implementation
+
+ template<typename T>
+ std::ostream& operator<<(
+ std::ostream& out, const check_convergence<T> that){
+ static const char* msg
+ = "%1% : ks distances by increments of n = %2% : ";
+ format f(msg);
+ f % that.distribution() % that.increment();
+ out << f.str();
+ out.flush();
+ std::copy(
+ boost::begin(that.kolmogorov_smirnovs()),
+ boost::end(that.kolmogorov_smirnovs()),
+ std::ostream_iterator<T>(out," ")
+ );
+ return out;
+ }
+
+ template<typename T>
+ check_convergence<T>::check_convergence(){}
+
+ template<typename T>
+ template<typename R,typename D,typename U>
+ void check_convergence<T>::operator()(
+ const D& mdist,
+ const R& rdist,
+ size_type n_draw,
+ size_type n_ks,
+ U& urng
+ ){
+ BOOST_ASSERT(n_draw % n_ks == 0);
+ typedef boost::variate_generator<U&,R> vg_;
+
+ dist_.clear();
+ std::ostringstream outs;
+ outs << mdist;
+ dist_ = outs.str();
+
+ draws_.resize(n_draw);
+ kss_.resize(n_ks);
+ vg_ vg(urng,rdist);
+
+ std::generate_n(boost::begin(draws_),n_draw,vg);
+ non_param::sequential_kolmogorov_smirnov_distance(
+ mdist,
+ boost::begin(draws()),
+ boost::end(draws()),
+ n_ks,
+ boost::begin(kss_)
+ );
+ }
+
+ template<typename T>
+ const typename check_convergence<T>::vals_&
+ check_convergence<T>::draws()const{
+ return draws_;
+ }
+
+ template<typename T>
+ const typename check_convergence<T>::vals_&
+ check_convergence<T>::kolmogorov_smirnovs()const{
+ return kss_;
+ }
+
+ template<typename T>
+ typename check_convergence<T>::str_
+ check_convergence<T>::distribution()const{
+ return dist_;
+ }
+
+ template<typename T>
+ typename check_convergence<T>::size_type
+ check_convergence<T>::increment()const{
+ return size(this->draws()) / size(this->kolmogorov_smirnovs());
+ }
+
+}// random
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/functional/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/functional/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::functional::include.hpp //
+// //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_FUNCTIONAL_INCLUDE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_FUNCTIONAL_INCLUDE_HPP_ER_2009
+
+#include <boost/dist_random/functional/check_convergence.hpp>
+#include <boost/dist_random/functional/make_random.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/functional/make_random.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/functional/make_random.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::functional::make_random.hpp //
+// //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_FUNCTIONAL_MAKE_RANDOM_HPP_ER_2009
+#define BOOST_DIST_RANDOM_FUNCTIONAL_MAKE_RANDOM_HPP_ER_2009
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ template<typename D>
+ typename dist_random<D>::type
+ make_random(const D& d){
+ typedef dist_random<D> meta_;
+ return meta_::make(d);
+ }
+
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,17 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_INCLUDE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_INCLUDE_HPP_ER_2009
+
+#include <boost/dist_random/meta/include.hpp>
+#include <boost/dist_random/distributions/include.hpp>
+#include <boost/dist_random/functional/include.hpp>
+#include <boost/dist_random/random/include.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/meta/dist_random.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/meta/dist_random.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,23 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::meta::dist_random.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_META_DIST_RANDOM_HPP_ER_2009
+#define BOOST_DIST_RANDOM_META_DIST_RANDOM_HPP_ER_2009
+
+namespace boost{
+
+ // Specialized on D
+ template<typename D>
+ struct dist_random{
+ // typedef ... type
+ // type make(const D& d);
+ };
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/meta/dist_random_input.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/meta/dist_random_input.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,23 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::meta::dist_random_input.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_META_DIST_RANDOM_INPUT_HPP_ER_2009
+#define BOOST_DIST_RANDOM_META_DIST_RANDOM_INPUT_HPP_ER_2009
+
+namespace boost{
+
+ // Specialized on D
+ template<typename D>
+ struct dist_random_input{
+ typedef typename dist_random<D>::type r_;
+ typedef typename r_::input_type type;
+ };
+
+}// boost
+
+#endif
Added: sandbox/statistics/dist_random/boost/dist_random/meta/dist_random_result.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/meta/dist_random_result.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::meta::dist_random_result.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_META_DIST_RANDOM_RESULT_HPP_ER_2009
+#define BOOST_DIST_RANDOM_META_DIST_RANDOM_RESULT_HPP_ER_2009
+#include <boost/dist_random/meta/dist_random.hpp>
+
+namespace boost{
+
+ // Specialized on D
+ template<typename D>
+ struct dist_random_result{
+ typedef typename dist_random<D>::type r_;
+ typedef typename r_::result_type type;
+ };
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/meta/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/meta/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,17 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::meta::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_META_INCLUDE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_META_INCLUDE_HPP_ER_2009
+
+#include<boost/dist_random/meta/dist_random.hpp>
+#include<boost/dist_random/meta/dist_random_input.hpp>
+#include<boost/dist_random/meta/dist_random_result.hpp>
+
+#endif
+
Added: sandbox/statistics/dist_random/boost/dist_random/random/generate_n.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/random/generate_n.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,113 @@
+///////////////////////////////////////////////////////////////////////////////
+// dist_random::random::generate_n.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_DIST_RANDOM_RANDOM_GENERATE_N_HPP_ER_2009
+#define BOOST_DIST_RANDOM_RANDOM_GENERATE_N_HPP_ER_2009
+#include <algorithm>
+#include <boost/concept_check.hpp>
+#include <boost/iterator/iterator_concepts.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/utility/enable_if.hpp>
+#include <boost/scalar_dist/fun_wrap/include.hpp>
+#include <boost/scalar_dist/algorithm/transform.hpp>
+#include <boost/dist_random/functional/make_random.hpp>
+
+namespace boost{
+
+ // Generates a sample from a distribution
+ template<typename ItX,typename N,typename D,typename U>
+ typename enable_if<
+ math::is_scalar_dist<D>,
+ ItX
+ >::type
+ generate_n(
+ ItX b_x, N n,const D& dist, U& urng
+ );
+
+ // Same as above and a function associated with the distribution
+ template<template<typename> class F,
+ typename ItX,typename N,typename ItF,typename D,
+ typename U>
+ typename enable_if<
+ math::is_scalar_dist<D>,
+ ItX
+ >::type
+ generate_function_n(
+ ItX b_x, ItF b_f, N n,const D& dist, U& urng
+ );
+
+ // F = math::fun_wrap::log_unnormlized_pdf_
+ template<typename ItX,typename N,typename ItL,typename D,
+ typename U>
+ typename enable_if<
+ math::is_scalar_dist<D>,
+ ItX
+ >::type
+ generate_n(
+ ItX b_x, ItL b_lpdf, N n,const D& dist, U& urng
+ ){
+ return generate_function_n<math::fun_wrap::log_unnormalized_pdf_>(
+ b_x,b_lpdf,n,dist,urng
+ );
+ }
+
+ // Implementation //
+
+ template<typename ItX,typename N,typename D,typename U>
+ typename enable_if<
+ math::is_scalar_dist<D>,
+ ItX
+ >::type
+ generate_n(
+ ItX b_x, N n,const D& dist, U& urng
+ ){
+ typedef typename dist_random<D>::type rand_;
+ typedef boost::variate_generator<U&,rand_> vg_;
+ vg_ vg(
+ urng,
+ make_random(dist)
+ );
+ return std::generate_n(
+ b_x,
+ n,
+ vg
+ );
+ }
+
+ template<
+ template<typename> class F,
+ typename ItX,
+ typename N,
+ typename ItF,
+ typename D,
+ typename U
+ >
+ typename enable_if<
+ math::is_scalar_dist<D>,
+ ItX
+ >::type
+ generate_function_n(ItX b_x, ItF b_f, N n,const D& dist, U& urng){
+ BOOST_CONCEPT_ASSERT((boost_concepts::IncrementableIterator<ItX>));
+ BOOST_CONCEPT_ASSERT((boost_concepts::WritableIterator<ItX>));
+ ItX e_x = generate_n(
+ b_x,
+ n,
+ dist,
+ urng
+ );
+ boost::math::transform<F>(
+ dist,
+ b_x,
+ e_x,
+ b_f
+ );
+ return e_x;
+ }
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/random/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/random/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::random::include.hpp //
+// //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_DIST_RANDOM_RANDOM_INCLUDE_HPP_ER_2009
+#define BOOST_DIST_RANDOM_RANDOM_INCLUDE_HPP_ER_2009
+
+#include <boost/dist_random/random/generate_n.hpp>
+#include <boost/dist_random/random/sample.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/boost/dist_random/random/sample.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/boost/dist_random/random/sample.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,38 @@
+///////////////////////////////////////////////////////////////////////////////
+// dist_random::random::sample.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_DIST_RANDOM_RANDOM_SAMPLE_N_HPP_ER_2009
+#define BOOST_DIST_RANDOM_RANDOM_SAMPLE_N_HPP_ER_2009
+#include <boost/random/variate_generator.hpp>
+#include <boost/utility/enable_if.hpp>
+#include <boost/dist_random/meta/dist_random_result.hpp>
+#include <boost/dist_random/functional/make_random.hpp>
+
+namespace boost{
+
+ // can't call it random because that name is also namespace
+
+ // Generates one draw from a distribution
+ // If you need to call this repeatedly, generate_n is faster
+ template<typename D,typename U>
+ typename lazy_enable_if<
+ math::is_scalar_dist<D>,
+ dist_random_result<D>
+ >::type
+ sample(const D& dist, U& urng){
+ typedef dist_random<D> dr_;
+ typedef typename dr_::type r_;
+ typedef variate_generator<U&,r_> vg_;
+ // Costly but necessary to guarantee U is mapped to agree with
+ // dist_random_input<D>::type
+ vg_ vg(urng,make_random(dist));
+ return vg();
+ }
+
+}
+
+#endif
Added: sandbox/statistics/dist_random/libs/dist_random/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,80 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ classes that bridge a distribution type (D) defined in boost::math
+to a class type (Rd) that models RandomDistribution. For example,
+
+ generate_n(b_x, n,dist, urng);
+ sample(dist,urng)
+
+[ Useful links ]
+
+http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/index.html
+http://www.boost.org/doc/libs/1_39_0/libs/random/index.html
+
+[ meta ]
+
+ A metafunction that map a distribution to a type (or related traits) that
+ model RandomDistribution.
+
+[ distributions ]
+
+ Specializes dist_random for each distribution (normal, exponential etc.).
+
+[ functional ]
+
+ check_convergence<T> Checks agreement between the distribution and its
+ random counterpart based using a kolmogorov-smirnov
+ methodology.
+[ random ]
+
+ Function templates that sample from the distribution
+ generate_n(b_x, n,dist, urng);
+ sample(dist,urng)
+ The actual random generator is hidden in the implementation. These functions
+ are conditioned on is_scalar_dist<D> to avoid ambiguity (SFINAE) with a
+ similar interface defined in joint_dist.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+/sandbox/arithmetic/
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/non_param/
+/sandbox/statistics/random/
+/sandbox/statistics/standard_distribution/
+
+[ History ]
+
+July 2009 : Current version
+
+[ Output ]
+
+main.cpp:
+
+example_chi_squared ->
+chi_squared(10) : ks distances by increments of n = 100 : 0.0453213 0.0646862 0.0456301 0.0390222 0.0376862 0.0480195 0.0357961 0.0262651 0.0223762 0.018956 <-
+
+example_location_scale_students_t ->
+location_scale_distribution( 1 + 2 students_t(10)) : ks distances by increments of n = 100 : 0.0801433 0.0751433 0.0354292 0.0220838 0.0296084 0.034622 0.044622 0.0444561 0.0418166 0.040737 <-
+
+-> example_generate_n-0.0227775 -0.1228 -1.24091 -0.560956 -1.69145 -1.77806 -0.182816 -0.066972 -0.167195 -0.201216 -0.530185 -0.262165 -0.00662101 -0.202104 -4.52822 -0.416806 -5.25114 -0.392863 -3.26816 -0.164367 -0.389214 -0.904826 -3.83513 -0.133972 -0.108151 -0.00822772 -1.58654 -0.0134714 -0.034021 -0.318419 -0.00189254 -0.00290242 -0.0927241 -0.0265827 -0.760555 -0.260439 -0.144761 -1.96251 -0.656093 -0.044406 -0.49832 -1.10081 -0.426116 -0.0221952 -0.0810457 -0.157115 -0.957996 -0.185695 -0.0953613 -0.413364 -0.00318939 -1.34638 -0.00119814 -0.642699 -0.333056 -0.215277 -0.0598107 -0.131187 -0.0811628 -0.278249 -0.118659 -1.47727 -0.365579 -0.0150239 -0.0583624 -2.00072 -0.148264 -0.0132129 -3.44333 -1.68415 -0.342194 -1.38323 -0.0154377 -0.118303 -0.241623 -1.20124 -0.610643 -0.063857 -1.03923 -0.0502416 -0.115589 -0.0189673 -0.127707 -0.10828 -0.000498153 -0.0520764 -0.00291445 -0.0342074 -0.0784259 -0.447059 -0.60994 -0.00252972 -0.593436 -0.0751535 -0.580848 -0.99891 -0.1618 -2.37492 -0.0014284
8 -1.64639 <-
+
+-> example_sample<-
+
Added: sandbox/statistics/dist_random/libs/dist_random/example/chi_squared.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/chi_squared.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,56 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::chi_squared.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <iterator>
+#include <boost/static_assert.hpp>
+#include <boost/random/mersenne_twister.hpp>
+
+#include <boost/standard_distribution/distributions/chi_squared.hpp>
+#include <boost/dist_random/distributions/chi_squared.hpp>
+#include <boost/dist_random/functional/check_convergence.hpp>
+#include <boost/random/ref_distribution.hpp>
+#include <boost/dist_random/functional/make_random.hpp>
+
+#include <libs/dist_random/example/chi_squared.h>
+
+void example_chi_squared(std::ostream& out){
+
+ out << "example_chi_squared -> " << std::endl;
+ using namespace boost;
+
+ // Types
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef mt19937 urng_;
+
+ typedef math::chi_squared_distribution<val_> mdist_;
+ typedef boost::random::check_convergence<val_> check_;
+
+ // Constants
+ const val_ df = 10;
+ const unsigned n_draw = 1e3;
+ const unsigned n_ks = 1e1;
+
+ BOOST_STATIC_ASSERT(n_draw % n_ks == 0);
+ mdist_ mdist( df );
+ urng_ urng;
+
+ check_ check;
+ check(
+ mdist,
+ make_random(mdist),
+ n_draw,
+ n_ks,
+ urng
+ );
+
+ out << check;
+ out << "<-" << std::endl;
+
+}
Added: sandbox/statistics/dist_random/libs/dist_random/example/chi_squared.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/chi_squared.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::chi_squared.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_DIST_RANDOM_EXAMPLE_CHI_SQUARED_H_ER_2009
+#define LIBS_DIST_RANDOM_EXAMPLE_CHI_SQUARED_H_ER_2009
+#include <ostream>
+
+void example_chi_squared(std::ostream&);
+
+#endif
Added: sandbox/statistics/dist_random/libs/dist_random/example/generate_n.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/generate_n.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,50 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::generate_n.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <ostream>
+#include <vector>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/dist_random/distributions/normal.hpp>
+#include <boost/dist_random/random/generate_n.hpp>
+#include <libs/dist_random/example/generate_n.h>
+
+void example_generate_n(std::ostream& out){
+ out << "-> example_generate_n";
+ using namespace boost;
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef mt19937 urng_;
+ const long n = 1e2;
+ urng_ urng;
+ vals_ draws(n);
+ vals_ lpdfs;
+ {
+ typedef math::normal_distribution<val_> dist_;
+ dist_ dist;
+ lpdfs.clear();
+ generate_n(
+ boost::begin(draws),
+ std::back_inserter(lpdfs),
+ n,
+ dist,
+ urng
+ );
+
+ std::copy(
+ boost::begin(lpdfs),
+ boost::end(lpdfs),
+ std::ostream_iterator<val_>(out," ")
+ );
+
+ }
+
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/dist_random/libs/dist_random/example/generate_n.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/generate_n.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::generate_n.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_DIST_RANDOM_EXAMPLE_GENERATE_N_H_ER_2009
+#define LIBS_DIST_RANDOM_EXAMPLE_GENERATE_N_H_ER_2009
+#include <ostream>
+
+void example_generate_n(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/libs/dist_random/example/location_scale_students_t.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/location_scale_students_t.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,61 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::location_scale_students_t.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <boost/static_assert.hpp>
+#include <boost/random/mersenne_twister.hpp>
+
+#include <boost/standard_distribution/distributions/students_t.hpp>
+#include <boost/standard_distribution/transformation/location_scale.hpp>
+#include <boost/random/students_t.hpp>
+#include <boost/random/location_scale.hpp>
+#include <boost/dist_random/functional/check_convergence.hpp>
+#include <boost/dist_random/distributions/students_t.hpp>
+#include <boost/dist_random/distributions/location_scale.hpp>
+
+#include <libs/dist_random/example/location_scale_students_t.h>
+
+void example_location_scale_students_t(std::ostream& out){
+
+ out << "example_location_scale_students_t -> " << std::endl;
+ using namespace boost;
+
+ // Types
+ typedef std::string str_;
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef mt19937 urng_;
+
+ typedef math::students_t_distribution<val_> mstud_;
+ typedef math::location_scale_distribution<mstud_> mdist_;
+
+ typedef boost::random::check_convergence<val_> check_;
+
+ // Constants
+ const val_ df = 10;
+ const val_ mu = 1.0;
+ const val_ sigma = 2.0;
+ const unsigned n_draw = 1e3;
+ const unsigned n_ks = 1e1;
+
+ BOOST_STATIC_ASSERT(n_draw % n_ks == 0);
+ mdist_ mdist( mstud_( df ), mu , sigma);
+ urng_ urng;
+
+ check_ check;
+ check(
+ mdist,
+ make_random(mdist),
+ n_draw,
+ n_ks,
+ urng
+ );
+
+ out << check;
+ out << "<-" << std::endl;
+
+}
\ No newline at end of file
Added: sandbox/statistics/dist_random/libs/dist_random/example/location_scale_students_t.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/location_scale_students_t.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::location_scale_students.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_DIST_RANDOM_EXAMPLE_LOCATION_SCALE_STUDENTS_T_H_ER_2009
+#define LIBS_DIST_RANDOM_EXAMPLE_LOCATION_SCALE_STUDENTS_T_H_ER_2009
+#include <ostream>
+
+void example_location_scale_students_t(std::ostream& out);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/dist_random/libs/dist_random/example/sample.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/sample.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,49 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::sample.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <ostream>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/standard_distribution/distributions/include.hpp>
+#include <boost/dist_random/distributions/include.hpp>
+#include <boost/dist_random/random/sample.hpp>
+
+void example_sample(std::ostream& out){
+ out << "-> example_sample";
+
+ using namespace boost;
+ typedef double val_;
+ typedef mt19937 urng_;
+ urng_ urng;
+
+ {
+ typedef math::chi_squared_distribution<val_> dist_;
+ sample(dist_(4),urng);
+ }
+ {
+ typedef math::exponential_distribution<val_> dist_;
+ sample(dist_(),urng);
+ }
+ {
+ typedef math::gamma_distribution<val_> dist_;
+ sample(dist_(4),urng);
+ }
+ {
+ typedef math::normal_distribution<val_> dist_;
+ sample(dist_(),urng);
+ }
+ {
+ typedef math::students_t_distribution<val_> dist_;
+ sample(dist_(4),urng);
+ }
+ {
+ typedef math::students_t_distribution<val_> dist_;
+ typedef math::location_scale_distribution<dist_> lsdist_;
+ sample(lsdist_(dist_(4),0,1),urng);
+ }
+ out << "<-";
+}
Added: sandbox/statistics/dist_random/libs/dist_random/example/sample.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/example/sample.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::example::sample.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_DIST_RANDOM_EXAMPLE_SAMPLE_H_ER_2009
+#define LIBS_DIST_RANDOM_EXAMPLE_SAMPLE_H_ER_2009
+#include <ostream>
+
+void example_sample(std::ostream&);
+
+#endif
Added: sandbox/statistics/dist_random/libs/dist_random/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/dist_random/libs/dist_random/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,28 @@
+//////////////////////////////////////////////////////////////////////////////
+// dist_random::src::main.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/dist_random/example/chi_squared.h>
+#include <libs/dist_random/example/location_scale_students_t.h>
+#include <libs/dist_random/example/generate_n.h>
+#include <libs/dist_random/example/sample.h>
+
+int main(){
+
+ example_chi_squared(std::cout);
+ std::cout << std::endl;
+ example_location_scale_students_t(std::cout);
+ std::cout << std::endl;
+ example_generate_n(std::cout);
+ std::cout << std::endl;
+ example_sample(std::cout);
+
+ return 0;
+}
+
+
Added: sandbox/statistics/functional/boost/functional/clock.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/boost/functional/clock.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,88 @@
+///////////////////////////////////////////////////////////////////////////////
+// boost::functional::clock.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_FUNCTIONAL_CLOCK_HPP_ER_2009
+#define BOOST_FUNCTIONAL_CLOCK_HPP_ER_2009
+#include <iostream>
+
+namespace boost{
+namespace functional{
+
+ // Models Generator
+ //
+ // This clock generates equally spaced times
+ template<typename T>
+ struct clock{
+ public:
+ clock();
+ clock(const T& start_time,const T& delta_time);
+ clock(const clock&);
+ clock& operator=(const clock&);
+
+ typedef T result_type;
+
+ result_type operator()();
+
+ template<typename T1>
+ friend std::istream& operator>>(std::istream& is, clock<T1>& c);
+
+ private:
+ T start_time_;
+ T delta_time_;
+ };
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& os, const clock<T>& c);
+
+ // Implementation //
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,const clock<T>& c){
+ out << '(' << c.start_time_ << ',' << c.delta_time_ << ')';
+ return out;
+ }
+
+ template<typename T>
+ std::istream& operator>>(std::istream& is, clock<T>& c){
+ is >> std::ws >> c.start_time_ >> std::ws >> c.delta_time_ >> std::ws;
+ return is;
+ }
+
+ template<typename T>
+ clock<T>::clock()
+ :start_time_(static_cast<T>(0)),delta_time_(static_cast<T>(0)){}
+
+ template<typename T>
+ clock<T>::clock(const T& start_time,const T& delta_time)
+ :start_time_(start_time),delta_time_(delta_time){}
+
+ template<typename T>
+ clock<T>::clock(const clock& that)
+ :start_time_(that.start_time_),delta_time_(that.delta_time_){}
+
+ template<typename T>
+ clock<T>&
+ clock<T>::operator=(const clock& that){
+ if(&that!=this){
+ start_time_ = (that.start_time_);
+ delta_time_ = (that.delta_time_);
+ }
+ return *this;
+ }
+
+ template<typename T>
+ typename clock<T>::result_type
+ clock<T>::operator()(){
+ result_type res = start_time_;
+ start_time_ += delta_time_;
+ return res;
+ }
+
+}// functional
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/functional/boost/functional/find.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/boost/functional/find.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,37 @@
+///////////////////////////////////////////////////////////////////////////////
+// functional::find.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_FUNCTIONAL_FIND_HPP_ER_2009
+#define BOOST_FUNCTIONAL_FIND_HPP_ER_2009
+#include <algorithm>
+
+namespace boost{
+namespace functional{
+
+// std::find made into a functor
+//
+// TODO specialize result_of<In(find)(In,In,const T&)>
+struct find{
+ find(){}
+
+ template<typename In,typename T>
+ In operator()(In b,In e,const T& t)const;
+};
+
+
+template<typename In,typename T>
+In find::operator()(In b,In e,const T& t)const{
+ return std::find(
+ b,
+ e,
+ t
+ );
+}
+
+}//functional
+}//boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/functional/boost/functional/fixed_value.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/boost/functional/fixed_value.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,83 @@
+///////////////////////////////////////////////////////////////////////////////
+// functional::fixed_value.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_FUNCTIONAL_FIXED_VALUE_HPP_ER_2009
+#define BOOST_FUNCTIONAL_FIXED_VALUE_HPP_ER_2009
+#include <boost/call_traits.hpp>
+#include <boost/type_traits/remove_cv.hpp>
+#include <boost/type_traits/remove_reference.hpp>
+
+namespace boost{
+namespace random{
+
+ // Returns a fixed value
+ template<typename T>
+ struct fixed_value{
+ public:
+ typedef typename remove_cv<
+ typename remove_reference<
+ T
+ >::type
+ >::type value_type;
+
+ fixed_value();
+ fixed_value(typename call_traits<T>::param_type value);
+ fixed_value(const fixed_value&);
+ fixed_value& operator=(const fixed_value&);
+
+
+ typedef I input_type;
+ typedef typename call_traits<T>::const_reference result_type;
+
+ result_type operator()()const;
+ result_type value()const;
+
+ // TODO os/is
+
+ private:
+ typename call_traits<T>::value_type value_;
+ };
+
+ // Implementation //
+
+ template<typename T>
+ fixed_value<T>::fixed_value()
+ :value_(static_cast<value_type>(0)){}
+
+ template<typename T>
+ fixed_value<T>::fixed_value(typename call_traits<T>::param_type value)
+ :value_(value){}
+
+ template<typename T>
+ fixed_value<T>::fixed_value(const fixed_value& that)
+ :value_(that.value_){}
+
+ template<typename T>
+ fixed_value<T>&
+ fixed_value<T>::operator=(const fixed_value& that){
+ if(&that!=this){
+ value_ = (that.value_);
+ }
+ return *this;
+ }
+
+ template<typename T>
+ typename fixed_value<T>::result_type
+ fixed_value<T>::operator()()const{
+ return (this->value());
+ }
+
+ template<typename T>
+ typename fixed_value<T>::result_type
+ fixed_value<T>::value()const{
+ return (this->value_);
+ }
+
+}// functional
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/functional/boost/functional/mean_var_accumulator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/boost/functional/mean_var_accumulator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+///////////////////////////////////////////////////////////////////////////////
+// functional::mean_var_accumulator.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_FUNCTIONAL_MEAN_VAR_ACCUMULATOR_HPP_ER_2009
+#define BOOST_FUNCTIONAL_MEAN_VAR_ACCUMULATOR_HPP_ER_2009
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/mean.hpp>
+#include <boost/accumulators/statistics/variance.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+
+namespace boost{
+namespace functional{
+
+ // This comes up often, so this metafunction saves a bit of time
+ template<typename T>
+ struct mean_var_accumulator{
+ typedef accumulators::stats<
+ accumulators::tag::mean,
+ accumulators::tag::variance
+ > stat_;
+ typedef accumulators::accumulator_set<T,stat_> type;
+ };
+
+}// meta
+}// boost
+
+#endif
Added: sandbox/statistics/functional/boost/functional/visitor.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/boost/functional/visitor.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,95 @@
+///////////////////////////////////////////////////////////////////////////////
+// boost::functional::visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_FUNCTIONAL_VISITOR_HPP_ER_2009
+#define BOOST_FUNCTIONAL_VISITOR_HPP_ER_2009
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/utility.hpp>
+
+namespace boost{
+namespace functional{
+
+ // Models Generator
+ //
+ // Successively returns elements of a range
+ template<typename R>
+ class visitor{
+ typedef typename range_iterator<R>::type it_t;
+ typedef std::size_t size_type;
+
+ public:
+ visitor();
+ visitor(const R& r);
+ visitor(const visitor&);
+ visitor& operator=(const visitor&);
+
+ typedef typename range_value<R>::type result_type;
+
+ result_type operator()();
+
+ void reset(size_type n);
+
+ private:
+ R r_;
+ it_t it_;
+ };
+
+ // Implementation //
+
+ template<typename R>
+ visitor<R>::visitor(){}
+
+ template<typename R>
+ void visitor<R>::reset(size_type n){
+ this->it_ = boost::next(
+ boost::begin(this->r_),
+ n
+ );
+ }
+
+ template<typename R>
+ visitor<R>::visitor(const R& r)
+ :r_(r){ this-> reset(0); }
+
+ template<typename R>
+ visitor<R>::visitor(const visitor& that)
+ :r_(that.r_){
+ this->reset(
+ std::distance(
+ boost::begin(that.r_),
+ that.it_
+ )
+ );
+ }
+
+ template<typename R>
+ visitor<R>&
+ visitor<R>::operator=(const visitor& that){
+ if(&that!=this){
+ this->r_ = that.r_;
+ this->reset(
+ std::distance(
+ boost::begin(that.r_),
+ that.it_
+ )
+ );
+ }
+ return *this;
+ }
+
+ template<typename R>
+ typename visitor<R>::result_type
+ visitor<R>::operator()(){
+ typedef typename visitor<R>::result_type x_;
+ return *(this->it_++);
+ }
+
+}// functional
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/functional/boost/functional/zscore.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/boost/functional/zscore.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,36 @@
+//////////////////////////////////////////////////////////////////////////////
+// functional::zscore.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_FUNCTIONAL_ZSCORE_HPP_ER_2009
+#define BOOST_FUNCTIONAL_ZSCORE_HPP_ER_2009
+#include <cmath>
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/mean.hpp>
+#include <boost/accumulators/statistics/variance.hpp>
+
+namespace boost{
+namespace functional{
+
+template<typename T>
+struct zscore{
+ typedef T result_type;
+ zscore(){}
+ template<typename T1>
+ result_type operator()(const A& a, const T1& x)const{
+ T m = static_cast<T>(boost::accumulators::mean(a));
+ T s = static_cast<T>(boost::accumulators::variance(a));
+ s = std::sqrt(s);
+ return (x - m)/s;
+ }
+};
+
+
+}// functional
+}// boost
+
+#endif
Added: sandbox/statistics/functional/libs/functional/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/functional/libs/functional/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+//////////////////////////////////////////////////////////////////////////////
+// functional::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ functors whose need has proped up in other subdivision of the
+sandbox/statistics package.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+
+[ History ]
+
+July 2009 : Current version
+
Added: sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,76 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::generate.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_SAMPLING_GENERATE_HPP_ER_2009
+#define BOOST_IMPORTANCE_SAMPLING_GENERATE_HPP_ER_2009
+#include <iterator>
+#include <functional>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/utility.hpp>
+#include <boost/non_param/algorithm/proportion_less_than.hpp>
+#include <boost/importance_sampling/sampler.hpp>
+#include <boost/random/ref_distribution.hpp>
+
+namespace boost{
+namespace is{
+
+ template<typename U,typename ItW,typename ItP,typename ItT>
+ ItT generate(
+ U& urng,
+ ItW b_w, // unnormalized weights
+ ItW e_w, // unnormalized weights
+ ItP b_p, // proposal values
+ ItT b_t, // target values (output)
+ std::size_t n // sample size
+ );
+
+ // Implementation
+
+ template<typename U,typename ItW,typename ItP,typename ItT>
+ ItT generate(
+ U& urng,
+ ItW b_w,
+ ItW e_w,
+ ItP b_p,
+ ItT b_t,
+ std::size_t n
+ ){
+ typedef boost::iterator_range<ItW> range_w_;
+ typedef boost::iterator_range<ItP> range_p_;
+ typedef boost::is::sampler<range_p_> iss_;
+ typedef boost::random::ref_distribution<iss_&> ref_iss_;
+ typedef boost::variate_generator<U&,ref_iss_> gen_iss_;
+
+ range_w_ range_w(b_w,e_w);
+ range_p_ range_p(
+ b_p,
+ boost::next(
+ b_p,
+ std::distance(
+ b_w,
+ e_w
+ )
+ )
+ );
+
+ iss_ iss( range_w, range_p );
+ ref_iss_ ref_iss( iss );
+ gen_iss_ gen_iss( urng, iss );
+
+ return std::generate_n(
+ b_t,
+ n,
+ gen_iss
+ );
+ }
+
+}// is
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,51 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::grid.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_SAMPLING_GRID_HPP_ER_2009
+#define BOOST_IMPORTANCE_SAMPLING_GRID_HPP_ER_2009
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/limits.hpp>
+
+namespace boost{
+namespace is{
+
+// Equally spaced univariate grid.
+template<typename T>
+class grid{
+ public:
+ typedef std::size_t size_type;
+ private:
+ typedef boost::numeric::converter<T,size_type> conv_t;
+ public:
+ typedef T result_type;
+ grid(T min, T max, size_type n);
+ T operator()();
+
+ private:
+ size_type n_;
+ size_type i_;
+ T d_;
+ T x_;
+};
+
+template<typename T>
+grid<T>::grid(T min, T max, size_type n)
+: n_(n), i_(0), d_((max-min)/conv_t::convert(n-1)),x_(min) {}
+
+template<typename T>
+T grid<T>::operator()(){
+ BOOST_ASSERT(i_<n_);
+ T result = x_;
+ x_ += d_;
+ ++i_;
+ return result;
+}
+
+}// is
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_SAMPLING_INCLUDE_HPP_ER_2009
+#define BOOST_IMPORTANCE_SAMPLING_INCLUDE_HPP_ER_2009
+
+#include <boost/importance_sampling/generate.hpp>
+#include <boost/importance_sampling/grid.hpp>
+#include <boost/importance_sampling/sampler.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,125 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::sampler.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_SAMPLING_SAMPLER_HPP_ER_2009
+#define BOOST_IMPORTANCE_SAMPLING_SAMPLER_HPP_ER_2009
+#include <vector>
+#include <boost/mpl/not.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/utility.hpp>
+#include <boost/range.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/uniform_real.hpp>
+#include <boost/random/multinomial_distribution.hpp>
+
+namespace boost{
+namespace is{
+
+// Samples by SIR given a set of proposal values and their unnormalized weights
+//
+// R1: models Range or a reference thereof
+// U: models RandomDistribution (uniform)
+//
+// Usage:
+// typedef S<R1,U> s_;
+// typedef s_::result_type res_;
+// s_ s(weights,proposal_draws);
+// res_ res = s(urng);
+//
+// NB: pre-sorting the weights from largest to smallest may speed up execution.
+template<typename R1, template<typename> class Ur = boost::uniform_real>
+class sampler{
+ typedef typename remove_reference<R1>::type const_values_;
+ typedef is_reference<R1> is_ref_;
+ public:
+ typedef typename range_value<const_values_>::type result_type;
+ private:
+ typedef Ur<result_type> unif_;
+ typedef random::multinomial_distribution<unif_> mult_dist_t;
+ public:
+ typedef typename mult_dist_t::input_type input_type;
+
+ sampler();
+ template<typename R0>
+ sampler(
+ const R0& unnormalized_weights,
+ typename call_traits<R1>::param_type values
+ );
+ sampler(const sampler& that);
+ sampler& operator=(const sampler& that);
+
+ template<typename U> result_type operator()(U& urng)const;
+ const mult_dist_t& multinomial_distribution()const;
+
+ // TODO os/is
+
+ private:
+ mult_dist_t mult_dist_;
+ typename call_traits<R1>::value_type values_;
+};
+
+// Definition //
+
+template<typename R1, template<typename> class Ur>
+sampler<R1,Ur>::sampler(){
+ BOOST_MPL_ASSERT((
+ mpl::not_<is_ref_>
+ ));
+}
+
+template<typename R1, template<typename> class Ur>
+template<typename R0>
+sampler<R1,Ur>::sampler(
+ const R0& unnormalized_weights,
+ typename call_traits<R1>::param_type values
+):mult_dist_(unnormalized_weights),values_(values){
+ BOOST_ASSERT(
+ size(unnormalized_weights) == size(values_)
+ );
+}
+
+template<typename R1, template<typename> class Ur>
+sampler<R1,Ur>::sampler(
+ const sampler& that
+)
+:mult_dist_(that.mult_dist_),values_(that.values_){}
+
+template<typename R1, template<typename> class Ur>
+sampler<R1,Ur>&
+sampler<R1,Ur>::operator=(const sampler& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT((
+ mpl::not_<is_ref_>
+ ));
+ mult_dist_ = that.mult_dist_;
+ values_ = that.values_;
+ }
+ return (*this);
+}
+
+// Random
+template<typename R1, template<typename> class Ur>
+template<typename U>
+typename sampler<R1,Ur>::result_type
+sampler<R1,Ur>::operator()(U& urng)const{
+ typedef typename mult_dist_t::result_type k_t;
+ k_t k = mult_dist_(urng);
+ BOOST_ASSERT( k < size(values_) );
+ return (*next(boost::begin(values_),k));
+}
+
+// Access
+template<typename R1, template<typename> class Ur>
+const typename sampler<R1,Ur>::mult_dist_t&
+sampler<R1,Ur>::multinomial_distribution()const{ return mult_dist_; }
+
+}//random
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,82 @@
+//////////////////////////////////////////////////////////////////////////////
+// importance_sampling::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ tools for sampling by importance weights. For example:
+ generate(urng,b_w, e_w, b_p, b_t, n);
+
+See the related package sandbox/statistics/importance_weights
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/usr/local/boost_1_39_0/
+/sandbox/statistics/utility/
+/sandbox/statistics/standard_distribution/
+/sandbox/statistics/stl/
+
+Link to libboost_serialization-gcc40-mt-1_37.a
+
+[ Models RandomDistribution ]
+ Let R denote a range of values (not restricted to scalars) representing
+ the proposal sample.
+
+ Class
+ is::sampler<R> SIR sampler
+
+[ Sources ]
+
+[1] http://en.wikipedia.org/wiki/Multinomial_distribution
+
+[2] http://en.wikipedia.org/wiki/Particle_filter
+
+[3] A note on Importance Sampling using standardized weights, Augustine Kong,
+Technical report 348, Department of statistics, UChicago, 1992.
+
+[4] Bayesian analysis of massive datasets via particle filters,
+Ridgeway and Madigan
+
+[5] Andrew Gelman et al., Bayesian Data Analysis, CRC Press
+
+[ History ]
+
+July 2009 : Current version
+
+[Output]
+
+Here's the ouput from main.cpp:
+
+->example_sampler :
+
+->example_sampler :
+
+Initial sample :
+(offset,scaling_factor,pc_ess,pc_lt_eps)
+(-1,1,0.438938,0)
+kolmorov smirnov distance series :0.212692,0.162692,0.135872,0.110872,0.0926924,
+0.079359,0.0436733,0.0530073,0.043285,0.0455073,0.0580085,0.0564934,0.0552113,
+0.0469696,0.0464934,0.0520131,0.0516455,0.0568742,0.0595787,0.0448241,0.0462527,
+0.0475514,0.0487372,0.0456575,0.0414679,0.0402088,0.0416852,0.0436694,0.0403644,
+0.0401345,0.0393403,0.0373241,0.0517948,0.0560643,0.0486694,0.0416852,0.0377813,
+0.0419776,0.0485228,0.0497408,0.0519114,0.0546989,0.0503799,0.0511118,0.0526995,
+0.0437623,0.0463637,0.0450339,0.0432469,0.0407926,0.0433182,0.0421493,0.0435474,
+0.0394593,0.0373381,0.0365077,0.0342207,0.037185,0.0349641,0.0328172,0.0326287,
+0.0324701,0.0307292,0.0290426,0.0289465,0.0318836,0.0332404,0.0330868,0.0343868,
+0.0370784,0.0354687,0.0380704,0.039231,0.0376575,0.036126,0.0359505,0.0409745,
+0.0420234,0.04178,0.0415426,0.0413112,0.0398658,0.0384553,0.0370784,0.0357338,
+0.0355833,0.0365857,0.0352926,0.0362758,0.0376072,0.0350797,0.0347811,0.0335453,
+0.0320753,0.0318177,0.0321924,0.0315911,0.0300562,0.0338698,0.0366072,<-
Added: sandbox/statistics/importance_sampling/libs/importance_sampling/example/multi_sampler.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/example/multi_sampler.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,3 @@
+
+
+// TODO
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/libs/importance_sampling/example/multi_sampler.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/example/multi_sampler.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,3 @@
+
+
+// TODO
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,124 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::example::sampler.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <cmath>
+#include <algorithm>
+#include <iterator>
+#include <boost/bind.hpp>
+#include <boost/random.hpp>
+#include <boost/format.hpp>
+#include <boost/function.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/random/normal_distribution.hpp>
+// Must come before non_param/algorithm/sequential_kolmogorov_smirnov_distance:
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp>
+#include <boost/scalar_dist/include.hpp>
+#include <boost/importance_weights/algorithm/prepare_weights.hpp>
+#include <boost/importance_sampling/include.hpp>
+
+void example_sampler(std::ostream& out){
+ out << "->example_sampler : \n";
+
+ // We sample from N(x|mu,sigma^2)N(x|mu,sigma^2) = N(x|mu,sigma^2/2),
+ // using SIR with N(x|mu+sigma,sigma^2) as proposal density.
+ // The quality of the sample is assessed by a series of
+ // kolmorov-distances along the the sample size of the targets.
+ using namespace boost;
+ typedef std::string str_t;
+ typedef double val_;
+ typedef std::vector<val_> vec_;
+ typedef range_iterator<vec_>::type it_val_;
+ typedef std::vector<vec_> mat_;
+ typedef math::normal_distribution<val_> mnd_;
+ typedef math::meta_ratio_pdf<mnd_,mnd_> meta_ratio_;
+ typedef normal_distribution<val_> rd_;
+ typedef mt19937 urng_;
+ typedef variate_generator<urng_&, rd_> gen_t;
+ typedef function<val_(mnd_,val_)> pdf_fun_;
+ typedef importance_weights::prepare_weights<val_> prepare_weights_;
+
+ // Constants
+ const unsigned n_p = 5e3; // Proposal sample size
+ const unsigned n_t_pl = 1e1; // Target sample size per loop
+ const unsigned n_ks = 1e2;
+ const val_ max_log = 0.0;
+ const val_ mu = 0.0;
+ const val_ sigma = 1.0;
+ const val_ target_mu = mu + sigma;
+ const val_ target_sigma = sigma/sqrt(2.0);
+
+ // Initialization
+ prepare_weights_ prepare_weights( max_log );
+ mnd_ md_proposal( mu, sigma );
+ mnd_ md_target( target_mu, target_sigma );
+ rd_ rd( mu, sigma );
+
+ urng_ urng;
+ vec_ vec_ks; vec_ks.reserve(n_ks * n_t_pl);
+ vec_ proposals;
+ proposals.reserve(n_p);
+ vec_ targets;
+ targets.reserve( n_ks * n_t_pl );
+ vec_ is_weights;
+ is_weights.reserve(n_p);
+ gen_t gen(urng,rd);
+ std::generate_n( std::back_inserter(proposals), n_p, gen );
+
+ is_weights.clear();
+ math::transform<math::fun_wrap::log_unnormalized_pdf_>(
+ meta_ratio_::make(md_target,md_proposal),
+ boost::begin(proposals),
+ boost::end(proposals),
+ std::back_inserter(is_weights)
+ );
+
+ prepare_weights(
+ boost::begin(is_weights),
+ boost::end(is_weights),
+ boost::begin(proposals)
+ );
+
+ out << std::endl << "Initial sample : " << std::endl
+ << prepare_weights_::header << std::endl
+ << prepare_weights << std::endl;
+
+ targets.clear();
+ is::generate(
+ urng,
+ boost::begin(is_weights),
+ boost::end(is_weights),
+ boost::begin(proposals),
+ std::back_inserter(targets),
+ n_t_pl * n_ks
+ );
+ {
+ // i 0 1 ... n-1
+ // [b,e) [0,m) [m,2m) ... [(n-1)m,n m)
+ boost::non_param::sequential_kolmogorov_smirnov_distance(
+ md_target,
+ boost::begin(targets),
+ boost::end(targets),
+ n_ks,
+ std::back_inserter(vec_ks)
+ );
+
+ }
+
+ out << "kolmorov smirnov distance series :";
+ std::copy(
+ boost::begin(vec_ks),
+ boost::end(vec_ks),
+ std::ostream_iterator<val_>(out, ",")
+ );
+
+ std::cout << "<-" << std::endl;
+
+}
+
+
Added: sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::example::sampler.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_IMPORTANCE_SAMPLING_EXAMPLE_SAMPLER_H_ER_2009
+#define LIBS_IMPORTANCE_SAMPLING_EXAMPLE_SAMPLER_H_ER_2009
+#include <ostream>
+
+void example_sampler(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_sampling/libs/importance_sampling/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,18 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::src::main.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <boost/assert.hpp>
+#include <libs/importance_sampling/example/sampler.h>
+
+int main(){
+
+ example_sampler(std::cout);
+
+ return 0;
+}
+
Added: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/apply_exp_offset.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/apply_exp_offset.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,60 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::algorithm::apply_exp_offset //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_WEIGHTS_ALGORITHM_APPLY_EXP_OFFSET_HPP_ER_2009
+#define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_APPLY_EXP_OFFSET_HPP_ER_2009
+#include <cmath>
+#include <algorithm>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/math/tools/precision.hpp>
+
+namespace boost{
+namespace importance_weights{
+
+ // Returns The smallest value, c, s/t *i + c <= t, i in [b_w,e_w)
+ // Side effect: *i <- exp(*i+c)
+ //
+ // The greater c, the higher the precision but also risk of isinf.
+ // Textbook often show t = 0 so that exp(w+c) <= 1.
+ template<typename It>
+ typename iterator_value<It>::type
+ apply_exp_offset(
+ It b,
+ It e,
+ typename iterator_value<It>::type t
+ ){
+ typedef typename iterator_value<It>::type val_;
+ val_ max = *std::max_element(b,e);
+ val_ offset = (t - max);
+ std::transform(b,e,b,
+ lambda::bind<val_>(exp,lambda::_1 + offset)
+ );
+ return offset;
+ }
+
+ // Same as above, but t set such that exp(t+epsilon) = inf, exp(t)<inf
+ template<typename It>
+ typename iterator_value<It>::type
+ apply_exp_offset(
+ It b,
+ It e
+ ){
+ typedef typename iterator_value<It>::type val_;
+ const val_ log_max = boost::math::tools::log_max_value<val_>();
+
+ return apply_exp_offset(
+ b,
+ e,
+ log_max
+ );
+ }
+
+}// importance_weights
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,68 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::effective_sample_size.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_WEIGHTS_ALGORITHM_EFFECTIVE_SAMPLE_SIZE_HPP_ER_2009
+#define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_EFFECTIVE_SAMPLE_SIZE_HPP_ER_2009
+#include <algorithm>
+#include <numeric>
+#include <iterator>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/ref.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/functional/mean_var_accumulator.hpp>
+
+namespace boost{
+namespace importance_weights{
+
+ // Finds the number of iid observations whose standard error equates that
+ // of the importance sample mean. The number is reported in proportion to
+ // the input sample size (m). See sources [3] or [4].
+ //
+ // n = m / (1+Var(w)) where the w's are standardized weights
+ // i.e. w[j]<- uw[j]/mean(uw[j]:j=1,...,m), solves A = B, where
+ // A = V((1/n) sum{y[i],i=1,...,n}), y~p(y) (iid)
+ // B = V(sum{y[j]uw[j],i=1,...,m}/sum{uw[j]:j=1,...,m}), y~q, uw propto p/q
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ percentage_effective_sample_size(
+ InIt b_w, // un-normalized weights
+ InIt e_w
+ );
+
+ // Implementation //
+
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ percentage_effective_sample_size(
+ InIt b_w, // un-normalized weights
+ InIt e_w
+ ){
+ typedef typename iterator_value<InIt>::type val_;
+ typedef typename functional::mean_var_accumulator<val_>::type acc_;
+
+ // Var(w/c) = Var(w) / c^2
+
+ static val_ one = static_cast<val_>(1);
+
+ acc_ acc;
+ std::for_each(b_w,e_w, lambda::bind<void>(boost::ref(acc),lambda::_1));
+ val_ v = static_cast<val_>(
+ boost::accumulators::variance(acc)
+ );
+ val_ c = static_cast<val_>(
+ boost::accumulators::mean(acc)
+ );
+ v /= (c*c);
+
+ return one / (one + v);
+ }
+
+}// importance_weights
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/find_scale_to_finite_sum.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/find_scale_to_finite_sum.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,139 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::algorithm::find_scale_to_finite_sum.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_WEIGHTS_ALGORITHM_FIND_SCALE_TO_FINITE_SUM_HPP_ER_2009
+#define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_FIND_SCALE_TO_FINITE_SUM_HPP_ER_2009
+#include <cmath>
+#include <numeric>
+#include <stdexcept>
+#include <boost/lambda/lambda.hpp>
+#include <boost/range.hpp>
+#include <boost/format.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/numeric/conversion/bounds.hpp>
+#include <boost/importance_weights/algorithm/maximal_finite_sums.hpp>
+
+namespace boost{
+namespace importance_weights{
+
+ // Finds c such that the sum over sum{*i/c, i in [b,e)} < inf using the
+ // bisection method.
+ //
+ // Warning: The value c is not insensitive to permutations of [b,e), due
+ // to non-associativity in the fp system
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ find_scale_to_finite_sum(
+ InIt b,InIt e,
+ typename iterator_value<InIt>::type low_init,
+ typename iterator_value<InIt>::type high_init
+ );
+
+ // This version may be faster than that above with low = 1, high = highest
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ find_scale_to_finite_sum(InIt b,InIt e);
+
+ // Implementation //
+
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ find_scale_to_finite_sum(
+ InIt b,InIt e,
+ typename iterator_value<InIt>::type low_init,
+ typename iterator_value<InIt>::type high_init
+ ){
+ typedef typename iterator_value<InIt>::type val_;
+ static val_ zero = static_cast<val_>(0);
+ static val_ two = static_cast<val_>(2);
+ static val_ eps = math::tools::epsilon<val_>();
+
+ BOOST_ASSERT(low_init < high_init);
+ BOOST_ASSERT(low_init > zero);
+ BOOST_ASSERT(high_init > zero);
+ val_ low = low_init;
+ val_ high = high_init;
+ val_ mid = (low + high)/two;
+ val_ delta, acc;
+
+ do{
+ delta = high - low;
+ acc =
+ std::accumulate(b,e,zero, lambda::_1 + ( lambda::_2 / mid) );
+ if(boost::math::isinf(acc)){
+ low = mid;
+ }else{
+ high = mid;
+ }
+ mid = (low+high)/two;
+ }while(
+ delta - (high - low)>eps
+ );
+ static
+ const char* str = "%3% = find_scale_to_finite_sum(b,e,%1%,%2%) = inf";
+ if(
+ boost::math::isinf(
+ std::accumulate(b,e,zero, lambda::_1 + ( lambda::_2 / high) )
+ )
+ ){
+ format f(str); f%low_init%high_init%high;
+ throw std::runtime_error(f.str());
+ }
+ return high;
+ }
+
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ find_scale_to_finite_sum(InIt b,InIt e){
+ typedef typename iterator_value<InIt>::type val_;
+ typedef numeric::bounds<val_> bounds_;
+ typedef std::vector<val_> vec_;
+ static val_ zero = static_cast<val_>(0);
+ static val_ one = static_cast<val_>(1);
+ static val_ two = static_cast<val_>(2);
+ static val_ highest = bounds_::highest();
+ vec_ vec;
+ maximal_finite_sums(b,e,std::back_inserter(vec));
+ val_ low = one;
+ val_ high = highest;
+ val_ mid = find_scale_to_finite_sum(
+ boost::begin(vec),
+ boost::end(vec),
+ low,high
+ );
+ low = mid;
+ high = mid;
+ while(
+ !boost::math::isinf(
+ std::accumulate(b,e,zero, lambda::_1 + ( lambda::_2 / low) )
+ )
+ ){
+ low /= two;
+ if(low<one){
+ low = one;
+ break;
+ }
+ }
+ while(
+ boost::math::isinf(
+ std::accumulate(b,e,zero, lambda::_1 + ( lambda::_2 / high) )
+ )
+ ){
+ high *= two;
+ if(boost::math::isinf(high)){
+ high = highest;
+ break;
+ }
+ }
+ return find_scale_to_finite_sum(b,e,low,high);
+ }
+
+}// importance_weights
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/maximal_finite_sums.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/maximal_finite_sums.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,40 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::algorithm::maximal_finite_sums.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_WEIGHTS_ALGORITHM_MAXIMAL_FINITE_SUMS_HPP_ER_2009
+#define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_MAXIMAL_FINITE_SUMS_HPP_ER_2009
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+
+namespace boost{
+namespace importance_weights{
+
+ // Breaks down the summation of *i, i in [b,e) into maximal finite amounts,
+ // each of which are copied to the output iterator i
+ template<typename InIt,typename OutIt>
+ OutIt maximal_finite_sums(InIt b, InIt e, OutIt i)
+ {
+ typedef typename iterator_value<InIt>::type value_type;
+ value_type sum = static_cast<value_type>(0);
+ while(b!=e){
+ value_type d = *b;
+ if( boost::math::isinf( sum + d ) ){
+ *i = sum;
+ sum = d;
+ ++i;
+ }else{
+ sum += d;
+ }
+ ++b;
+ }
+ return i;
+ };
+
+}// importance_weights
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,162 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::algorithm::prepare_weights.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_WEIGHTS_ALGORITHM_PREPARE_WEIGHTS_HPP_ER_2009
+#define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_PREPARE_WEIGHTS_HPP_ER_2009
+#include <iterator>
+#include <functional>
+#include <boost/lambda/lambda.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/binary_op/algorithm/sort_on_head.hpp>
+#include <boost/non_param/algorithm/proportion_less_than.hpp>
+#include <boost/importance_weights/algorithm/apply_exp_offset.hpp>
+#include <boost/importance_weights/algorithm/scale_to_finite_sum.hpp>
+#include <boost/importance_weights/algorithm/effective_sample_size.hpp>
+
+namespace boost{
+namespace importance_weights{
+
+ // Warning: read side effects carefully.
+ template<typename T>
+ class prepare_weights{
+ public:
+ typedef T value_type;
+ typedef std::size_t size_type;
+
+ prepare_weights();
+ prepare_weights(value_type max_log);
+ // Default copy/assign
+
+ // [ Input ]
+ // max_log controls precision hence raising it should decr pc_lt_eps
+ // but also incr risk that cum_sum isinf.
+ value_type max_log;
+
+ // [ Output ]
+ value_type offset; // lw <- lw + offset, max{lw}+offset = max_log
+ value_type scaling_factor;// w <- w/c such that sum{w/c}<inf
+ value_type pc_ess; // pc effective sample size
+ value_type pc_lt_eps; // pc w<eps
+
+ // [ Side effect ]
+ // 1) w <- exp(lw+offset)
+ // 2) if needed, w <- w/c such that sum{w} < inf
+ // 3) Sorts [b_w,e_w) in decr order, and [b_p,e_p) accordingly
+ template<typename ItW,typename ItP>
+ void operator()(
+ ItW b_w, // log( unnormalized weights )
+ ItW e_w,
+ ItP b_p // proposal values
+ );
+
+ public:
+ static value_type zero;
+ static value_type eps;
+ static value_type default_max_log;
+ static const char* header;
+
+ };
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const prepare_weights<T>& that);
+
+ // Implementation
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const prepare_weights<T>& that){
+ out
+ << '(' << that.offset
+ << ',' << that.scaling_factor
+ << ',' << that.pc_ess
+ << ',' << that.pc_lt_eps
+ << ')';
+ return out;
+ }
+
+ template<typename T>
+ const char* prepare_weights<T>::header
+ = "(offset,scaling_factor,pc_ess,pc_lt_eps)";
+
+ template<typename T>
+ typename prepare_weights<T>::value_type
+ prepare_weights<T>::eps = math::tools::epsilon<value_type>();
+
+ template<typename T>
+ typename prepare_weights<T>::value_type
+ prepare_weights<T>::default_max_log = static_cast<value_type>(0);
+
+ template<typename T>
+ typename prepare_weights<T>::value_type
+ prepare_weights<T>::zero = static_cast<value_type>(0);
+
+ template<typename T>
+ prepare_weights<T>::prepare_weights()
+ :max_log(default_max_log),
+ offset(zero),scaling_factor(zero),pc_ess(zero),pc_lt_eps(zero){}
+
+ template<typename T>
+ prepare_weights<T>::prepare_weights(value_type ml)
+ :max_log(ml),
+ offset(zero),scaling_factor(zero),pc_ess(zero),pc_lt_eps(zero){}
+
+ template<typename T>
+ template<typename ItW,typename ItP>
+ void
+ prepare_weights<T>::operator()(
+ ItW b_w,
+ ItW e_w,
+ ItP b_p
+ ){
+ offset = apply_exp_offset(
+ b_w,
+ e_w,
+ max_log
+ );
+
+ // crucial that this step precedes scale_to_finite_sum because
+ // finiteness is not nec preserved by reordering (non associativity)
+ binary_op::sort_on_head_greater(
+ b_w,
+ e_w,
+ b_p
+ );
+
+ // if max_log is small enough (which costs precision), this does not
+ // nothing i.e. scaling_factor = 1
+ scaling_factor = scale_to_finite_sum(
+ b_w,
+ e_w
+ );
+
+ ItW i_lt_eps = std::lower_bound(
+ b_w,
+ e_w,
+ eps,
+ ( boost::lambda::_1 >= boost::lambda::_2 )
+ );
+
+ value_type n_gt_eps
+ = static_cast<value_type>( std::distance(b_w,i_lt_eps) );
+ value_type n_lt_eps
+ = static_cast<value_type>( std::distance(i_lt_eps,e_w) );
+
+ // Increasing max_log should decrease this number
+ pc_lt_eps = n_lt_eps / ( n_lt_eps + n_gt_eps ) ;
+
+ // Beware that pc_lt_eps >0 may distort ess
+ pc_ess = percentage_effective_sample_size(
+ b_w,
+ e_w
+ );
+ }
+
+}// importance_weights
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/scale_to_finite_sum.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/scale_to_finite_sum.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,72 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::algorithm::scale_to_finite_sum.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_IMPORTANCE_WEIGHTS_ALGORITHM_SCALE_TO_FINITE_SUM_HPP_ER_2009
+#define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_SCALE_TO_FINITE_SUM_HPP_ER_2009
+#include <numeric>
+#include <boost/lambda/lambda.hpp>
+#include <boost/range.hpp>
+#include <boost/importance_weights/algorithm/find_scale_to_finite_sum.hpp>
+
+namespace boost{
+namespace importance_weights{
+
+ // Scales each element [b,e) by the smallest factor, c, such that the sum
+ // is finite.
+ //
+ // [ Warning ] c is not insensitive to permutations of [b,e), due
+ // to non-associativity in the fp system
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ scale_to_finite_sum(InIt b,InIt e,
+ typename iterator_value<InIt>::type low,
+ typename iterator_value<InIt>::type high
+ );
+
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ scale_to_finite_sum(InIt b,InIt e);
+
+ // Implementation //
+
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ scale_to_finite_sum(InIt b,InIt e,
+ typename iterator_value<InIt>::type low,
+ typename iterator_value<InIt>::type high
+ ){
+ typedef typename iterator_value<InIt>::type val_;
+ val_ c = find_scale_finite_sum(
+ b,e,low,high
+ );
+ std::transform(
+ b,
+ e,
+ b,
+ boost::lambda::_1 / c
+ );
+ return c;
+ }
+
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ scale_to_finite_sum(InIt b,InIt e){
+ typedef typename iterator_value<InIt>::type val_;
+ val_ c = find_scale_to_finite_sum(b,e);
+ std::transform(
+ b,
+ e,
+ b,
+ boost::lambda::_1 / c
+ );
+ return c;
+ }
+
+}// importance_weights
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/importance_weights/libs/importance_weights/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/libs/importance_weights/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,55 @@
+//////////////////////////////////////////////////////////////////////////////
+// importance_weights::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+This C++ package contains tools that are commonly needed in manipulating
+importance weights.
+
+[ algorithm ]
+
+The file prepare_weights.hpp probably meets the most common needs and has
+detailed instructions.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/usr/local/boost_1_39_0/
+/sandbox/statistics/non_param/
+/sandbox/statistics/binary_op/
+/sandbox/statistics/functional/
+
+[ Sources ]
+
+[1] http://en.wikipedia.org/wiki/Multinomial_distribution
+[2] http://en.wikipedia.org/wiki/Particle_filter
+[3] A note on Importance Sampling using standardized weights, Augustine Kong,
+Technical report 348, Department of statistics, UChicago, 1992.
+[4] Bayesian analysis of massive datasets via particle filters, Ridgeway and
+Madigan
+
+[ History ]
+
+July 2009 : Current version
+
+[ Output ]
+
+main.cpp:
+
+-> example_algorithm_scale_sum_to_finite : val = 1.79769e+308
+c = 13
+cum_sum = 1.79769e+308
+<-
Added: sandbox/statistics/importance_weights/libs/importance_weights/example/scale_to_finite_sum.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/libs/importance_weights/example/scale_to_finite_sum.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,63 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::example::scale_to_finite_sum.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <ostream>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/numeric/conversion/bounds.hpp>
+#include <boost/importance_weights/algorithm/scale_to_finite_sum.hpp>
+#include <libs/importance_weights/example/scale_to_finite_sum.h>
+
+void example_scale_to_finite_sum(std::ostream& out){
+ out << "-> example_algorithm_scale_sum_to_finite : ";
+ using namespace boost;
+
+ // Types
+ typedef double val_;
+ typedef std::vector<val_> vec_;
+ typedef numeric::bounds<val_> bounds_;
+
+ // Constants
+ const range_size<vec_>::type n = 10;
+
+ // Initialization
+ val_ val = bounds_::highest();
+ out << "val = " << val << std::endl;
+ BOOST_ASSERT( !math::isinf( val ) );
+ BOOST_ASSERT( math::isinf( val + val ) );
+
+ vec_ vec_in(n,val);
+ {
+ using namespace assign;
+ vec_in += val, val, val;
+ }
+
+ // Computations
+ val_ c = importance_weights::scale_to_finite_sum(
+ boost::begin(vec_in),
+ boost::end(vec_in)
+ );
+ BOOST_ASSERT( !math::isinf( c ) );
+
+ out << "c = " << c << std::endl;
+
+ val_ cum_sum = std::accumulate(
+ boost::begin(vec_in),
+ boost::end(vec_in),
+ static_cast<val_>(0)
+ );
+
+ out << "cum_sum = " << cum_sum << std::endl;
+
+ BOOST_ASSERT( !math::isinf( cum_sum ) );
+
+ out << "<-" << std::endl;
+
+}
+
Added: sandbox/statistics/importance_weights/libs/importance_weights/example/scale_to_finite_sum.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/libs/importance_weights/example/scale_to_finite_sum.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::example::scale_to_finite_sum.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_IMPORTANCE_WEIGHTS_EXAMPLE_SCALE_TO_FINITE_SUM_H_ER_2009
+#define LIBS_IMPORTANCE_WEIGHTS_EXAMPLE_SCALE_TO_FINITE_SUM_H_ER_2009
+#include <ostream>
+
+void example_scale_to_finite_sum(std::ostream&);
+
+#endif
Added: sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,21 @@
+///////////////////////////////////////////////////////////////////////////////
+// importance_weights::example::scale_to_finite_sum.h //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/importance_weights/example/scale_to_finite_sum.h>
+
+int main(){
+
+ example_scale_to_finite_sum(std::cout);
+
+ // See package statistics/importance_sampling for more examples.
+
+ return 0;
+}
+
+
+
Added: sandbox/statistics/iterator/boost/iterator/cycle_iterator2_ext.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/boost/iterator/cycle_iterator2_ext.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,163 @@
+// Erwann Rogard, wrote in July 2009:
+//
+// This iterator is by nbecker and was found in the boost's vault.
+// Changes that I made are shown by ER_2007_07
+//
+// arch-tag: d007cbba-7c3d-48e0-9567-af7299fe5708
+#ifndef cycle_iterator2_ext_H
+#define cycle_iterator2_ext_H
+
+#include <boost/iterator/iterator_adaptor.hpp>
+#include <iterator>
+
+namespace boost {
+
+ //! This is a cycle iterator that does NOT keep track of wraparound.
+ template<typename BaseIterator, typename offset_t>
+ class cycle_iterator2_ext : public boost::iterator_adaptor<cycle_iterator2_ext<BaseIterator, offset_t>,
+ BaseIterator
+ >
+ {
+ public:
+ typedef typename boost::iterator_adaptor<cycle_iterator2_ext<BaseIterator, offset_t>,
+ BaseIterator
+ > super_t;
+
+ typedef typename super_t::difference_type difference_type;
+ typedef typename super_t::reference reference;
+
+ explicit cycle_iterator2_ext()
+ :size(0),position(0) // ER_2009_07
+ {}
+
+ explicit cycle_iterator2_ext (BaseIterator const& _b, BaseIterator const& _e, offset_t offset=0) :
+ // base(_b), // ER_2009_07
+ super_t(_b),
+ size (std::distance (_b, _e)) {
+ SetPos (offset);
+ }
+
+ template <typename OtherBase, typename OtherOffset>
+ cycle_iterator2_ext (cycle_iterator2_ext<OtherBase,OtherOffset> const& other,
+ typename enable_if_convertible<OtherBase, BaseIterator>::type* = 0) :
+ // base (other.base), //ER_2009_07
+ super_t(other),
+ size (other.size),
+ position (other.position)
+ {}
+
+ // ER_2009_07
+ template <typename OtherBase, typename OtherOffset>
+ enable_if<
+ is_convertible<OtherBase,BaseIterator>,
+ cycle_iterator2_ext&
+ >
+ operator= (cycle_iterator2_ext<OtherBase,OtherOffset> const& other)
+ {
+ if(&other!=this){
+ super_t& super = static_cast<super_t&>(this);
+ super = other;
+ size = (other.size);
+ position = (other.position);
+ }
+ return *this;
+ }
+
+ private:
+ friend class boost::iterator_core_access;
+
+
+ void increment () {
+ ++position;
+ if (position >= size) {
+ position -= size;
+ }
+ }
+
+ void decrement () {
+ --position;
+ if (position < 0) {
+ position += size;
+ }
+ }
+
+ void SetPos (offset_t newpos) {
+ position = newpos % size;
+ if (position < 0)
+ position += size;
+ }
+
+ void advance (difference_type n) {
+ offset_t newpos = position + n;
+ SetPos (newpos);
+ }
+
+ template<typename OtherBase, typename OtherOffset>
+ difference_type
+ distance_to (cycle_iterator2_ext<OtherBase, OtherOffset> const& y) const {
+ if (size == 0)
+ return 0;
+
+ else {
+ offset_t pos1 = realposition();
+ offset_t pos2 = y.realposition();
+ // return -(pos1 - pos2);
+ offset_t diff = pos1 - pos2;
+ if (diff < 0)
+ diff += size;
+ return -diff;
+ }
+ }
+
+ template<typename OtherBase, typename OtherOffset>
+ bool equal (cycle_iterator2_ext<OtherBase, OtherOffset> const& y) const {
+ return distance_to (y) == 0;
+ }
+
+ reference dereference() const {
+ //return *(base + position); //ER_2009_07
+ return *(this->base_reference() + position);
+ }
+
+ offset_t PositiveMod (offset_t x) const {
+ offset_t y = x % size;
+ if (y < 0)
+ y += size;
+ return y;
+ }
+
+ public:
+
+
+ reference operator[] (difference_type n) const {
+// return *(base + PositiveMod (position + n)); //ER_2009_07
+ return *(this->base_reference() + PositiveMod (position + n));
+ }
+
+ offset_t offset() const { return position; }
+
+ offset_t realposition () const {
+ return position;
+ }
+
+
+ // private:
+
+ //BaseIterator base; //ER_2009_07
+ offset_t size;
+ offset_t position;
+ };
+
+ template<typename offset_t, typename BaseIterator>
+ cycle_iterator2_ext<BaseIterator, offset_t> make_cycle_iterator2_ext(BaseIterator b, BaseIterator e, offset_t offset=0) {
+ return cycle_iterator2_ext<BaseIterator, offset_t> (b, e, offset);
+ }
+
+ template<typename BaseIterator>
+ cycle_iterator2_ext<BaseIterator, int> make_cycle_iterator2_ext(BaseIterator b, BaseIterator e, int offset=0) {
+ return cycle_iterator2_ext<BaseIterator, int> (b, e, offset);
+ }
+
+} //namespace boost
+
+#endif
Added: sandbox/statistics/iterator/boost/iterator/cycle_iterator_ext.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/boost/iterator/cycle_iterator_ext.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,170 @@
+// Erwann Rogard, wrote in July 2009:
+//
+// This iterator is by nbecker and was found in the boost's vault.
+// Changes that I made are shown by ER_2007_07
+//
+// arch-tag: ed320324-7f40-4e99-8364-8a6b7cf4d19e
+#ifndef cycle_iterator_ext_HPP_2009
+#define cycle_iterator_ext_HPP_2009
+#include <boost/type_traits/is_convertible.hpp>
+#include <boost/utility/enable_if.hpp>
+#include <boost/iterator/iterator_adaptor.hpp>
+#include <iterator>
+
+namespace boost {
+
+ //! This is a cycle iterator that does keep track of wraparound.
+ template<typename BaseIterator, typename offset_t>
+ class cycle_iterator_ext : public boost::iterator_adaptor<cycle_iterator_ext<BaseIterator, offset_t>,
+ BaseIterator
+ >
+ {
+ public:
+ typedef typename boost::iterator_adaptor<cycle_iterator_ext<BaseIterator, offset_t>,
+ BaseIterator
+ > super_t;
+
+ typedef typename super_t::difference_type difference_type;
+ typedef typename super_t::reference reference;
+
+ explicit cycle_iterator_ext()
+ :super_t(),size(0),position(0),wrap(0) // ER_2009_07
+ {}
+
+ explicit cycle_iterator_ext (BaseIterator const& _b, BaseIterator const& _e, offset_t offset=0) :
+ //base(_b), //ER_2009_07
+ super_t(_b), //ER_2009_07
+ size (std::distance (_b, _e))
+ , wrap(0) //ER_2009_07
+ {
+ SetPos (offset);
+ }
+
+
+ template <typename OtherBase, typename OtherOffset>
+ cycle_iterator_ext (cycle_iterator_ext<OtherBase,OtherOffset> const& other,
+ typename enable_if_convertible<OtherBase, BaseIterator>::type* = 0) :
+ super_t(other), // ER_2009_07
+ //base (other.base), // ER_2009_07
+ size (other.size),
+ position (other.position),
+ wrap (other.wrap)
+ {}
+
+ // ER_2009_07
+ template <typename OtherBase, typename OtherOffset>
+ enable_if<
+ is_convertible<OtherBase,BaseIterator>,
+ cycle_iterator_ext&
+ >
+ operator= (cycle_iterator_ext<OtherBase,OtherOffset> const& other)
+ {
+ if(&other!=this){
+ super_t& super = static_cast<super_t&>(this);
+ super = other;
+ size = (other.size),
+ position = (other.position),
+ wrap = (other.wrap);
+ }
+ return *this;
+ }
+
+ private:
+ friend class boost::iterator_core_access;
+
+ void increment () {
+ ++position;
+ if (position >= size) {
+ ++wrap;
+ position -= size;
+ }
+ }
+
+ void decrement () {
+ --position;
+ if (position < 0) {
+ --wrap;
+ position += size;
+ }
+ }
+
+ void SetPos (offset_t newpos) {
+ position = newpos % size;
+ wrap = newpos / size;
+ if (position < 0) {
+ --wrap;
+ position += size;
+ }
+ }
+
+ void advance (difference_type n) {
+ offset_t newpos = realposition() + n;
+ SetPos (newpos);
+ }
+
+ template<typename OtherBase, typename OtherOffset>
+ difference_type
+ distance_to (cycle_iterator_ext<OtherBase, OtherOffset> const& y) const {
+ if (size == 0)
+ return 0;
+
+ else {
+ offset_t pos1 = realposition();
+ offset_t pos2 = y.realposition();
+ return -(pos1 - pos2);
+ }
+ }
+
+ template<typename OtherBase, typename OtherOffset>
+ bool equal (cycle_iterator_ext<OtherBase, OtherOffset> const& y) const {
+ return distance_to (y) == 0;
+ }
+
+ reference dereference() const {
+ // return *(base + position); // ER_2009_07
+ return *(this->base_reference() + position); // ER_2009_07
+ }
+
+ offset_t PositiveMod (offset_t x) const {
+ offset_t y = x % size;
+ if (y < 0)
+ y += size;
+ return y;
+ }
+
+ public:
+
+
+ reference operator[] (difference_type n) const {
+ // return *(base + PositiveMod (position + n)); // ER_2009_07
+ return *(this->base_reference() + PositiveMod (position + n)); // ER_2009_07
+ }
+
+ offset_t offset() const { return position; }
+
+ offset_t realposition () const {
+ return position + wrap * size;
+ }
+
+
+ // private:
+
+ // BaseIterator base; // ER_2009
+ offset_t size;
+ offset_t position;
+ offset_t wrap;
+ };
+
+ template<typename offset_t, typename BaseIterator>
+ cycle_iterator_ext<BaseIterator, offset_t> make_cycle_iterator_ext(BaseIterator b, BaseIterator e, offset_t offset=0) {
+ return cycle_iterator_ext<BaseIterator, offset_t> (b, e, offset);
+ }
+
+ template<typename BaseIterator>
+ cycle_iterator_ext<BaseIterator, int> make_cycle_iterator_ext(BaseIterator b, BaseIterator e, int offset=0) {
+ return cycle_iterator_ext<BaseIterator, int> (b, e, offset);
+ }
+
+} //namespace boost
+
+#endif
Added: sandbox/statistics/iterator/boost/iterator/range_cycle.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/boost/iterator/range_cycle.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,81 @@
+///////////////////////////////////////////////////////////////////////////////
+// iterator::range_cycle.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_ITERATOR_RANGE_CYCLE_ER_2009
+#define BOOST_ITERATOR_RANGE_CYCLE_ER_2009
+#include <boost/range.hpp>
+#include <boost/utility.hpp>
+#include <boost/iterator/cycle_iterator_ext.hpp>
+#include <boost/iterator/cycle_iterator2_ext.hpp>
+#include <boost/numeric/conversion/bounds.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+
+namespace boost{
+
+ // W = cycle_iterator_ext or = cycle_iterator2_ext
+ template<template<typename,typename> class W>
+ class iterator_cycle{
+ public:
+ typedef std::size_t size_type;
+
+ template<typename It>
+ struct apply{
+ typedef W<It,size_type> it_;
+ typedef iterator_range<it_> type;
+ };
+
+ template<typename It>
+ typename apply<It>::type
+ static make(
+ It b,
+ It e,
+ size_type offset ,
+ size_type n
+ ){
+ typedef typename apply<It>::it_ it_;
+ typedef typename apply<It>::type res_;
+ it_ it(b,e,offset);
+ return res_(
+ it,
+ boost::next(it,n)
+ );
+ }
+
+ };
+
+ // From a range to a cycle
+ template<template<typename,typename> class W = cycle_iterator_ext>
+ class range_cycle{
+ public:
+
+ typedef iterator_cycle<W> it_cycle_;
+ typedef typename it_cycle_::size_type size_type;
+
+ template<typename R>
+ struct apply :
+ it_cycle_::template apply<typename range_iterator<R>::type> {};
+
+ template<typename R>
+ typename apply<R>::type
+ static make(
+ R& r,
+ size_type offset,
+ size_type n
+ ){
+ return it_cycle_::make(
+ boost::begin(r),
+ boost::end(r),
+ offset,
+ n
+ );
+ }
+
+ };
+
+} //boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/iterator/libs/iterator/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/libs/iterator/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,33 @@
+//////////////////////////////////////////////////////////////////////////////
+// iterator::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+This C++ package contains iterators.
+
+[ Useful links ]
+
+http://www.boost.org/doc/libs/1_39_0/libs/iterator/doc/index.html
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/usr/local/boost_1_39_0/
+
+[ History ]
+
+July 2009 : Current version
+
Added: sandbox/statistics/iterator/libs/iterator/example/range_cycle.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/libs/iterator/example/range_cycle.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,62 @@
+///////////////////////////////////////////////////////////////////////////////
+// example::iterator::range_cycle.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <boost/assign/std/vector.hpp>
+#include <boost/range.hpp>
+#include <vector>
+#include <boost/iterator/cycle_iterator_ext.hpp>
+#include <boost/iterator/range_cycle.hpp>
+#include <libs/iterator/example/range_cycle.h>
+
+void example_range_cycle(std::ostream& out){
+ out << "->example_iterator_cycle_range : ";
+
+ using namespace boost;
+
+ typedef unsigned val_;
+ typedef std::vector<val_> vals_;
+ typedef range_size<vals_>::type size_;
+
+ typedef boost::range_cycle<> range_cycle_;
+ typedef range_cycle_::apply<vals_>::type cycle_;
+ const size_ n = 5;
+ const size_ k = 2;
+
+ vals_ vals;
+ {
+ using namespace assign;
+ for(unsigned i = 0; i<k; i++){
+ vals.push_back(i);
+ }
+ }
+
+ cycle_ cycle = range_cycle_::make(vals,0,n);
+ BOOST_ASSERT( !cycle.is_singular() );
+ BOOST_ASSERT(size( cycle ) == n);
+ for(unsigned i = 0; i<n; i++){
+ BOOST_ASSERT(
+ *next(boost::begin(cycle),i) == (i%k)
+ );
+ }
+ cycle_ cycle2;
+ BOOST_ASSERT( cycle2.is_singular() );
+ cycle2 = cycle;
+ for(unsigned i = 0; i<n; i++){
+ BOOST_ASSERT(
+ *next(boost::begin(cycle2),i) == (i%k)
+ );
+ }
+
+// copy(
+// boost::begin(cycle2),
+// boost::end(cycle2),
+// std::ostream_iterator<val_>(out," ")
+// );
+
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/iterator/libs/iterator/example/range_cycle.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/libs/iterator/example/range_cycle.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// example::iterator::range_cycle.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_ITERATOR_EXAMPLE_RANGE_CYCLE_ER_2009
+#define LIBS_ITERATOR_EXAMPLE_RANGE_CYCLE_ER_2009
+
+#include <ostream>
+
+void example_range_cycle(std::ostream& out);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/iterator/libs/iterator/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/iterator/libs/iterator/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,9 @@
+#include <iostream>
+#include <libs/iterator/example/range_cycle.h>
+
+int main () {
+
+ example_range_cycle(std::cout);
+
+ return 0;
+}
Added: sandbox/statistics/joint_dist/boost/joint_dist/distribution/detail/dim.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/distribution/detail/dim.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,47 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::distribution::detail::dim.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_JOINT_DIST_DISTRIBUTION_DETAIL_DIM_HPP_ER_2009
+#define BOOST_JOINT_DIST_DISTRIBUTION_DETAIL_DIM_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+
+namespace boost{
+namespace joint_dist{
+namespace detail{
+
+ struct dim{
+ typedef std::size_t size_type;
+
+ dim();
+ dim(size_type n);
+
+ const size_type& dimension()const;
+
+ private:
+ size_type n_;
+ };
+
+ std::ostream& operator<<(std::ostream& out,const dim& d);
+
+ // Implementation //
+
+ dim::dim():n_(0){};
+ dim::dim(size_type n):n_(n){};
+ const dim::size_type& dim::dimension()const{ return n_; }
+
+ std::ostream& operator<<(std::ostream& out,const dim& d){
+ return (out << (format("dim(%1%)")%d.dimension()).str());
+ }
+
+
+}// detail
+}// joint_dist
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/distribution/iid.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/distribution/iid.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,122 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::distribution::iid.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_JOINT_DIST_DISTRIBUTION_IID_HPP_ER_2009
+#define BOOST_JOINT_DIST_DISTRIBUTION_IID_HPP_ER_2009
+#include <cmath>
+#include <stdexcept>
+#include <numeric>
+#include <functional>
+#include <ostream>
+#include <boost/mpl/bool.hpp>
+#include <boost/range.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/format.hpp>
+#include <boost/scalar_dist/fun_wrap/log_unnormalized_pdf.hpp>
+#include <boost/scalar_dist/algorithm/accumulate.hpp>
+#include <boost/joint_dist/distribution/detail/dim.hpp>
+#include <boost/joint_dist/meta/is_joint_dist.hpp>
+
+namespace boost{
+namespace joint_dist{
+
+ // An iid distribution
+ template<typename D>
+ class iid : D, public detail::dim{
+ public:
+ typedef typename D::value_type value_type;
+ typedef typename D::policy_type policy_type;
+ typedef D element_type;
+
+ iid();
+ iid(const D& d,size_type dim);
+ iid(const iid& that);
+ iid& operator=(const iid& that);
+
+ const element_type& element()const;
+
+ };
+
+ template<typename D>
+ struct is_joint_dist< iid<D> > : mpl::bool_<true> {};
+
+ template<typename D>
+ std::ostream& operator<<(std::ostream& out, const iid<D>& that);
+
+ template<typename D,typename R>
+ typename D::value_type log_unnormalized_pdf(
+ const iid<D>& dist,
+ const R& sample
+ );
+
+ template<typename D,typename R>
+ typename D::value_type pdf(
+ const iid<D>& dist,
+ const R& sample
+ );
+
+ // Implementation //
+
+ template<typename D>
+ const typename iid<D>::element_type&
+ iid<D>::element()const{
+ return static_cast<const D&>(*this);
+ }
+
+ template<typename D> iid<D>::iid() : D(), dim(0){}
+
+ template<typename D>
+ iid<D>::iid(const D& d,size_type n):D(d),dim(n){}
+
+ template<typename D> iid<D>::iid(const iid& that):D(that),dim(that){}
+
+ template<typename D> iid<D>&
+ iid<D>::operator=(const iid& that){
+ if(&that!=this){
+ D::operator=(that);
+ dim::operator=(that);
+ }
+ return *this;
+ }
+
+ template<typename D>
+ std::ostream& operator<<(std::ostream& out, const iid<D>& that){
+ static const char* msg = "iid{%1%:i=0,...,%2%}";
+ return (out<<
+ (
+ format(msg) % that.element() % that.dimension()
+ ).str()
+ );
+ }
+
+ template<typename D,typename R>
+ typename D::value_type log_unnormalized_pdf(const iid<D>& dist,const R& x){
+ const char* msg = "log_unnormalized_pdf(%1%) : size(x) = != dim = %2%";
+ if( boost::size(x) != dist.dimension() ){
+ throw std::runtime_error(
+ (format(msg)%size(x)%dist.dimension()).str()
+ );
+ }
+ typedef iid<D> iid_;
+ typedef typename iid_::value_type val_;
+ val_ init = static_cast<val_>(0);
+ val_ log_pdf
+ = math::accumulate<std::plus,math::fun_wrap::log_unnormalized_pdf_>(
+ dist.element(),
+ boost::begin(x),
+ boost::end(x),
+ init
+ );
+ return log_pdf;
+ };
+
+}// joint_dist
+}// boost
+
+#endif
Added: sandbox/statistics/joint_dist/boost/joint_dist/distribution/independent.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/distribution/independent.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,132 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::distribution::independent.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_JOINT_DIST_DISTRIBUTION_INDEPENDENT_HPP_ER_2009
+#define BOOST_JOINT_DIST_DISTRIBUTION_INDEPENDENT_HPP_ER_2009
+#include <cmath>
+#include <vector>
+#include <ostream>
+#include <numeric>
+#include <boost/mpl/bool.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/scalar_dist/fun_wrap/log_unnormalized_pdf.hpp>
+#include <boost/joint_dist/distribution/detail/dim.hpp>
+#include <boost/joint_dist/meta/is_joint_dist.hpp>
+
+namespace boost{
+namespace joint_dist{
+
+ // Joint distribution of a collection of indepdendent variables, each from
+ // the same distribution, but with different parameters
+ template<typename R>
+ class independent : detail::dim{
+ public:
+ typedef typename remove_reference<R>::type cv_r_;
+ typedef typename remove_cv<cv_r_>::type elements_type;
+ typedef
+ typename range_value<elements_type>::type element_type;
+
+ typedef typename element_type::value_type value_type;
+ typedef typename element_type::policy_type policy_type;
+
+ independent();
+ independent(typename call_traits<R>::param_type vec);
+ independent(const independent&);
+ independent& operator=(const independent& that);
+
+ typename call_traits<R>::const_reference elements()const;
+
+ private:
+ typename call_traits<R>::value_type distributions_;
+ };
+
+ template<typename D>
+ struct is_joint_dist< independent<D> > : mpl::bool_<true> {};
+
+ template<typename R>
+ std::ostream& operator<<(std::ostream& out, const independent<R>& d);
+
+ template<typename R,typename R1>
+ typename independent<R>::value_type
+ log_unnormalized_pdf(const independent<R>& dist,const R1& x);
+
+ // Implementation //
+
+ template<typename R>
+ std::ostream& operator<<(std::ostream& out, const independent<R>& d){
+ out << "independent"<< '(' << ' ';
+ typedef independent<R> indeps_;
+ typedef typename indeps_::element_type elem_;
+ BOOST_FOREACH(const elem_& elem,d.elements()){
+ out << elem << ' ';
+ }
+ out << ')';
+ return out;
+ }
+
+ template<typename R>
+ independent<R>::independent():distributions_(),dim(){}
+
+ template<typename R>
+ independent<R>::independent(typename call_traits<R>::param_type vec)
+ :distributions_(vec),dim(boost::size(vec)){}
+
+ template<typename R>
+ independent<R>::independent(const independent& that)
+ :distributions_(that.distributions_),dim(that){}
+
+ template<typename R>
+ independent<R>&
+ independent<R>::operator=(const independent& that){
+ if(&that!=this){
+ (this->distributions) = that.distributions;
+ dim::operator=(that);
+ }
+ return *this;
+ }
+
+ template<typename R>
+ typename call_traits<R>::const_reference
+ independent<R>::elements()const{
+ return this->distributions_;
+ }
+
+ template<typename R,typename R1>
+ typename independent<R>::value_type
+ log_unnormalized_pdf(const independent<R>& dist,const R1& x){
+ typedef independent<R> indeps_;
+ typedef typename indeps_::value_type val_;
+ typedef typename indeps_::element_type dist_;
+ val_ init = static_cast<val_>(0);
+ BOOST_ASSERT(
+ boost::size(x) == boost::size(dist.elements())
+ );
+ typedef math::fun_wrap::log_unnormalized_pdf_<dist_> f_;
+ val_ log_pdf = std::inner_product(
+ boost::begin(dist.elements()),
+ boost::end(dist.elements()),
+ boost::begin(x),
+ init,
+ lambda::_1 + lambda::_2,
+ lambda::bind(
+ f_::instance,
+ lambda::_1,
+ lambda::_2
+ )
+ );
+ return log_pdf;
+ }
+
+}// joint_dist
+}// boost
+
+#endif
Added: sandbox/statistics/joint_dist/boost/joint_dist/distributions/iid.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/distributions/iid.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::distributions::iid.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_JOINT_DIST_DISTRIBUTIONS_IID_HPP_ER_2009
+#define BOOST_JOINT_DIST_DISTRIBUTIONS_IID_HPP_ER_2009
+
+#include <boost/joint_dist/distribution/iid.hpp>
+#include <boost/joint_dist/random/iid.hpp>
+
+#endif
Added: sandbox/statistics/joint_dist/boost/joint_dist/distributions/independent.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/distributions/independent.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::distributions::independent.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_JOINT_DIST_DISTRIBUTIONS_INDEPENDENT_HPP_ER_2009
+#define BOOST_JOINT_DIST_DISTRIBUTIONS_INDEPENDENT_HPP_ER_2009
+
+#include <boost/joint_dist/distribution/independent.hpp>
+#include <boost/joint_dist/random/independent.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/detail/fun_wrap.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/detail/fun_wrap.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,33 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::fun_wrap::cdf::detail::fun_wrap.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_FUN_WRAP_DETAIL_FUN_WRAP_ER_2009
+#define BOOST_JOINT_DIST_FUN_WRAP_DETAIL_FUN_WRAP_ER_2009
+#include <boost/joint_dist/meta/pointer.hpp>
+
+namespace boost{
+namespace joint_dist{
+namespace fun_wrap{
+namespace detail{
+
+ template<typename D,typename R,typename pointer<D,R>::type f>
+ struct fun_wrap{
+ typedef function<D> fun_;
+ typedef typename pointer<D,R>::type type;
+ static type instance;
+ };
+
+ template<typename D,typename R,typename pointer<D,R>::type f>
+ typename fun_wrap<D,R,f>::type
+ fun_wrap<D,R,f>::instance = f;
+
+}// detail
+}// fun_wrap
+}// joint_dist
+}// boost
+
+#endif
Added: sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::fun_wrap::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_FUN_WRAP_INCLUDE_PDF_ER_2009
+#define BOOST_JOINT_DIST_FUN_WRAP_INCLUDE_PDF_ER_2009
+
+#include <boost/joint_dist/fun_wrap/log_unnormalized_pdf.hpp>
+
+#endif
+
Added: sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/log_unnormalized_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/fun_wrap/log_unnormalized_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,27 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::fun_wrap::log_unnormalized_pdf.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_FUN_WRAP_LOG_UNNORMALIZED_PDF_ER_2009
+#define BOOST_JOINT_DIST_FUN_WRAP_LOG_UNNORMALIZED_PDF_ER_2009
+#include <boost/joint_dist/fun_wrap/detail/fun_wrap.hpp>
+
+namespace boost{
+namespace joint_dist{
+
+ template<typename D,typename R>
+ typename D::value_type log_unnormalized_pdf(const D& d,const R& x);
+
+ namespace fun_wrap{
+ template<typename D,typename R>
+ struct log_unnormalized_pdf_
+ : detail::fun_wrap<D,R,log_unnormalized_pdf>{};
+ }
+
+}// joint_dist
+}// boost
+
+#endif
Added: sandbox/statistics/joint_dist/boost/joint_dist/meta/delegate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/meta/delegate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,27 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::meta::delegate.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_META_DELEGATE_ER_2009
+#define BOOST_JOINT_DIST_META_DELEGATE_ER_2009
+#include <boost/function.hpp>
+#include <boost/joint_dist/meta/signature.hpp>
+#include <boost/joint_dist/meta/pointer.hpp>
+
+namespace boost{
+namespace joint_dist{
+
+ template<typename D,typename R>
+ struct delegate{
+ typedef signature<R> meta_sig;
+ typedef typename meta_sig::type sig_;
+ typedef boost::function<sig_> type;
+ };
+
+}// joint_dist
+}// boost
+
+#endif
Added: sandbox/statistics/joint_dist/boost/joint_dist/meta/is_joint_dist.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/meta/is_joint_dist.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::meta::is_joint_dist.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_FUN_WRAP_META_IS_JOINT_DIST_ER_2009
+#define BOOST_JOINT_DIST_FUN_WRAP_META_IS_JOINT_DIST_ER_2009
+#include <boost/mpl/bool.hpp>
+
+namespace boost{
+namespace joint_dist{
+
+ template<typename D>
+ struct is_joint_dist : mpl::bool_<false> {};
+
+ // What for? Manage overload set externally
+
+}// joint_dist
+}// boost
+
+#endif
+
+
Added: sandbox/statistics/joint_dist/boost/joint_dist/meta/pointer.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/meta/pointer.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::meta::pointer.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_META_POINTER_ER_2009
+#define BOOST_JOINT_DIST_META_POINTER_ER_2009
+#include <boost/joint_dist/meta/signature.hpp>
+
+namespace boost{
+namespace joint_dist{
+
+ template<typename D,typename R>
+ struct pointer{
+ typedef signature<D,R> meta_sig_;
+ typedef typename meta_sig_::type sig_;
+ typedef sig_* type;
+ };
+
+}// joint_dist
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/meta/signature.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/meta/signature.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,26 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::meta::signature.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_META_SIGNATURE_ER_2009
+#define BOOST_JOINT_DIST_META_SIGNATURE_ER_2009
+
+namespace boost{
+namespace joint_dist{
+
+ template<typename D,typename R>
+ struct signature{
+ typedef typename D::value_type value_type;
+ typedef value_type type(
+ const D&,
+ const R&
+ );
+ };
+
+}// joint_dist
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/random/generate_n.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/random/generate_n.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,114 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::random::generate_n.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_RANDOM_GENERATE_N_ER_2009
+#define BOOST_JOINT_DIST_RANDOM_GENERATE_N_ER_2009
+#include <algorithm>
+#include <boost/lambda/bind.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/concept_check.hpp>
+#include <boost/iterator/iterator_concepts.hpp>
+#include <boost/utility/enable_if.hpp>
+#include <boost/range.hpp>
+#include <boost/mpl/nested_type.hpp>
+#include <boost/dist_random/random/generate_n.hpp>
+#include <boost/dist_random/random/sample.hpp>
+#include <boost/joint_dist/fun_wrap/include.hpp>
+#include <boost/joint_dist/meta/is_joint_dist.hpp>
+
+namespace boost{
+
+ // To be consistent with dist_random, generate_n is in namespace boost
+ // not namespace boost::joint_dist. enable_if is used instead.
+
+ // Requirements:
+ // size(*it_rx) == jd.dimension()
+ template<typename ItRx,typename N,typename D,typename U>
+ typename enable_if<
+ joint_dist::is_joint_dist<D>,
+ ItRx
+ >::type
+ generate_n(ItRx b_rx,N n,const D& jd,U& urng);
+
+ // F is defined in joint_dist/fun_wrap
+ template<template<typename,typename> class F,
+ typename ItRx,typename ItF,typename N,typename D,typename U>
+ typename enable_if<
+ joint_dist::is_joint_dist<D>,
+ ItRx
+ >::type
+ generate_function_n(ItRx b_rx,ItF b_f,N n,const D& jd,U& urng);
+
+ // Same a previous, but F = fun_wrap::log_unnormalized_pdf_
+ template<typename ItRx,typename ItF,typename N,typename D,typename U>
+ typename enable_if<
+ joint_dist::is_joint_dist<D>,
+ ItRx
+ >::type
+ generate_n(ItRx b_rx,ItF b_f,N n,const D& jd,U& urng){
+ return generate_function_n<joint_dist::fun_wrap::log_unnormalized_pdf_>(
+ b_rx,b_f,n,jd,urng
+ );
+ }
+
+ // Implementation //
+
+ template<typename ItRx,typename N,typename D,typename U>
+ typename enable_if<
+ joint_dist::is_joint_dist<D>,
+ ItRx
+ >::type
+ generate_n(ItRx b_rx,N n,const D& jd,U& urng){
+ typedef typename iterator_value<ItRx>::type row_;
+
+ // std::back_inserter cannot work
+ BOOST_CONCEPT_ASSERT((boost_concepts::IncrementableIterator<ItRx>));
+ BOOST_CONCEPT_ASSERT((boost_concepts::WritableIterator<ItRx>));
+
+ typedef N size_;
+ size_ i = 0;
+ while(i<n){
+ row_& row = *b_rx;
+ sample(
+ boost::begin( row ),
+ jd,
+ urng
+ );
+ ++b_rx;
+ ++i;
+ }
+ return b_rx;
+ }
+
+ template<template<typename,typename> class F,
+ typename ItRx,typename ItF,typename N,typename D,typename U>
+ typename enable_if<
+ joint_dist::is_joint_dist<D>,
+ ItRx
+ >::type
+ generate_function_n(ItRx b_rx,ItF b_f,N n,const D& jd,U& urng){
+ ItRx e_rx = generate_n(b_rx,n,jd,urng);
+
+ typedef typename iterator_value<ItRx>::type r_;
+ typedef F<D,r_> mf_;
+ typename mf_::type f = mf_::instance;
+
+ std::transform(
+ b_rx,
+ e_rx,
+ b_f,
+ boost::lambda::bind(f,jd,boost::lambda::_1)
+ );
+ return e_rx;
+ }
+
+
+//} // intentional
+}//boost
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/random/iid.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/random/iid.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,33 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::random::iid.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_RANDOM_IID_ER_2009
+#define BOOST_JOINT_DIST_RANDOM_IID_ER_2009
+#include <algorithm>
+#include <boost/dist_random/random/generate_n.hpp>
+#include <boost/joint_dist/distribution/iid.hpp>
+
+namespace boost{
+
+ // Warning: include this file after
+ // <boost/dist_random/distributions/D.hpp>
+
+ template<typename It,typename D,typename U>
+ It sample(It out,const joint_dist::iid<D>& dist,U& urng);
+
+ // Implem
+
+ template<typename It,typename D,typename U>
+ It sample(It out,const joint_dist::iid<D>& dist,U& urng){
+ return generate_n(
+ out, dist.dimension(),dist.element(), urng
+ );
+ }
+
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/random/independent.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/random/independent.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,43 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::random::independent.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_JOINT_DIST_RANDOM_INDEPENDENT_ER_2009
+#define BOOST_JOINT_DIST_RANDOM_INDEPENDENT_ER_2009
+#include <algorithm>
+#include <boost/foreach.hpp>
+#include <boost/concept_check.hpp>
+#include <boost/iterator/iterator_concepts.hpp>
+#include <boost/dist_random/random/sample.hpp>
+#include <boost/joint_dist/distribution/independent.hpp>
+
+namespace boost{
+
+ // Warning: include this file after
+ // <boost/dist_random/distributions/D.hpp>
+
+ template<typename It,typename Ds,typename U>
+ It sample(It out,const joint_dist::independent<Ds>& dist,U& urng);
+
+ // Implem
+
+ template<typename It,typename Ds,typename U>
+ It sample(It out,const joint_dist::independent<Ds>& dist,U& urng){
+ BOOST_CONCEPT_ASSERT((boost_concepts::IncrementableIterator<It>));
+ BOOST_CONCEPT_ASSERT((boost_concepts::WritableIterator<It>));
+ typedef typename joint_dist::independent<Ds> ind_;
+ typedef typename ind_::element_type d_;
+ // TODO: std::transform
+ BOOST_FOREACH(const d_& d,dist.elements()){
+ *out = sample(d,urng);
+ ++out;
+ }
+ return out;
+ }
+
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/boost/joint_dist/unscope/log_unnormalized_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/boost/joint_dist/unscope/log_unnormalized_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,33 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::unscope::log_unnormalized_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_JOINT_DIST_UNSCOPE_LOG_UNNORMALIZED_PDF_HPP_ER_2009
+#define BOOST_JOINT_DIST_UNSCOPE_LOG_UNNORMALIZED_PDF_HPP_ER_2009
+#include <boost/utility/enable_if.hpp>
+#include <boost/mpl/identity.hpp>
+#include <boost/joint_dist/meta/is_joint_dist.hpp>
+
+namespace boost{
+
+ namespace joint_dist{
+ template<typename D,typename X>
+ typename D::value_type log_unnormalized_pdf(const D& d,const X& x);
+ }
+
+ template<typename D,typename X>
+ typename boost::lazy_enable_if<
+ D,
+ mpl::identity<typename D::value_type>
+ >
+ log_unnormalized_pdf(const D& d,const X& x){
+ return joint_dist::log_unnormalized_pdf<D>(d,x);
+ }
+
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/libs/joint_dist/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/libs/joint_dist/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,105 @@
+//////////////////////////////////////////////////////////////////////////////
+// joint_dist::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These C++ classes mirror sandbox/statistics/scalar_dist but in the multivariate
+framework.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/usr/local/boost_1_39_0/
+/sandbox/statistics/arithmetic/
+/sandbox/statistics/dist_random
+/sandbox/statistics/mpl/
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/standard_distribution/
+/sandbox/statistics/vector_space/
+
+[ Bugs ]
+
+A possible bug is described in example_1.cpp
+
+[ History ]
+
+July 2009 : Current version
+
+[ distributions ]
+ Collects hpp files pertaining to a given distribution
+
+[ distribution ]
+
+ Defines a distribution and possibly associated functions
+ (log_unnormalized_pdf). Currently:
+ iid
+ independent
+
+[ fun_wrap ]
+
+ Similar to fun_wrap in scalard_dist
+
+[ meta ]
+
+ Similar to meta in scalard_dist.
+
+ is_joint_dist is used to manage the overload set non-intrusively (SFINAE),
+ by client libraries, where either a scalar or a joint distribution is a
+ valid argument to a function template.
+
+[ random ]
+
+ Let b_x point to the beginning of a range of scalars
+ Let b_row point to beginning of a range of ranges of scalars.
+
+ sample(b_x,joint,urng);
+ generate_n(b_row,n,joint,urng);
+
+[ unscope ]
+
+ A version of pdf, cdf etc., defined in scope boost that forwards to that
+ in scope boost::joint_dist.
+
+ The rationale for this, is that some function templates in other libraries
+ in sandbox/statitics apply to scalar and joint distributions alike, and
+ therefore require a common interface.
+
+[ Output ]
+
+main.cpp
+
+ -> example_example_1
+0.213436 -0.49558
+1.57538 -1.0592
+1.83927 1.88577
+0.604675 -0.365983
+-0.578264 -0.634376
+1.02974 0.724106
+-0.115074 0.635774
+-3.00939 -0.913024
+3.24072 -0.886412
+2.55662 -0.573354
+
+0.213436 1.57538
+1.83927 0.604675
+-0.578264 1.02974
+-0.115074 -3.00939
+3.24072 2.55662
+0.882285 2.76953
+0.465082 -1.78131
+0.260849 0.0615231
+-0.430637 1.23333
+0.538072 1.14551 <-
Added: sandbox/statistics/joint_dist/libs/joint_dist/example/example_1.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/libs/joint_dist/example/example_1.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,84 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::example::example_1.h //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <boost/range.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/foreach.hpp>
+#include <boost/vector_space/functional/equal.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+// This must precede joint_dist
+#include <boost/dist_random/distributions/normal.hpp>
+#include <boost/joint_dist/distributions/iid.hpp>
+#include <boost/joint_dist/distributions/independent.hpp>
+#include <boost/joint_dist/random/generate_n.hpp>
+
+void example_example_1(std::ostream& out){
+ out << " -> example_example_1";
+ using namespace boost;
+
+ const long dim = 2; // each sample of size dim
+ const long n = 1e1; // number of samples
+
+ typedef double val_;
+ typedef boost::mt19937 urng_;
+ typedef std::vector<val_> row_;
+ typedef std::vector<row_> mat_;
+ typedef range_iterator<mat_> it_row_;
+ typedef math::normal_distribution<val_> dist_;
+ typedef std::vector<dist_> dists_;
+ typedef joint_dist::iid<dist_> iid_;
+ typedef joint_dist::independent<dists_> ind_;
+
+ urng_ urng;
+ urng_ urng2 = urng;
+
+ mat_ mat(n,row_(dim));
+ row_ lpdfs; lpdfs.reserve(n);
+
+ iid_ iid( dist_(), dim );
+ ind_ ind( dists_(dim,iid.element()) ); //so they are the same
+
+ generate_n(
+ boost::begin(mat),
+ std::back_inserter(lpdfs),
+ n,
+ iid,
+ urng
+ );
+
+ BOOST_FOREACH(const row_& r,mat){
+ out << std::endl;
+ BOOST_FOREACH(const val_& x,r){
+ out << x << " ";
+ }
+ }
+
+ row_ lpdfs2; lpdfs2.reserve(n);
+ generate_n(
+ boost::begin(mat),
+ std::back_inserter(lpdfs2),
+ n,
+ ind,
+ urng2
+ );
+
+ out << std::endl;
+ BOOST_FOREACH(const row_& r,mat){
+ out << std::endl;
+ BOOST_FOREACH(const val_& x,r){
+ out << x << " ";
+ }
+ }
+
+ typedef vector_space::equal<row_&> vs_eq_;
+
+ vs_eq_ vs_eq(lpdfs);
+
+ //BOOST_ASSERT(vs_eq(lpdfs2)); // TODO don't agree. Bug?
+
+ out << "<-";
+}
\ No newline at end of file
Added: sandbox/statistics/joint_dist/libs/joint_dist/example/example_1.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/libs/joint_dist/example/example_1.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::example::example_1.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_JOINT_DIST_EXAMPLE_EXAMPLE_1_H_ER_2009
+#define LIBS_JOINT_DIST_EXAMPLE_EXAMPLE_1_H_ER_2009
+#include <ostream>
+
+void example_example_1(std::ostream& out);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/joint_dist/libs/joint_dist/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/joint_dist/libs/joint_dist/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+///////////////////////////////////////////////////////////////////////////////
+// joint_dist::src::main.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/joint_dist/example/example_1.h>
+
+int main(){
+
+ example_example_1(std::cout);
+
+ return 0;
+}
Added: sandbox/statistics/kernel/boost/kernel/bandwidth/normal_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/bandwidth/normal_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,44 @@
+//////////////////////////////////////////////////////////////////////////////
+// boost::kernel::bandwidth::normal_distribution.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_KERNEL_BANDWIDTH_NORMAL_DISRTIBUTION_HPP_ER_2009
+#define BOOST_KERNEL_BANDWIDTH_NORMAL_DISRTIBUTION_HPP_ER_2009
+#include <cmath>
+
+namespace boost{
+namespace kernel{
+
+// Finds the optimal density (RP) bandwidth for the Gaussian kernel assuming
+// 1) x is a normal vector each coordinate having stddev sigma
+// 2) kernel is Gaussian.
+
+template<unsigned M, typename T>
+struct normal_distribution{
+ typedef T value_type;
+ static value_type rp_bandwidth(std::size_t n); // Assumes sigma = 1
+ static value_type rp_bandwidth(value_type sigma,unsigned n);
+ // For M == 1, bandwdith = sigma (3n/4)^(-1/5) = 1.06 sigma n^(-1/5)
+};
+template<unsigned M, typename T>
+typename normal_distribution<M,T>::value_type
+normal_distribution<M,T>::rp_bandwidth(std::size_t n){
+ static const value_type e = -static_cast<T>(1)/static_cast<T>(M+4);
+ static const value_type r = static_cast<T>(2+M)/ static_cast<T>(4);
+ value_type a = static_cast<T>(n) * r;
+ return std::pow( a, e );
+}
+
+template<unsigned M, typename T>
+typename normal_distribution<M,T>::value_type
+normal_distribution<M,T>::rp_bandwidth(value_type sigma,unsigned n){
+ return sigma * rp_bandwidth(n);
+}
+
+}// kernel
+}// boost
+#endif
Added: sandbox/statistics/kernel/boost/kernel/functional/benchmark_nw.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/benchmark_nw.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,249 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::benchmark_nw.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_BENCHMARK_NW_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_BENCHMARK_NW_H_ER_2009
+#include <cmath>
+#include <ostream>
+#include <string>
+#include <boost/format.hpp>
+#include <boost/timer.hpp>
+#include <boost/foreach.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/range.hpp>
+#include <boost/type_traits.hpp>
+#include <boost/binary_op/data/tuple_range.hpp>
+#include <boost/kernel/functional/detail/mean_accumulator.hpp>
+#include <boost/kernel/functional/nw_visitor_tuple.hpp>
+#include <boost/kernel/functional/estimator.hpp>
+
+namespace boost{
+namespace kernel{
+
+// Computes the error in estimating the conditional mean with a
+// particular kernel. see benchmark_rp.hpp
+template<typename Sx,typename Sp,typename Sy,typename K, typename Ae =
+ typename kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class benchmark_nw{
+public:
+ typedef typename K::result_type value_type;
+ typedef typename kernel::detail::mean_accumulator<value_type>::type acc_;
+ private:
+ typedef is_reference<Sx> is_ref_sx_;
+ typedef is_reference<Sp> is_ref_sp_;
+ typedef is_reference<Sp> is_ref_sy_;
+ typedef typename remove_reference<Sx>::type const_sx_;
+ typedef typename remove_reference<Sp>::type const_sp_;
+ typedef typename remove_reference<Sy>::type const_sy_;
+ public:
+ // Construct
+ benchmark_nw();
+ benchmark_nw(
+ typename call_traits<Sx>::param_type,
+ typename call_traits<Sp>::param_type,
+ typename call_traits<Sy>::param_type,
+ K k
+ );
+ benchmark_nw(
+ typename call_traits<Sx>::param_type,
+ typename call_traits<Sp>::param_type,
+ typename call_traits<Sy>::param_type
+ );
+ benchmark_nw(const benchmark_nw&);
+ benchmark_nw& operator=(const benchmark_nw&);
+
+ void set_kernel(K k);
+
+ // Update
+ template<typename Sx1,typename Sy1>
+ void operator()(const Sx1& in_x,const Sy1& in_y);
+
+ // Access
+ const K& kernel()const;
+ const Ae& error_accumulator_p()const;
+ const Ae& error_accumulator_y()const;
+ value_type error_p()const;
+ value_type error_y()const;
+ unsigned n()const; // in-sample size
+ unsigned m()const; // out-sample size
+ value_type time()const;
+
+ static std::string header;
+
+ private:
+ K k_;
+ typename call_traits<Sx>::value_type sx_;
+ typename call_traits<Sp>::value_type sp_;
+ typename call_traits<Sy>::value_type sy_;
+ Ae error_acc_p_;
+ Ae error_acc_y_;
+ value_type time_;
+ unsigned n_;
+};
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+std::string benchmark_nw<Sx,Sp,Sy,K,Ae>::header = "(n, avg_t,e_p,e_y)";
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+std::ostream&
+operator<<(std::ostream& out,const benchmark_nw<Sx,Sp,Sy,K,Ae>& b){
+ static const char* str = "(%1%, %2%, %3%, %4%)";
+ typedef benchmark_nw<Sx,Sp,Sy,K,Ae> bench_;
+ typedef typename bench_::value_type value_type;
+ value_type m_ = static_cast<value_type>(b.m());
+ value_type n_ = static_cast<value_type>(b.n());
+ value_type avg_t = (b.time()) / (m_); //Should increase linearly with n
+ format f(str);
+ f%(b.n())%(avg_t)%(b.error_p())%(b.error_y());
+ out << f.str();
+ return out;
+}
+
+// Construction
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+benchmark_nw<Sx,Sp,Sy,K,Ae>::benchmark_nw(){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sx_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sp_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sy_>));
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+benchmark_nw<Sx,Sp,Sy,K,Ae>::benchmark_nw(
+ typename call_traits<Sx>::param_type sx,
+ typename call_traits<Sp>::param_type sp,
+ typename call_traits<Sy>::param_type sy,
+ K k
+):k_(k),sx_(sx),sp_(sp),sy_(sy),
+error_acc_p_(),error_acc_y_(),time_(static_cast<value_type>(0)){}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+benchmark_nw<Sx,Sp,Sy,K,Ae>::benchmark_nw(
+ typename call_traits<Sx>::param_type sx,
+ typename call_traits<Sp>::param_type sp,
+ typename call_traits<Sy>::param_type sy
+):k_(K()),sx_(sx),sp_(sp),sy_(sy),
+error_acc_p_(),error_acc_y_(),time_(static_cast<value_type>(0)){}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+benchmark_nw<Sx,Sp,Sy,K,Ae>::benchmark_nw(const benchmark_nw& that)
+:k_(that.k_),sx_(that.sx_),sp_(that.sp_),sy_(that.sy_),
+error_acc_p_(that.error_acc_p_),error_acc_y_(that.error_acc_y_),
+time_(that.time_){}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+benchmark_nw<Sx,Sp,Sy,K,Ae>&
+benchmark_nw<Sx,Sp,Sy,K,Ae>::operator=(const benchmark_nw& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sx_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sp_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sy_>));
+ k_ = (that.k_);
+ sx_ = (that.sx_);
+ sp_ = (that.sp_);
+ sy_ = (that.sy_);
+ error_acc_p_ = (that.error_acc_p_);
+ error_acc_p_ = (that.error_acc_y_);
+ time_ = (that.time_);
+ }
+ return (*this);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+void benchmark_nw<Sx,Sp,Sy,K,Ae>::set_kernel(K k){
+ k_ = k;
+}
+
+// Update
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+template<typename Sx1,typename Sy1>
+void benchmark_nw<Sx,Sp,Sy,K,Ae>::operator()(const Sx1& sx1,const Sy1& sy1){
+ typedef const Sx1& call_x1_;
+ typedef const Sy1& call_y1_;
+ typedef binary_op::tuple_range<call_x1_,call_y1_> factory_;
+ typedef typename factory_::type range_tuple_;
+ typedef estimator<range_tuple_,nw_visitor_tuple,K,acc_> estimator_type;
+
+ timer t;
+ range_tuple_ range_tuple = factory_::make(sx1,sy1);
+ estimator_type estimator(range_tuple,this->kernel());
+
+ typedef typename range_iterator<const_sx_>::type iter_sx_;
+ typedef typename range_iterator<const_sp_>::type iter_sp_;
+ typedef typename range_iterator<const_sy_>::type iter_sy_;
+ typedef typename range_iterator<range_tuple_>::type iter_data_;
+
+ iter_sx_ i_x = boost::begin(sx_);
+ iter_sx_ e_x = boost::end(sx_);
+ iter_sp_ i_p = boost::begin(sp_);
+ iter_sy_ i_y = boost::begin(sy_);
+ value_type a, b;
+ while(i_x != e_x){
+ BOOST_AUTO(obj,estimator(*i_x));
+ a = obj.rp_estimate();
+ b = (*i_p);
+ error_acc_p_(fabs(a-b));
+ a = obj.nw_estimate();
+ b = (*i_y);
+ error_acc_y_(fabs(a-b));
+ ++i_x;
+ ++i_p;
+ ++i_y;
+ }
+ n_ = boost::size(range_tuple);
+ time_ = t.elapsed();
+}
+
+// Access
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+const K& benchmark_nw<Sx,Sp,Sy,K,Ae>::kernel()const{
+ return (this->k_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+const Ae& benchmark_nw<Sx,Sp,Sy,K,Ae>::error_accumulator_p()const{
+ return (this->error_acc_p_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+const Ae& benchmark_nw<Sx,Sp,Sy,K,Ae>::error_accumulator_y()const{
+ return (this->error_acc_y_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+typename benchmark_nw<Sx,Sp,Sy,K,Ae>::value_type
+benchmark_nw<Sx,Sp,Sy,K,Ae>::error_p()const{
+ return accumulators::mean(this->error_acc_p_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+typename benchmark_nw<Sx,Sp,Sy,K,Ae>::value_type
+benchmark_nw<Sx,Sp,Sy,K,Ae>::error_y()const{
+ return accumulators::mean(this->error_acc_y_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+unsigned benchmark_nw<Sx,Sp,Sy,K,Ae>::n()const{
+ return (this->n_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+unsigned benchmark_nw<Sx,Sp,Sy,K,Ae>::m()const{
+ return accumulators::count(this->error_acc_p_);
+}
+
+template<typename Sx,typename Sp, typename Sy,typename K,typename Ae>
+typename benchmark_nw<Sx,Sp,Sy,K,Ae>::value_type
+benchmark_nw<Sx,Sp,Sy,K,Ae>::time()const{
+ return (this->time_);
+}
+
+}// kernel
+}// boost
+
+#endif
Added: sandbox/statistics/kernel/boost/kernel/functional/benchmark_rp.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/benchmark_rp.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,218 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::benchmark_rp.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_BENCHMARK_RP_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_BENCHMARK_RP_H_ER_2009
+#include <cmath>
+#include <ostream>
+#include <string>
+#include <boost/format.hpp>
+#include <boost/timer.hpp>
+#include <boost/foreach.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/range.hpp>
+#include <boost/type_traits.hpp>
+#include <boost/kernel/functional/detail/mean_accumulator.hpp>
+#include <boost/kernel/functional/rp_visitor.hpp>
+#include <boost/kernel/functional/estimator.hpp>
+
+namespace boost{
+namespace kernel{
+
+// Computes the error in estimating the density with a particular kernel.
+//
+// Ae specifies the accumulator used to compute the error
+//
+// Let sx of type Sx denote a sequence of values and sp of type Sx
+// their correponding density under a given probability distribution. Let
+// sx1 of type Sx1 denote a (training) sample from the same distribution.
+//
+// Usage:
+// typedef benchmark_rp<Sx,Sp,K,Ae> bench_;
+// bench_ bench(sx,sp);
+// bench.set_kernel(bandwidth);
+// bench(sx1);
+// bench.error();
+template<typename Sx,typename Sp,typename K, typename Ae =
+ typename kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class benchmark_rp{
+ public:
+ typedef typename K::result_type value_type;
+ typedef typename kernel::detail::mean_accumulator<value_type>::type acc_;
+ private:
+ typedef is_reference<Sx> is_ref_sx_;
+ typedef is_reference<Sp> is_ref_sp_;
+ typedef typename remove_reference<Sp>::type const_sp_;
+ public:
+ // Construct
+ benchmark_rp();
+ benchmark_rp(
+ typename call_traits<Sx>::param_type,
+ typename call_traits<Sp>::param_type,
+ K k
+ );
+ benchmark_rp(
+ typename call_traits<Sx>::param_type,
+ typename call_traits<Sp>::param_type
+ );
+ benchmark_rp(const benchmark_rp&);
+ benchmark_rp& operator=(const benchmark_rp&);
+
+ void set_kernel(K k);
+
+ // Update
+ template<typename Sx1> void operator()(const Sx1& in_sample);
+
+ // Access
+ const K& kernel()const;
+ const Ae& error_accumulator()const;
+ value_type error()const;
+ unsigned n()const; // in-sample size
+ unsigned m()const; // out-sample size
+ value_type time()const;
+
+ static std::string header;
+
+ private:
+ K k_;
+ typename call_traits<Sx>::value_type sx_;
+ typename call_traits<Sp>::value_type sp_;
+ Ae error_acc_;
+ value_type time_;
+ unsigned n_;
+};
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+std::string benchmark_rp<Sx,Sp,K,Ae>::header = "(n, avg_t,e)";
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+std::ostream& operator<<(std::ostream& out,const benchmark_rp<Sx,Sp,K,Ae>& b){
+ static const char* str = "(%1%, %2%, %3%)";
+ typedef benchmark_rp<Sx,Sp,K,Ae> bench_;
+ typedef typename bench_::value_type value_type;
+ value_type m_ = static_cast<value_type>(b.m());
+ value_type n_ = static_cast<value_type>(b.n());
+ value_type avg_t = (b.time()) / (m_); //Should increase linearly with n
+ format f(str);
+ f%(b.n())%(avg_t)%(b.error());
+ out << f.str();
+ return out;
+}
+
+
+// Construction
+template<typename Sx,typename Sp, typename K,typename Ae>
+benchmark_rp<Sx,Sp,K,Ae>::benchmark_rp(){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sx_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sp_>));
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+benchmark_rp<Sx,Sp,K,Ae>::benchmark_rp(
+ typename call_traits<Sx>::param_type sx,
+ typename call_traits<Sp>::param_type sp,
+ K k
+):k_(k),sx_(sx),sp_(sp),
+error_acc_(),time_(static_cast<value_type>(0)){
+ BOOST_ASSERT(size(sx) == size(sp));
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+benchmark_rp<Sx,Sp,K,Ae>::benchmark_rp(
+ typename call_traits<Sx>::param_type sx,
+ typename call_traits<Sp>::param_type sp
+):k_(K()),sx_(sx),sp_(sp),
+error_acc_(),time_(static_cast<value_type>(0)){
+ BOOST_ASSERT(size(sx) == size(sp));
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+benchmark_rp<Sx,Sp,K,Ae>::benchmark_rp(const benchmark_rp& that)
+:k_(that.k_),sx_(that.sx_),sp_(that.sp_),
+error_acc_(that.error_acc_),time_(that.time_){}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+benchmark_rp<Sx,Sp,K,Ae>&
+benchmark_rp<Sx,Sp,K,Ae>::operator=(const benchmark_rp& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sx_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_sp_>));
+ k_ = (that.k_);
+ sx_ = (that.sx_);
+ sp_ = (that.sp_);
+ error_acc_ = (that.error_acc_);
+ time_ = (that.time_);
+ }
+ return (*this);
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+void benchmark_rp<Sx,Sp,K,Ae>::set_kernel(K k){
+ k_ = k;
+}
+
+// Update
+template<typename Sx,typename Sp, typename K,typename Ae>
+template<typename Sx1>
+void benchmark_rp<Sx,Sp,K,Ae>::operator()(const Sx1& data){
+ typedef const Sx1& call_;
+ typedef estimator<call_,rp_visitor,K,acc_> estimator_type;
+ timer t;
+ estimator_type estimator(data,this->kernel());
+ typedef typename range_value<Sx1>::type unit_;
+ typedef typename range_iterator<const_sp_>::type iter_y_;
+
+ iter_y_ i = boost::begin(sp_);
+ BOOST_FOREACH(const unit_& u, sx_){
+ value_type a = estimator(u).estimate();
+ value_type b = (*i);
+ error_acc_(fabs(a-b));
+ ++i;
+ }
+ n_ = boost::size(data);
+ time_ = t.elapsed();
+}
+
+// Access
+template<typename Sx,typename Sp, typename K,typename Ae>
+const K& benchmark_rp<Sx,Sp,K,Ae>::kernel()const{
+ return (this->k_);
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+const Ae& benchmark_rp<Sx,Sp,K,Ae>::error_accumulator()const{
+ return (this->error_acc_);
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+typename benchmark_rp<Sx,Sp,K,Ae>::value_type
+benchmark_rp<Sx,Sp,K,Ae>::error()const{
+ return accumulators::mean(this->error_acc_);
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+unsigned benchmark_rp<Sx,Sp,K,Ae>::n()const{
+ return (this->n_);
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+unsigned benchmark_rp<Sx,Sp,K,Ae>::m()const{
+ return accumulators::count(this->error_acc_);
+}
+
+template<typename Sx,typename Sp, typename K,typename Ae>
+typename benchmark_rp<Sx,Sp,K,Ae>::value_type
+benchmark_rp<Sx,Sp,K,Ae>::time()const{
+ return (this->time_);
+}
+
+}// kernel
+}// boost
+
+#endif
Added: sandbox/statistics/kernel/boost/kernel/functional/detail/mean_accumulator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/detail/mean_accumulator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::detail::mean_accumulator.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_DETAIL_MEAN_ACCUMULATOR_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_DETAIL_MEAN_ACCUMULATOR_H_ER_2009
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/mean.hpp>
+
+namespace boost{
+namespace kernel{
+namespace detail{
+
+ // The Rosenblatt-Parzen estimator is a density estimator
+ template<typename T>
+ struct mean_accumulator{
+ typedef accumulators::stats<
+ accumulators::tag::mean
+ > stat_;
+ typedef accumulators::accumulator_set<T,stat_> type;
+ };
+
+}// detail
+}// kernel
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/functional/detail/return_if.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/detail/return_if.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,35 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::detail::return_if.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_DETAIL_RETURN_IF_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_DETAIL_RETURN_IF_H_ER_2009
+#include <boost/utility/enable_if.hpp>
+#include <boost/type_traits/is_scalar.hpp>
+
+namespace boost{
+namespace kernel{
+namespace detail{
+
+// TODO no longer needed
+
+template<typename X1,typename R>
+struct return_if_scalar : boost::enable_if<
+ boost::is_scalar<X1>,
+ R
+>{};
+
+template<typename X1,typename R>
+struct return_if_multi : boost::disable_if<
+ boost::is_scalar<X1>,
+ R
+>{};
+
+}
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/functional/estimator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/estimator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,186 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::rp_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_DENSITY_VISITOR_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_DENSITY_VISITOR_H_ER_2009
+#include <algorithm>
+#include <boost/call_traits.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/type_traits/is_reference.hpp>
+
+#include <boost/mpl/nested_type.hpp>
+#include <boost/kernel/functional/detail/mean_accumulator.hpp>
+
+namespace boost{
+namespace kernel{
+
+// S: sequence of training points
+// V: visitor
+// K: kernel
+// A: accumulator
+//
+// V S
+// rp_visitor {x[i]:i=1,...,n}
+// nw_visitor_tuple {(x,y)[i]:i=1,...,n}
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A = typename
+ kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class estimator{
+ typedef boost::is_reference<S> is_ref_;
+
+ public:
+ typedef S data_type;
+ typedef K kernel_type;
+ typedef A accumulator_type;
+
+ template<typename X>
+ struct result{
+ // Passing X by ref is highly recommended if it is a range,
+ // and it won't hurt if X is a scalar
+ typedef V<K,const X&,A> arg_;
+ typedef typename mpl::nested_type<arg_>::type type;
+ };
+
+ // Constructor
+ estimator();
+ estimator(typename call_traits<S>::param_type data,K k);
+ estimator(typename call_traits<S>::param_type data,K k,const A&);
+ estimator(const estimator&);
+ estimator& operator=(const estimator&);
+
+ // Evaluate
+ template<typename X>
+ typename result<X>::type operator()(const X& x)const;
+
+ // Access
+ typename call_traits<S>::const_reference data()const;
+ const K& kernel()const;
+ const A& accumulator()const;
+
+private:
+ typename call_traits<S>::value_type data_;
+ K k_;
+ A a_; // Serves and stays as an initialized accumulator
+};
+
+// Constructor
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+estimator<S,V,K,A>::estimator():data_(),k_(),a_(){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_>));
+}
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+estimator<S,V,K,A>::estimator(typename call_traits<S>::param_type data,K k)
+:data_(data),k_(k),a_(){}
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+estimator<S,V,K,A>::estimator(
+ typename call_traits<S>::param_type data,
+ K k,
+ const A& a
+)
+:data_(data),k_(k),a_(a){}
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+estimator<S,V,K,A>::estimator(const estimator& that)
+:data_(that.data_),k_(that.k_),a_(that.a_){}
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+estimator<S,V,K,A>&
+estimator<S,V,K,A>::operator=(const estimator& that){
+ if(&that=this){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_>));
+ data_ = that.data_;
+ k_ = that.k_;
+ a_ = that.a_;
+ }
+ return *this;
+}
+
+// Evaluate
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+ template<typename X>
+typename estimator<S,V,K,A>::template result<X>::type
+estimator<S,V,K,A>::operator()(const X& x)const{
+ typedef typename estimator<S,V,K,A>::template result<X>::type result_;
+ return std::for_each(
+ begin(data()),
+ end(data()),
+ result_(kernel(),x,a_)
+ );
+}
+
+// Access
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+typename call_traits<S>::const_reference
+estimator<S,V,K,A>::data()const{ return data_; }
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+const K& estimator<S,V,K,A>::kernel()const{ return k_; }
+
+template<
+ typename S,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A
+>
+const A&
+estimator<S,V,K,A>::accumulator()const{
+ return a_;
+}
+
+}// kernel
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/functional/nw_visitor.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/nw_visitor.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,140 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::nw_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_NW_VISITOR_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_NW_VISITOR_H_ER_2009
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/kernel/functional/detail/mean_accumulator.hpp>
+#include <boost/kernel/functional/rp_visitor.hpp>
+
+namespace boost{
+namespace kernel{
+
+// Let E[Y|X=x] denote the conditional mean of Y given X = x
+//
+// This class is to be used to visit the training data, to obtain an estimator,
+// by the Nadaraya-Watson method, of E[Y|X=x]
+template<
+ typename K,
+ typename X,
+ typename A = typename
+ kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class nw_visitor{
+ public:
+ typedef rp_visitor<K,X,A> rp_visitor_type;
+ typedef typename rp_visitor_type::result_type result_type;
+ typedef K kernel_type;
+ typedef A accumulator_type;
+
+ //Construct
+ nw_visitor();
+ nw_visitor(typename call_traits<X>::param_type);
+ nw_visitor(
+ K k, // passing radius should call implicit conversion
+ typename call_traits<X>::param_type x
+ );
+ nw_visitor(
+ K k,
+ typename call_traits<X>::param_type,
+ const accumulator_type&
+ );
+ nw_visitor(const nw_visitor&);
+ nw_visitor& operator=(const nw_visitor&);
+
+ // Update
+ template<typename X1,typename Y1> // Training data point
+ result_type operator()(const X1& x1,const Y1& y1);
+
+ // Access
+ result_type unnormalized_estimate()const;
+ result_type normalizing_constant()const;
+ result_type estimate()const;
+
+ const A& accumulator()const;
+ const rp_visitor_type& rp_visitor()const;
+
+ private:
+ rp_visitor_type rp_visitor_;
+ A a_;
+};
+
+//Construction
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor():rp_visitor_(),a_(){}
+
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor(K k,typename call_traits<X>::param_type x)
+:rp_visitor_(k,x),a_(){}
+
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor(
+ K k,typename call_traits<X>::param_type x,const A& a
+):rp_visitor_(k,x,a),a_(a){}
+
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor(const nw_visitor& that)
+:rp_visitor_(that.rp_visitor_),a_(that.a_){}
+
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::nw_visitor&
+nw_visitor<K,X,A>::operator=(const nw_visitor& that){
+ if(&that!=this){
+ rp_visitor_ = that.rp_visitor_;
+ a_ = that.a_;
+ }
+ return *this;
+}
+
+// Update
+template<typename K,typename X,typename A>
+template<typename X1,typename Y1>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::operator()(const X1& x1,const Y1& y){
+ result_type w = (this->rp_visitor_(x1));
+ result_type wy = w * y;
+ this->a_(wy);
+ return wy;
+}
+
+// Access
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::unnormalized_estimate()const{
+ return accumulators::mean(
+ this->accumulator()
+ );
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::normalizing_constant()const{
+ return (this->rp_visitor_).estimate();
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::estimate()const{
+ return (this->unnormalized_estimate()/this->normalizing_constant());
+}
+
+template<typename K,typename X,typename A>
+const A& nw_visitor<K,X,A>::accumulator()const{ return this->a_; }
+
+template<typename K,typename X,typename A>
+const rp_visitor<K,X,A>&
+nw_visitor<K,X,A>::rp_visitor()const{
+ return (this->rp_visitor_);
+}
+
+
+}// kernel
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/functional/nw_visitor_tuple.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/nw_visitor_tuple.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,124 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::nw_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_TUPLE_NW_VISITOR_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_TUPLE_NW_VISITOR_H_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/binary_op/functional/untupler.hpp>
+#include <boost/binary_op/data/tuple_range.hpp>
+#include <boost/kernel/functional/detail/mean_accumulator.hpp>
+#include <boost/kernel/functional/nw_visitor.hpp>
+
+namespace boost{
+namespace kernel{
+
+// This functor (f) is like nw_visitor, but rather than f(x,y),
+// the appropriate call is f(t), where t=(x,y) is a tuple.
+template<typename K,typename X, typename A = typename
+ kernel::detail::mean_accumulator<typename K::result_type>::type >
+class nw_visitor_tuple
+ : public binary_op::untupler<nw_visitor<K,X,A>,0,1>{
+ typedef nw_visitor<K,X,A> binary_;
+ typedef binary_op::untupler<binary_,0,1> super_t;
+
+ public:
+ typedef binary_ nw_visitor_type;
+ typedef typename binary_::rp_visitor_type rp_visitor_type;
+ typedef typename super_t::result_type result_type;
+
+ // Construction
+ nw_visitor_tuple(
+ K k,
+ typename call_traits<X>::param_type
+ );
+ nw_visitor_tuple(
+ K k,
+ typename call_traits<X>::param_type,
+ const A&
+ );
+ nw_visitor_tuple(const nw_visitor_tuple&);
+ nw_visitor_tuple& operator=(const nw_visitor_tuple&);
+
+ // Access
+ rp_visitor_type rp_visitor()const;
+ nw_visitor_type nw_visitor()const;
+ result_type rp_estimate()const;
+ result_type nw_estimate()const;
+ result_type estimate()const; //same as nw_estimate
+
+ private:
+ nw_visitor_tuple();
+};
+
+// Construction
+template<typename K,typename X,typename A>
+nw_visitor_tuple<K,X,A>::nw_visitor_tuple(
+ K k,
+ typename call_traits<X>::param_type x
+):super_t(binary_(k,x)){}
+
+ template<typename K,typename X,typename A>
+nw_visitor_tuple<K,X,A>::nw_visitor_tuple(
+ K k,
+ typename call_traits<X>::param_type x,
+ const A& a
+):super_t(binary_(k,x,a)){}
+
+
+template<typename K,typename X,typename A>
+nw_visitor_tuple<K,X,A>::nw_visitor_tuple(const nw_visitor_tuple& that)
+:super_t(static_cast<const super_t&>(that)){}
+
+template<typename K,typename X,typename A>
+typename nw_visitor_tuple<K,X,A>::nw_visitor_tuple&
+nw_visitor_tuple<K,X,A>::nw_visitor_tuple::operator=(
+ const nw_visitor_tuple& that
+){
+ if(&that!=this){
+ super_t::operator=(that);
+ }
+ return *this;
+}
+
+// Access
+
+template<typename K,typename X,typename A>
+typename nw_visitor_tuple<K,X,A>::nw_visitor_type
+nw_visitor_tuple<K,X,A>::nw_visitor()const{
+ return this->base();
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor_tuple<K,X,A>::rp_visitor_type
+nw_visitor_tuple<K,X,A>::rp_visitor()const{
+ return (this->nw_visitor()).rp_visitor();
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor_tuple<K,X,A>::result_type
+nw_visitor_tuple<K,X,A>::rp_estimate()const{
+ return (this->rp_visitor()).estimate();
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor_tuple<K,X,A>::result_type
+nw_visitor_tuple<K,X,A>::nw_estimate()const{
+ return (this->nw_visitor()).estimate();
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor_tuple<K,X,A>::result_type
+nw_visitor_tuple<K,X,A>::estimate()const{
+ return (this->nw_estimate());
+}
+
+}// kernel
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/functional/rp_visitor.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/functional/rp_visitor.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,147 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::functional::rp_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_FUNCTIONAL_RP_VISITOR_H_ER_2009
+#define BOOST_KERNEL_FUNCTIONAL_RP_VISITOR_H_ER_2009
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/kernel/functional/detail/mean_accumulator.hpp>
+//#include <boost/kernel/functional/detail/return_if.hpp>
+//#include <boost/kernel/functional/detail/range_difference.hpp>
+
+namespace boost{
+namespace kernel{
+
+// Let p(x) denote the density of X = x
+//
+// This class is to be used to visit the training data, to obtain an estimator,
+// by the Rosenblatt-Parzen method, of p(x)
+template<
+ typename K,
+ typename X,
+ typename A = typename
+ kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class rp_visitor : K{ //, addable<rp_visitor<K,X,A> >{ //
+ typedef is_reference<X> is_ref_;
+ public:
+ typedef K kernel_type;
+ typedef A accumulator_type;
+ typedef typename K::result_type result_type;
+
+ // Construct
+ rp_visitor();
+ rp_visitor(typename call_traits<X>::param_type);
+ rp_visitor(
+ K k, // passing radius calls implicit conversion
+ typename call_traits<X>::param_type x
+ );
+ rp_visitor(
+ K k,
+ typename call_traits<X>::param_type,
+ const accumulator_type&
+ );
+ rp_visitor(const rp_visitor&);
+ rp_visitor& operator=(const rp_visitor&);
+
+ // Update
+ // Passing the training data x1 updates the estimator
+ template<typename X1> result_type operator()(const X1& x1);
+
+ // Access
+ typename call_traits<X>::const_reference x()const;
+ const A& accumulator()const;
+ const result_type& normalizing_constant()const;
+
+ result_type estimate()const;
+
+ private:
+ typename call_traits<X>::value_type x_;
+ A acc_;
+};
+
+//Construction
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(){
+ BOOST_MPL_ASSERT((
+ mpl::not_<is_ref_>
+ ));
+}
+
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(K k,typename call_traits<X>::param_type x)
+:K(k),x_(x),acc_(){}
+
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(
+ K k,
+ typename call_traits<X>::param_type x,
+ const A& a
+):K(k),x_(x),acc_(a){}
+
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(const rp_visitor& that)
+:K(static_cast<const K&>(that)),x_(that.x_),acc_(that.acc_){}
+
+template<typename K,typename X,typename A>
+typename rp_visitor<K,X,A>::rp_visitor&
+rp_visitor<K,X,A>::operator=(const rp_visitor& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_>));
+ K::operator=(static_cast<const K&>(*that));
+ x_ = that.x_;
+ acc_ = that.acc_;
+ }
+ return *this;
+}
+
+// Evaluate
+template<typename K,typename X,typename A>
+template<typename X1>
+typename rp_visitor<K,X,A>::result_type
+rp_visitor<K,X,A>::operator()(const X1& x1){
+ const K& kernel = static_cast<const K&>(*this);
+ result_type t = kernel(x(),x1);
+ this->acc_(t);
+ return t;
+}
+
+
+// Access
+template<typename K,typename X,typename A>
+typename rp_visitor<K,X,A>::result_type
+rp_visitor<K,X,A>::estimate()const{
+ return accumulators::mean(
+ this->accumulator()
+ );
+}
+
+template<typename K,typename X,typename A>
+const A&
+rp_visitor<K,X,A>::accumulator()const{
+ return this->acc_;
+}
+
+template<typename K,typename X,typename A>
+const typename rp_visitor<K,X,A>::result_type&
+rp_visitor<K,X,A>::normalizing_constant()const{
+ const K& k = static_cast<const K&>(*this);
+ return k.normalizing_constant();
+}
+
+template<typename K,typename X,typename A>
+typename call_traits<X>::const_reference
+rp_visitor<K,X,A>::x()const{
+ return this->x_;
+}
+
+
+}// kernel
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/kernel/crtp.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/kernel/crtp.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,21 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::crtp.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_KERNEL_CRTP_H_ER_2009
+#define BOOST_KERNEL_KERNEL_CRTP_H_ER_2009
+
+namespace boost{
+namespace kernel{
+
+ // This has no purpose other signifying that the derived class is
+ // a kernel, and it is currently not in use, but this may change.
+ template<typename D> struct crtp{};
+
+}
+}
+
+#endif
Added: sandbox/statistics/kernel/boost/kernel/kernel/multi.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/kernel/multi.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,122 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::multi.hpp //
+// //
+// Copyright 2009 Erwann Rogard. Distributed under the Boost //
+// Software License, Version 1.0. (See accompanying file //
+// LICEMSE_1_0.txt or copy at http://www.boost.org/LICEMSE_1_0.txt) //
+///////////////////////////////////////////////////////////////////////////////
+#ifndef BOOST_KERNEL_KERNEL_MULTI_H_ER_2009
+#define BOOST_KERNEL_KERNEL_MULTI_H_ER_2009
+#include <cmath>
+#include <numeric>
+#include <boost/lambda/lambda.hpp>
+#include <boost/vector_space/data/lazy_difference.hpp>
+#include <boost/kernel/kernel/crtp.hpp>
+
+namespace boost{
+namespace kernel{
+
+// Overview: Multivariate kernel, common bandwidth across coordinates.
+//
+// Notation: Let x denote a vector of size M,
+//
+// Usage:
+// typedef multi<scalar::gaussian<T>,M> mult_;
+// typedef mult_::result_type result_;
+// mult_ mult(bandwidth);
+// result_ r = mult(x);
+template<typename K,unsigned M>
+class multi : K{
+ public:
+ typedef typename K::result_type result_type;
+
+ //Construction
+ multi();
+ template<typename K1> multi(K1 k1); //pass bandwith, or kernel
+
+ // Evaluate
+ template<typename X> result_type profile(const X& x)const;
+ template<typename X> result_type operator()(const X& x)const;
+ template<typename X,typename X1>
+ result_type operator()(const X& x,const X1& x1)const;
+
+ // Access
+ static unsigned dimension;
+ result_type radius()const;
+ result_type normalizing_constant()const;
+
+ private:
+ result_type normalizing_constant_; //no ambiguity because inherit K privately
+ result_type comp_nc()const;
+};
+
+// Construction
+template<typename K,unsigned M>
+multi<K,M>::multi():K(),normalizing_constant_(comp_nc()){}
+
+template<typename K,unsigned M>
+template<typename K1>
+multi<K,M>::multi(K1 k1):K(k1),normalizing_constant_(comp_nc()){}
+
+// Evaluate
+template<typename K,unsigned M>
+template<typename X>
+typename multi<K,M>::result_type
+multi<K,M>::profile(const X& x)const{
+ static result_type init = static_cast<result_type>(0);
+ const K& k = static_cast<const K&>(*this);
+ result_type norm = std::accumulate(
+ boost::begin(x),
+ boost::end(x),
+ init,
+ ( lambda::_1 + (lambda::_2 * lambda::_2 ) )
+ );
+ norm = std::sqrt(norm);
+ return k.profile(norm);
+}
+
+template<typename K,unsigned M>
+template<typename X>
+typename multi<K,M>::result_type
+multi<K,M>::operator()(const X& x)const{
+ return this->profile(x) / this->normalizing_constant();
+}
+
+template<typename K,unsigned M>
+template<typename X,typename X1>
+typename multi<K,M>::result_type
+multi<K,M>::operator()(const X& x,const X1& x1)const{
+ typedef vector_space::lazy_difference<X,X1> diff_;
+ typedef typename range_size<X>::type size_type;
+ BOOST_ASSERT(size(x) == static_cast<size_type>(size(x1)));
+ BOOST_ASSERT(size(x) == static_cast<size_type>(M));
+ diff_ diff(x,x1);
+ return (*this)(diff);
+}
+
+// Access
+template<typename K,unsigned M> unsigned multi<K,M>::dimension = M;
+
+template<typename K,unsigned M>
+typename multi<K,M>::result_type
+multi<K,M>::radius()const{
+ const K& k = static_cast<const K&>(*this);
+ return k.radius();
+}
+
+template<typename K,unsigned M>
+typename multi<K,M>::result_type
+multi<K,M>::normalizing_constant()const{ return normalizing_constant_; }
+
+template<typename K,unsigned M>
+typename multi<K,M>::result_type
+multi<K,M>::comp_nc()const{
+ const K& k = static_cast<const K&>(*this);
+ static result_type m = static_cast<result_type>(M);
+ result_type nc = k.normalizing_constant();
+ return std::pow(nc,m);
+}
+
+}// kernel
+}// boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/kernel/scalar/crtp.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/kernel/scalar/crtp.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,114 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::scalar::crtp.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_SCALAR_CRTP_H_ER_2009
+#define BOOST_KERNEL_SCALAR_CRTP_H_ER_2009
+#include <boost/format.hpp>
+
+namespace boost{
+namespace kernel{
+namespace scalar{
+
+// Overview: provides common operations for a kernel whose implementation
+// is specified by a derived class, D.
+//
+// Let d note an instance of D, and T == D::result_type
+//
+// Requirements
+// crtp<D,T> is a base of D
+// D::result_type is defined
+// D::core_profile(const T&) returns an object of type T
+// D::core_nc returns an object of type T (normalzing c)
+// D d; Constructor Forwards to crtp<D,T>
+// D d(r) Constructor Forwards to crtp<D,T>
+template<typename D,typename T>
+class crtp{
+ public:
+ typedef T result_type;
+
+ // Construction
+ crtp();
+ crtp(const result_type& bandwidth);
+
+ // Evaluate
+ template<typename X> result_type profile(const X& x)const;
+ template<typename X> result_type operator()(const X& x)const;
+ template<typename X,typename X1>
+ result_type operator()(const X& x,const X1& x1)const;
+
+ // Access
+ result_type bandwidth()const;
+ result_type normalizing_constant()const;
+
+ private:
+ result_type bandwidth_;
+ result_type normalizing_constant_;
+ result_type comp_nc(result_type bandwidth);
+};
+
+template<typename D,typename T>
+std::ostream& operator<<(std::ostream& out,const crtp<D,T>& k){
+ const char* str = "(%1%,%2%)";
+ format f(str); f%k.bandwidth()%k.normalizing_constant();
+ out << f.str();
+ return out;
+}
+
+// Construction
+template<typename D,typename T> crtp<D,T>::crtp()
+:bandwidth_(static_cast<result_type>(1)),
+normalizing_constant_(this->comp_nc(bandwidth())){}
+
+template<typename D,typename T> crtp<D,T>::crtp(const result_type& bandwidth)
+:bandwidth_(bandwidth),
+normalizing_constant_(this->comp_nc(this->bandwidth())){}
+
+
+// Evaluate
+template<typename D,typename T>
+template<typename X>
+typename crtp<D,T>::result_type
+crtp<D,T>::profile(const X& x)const{
+ result_type u = x / this->bandwidth();
+ return D::core_profile(u);
+}
+
+template<typename D,typename T>
+template<typename X>
+typename crtp<D,T>::result_type
+crtp<D,T>::operator()(const X& x)const{
+ return ( this->profile(x) ) / ( this->normalizing_constant()) ;
+}
+
+template<typename D,typename T>
+template<typename X,typename X1>
+typename crtp<D,T>::result_type
+crtp<D,T>::operator()(const X& x,const X1& x1)const{
+ return (*this)(x-x1);
+}
+
+// Access
+template<typename D,typename T>
+typename crtp<D,T>::result_type crtp<D,T>::bandwidth()const{
+ return this->bandwidth_;
+}
+
+template<typename D,typename T>
+typename crtp<D,T>::result_type crtp<D,T>::normalizing_constant()const{
+ return this->normalizing_constant_;
+}
+
+// Implem
+template<typename D,typename T>
+typename crtp<D,T>::result_type crtp<D,T>::comp_nc(result_type bandwidth){
+ return D::core_nc * bandwidth;
+}
+
+}// scalar
+}// kernel
+}// boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/kernel/kernel/scalar/gaussian.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/kernel/kernel/scalar/gaussian.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,51 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::scalar::gaussian.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_KERNEL_SCALAR_GAUSSIAN_H_ER_2009
+#define BOOST_KERNEL_SCALAR_GAUSSIAN_H_ER_2009
+#include <cmath>
+#include <boost/kernel/kernel/scalar/crtp.hpp>
+#include <boost/math/constants/constants.hpp>
+
+namespace boost{
+namespace kernel{
+namespace scalar{
+
+template<typename T>
+struct gaussian : scalar::crtp<gaussian<T>,T >{
+ typedef gaussian<T> this_type;
+ typedef scalar::crtp<this_type,T> crtp_;
+ public:
+ typedef typename crtp_::result_type result_type;
+
+ gaussian();
+ gaussian(const result_type& bandwidth);
+
+ static result_type core_profile(const result_type& x);
+ static result_type core_nc;
+};
+
+template<typename T> gaussian<T>::gaussian():crtp_(){}
+template<typename T> gaussian<T>::gaussian(const result_type& bandwidth)
+:crtp_(bandwidth){}
+
+template<typename T>
+typename gaussian<T>::result_type
+gaussian<T>::core_profile(const result_type& x){
+ static result_type two = static_cast<T>(2);
+ return exp(- x * x / two);
+}
+
+template<typename T>
+typename gaussian<T>::result_type
+gaussian<T>::core_nc = math::constants::root_two_pi<T>();
+
+}// scalar
+}// kernel
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/libs/kernel/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,145 @@
+//////////////////////////////////////////////////////////////////////////////
+// kernel::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ classes for kernel based density estimation and conditional mean
+estimation by the method of Rosenblatt-Parzen and Nadaraya-Watson, respectively.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+/sandbox/statistics/vector_space/
+/sandbox/statistics/binary_op/
+/sandbox/statistics/arithmetic/
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/mpl/
+/sandbox/statistics/standard_distribution/
+/sandbox/statistics/kernel/
+
+[ Sources ]
+
+http://en.wikipedia.org/wiki/Kernel_(statistics)
+http://en.wikipedia.org/wiki/Kernel_density_estimation
+@book{citeulike:300228,
+ author = {Silverman, B. W.},
+ howpublished = {Hardcover},
+ isbn = {0412246201},
+ keywords = {density-estimation},
+ month = {April},
+ posted-at = {2008-01-13 17:43:25},
+ priority = {2},
+ publisher = {{Chapman \& Hall/CRC}},
+ title = {Density Estimation for Statistics and Data Analysis},
+ year = {1986}
+}
+
+[ History ]
+
+July 2009 : Current version
+March 2009: improved_fast_gauss_transform is now deprecated
+
+[Design]
+
+Let h denote bandwidth, d dimension, ||.|| norm.
+
+To perform density or conditional mean estimation, we are interested in
+operations that involve an abitrary bandwidth binary kernel, K[h](x0,x1),
+and/or possibly its multivariate extension K[d,h](x0,x1).
+
+Our design rests on the following relationships (see [Math representation])
+ - standardized kernel (bandwidth = 1) and kernels indexed by a bandwidth
+ - unary kernels, K(x), and binary kernels, K(x0,x1)
+ - univariate and multivariate kernels.
+
+The client need only specify the standardized kernel, such as
+scalar::gaussian, while a crtp mechanism, implemented in scalar::crtp,
+adds the remaining functionality.
+
+The class template kernel::multi, parameterized by an arbitrary unavariate
+kernel provides a multivariate analogue to the latter.
+
+The classes rp_visitor and nw_visitor are implementations for the Rosenblatt-
+Parzen and Nadaraya-Watson estimators for a given test value, x.
+
+Iterating either of the above estimators over a training sample is implemented
+by kernel::estimator, which, in turn, can be used in a std::for_each construct
+to iterate over test data.
+
+Bandwidth selection for density estimation is provided by
+bandwith::normal_distribution.
+
+[TODO]
+
+- Bandwidth selection by cross validation and other methods.
+- Provide a IFGT version of the above (see our deprecated
+improved_fast_gauss_transform package)
+- Kernel regression etc.
+
+[Math representation]
+
+Univariate
+ Unary:
+ Unnormalized: Ku(x) : [0,inf) -> [0,inf)
+ Normalized: K(x) : [0,inf) -> [0,1)
+ K(x) = Ku(x) / c such that integral K(x) dx = 1
+ Parameterized
+ by bandwidth K[h](x) = K(x/h) / h
+
+ e.g.
+ Ku(x) : exp(-x^2/2)
+ c : sqrt(2 pi)
+ K(x) : exp(-x^2/2) / sqrt(2 pi)
+ K[h](x) : exp(-(x/h)^2 /2) / ( sqrt(2 pi) * h)
+
+Binary:
+ K(x0,x1) = K(|x0-x1|)
+
+Multivariate:
+ Ku[d](x) : Ku(||x||)
+
+ e.g
+ Ku[d](x) : exp(-||x||^2) : Ku(||x||)
+ c[d] : (sqrt(2 pi))^d : c^d
+ K[d](x) : Ku[d](x)/c[d]
+
+ K[d,h](x) : exp(-||x/h||^2)/(c * h)^d
+ = Ku(||x||/h) / (c * h)^d
+
+[Output]
+
+Here's a copy of the output from libs/src/main.cpp:
+
+-> example_scalar_rp : 0.256009 0.390986 0.229151 0.261866 0.232843 0.228334
+0.185519 0.382394 0.388576 0.383203 <-
+-> example_scalar_nw : <-
+-> example_multi_rp : <-
+-> example_benchmark_scalar : m = 10000
+rp : (n, avg_t,e)nw : (n, avg_t,e_p,e_y)
+rp : (2, 4.0672e-06, 0.173297) nw : (2, 8.3822e-06, 0.173297, 1.2265)
+rp : (4, 2.859e-06, 0.138165) nw : (4, 5.86085e-06, 0.138165, 1.06847)
+rp : (8, 3.01747e-06, 0.104602) nw : (8, 6.289e-06, 0.104602, 0.831601)
+rp : (16, 3.96233e-06, 0.0978568) nw : (16, 8.16075e-06, 0.0978568, 0.702637)
+rp : (32, 5.94066e-06, 0.0818718) nw : (32, 1.20646e-05, 0.0818718, 0.595622)
+rp : (64, 9.40283e-06, 0.0719671) nw : (64, 1.95258e-05, 0.0719671, 0.531848)
+rp : (128, 1.57752e-05, 0.0634377) nw : (128, 3.26977e-05, 0.0634377, 0.477009)
+rp : (256, 2.72618e-05, 0.0565864) nw : (256, 5.64065e-05, 0.0565864, 0.432414)
+rp : (512, 4.81542e-05, 0.0511678) nw : (512, 0.00010056, 0.0511678, 0.398781)
+rp : (1024, 8.67954e-05, 0.0469132) nw : (1024, 0.000179972, 0.0469132, 0.371483)
+<-
+
+
Added: sandbox/statistics/kernel/libs/kernel/example/benchmark_scalar.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/benchmark_scalar.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,139 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::benchmark_scalar.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <cmath>
+#include <algorithm>
+#include <iterator>
+#include <boost/function.hpp>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/math/special_functions/fpclassify.hpp> //needed?
+#include <boost/math/tools/precision.hpp>
+
+// Order of the files matters!
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/scalar_dist/fun_wrap/pdf.hpp>
+#include <boost/scalar_dist/meta/delegate.hpp>
+#include <boost/scalar_dist/algorithm/transform.hpp>
+
+#include <boost/binary_op/data/tuple_range.hpp>
+#include <boost/kernel/bandwidth/normal_distribution.hpp>
+#include <boost/kernel/kernel/scalar/gaussian.hpp>
+#include <boost/kernel/functional/benchmark_rp.hpp>
+#include <boost/kernel/functional/benchmark_nw.hpp>
+#include <boost/kernel/functional/nw_visitor_tuple.hpp>
+#include <boost/kernel/functional/estimator.hpp>
+#include <libs/kernel/example/benchmark_scalar.h>
+
+void example_benchmark_scalar(std::ostream& out){
+ out << "-> example_benchmark_scalar : ";
+
+ using namespace boost;
+
+ // Types
+ typedef double val_;
+ typedef function<val_(const val_&)> y_delegate_;
+ typedef std::vector<val_> vec_;
+ typedef mt19937 urng_;
+ typedef normal_distribution<val_> rnorm_;
+ typedef variate_generator<urng_&,rnorm_> gen_;
+ typedef kernel::scalar::gaussian<val_> gauss_k_;
+ typedef kernel::rp_visitor<gauss_k_,val_> rp_visitor_;
+ typedef math::normal_distribution<val_> mnorm_;
+ typedef math::delegate<mnorm_> meta_delegate_;
+
+ typedef const vec_& call_vec_;
+ typedef kernel::benchmark_rp<call_vec_,call_vec_,gauss_k_> bench_rp_;
+ typedef kernel::benchmark_nw<call_vec_,call_vec_,call_vec_,gauss_k_>
+ bench_nw_;
+
+ // Constants
+ const val_ bandwidth = 0.5;
+ const val_ eps = math::tools::epsilon<val_>();
+ const unsigned dim = 1;
+ typedef kernel::normal_distribution<dim,val_> opt_;
+
+ const unsigned n_loops = 10;
+ const unsigned n_in_factor = 2;
+ unsigned n_in = 2;
+ const unsigned n_out = 1e4;
+ const val_ mu = 0.0;
+ const val_ sigma = 2.0;
+
+ // Initialization
+ y_delegate_ y_delegate = fabs;
+
+ vec_ vec_x_out(n_out);
+ vec_ vec_y_out(n_out);
+ vec_ vec_pdf_out(n_out);
+ urng_ urng;
+ rnorm_ rnorm(mu,sigma);
+ gen_ gen(urng,rnorm);
+ {
+
+ std::generate_n(begin(vec_x_out),n_out,gen);
+
+ mnorm_ mnorm(mu,sigma);
+ meta_delegate_::type mnorm_delegate
+ = meta_delegate_::make<math::fun_wrap::pdf_>();
+
+ math::transform<math::fun_wrap::pdf_>(
+ mnorm,
+ begin(vec_x_out),
+ end(vec_x_out),
+ begin(vec_pdf_out)
+ );
+ std::transform(
+ boost::begin(vec_x_out),
+ boost::end(vec_x_out),
+ boost::begin(vec_y_out),
+ y_delegate
+ );
+ }
+
+ vec_ vec_x_in;
+ vec_ vec_y_in;
+
+ // Computations
+
+ bench_rp_ bench_rp(vec_x_out,vec_pdf_out,gauss_k_(bandwidth));
+ bench_nw_ bench_nw(vec_x_out,vec_pdf_out,vec_y_out,gauss_k_(bandwidth));
+ out << "m = " << n_out << std::endl;
+ out << "rp : " << bench_rp.header;
+ out << "nw : " << bench_nw.header << std::endl;
+ for(unsigned i = 0; i<n_loops; i++){
+ vec_x_in.clear();
+ vec_x_in.reserve(n_in);
+ opt_::rp_bandwidth(sigma, n_in);
+ std::generate_n( std::back_inserter(vec_x_in), n_in, gen);
+ bench_rp(vec_x_in);
+
+ vec_y_in.clear();
+ vec_y_in.reserve(n_in);
+ std::transform(
+ boost::begin(vec_x_in),
+ boost::end(vec_x_in),
+ std::back_inserter(vec_y_in),
+ y_delegate
+ );
+ bench_nw(vec_x_in,vec_y_in);
+
+ out << "rp : " << bench_rp << " nw : " << bench_nw << std::endl;
+
+ n_in *= n_in_factor;
+ }
+
+
+ out << "<-" << std::endl;
+}
+
+
+
Added: sandbox/statistics/kernel/libs/kernel/example/benchmark_scalar.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/benchmark_scalar.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::benchmark_scalar.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_KERNEL_EXAMPLE_BENCHMARK_SCALAR_RP_H_ER_2009
+#define LIBS_KERNEL_EXAMPLE_BENCHMARK_SCALAR_RP_H_ER_2009
+#include <ostream>
+
+void example_benchmark_scalar(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/libs/kernel/example/multi_rp.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/multi_rp.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,92 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::multi_rp.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/math/special_functions/fpclassify.hpp> //needed?
+#include <boost/math/tools/precision.hpp>
+
+#include <boost/kernel/kernel/scalar/gaussian.hpp>
+#include <boost/kernel/kernel/multi.hpp>
+#include <boost/kernel/functional/rp_visitor.hpp>
+#include <boost/kernel/functional/estimator.hpp>
+#include <libs/kernel/example/scalar_rp.h>
+
+void example_multi_rp(std::ostream& out){
+ out << "-> example_multi_rp : ";
+ using namespace boost;
+
+ // Types
+ typedef double val_;
+ typedef std::vector<val_> vec_;
+ typedef std::vector<vec_> mat_;
+ typedef mt19937 urng_;
+ typedef normal_distribution<val_> norm_;
+ typedef variate_generator<urng_&,norm_> gen_;
+ typedef kernel::scalar::gaussian<val_> gauss_k_;
+
+ const unsigned dim = 2;
+ typedef kernel::multi<gauss_k_,dim> multi_k_;
+ // NB const vec_&, not vec_
+ typedef kernel::rp_visitor<multi_k_,const vec_&> rp_visitor_;
+
+ // Constants
+ const val_ bandwidth = 0.5;
+ const val_ eps = math::tools::epsilon<val_>();
+ const unsigned n = 10;
+
+ // Generate sample
+ mat_ vec_x; vec_x.reserve(n);
+ vec_ vec_rp; vec_rp.reserve(n);
+ urng_ urng;
+ norm_ norm;
+ gen_ gen(urng,norm);
+ for(unsigned i = 0; i<n; i++){
+ vec_ tmp(dim);
+ std::generate_n(
+ begin(tmp),
+ dim,
+ gen
+ );
+ vec_x.push_back( tmp );
+ }
+
+ multi_k_ multi_k(bandwidth);
+
+ multi_k(vec_x[0],vec_x[1]);
+ // Density estimate for each x in vec_x using vec_x as the sample
+ BOOST_FOREACH(const vec_& x,vec_x){
+ val_ rp = std::for_each(
+ begin(vec_x),
+ end(vec_x),
+ rp_visitor_(bandwidth,x)
+ ).estimate();
+ vec_rp.push_back(rp);
+ }
+ typedef kernel::estimator<
+ const mat_&,
+ kernel::rp_visitor,
+ multi_k_
+ > estimator_;
+ estimator_ estimator(vec_x,bandwidth);
+ vec_ vec_rp2; vec_rp2.reserve(n);
+
+ // Same as previous but calls estimator instead of for_each
+ for(unsigned i = 0; i<n; i++){
+ vec_ x = vec_x[i];
+ val_ rp = vec_rp[i];
+ val_ rp2 = estimator(x).estimate();
+ BOOST_ASSERT(fabs(rp-rp2)<eps);
+ }
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/kernel/libs/kernel/example/multi_rp.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/multi_rp.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::multi_rp.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_KERNEL_EXAMPLE_MULTI_RP_H_ER_2009
+#define LIBS_KERNEL_EXAMPLE_MULTI_RP_H_ER_2009
+#include <ostream>
+
+void example_multi_rp(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/libs/kernel/example/scalar_nw.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/scalar_nw.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,112 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::scalar_nw.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/math/special_functions/fpclassify.hpp> //needed?
+#include <boost/math/tools/precision.hpp>
+#include <boost/typeof/typeof.hpp>
+
+#include <boost/binary_op/data/tuple_range.hpp>
+#include <boost/kernel/kernel/scalar/gaussian.hpp>
+#include <boost/kernel/functional/nw_visitor_tuple.hpp>
+#include <boost/kernel/functional/estimator.hpp>
+#include <libs/kernel/example/scalar_nw.h>
+
+void example_scalar_nw(std::ostream& out){
+ out << "-> example_scalar_nw : ";
+ using namespace boost;
+
+ // Types
+ typedef double val_;
+ typedef std::vector<val_> vec_;
+ typedef mt19937 urng_;
+ typedef normal_distribution<val_> norm_;
+ typedef variate_generator<urng_&,norm_> gen_;
+ typedef kernel::scalar::gaussian<val_> gauss_k_;
+ typedef kernel::nw_visitor_tuple<gauss_k_,val_> nw_visitor_tuple_;
+ typedef nw_visitor_tuple_::nw_visitor_type nw_visitor_;
+ typedef nw_visitor_tuple_::rp_visitor_type rp_visitor_;
+
+ // Constants
+ const val_ bandwidth = 0.5;
+ const val_ eps = math::tools::epsilon<val_>();
+ const unsigned n = 10;
+
+ // Initialization
+ vec_ vec_x(n);
+ vec_ vec_y(n,static_cast<val_>(1));
+ vec_ vec_rp; vec_rp.reserve(n);
+ vec_ vec_nw; vec_nw.reserve(n);
+ urng_ urng;
+ norm_ norm;
+ gen_ gen(urng,norm);
+ std::generate_n(
+ begin(vec_x),
+ n,
+ gen
+ );
+
+ // Computes a conditional mean estimate (nw) for each x in vec_x using
+ // a sequence of (x,y) tuples constructed from (vec_x,vec_y) as training
+ // sample. The density (rp) is computed as a by-product.
+ // Here, y = 1, so we should have rp = nw (un-normalized).
+ BOOST_FOREACH(val_& x,vec_x){
+ typedef binary_op::tuple_range<const vec_&,const vec_&> factory_;
+ typedef factory_::type range_tuple_;
+ range_tuple_ range_tuple = factory_::make(vec_x,vec_y);
+ nw_visitor_ nw_visitor = std::for_each(
+ begin(range_tuple),
+ end(range_tuple),
+ nw_visitor_tuple_(bandwidth,x)
+ ).nw_visitor();
+ val_ u_nw = nw_visitor.unnormalized_estimate();
+ vec_nw.push_back(u_nw);
+ rp_visitor_ rp_visitor = nw_visitor.rp_visitor();
+ val_ rp = rp_visitor.estimate();
+ BOOST_ASSERT(fabs(rp-u_nw)<eps);
+ }
+
+ typedef binary_op::tuple_range<const vec_&,const vec_&> factory_;
+ typedef factory_::type range_xy_;
+ range_xy_ range_xy = factory_::make(vec_x,vec_y);
+ // A pair of iterators is cheap to copy so no need to pass it by reference
+ typedef kernel::estimator<range_xy_,kernel::nw_visitor_tuple,gauss_k_>
+ estimator_;
+ estimator_ estimator(range_xy,bandwidth);
+
+ // Same as previous but calls estimator instead of for_each
+ BOOST_FOREACH(val_& x,vec_x){
+ // A local definition of nw_visitor_ is needed because x is passed
+ // by ref, not by value as in that outside the scope
+ typedef estimator_::result<val_>::type result_type;
+ typedef result_type::nw_visitor_type nw_visitor_;
+ typedef result_type::rp_visitor_type rp_visitor_;
+ nw_visitor_ nw_visitor = estimator(x).nw_visitor();
+ val_ u_nw = nw_visitor.unnormalized_estimate();
+ rp_visitor_ rp_visitor = nw_visitor.rp_visitor();
+ val_ rp = rp_visitor.estimate();
+ BOOST_ASSERT(fabs(rp-u_nw)<eps);
+ }
+
+ // Shorter version of the above
+ BOOST_FOREACH(val_& x,vec_x){
+ BOOST_AUTO( nw_visitor , estimator(x).nw_visitor() );
+ val_ u_nw = nw_visitor.unnormalized_estimate();
+ BOOST_AUTO( rp_visitor , nw_visitor.rp_visitor() );
+ val_ rp = rp_visitor.estimate();
+ BOOST_ASSERT(fabs(rp-u_nw)<eps);
+ }
+
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/kernel/libs/kernel/example/scalar_nw.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/scalar_nw.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::scalar_nw.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_KERNEL_EXAMPLE_SCALAR_NW_H_ER_2009
+#define LIBS_KERNEL_EXAMPLE_SCALAR_NW_H_ER_2009
+#include <ostream>
+
+void example_scalar_nw(std::ostream&);
+
+#endif
+
Added: sandbox/statistics/kernel/libs/kernel/example/scalar_rp.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/scalar_rp.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,84 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::scalar_rp.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/math/special_functions/fpclassify.hpp> //needed?
+#include <boost/math/tools/precision.hpp>
+
+#include <boost/kernel/kernel/scalar/gaussian.hpp>
+#include <boost/kernel/functional/rp_visitor.hpp>
+#include <boost/kernel/functional/estimator.hpp>
+#include <libs/kernel/example/scalar_rp.h>
+
+void example_scalar_rp(std::ostream& out){
+ out << "-> example_scalar_rp : ";
+ using namespace boost;
+
+ //Types
+ typedef double val_;
+ typedef std::vector<val_> vec_;
+ typedef mt19937 urng_;
+ typedef normal_distribution<val_> norm_;
+ typedef variate_generator<urng_&,norm_> gen_;
+ typedef kernel::scalar::gaussian<val_> gauss_k_;
+ typedef kernel::rp_visitor<gauss_k_,val_> rp_visitor_;
+
+ // Contants
+ const val_ bandwidth = 0.5;
+ const val_ eps = math::tools::epsilon<val_>();
+ const unsigned n = 10;
+
+ // Initialization
+ vec_ vec_x(n);
+ vec_ vec_rp; vec_rp.reserve(n);
+ urng_ urng;
+ norm_ norm;
+ gen_ gen(urng,norm);
+ std::generate_n(
+ begin(vec_x),
+ n,
+ gen
+ );
+
+ // Computes a density estimate for each x in vec_x using vec_x as sample
+ BOOST_FOREACH(val_& x,vec_x){
+ val_ rp = for_each(
+ begin(vec_x),
+ end(vec_x),
+ rp_visitor_(bandwidth,x)
+ ).estimate();
+ vec_rp.push_back(rp);
+ }
+
+ std::copy(
+ begin(vec_rp),
+ end(vec_rp),
+ std::ostream_iterator<val_>(out," ")
+ );
+
+ typedef
+ kernel::estimator<const vec_&,kernel::rp_visitor,gauss_k_> estimator_;
+ estimator_ estimator(vec_x,bandwidth);
+ vec_ vec_rp2; vec_rp2.reserve(n);
+
+ // Same as previous but calls estimator instead of for_each
+ for(unsigned i = 0; i<n; i++){
+ val_ x = vec_x[i];
+ val_ rp = vec_rp[i];
+ val_ rp2 = estimator(x).estimate();
+ BOOST_ASSERT(fabs(rp-rp2)<eps);
+ }
+
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/kernel/libs/kernel/example/scalar_rp.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/example/scalar_rp.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::example::scalar_rp.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_KERNEL_EXAMPLE_SCALAR_RP_H_ER_2009
+#define LIBS_KERNEL_EXAMPLE_SCALAR_RP_H_ER_2009
+#include <ostream>
+
+void example_scalar_rp(std::ostream&);
+
+#endif
+
Added: sandbox/statistics/kernel/libs/kernel/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/libs/kernel/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,22 @@
+///////////////////////////////////////////////////////////////////////////////
+// kernel::src::main.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/kernel/example/scalar_rp.h>
+#include <libs/kernel/example/scalar_nw.h>
+#include <libs/kernel/example/multi_rp.h>
+#include <libs/kernel/example/benchmark_scalar.h>
+
+int main(){
+
+ example_scalar_rp(std::cout);
+ example_scalar_nw(std::cout);
+ example_multi_rp(std::cout);
+ example_benchmark_scalar(std::cout);
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/matrix_view/boost/matrix_view/algorithm/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/boost/matrix_view/algorithm/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,19 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::src::main.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/matrix_view/example/row_iterator.h>
+#include <libs/matrix_view/example/transform_column.h>
+
+int main(){
+
+ example_row_iterator(std::cout);
+ example_transform_column(std::cout);
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/matrix_view/boost/matrix_view/algorithm/transform_column.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/boost/matrix_view/algorithm/transform_column.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,63 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::algorithm::transform_column.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MATRIX_VIEW_ALGORITHM_TRANSFORM_COLUMN_HPP_ER_2009
+#define BOOST_MATRIX_VIEW_ALGORITHM_TRANSFORM_COLUMN_HPP_ER_2009
+#include <iterator>
+#include <boost/utility.hpp>
+#include <boost/lambda/lambda.hpp>
+
+namespace boost{
+namespace matrix_view{
+
+ // Visits the subsequence defined by a stride and an offset, and transforms
+ // it by f.
+ //
+ // | b |___|___|___|___|___| ... |___| e |
+ // | 0 |___|___| 1 |___|___| ... |n-1|___|
+ //
+ // A k-step iterator + algorithm would be more general, but until then...
+ template<unsigned k,typename F,typename It,typename ItO>
+ ItO transform_column(
+ It b,
+ It e,
+ unsigned offset,
+ F f,
+ ItO i_o
+ ){
+ typedef typename iterator_difference<It>::type diff_;
+ diff_ d = std::distance(b,e);
+ BOOST_ASSERT(d>=0);
+ if(d<offset){
+ return i_o;
+ }
+ b = next(b,offset);
+ diff_ n = d / k;
+ i_o = f(*b);
+ for(unsigned i = 1; i<n; ++i){
+ std::advance(b,k);
+ i_o = f(*b);
+ ++i_o;
+ }
+ return i_o;
+ }
+
+
+ template<unsigned k,typename It,typename ItO>
+ ItO copy_column(
+ It b,
+ It e,
+ unsigned offset,
+ ItO i_o
+ ){
+ return transform_column<k>(b, e, offset, boost::lambda::_1, i_o);
+ }
+
+}// algorithm
+}// boost
+
+#endif
Added: sandbox/statistics/matrix_view/boost/matrix_view/iterator/row_iterator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/boost/matrix_view/iterator/row_iterator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,113 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::iterator::row_iterator.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MATRIX_VIEW_ITERATOR_ROW_ITERATOR_HPP_ER_2009
+#define BOOST_MATRIX_VIEW_ITERATOR_ROW_ITERATOR_HPP_ER_2009
+#include <iterator>
+#include <algorithm>
+#include <cmath>
+#include <iostream>
+#include <boost/iterator/iterator_facade.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/range.hpp>
+
+namespace boost{
+namespace matrix_view{
+
+// Maps a pair of iterators and a stride to an iterator that iterates over
+// ranges. In matrix terminology, ++row_iterator moves down one row.
+template<
+ typename BaseIter,
+ typename Categ = typename iterator_category<BaseIter>::type,
+ typename Diff = typename iterator_difference<BaseIter>::type>
+class row_iterator
+ : public iterator_facade<
+ row_iterator<BaseIter>
+ , iterator_range<BaseIter>
+ , Categ
+ , iterator_range<BaseIter>
+ , Diff
+ >
+{
+ public:
+ row_iterator(){}
+
+ explicit row_iterator(BaseIter i,std::size_t stride)
+ :stride_(stride),base_iter(i){}
+ row_iterator(const row_iterator& that)
+ :stride_(that.stride_),base_iter(that.base_iter){}
+ row_iterator& operator=(const row_iterator& that){
+ if(&that!=this){
+ stride_ = that.stride_;
+ base_iter = that.base_iter;
+ }
+ return *this;
+ }
+
+ BaseIter base(){return base_iter;}
+ std::size_t stride()const{return stride_;}
+ private:
+ typedef iterator_range<BaseIter> Value;
+
+ friend class iterator_core_access;
+
+ void increment() { std::advance(this->base_iter,stride_); }
+
+ Diff distance_to(row_iterator const& other) const{
+ Diff d = std::distance(this->base_iter,other.base_iter);
+ d/=(Diff)(stride());
+ return d;
+ };
+
+ bool equal(row_iterator const& other) const
+ {
+ return this->base_iter == other.base_iter;
+ }
+
+ Value dereference() const {
+ //Value& inappropriate as result is local
+ BaseIter i = this->base_iter;
+ std::advance(i,stride_);
+ return make_iterator_range(this->base_iter,i);
+ }
+
+ void advance(Diff n)
+ {
+ std::advance(this->base_iter, n*stride());
+ }
+
+ std::size_t stride_;
+ BaseIter base_iter;
+};
+
+template<typename BaseIter>
+row_iterator<BaseIter>
+make_end_row_iterator(BaseIter b,BaseIter e,std::size_t stride){
+ //BOOST_ASSERT(std::distance(b,e)>0);
+ BOOST_ASSERT( ( std::distance(b,e)>0 ) || ( std::distance(b,e)==0 ) );
+ BaseIter ee = e;
+ //std::size_t d = (std::size_t)(std::distance(b,ee)-1)/stride;
+
+ std::size_t d = (std::size_t)(std::distance(b,ee))/stride;
+ d *= stride;
+ //ee = b; std::advance(ee,d+1);
+ ee = b; std::advance(ee,d);
+
+ return row_iterator<BaseIter>(ee,stride);
+}
+
+template<typename BaseIter>
+row_iterator<BaseIter>
+make_row_iterator(BaseIter b,std::size_t stride){
+ return row_iterator<BaseIter>(b,stride);
+}
+
+}// matrix_view
+}// boost
+
+#endif
Added: sandbox/statistics/matrix_view/libs/matrix_view/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/libs/matrix_view/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,48 @@
+//////////////////////////////////////////////////////////////////////////////
+// matrix_view::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+This C++ package provides a row-major matrix view of a vector.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/boost_1_39_0/
+
+[ iterator ]
+
+ row_iterator
+
+[ algorithm ]
+
+ transform_column
+
+[ History ]
+
+July 2009 : Revamped row_iterator (previously vector2matrix) and added
+ transform_column
+March 2009 : vector2matrix
+
+[ Output ]
+
+main.cpp
+
+-> example_row_iterator
+std::distance(b,e) : 0 0 1 1 2 2 3 3 <-
+-> example_transform_column <-
+
+
Added: sandbox/statistics/matrix_view/libs/matrix_view/example/row_iterator.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/libs/matrix_view/example/row_iterator.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,87 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::example::row_iterator.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <list>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/matrix_view/iterator/row_iterator.hpp>
+#include <libs/matrix_view/example/row_iterator.h>
+
+void example_row_iterator(std::ostream& out)
+{
+ out << "-> example_row_iterator" << std::endl;
+
+ using namespace boost;
+ typedef int val_;
+ typedef std::vector<val_> vec_;
+ typedef range_size<vec_>::type size_;
+ int stride = 2;
+
+ {
+ typedef range_iterator<vec_>::type it_;
+ typedef matrix_view::row_iterator<it_> row_it_;
+ typedef matrix_view::row_iterator<it_> row_it_;
+
+ vec_ vec;
+ vec_ vecc;
+ {
+ using namespace boost::assign;
+ vec += 0,1,2,3,4,5,6,7,8;
+ }
+ //important to use the const qualifier
+ it_ base_b = boost::begin(vec);
+ it_ base_e = boost::end(vec);
+ row_it_ b(base_b,stride);
+ row_it_ i = b;
+ row_it_ e = matrix_view::make_end_row_iterator(
+ base_b,base_e,stride
+ );
+ while(i<e){
+ row_it_::value_type r = *i;
+ std::copy(boost::begin(r),boost::end(r),back_inserter(vecc));
+ ++i;
+ }
+ {
+ size_ i = 0;
+ BOOST_FOREACH(const val_& x, vecc){
+ x == vec[i];
+ ++i;
+ }
+ }
+ }
+
+ {
+ typedef vec_::const_iterator it_;
+ typedef matrix_view::row_iterator<it_> row_it_;
+ typedef matrix_view::row_iterator<it_> row_it_;
+
+ vec_ vec,vec_a;
+ {
+ using namespace boost::assign;
+ vec += 0,1,2,3,4,5,6,7;
+ }
+ it_ base_b = boost::begin(vec);
+ it_ base_e = boost::end(vec);
+ row_it_ b(base_b,stride);
+ out << "std::distance(b,e) : ";
+ for(it_ base_i = base_b; base_i<base_e; base_i++){
+ row_it_ e = matrix_view::make_end_row_iterator(
+ base_b,base_i,stride
+ );
+ out << std::distance(b,e) << ' ';
+ }
+ }
+
+
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/matrix_view/libs/matrix_view/example/row_iterator.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/libs/matrix_view/example/row_iterator.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::example::row_iterator.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_MATRIX_VIEW_EXAMPLE_ROW_ITERATOR_H_ER_2009
+#define LIBS_MATRIX_VIEW_EXAMPLE_ROW_ITERATOR_H_ER_2009
+#include <ostream>
+
+void example_row_iterator(std::ostream&);
+
+#endif
Added: sandbox/statistics/matrix_view/libs/matrix_view/example/transform_column.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/libs/matrix_view/example/transform_column.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,61 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::example::transform_column.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <list>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/foreach.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/matrix_view/algorithm/transform_column.hpp>
+#include <libs/matrix_view/example/transform_column.h>
+
+void example_transform_column(std::ostream& out)
+{
+ out << "-> example_transform_column" << std::endl;
+
+ using namespace boost;
+ typedef int val_;
+ typedef std::vector<val_> vec_;
+ typedef range_size<vec_>::type size_;
+
+ const unsigned n_col = 2;
+ const unsigned n_row = 5;
+ {
+ typedef range_iterator<vec_>::type it_;
+
+ vec_ vec;
+ vec_ column;
+ {
+ using namespace boost::assign;
+ size_ n = n_col * n_row;
+ for(unsigned i = 0; i< n; i++){
+ vec.push_back(i);
+ }
+ }
+ for(unsigned j = 0; j<n_col; j++){
+ column.clear();
+ matrix_view::copy_column<n_col>(
+ boost::begin(vec),
+ boost::end(vec),
+ j,
+ std::back_inserter(column)
+ );
+ for(unsigned i = 0; i<n_row; i++){
+ BOOST_ASSERT(
+ vec[ i * n_col + j ] == column[i]
+ );
+ }
+ }
+
+ }
+
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/matrix_view/libs/matrix_view/example/transform_column.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/matrix_view/libs/matrix_view/example/transform_column.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// matrix_view::example::transform_column.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_MATRIX_VIEW_EXAMPLE_TRANSFORM_COLUMN_H_ER_2009
+#define LIBS_MATRIX_VIEW_EXAMPLE_TRANSFORM_COLUMN_H_ER_2009
+#include <ostream>
+
+void example_transform_column(std::ostream&);
+
+#endif
Added: sandbox/statistics/model/boost/model/algorithm/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/algorithm/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::algorithm::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_ALGORITHM_INCLUDE_HPP_ER_2009
+#define BOOST_MODEL_ALGORITHM_INCLUDE_HPP_ER_2009
+
+#include <boost/model/algorithm/log_likelihood.hpp>
+#include <boost/model/algorithm/log_likelihoods.hpp>
+#include <boost/model/algorithm/log_posteriors.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/algorithm/log_likelihood.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/algorithm/log_likelihood.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,42 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::algorithm::log_likelihood.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_ALGORITHM_LOG_LIKELIHOOD_HPP_ER_2009
+#define BOOST_MODEL_ALGORITHM_LOG_LIKELIHOOD_HPP_ER_2009
+#include <boost/binary_op/algorithm/for_each.hpp>
+#include <boost/model/wrap/aggregate/model_parameter.hpp>
+#include <boost/model/functional/log_likelihood_accumulator.hpp>
+
+namespace boost{
+namespace model{
+
+ // Evaluates the likelihood at mp.parameter(), given model mp.model(),
+ // by summing all contributions from a dataset i.e. a
+ // sequence of covariates, [b_x,e_x), and reponses (starting at b_y)
+ template<typename T,typename M,typename P,typename ItX,typename ItE>
+ T
+ log_likelihood(
+ model_parameter_<M,P> mp,
+ ItX b_x,
+ ItX e_x,
+ ItE b_y
+ ){
+ typedef log_likelihood_accumulator<T,M,P> acc_;
+ acc_ acc(mp);
+ return boost::binary_op::for_each<acc_>(
+ b_x,
+ e_x,
+ b_y,
+ acc
+ ).value();
+ }
+
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/algorithm/log_likelihoods.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/algorithm/log_likelihoods.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,70 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::algorithm::log_likelihoods.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_ALGORITHM_LOG_LIKELIHOODS_HPP_ER_2009
+#define BOOST_MODEL_ALGORITHM_LOG_LIKELIHOODS_HPP_ER_2009
+#include <algorithm>
+#include <boost/lambda/bind.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/model/wrap/aggregate/model_dataset.hpp>
+#include <boost/model/functional/log_likelihood_evaluator.hpp>
+
+namespace boost{
+namespace model{
+
+// Evaluates the log-likelihood for each parameter in [b_p,e_p), given
+// model and data md
+template<typename T,
+ typename M,typename Rx,typename Ry,typename ItP,typename ItLw>
+ItLw log_likelihoods(
+ model_dataset_<M,Rx,Ry> md,
+ ItP b_p,
+ ItP e_p,
+ ItLw o_lw
+){
+ typedef log_likelihood_evaluator<T,M,Rx,Ry> eval_;
+ return std::transform(
+ b_p,
+ e_p,
+ o_lw,
+ eval_(md)
+ );
+}
+
+// Maps the input log-pdf to the ratio-log-pdf
+template<
+ typename T,
+ typename M,
+ typename Rx,
+ typename Ry,
+ typename ItP,
+ typename ItLw
+>
+ItLw
+log_likelihoods(
+ model_dataset_<M,Rx,Ry> md,
+ ItP b_p,
+ ItP e_p,
+ ItLw b_lw,
+ ItLw o_lw // lw <- (log_likelihod - lw)
+){
+ typedef log_likelihood_evaluator<T,M,Rx,Ry> eval_;
+ eval_ e(md);
+ return std::transform(
+ b_p,
+ e_p,
+ b_lw,
+ o_lw,
+ boost::lambda::bind(e,boost::lambda::_2) - boost::lambda::_1
+ );
+}
+
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/algorithm/log_posteriors.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/algorithm/log_posteriors.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,75 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::algorithm::log_posteriors.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_ALGORITHM_LOG_POSTERIORS_HPP_ER_2009
+#define BOOST_MODEL_ALGORITHM_LOG_POSTERIORS_HPP_ER_2009
+#include <algorithm>
+#include <boost/lambda/lambda.hpp>
+#include <boost/model/wrap/aggregate/prior_model_dataset.hpp>
+#include <boost/model/functional/log_posterior_evaluator.hpp>
+
+namespace boost{
+namespace model{
+
+// Evaluates the log-postetior for each parameter in [b_p,e_p)
+template<
+ typename T,typename D,typename M,typename Rx,typename Ry,typename ItP,
+ typename ItLw
+>
+ItLw
+log_posteriors(
+ boost::model::prior_model_dataset_<D,M,Rx,Ry> pmd,
+ ItP b_p,
+ ItP e_p,
+ ItLw o_lw
+){
+ typedef log_posterior_evaluator<T,D,M,Rx,Ry> eval_;
+ return std::transform(
+ b_p,
+ e_p,
+ o_lw,
+ eval_(pmd)
+ );
+}
+
+// log-pdf_Q --> log_pdf P + log_pdf L - log_pdf_Q
+template<
+ typename T,
+ typename D,
+ typename M,
+ typename Rx,
+ typename Ry,
+ typename ItP,
+ typename ItLw,
+ typename ItLw2
+>
+ItLw
+log_posteriors(
+ prior_model_dataset_<D,M,Rx,Ry> pmd,
+ ItP b_p,
+ ItP e_p,
+ ItLw b_lw,
+ ItLw2 o_lw // lw <- (log_posterior - lw)
+){
+ typedef log_posterior_evaluator<T,D,M,Rx,Ry> eval_;
+ eval_ e(pmd);
+ return std::transform(
+ b_p, //1
+ e_p,
+ b_lw, //2
+ o_lw,
+ boost::lambda::bind(
+ e,
+ boost::lambda::_1
+ ) - boost::lambda::_2
+ );
+}
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/functional/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/functional/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::functional::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_FUNCTIONAL_INCLUDE_HPP_ER_2009
+#define BOOST_MODEL_FUNCTIONAL_INCLUDE_HPP_ER_2009
+
+#include <boost/model/functional/log_likelihood_accumulator.hpp>
+#include <boost/model/functional/log_likelihood_evaluator.hpp>
+#include <boost/model/functional/log_posterior_evaluator.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/functional/log_likelihood_accumulator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/functional/log_likelihood_accumulator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,145 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::functional::log_likelihood_accumulator.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_FUNCTIONAL_LOG_LIKELIHOOD_ACCUMULATOR_HPP_ER_2009
+#define BOOST_MODEL_FUNCTIONAL_LOG_LIKELIHOOD_ACCUMULATOR_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/operators.hpp>
+#include <boost/model/wrap/aggregate/model_parameter.hpp>
+#include <boost/model/wrap/aggregate/model_data.hpp>
+#include <boost/joint_dist/unscope/log_unnormalized_pdf.hpp>
+#include <boost/scalar_dist/unscope/log_unnormalized_pdf.hpp>
+
+namespace boost{
+
+ // fwd declare
+ template<typename T,typename M,typename X,typename Y,typename P>
+ T log_likelihood(
+ model::model_data_<M,X,Y>,
+ const P&
+ );
+
+namespace model{
+
+// Functor that accumulates the data contribution to the likelihood of a model
+// and its parameter.
+//
+// Used by algorithm::log_likelihood
+template<
+ typename T, // result_type
+ typename M, // Model
+ typename P // parameter
+>
+class log_likelihood_accumulator : boost::addable<
+ log_likelihood_accumulator<T,M,P>
+>{
+public:
+ typedef T result_type;
+ typedef model_parameter_<M,P> model_parameter_type;
+
+
+ // Construction
+ log_likelihood_accumulator();
+ log_likelihood_accumulator(model_parameter_type);
+ log_likelihood_accumulator(const log_likelihood_accumulator& );
+ log_likelihood_accumulator& operator=(const log_likelihood_accumulator& );
+
+ // Operator
+ log_likelihood_accumulator& operator+=(
+ const log_likelihood_accumulator& that
+ );
+
+ // Update
+ template<typename X,typename Y>
+ result_type operator()(const X&,const Y& y);
+
+ // Access
+ const model_parameter_type& model_parameter()const;
+ result_type value()const;
+
+private:
+ model_parameter_type mp_;
+ result_type cum_sum_;
+ static result_type zero_;
+};
+
+ // Implementation //
+
+template<typename T,typename M,typename P>
+typename log_likelihood_accumulator<T,M,P>::result_type
+log_likelihood_accumulator<T,M,P>::zero_ = static_cast<result_type>(0);
+
+// Construction
+template<typename T,typename M,typename P>
+log_likelihood_accumulator<T,M,P>::log_likelihood_accumulator()
+:mp_(),cum_sum_(zero_){}
+
+template<typename T,typename M,typename P>
+log_likelihood_accumulator<T,M,P>::log_likelihood_accumulator(
+ model_parameter_type mp
+):mp_(mp),cum_sum_(zero_){}
+
+template<typename T,typename M,typename P>
+log_likelihood_accumulator<T,M,P>::log_likelihood_accumulator(
+ const log_likelihood_accumulator& that
+):mp_(that.mp_),cum_sum_(that.cum_sum_){}
+
+template<typename T,typename M,typename P>
+log_likelihood_accumulator<T,M,P>&
+log_likelihood_accumulator<T,M,P>::operator=(
+ const log_likelihood_accumulator& that
+){
+ if(&that!=this){
+ mp_ = that.mp_;
+ cum_sum_ = that.cum_sum_;
+ }
+ return (*this);
+}
+
+// Operator
+
+template<typename T,typename M,typename P>
+log_likelihood_accumulator<T,M,P>&
+log_likelihood_accumulator<T,M,P>::operator+=(
+ const log_likelihood_accumulator& that
+){
+ (this->cum_sum_)+= that.value();
+}
+
+// Update
+template<typename T,typename M,typename P>
+template<typename X,typename Y>
+typename log_likelihood_accumulator<T,M,P>::result_type
+log_likelihood_accumulator<T,M,P>::operator()(const X& x,const Y& y){
+
+ result_type l = log_likelihood<T>(
+ make_model_data(
+ model_parameter().model(),
+ x,
+ y
+ ),
+ model_parameter().parameter()
+ );
+ cum_sum_ += l;
+ return cum_sum_;
+}
+
+// Access
+
+template<typename T,typename M,typename P>
+const typename log_likelihood_accumulator<T,M,P>::model_parameter_type&
+log_likelihood_accumulator<T,M,P>::model_parameter()const{ return mp_; }
+
+template<typename T,typename M,typename P>
+typename log_likelihood_accumulator<T,M,P>::result_type
+log_likelihood_accumulator<T,M,P>::value()const{ return cum_sum_; }
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/functional/log_likelihood_evaluator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/functional/log_likelihood_evaluator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,97 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::functional::log_likelihood_evaluator.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_FUNCTIONAL_LOG_LIKELIHOOD_EVALUATOR_HPP_ER_2009
+#define BOOST_MODEL_FUNCTIONAL_LOG_LIKELIHOOD_EVALUATOR_HPP_ER_2009
+#include <boost/range.hpp>
+#include <boost/model/wrap/aggregate/model_parameter.hpp>
+#include <boost/model/wrap/aggregate/model_dataset.hpp>
+#include <boost/model/algorithm/log_likelihood.hpp>
+
+namespace boost{
+namespace model{
+
+ // Evaluates the log-likelihood at a parameter values given a model and
+ // a dataset.
+ //
+ // T is the result_type
+ template<typename T,typename M,typename Rx,typename Ry>
+ class log_likelihood_evaluator{
+ public:
+ typedef T result_type;
+ typedef model_dataset_<M,Rx,Ry> model_dataset_type;
+
+ // Constructor
+ log_likelihood_evaluator();
+ log_likelihood_evaluator(const model_dataset_type&);
+ log_likelihood_evaluator(const log_likelihood_evaluator&);
+ log_likelihood_evaluator& operator=(const log_likelihood_evaluator&);
+
+ // Evaluate
+ template<typename P> result_type operator()(const P& p)const;
+
+ // Access
+ const model_dataset_type& model_dataset()const;
+
+ private:
+ model_dataset_type md_;
+ };
+
+ // Implementation //
+
+ // Construction
+ template<typename T,typename M,typename Rx,typename Ry>
+ log_likelihood_evaluator<T,M,Rx,Ry>::log_likelihood_evaluator(){}
+
+ template<typename T,typename M,typename Rx,typename Ry>
+ log_likelihood_evaluator<T,M,Rx,Ry>::log_likelihood_evaluator(
+ const model_dataset_type& md
+ ):md_(md){}
+
+ template<typename T,typename M,typename Rx,typename Ry>
+ log_likelihood_evaluator<T,M,Rx,Ry>::log_likelihood_evaluator(
+ const log_likelihood_evaluator& that
+ ):md_(that.md_){}
+
+ template<typename T,typename M,typename Rx,typename Ry>
+ log_likelihood_evaluator<T,M,Rx,Ry>&
+ log_likelihood_evaluator<T,M,Rx,Ry>::operator=(
+ const log_likelihood_evaluator& that
+ ){
+ if(&that!=this){
+ md_ = (that.md_);
+ }
+ return (*this);
+ }
+
+ // Evaluate
+ template<typename T,typename M,typename Rx,typename Ry>
+ template<typename P>
+ typename log_likelihood_evaluator<T,M,Rx,Ry>::result_type
+ log_likelihood_evaluator<T,M,Rx,Ry>::operator()(const P& p)const{
+ return log_likelihood<T>(
+ make_model_parameter(
+ model_dataset().model(),
+ p
+ ),
+ boost::begin( model_dataset().covariates() ),
+ boost::end( model_dataset().covariates() ),
+ boost::begin( model_dataset().responses() )
+ );
+ }
+
+ // Access
+ template<typename T,typename M,typename Rx,typename Ry>
+ const typename log_likelihood_evaluator<T,M,Rx,Ry>::model_dataset_type&
+ log_likelihood_evaluator<T,M,Rx,Ry>::model_dataset()const{
+ return (this->md_);
+ }
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/functional/log_posterior_evaluator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/functional/log_posterior_evaluator.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,107 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::functional::log_posterior_evaluator.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_FUNCTIONAL_LOG_POSTERIOR_EVALUATOR_HPP_ER_2009
+#define BOOST_MODEL_FUNCTIONAL_LOG_POSTERIOR_EVALUATOR_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/operators.hpp>
+#include <boost/binary_op/algorithm/for_each.hpp>
+#include <boost/joint_dist/unscope/log_unnormalized_pdf.hpp>
+#include <boost/scalar_dist/unscope/log_unnormalized_pdf.hpp>
+#include <boost/model/wrap/aggregate/prior_model_dataset.hpp>
+#include <boost/model/functional/log_likelihood_evaluator.hpp>
+
+namespace boost{
+namespace model{
+
+ // Augments algorithm::log_likehood with a prior of type D
+ //
+ // Requirements:
+ // Let d denote an instance of D and p a parameter, then
+ // log_unnormalized_pdf(p_dist,p) must return an object of type T
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ class log_posterior_evaluator : log_likelihood_evaluator<T,M,Rx,Ry>{
+ typedef log_likelihood_evaluator<T,M,Rx,Ry> super_;
+ public:
+ typedef prior_model_dataset_<D,M,Rx,Ry> prior_model_dataset_type;
+ typedef typename prior_model_dataset_type::prior_type prior_type;
+ typedef typename super_::result_type result_type;
+
+ // Constructor
+ log_posterior_evaluator();
+ log_posterior_evaluator(const prior_model_dataset_type&);
+ log_posterior_evaluator(const log_posterior_evaluator&);
+ log_posterior_evaluator& operator=(const log_posterior_evaluator&);
+
+ // Evaluate
+ template<typename P>
+ result_type operator()(const P& p)const;
+
+ // Access
+ const prior_model_dataset_type& prior_model_dataset()const;
+
+ private:
+ prior_model_dataset_type pmd_;
+ };
+
+ // Implementation //
+
+ // Construction
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ log_posterior_evaluator<T,D,M,Rx,Ry>::log_posterior_evaluator():
+ super_(){}
+
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ log_posterior_evaluator<T,D,M,Rx,Ry>::log_posterior_evaluator(
+ const prior_model_dataset_type& pmd
+ ):super_(pmd),pmd_(pmd){}
+
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ log_posterior_evaluator<T,D,M,Rx,Ry>::log_posterior_evaluator(
+ const log_posterior_evaluator& that
+ ):super_(that),pmd_(that.pmd_){}
+
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ log_posterior_evaluator<T,D,M,Rx,Ry>&
+ log_posterior_evaluator<T,D,M,Rx,Ry>::operator=(
+ const log_posterior_evaluator& that
+ ){
+ if(&that!=this){
+ super_::operator=(that);
+ pmd_ = (that.pmd_);
+ }
+ return (*this);
+ }
+
+ // Evaluate
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ template<typename P>
+ typename log_posterior_evaluator<T,D,M,Rx,Ry>::result_type
+ log_posterior_evaluator<T,D,M,Rx,Ry>::operator()(const P& p)const{
+ const super_& super = static_cast<const super_&>(*this);
+ result_type res = super(p);
+ res += log_unnormalized_pdf(
+ prior_model_dataset().prior(),
+ p
+ );
+ return res;
+ }
+
+ // Access
+ template<typename T,typename D,typename M,typename Rx,typename Ry>
+ const
+ typename
+ log_posterior_evaluator<T,D,M,Rx,Ry>::prior_model_dataset_type&
+ log_posterior_evaluator<T,D,M,Rx,Ry>::prior_model_dataset()const{
+ return (this->pmd_);
+ }
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_INCLUDE_HPP_ER_2009
+#define BOOST_MODEL_INCLUDE_HPP_ER_2009
+
+#include <boost/model/algorithm/include.hpp>
+#include <boost/model/wrap/include.hpp>
+#include <boost/model/functional/include.hpp>
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/wrap/aggregate/data.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/data.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::data.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_DATA_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_DATA_HPP_ER_2009
+#include <boost/model/wrap/unary/covariate.hpp>
+#include <boost/model/wrap/unary/response.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename X,typename Y>
+ class data_ :
+ public covariate_<X>,
+ public response_<Y>
+ {
+ typedef covariate_<X> cov_;
+ typedef response_<Y> resp_;
+
+ public:
+ typedef data_<X,Y> data_w_;
+
+ // Construction
+ data_();
+ data_(cov_ cov,resp_ resp);
+ data_(const data_&);
+
+ };
+
+ // Implementation //
+
+ template<typename X,typename Y>
+ data_<X,Y>::data_() : cov_(),resp_(){}
+
+ template<typename X,typename Y>
+ data_<X,Y>::data_( cov_ cov, resp_ resp ) : cov_( cov ), resp_( resp ){}
+
+ template<typename X,typename Y>
+ data_<X,Y>::data_(const data_& that)
+ :cov_( that ),resp_( that ) {}
+
+ // Free functions
+
+ template<typename X,typename Y>
+ data_<X,Y>
+ make_data(const X& x,const Y& y){
+ typedef data_<X,Y> result_type;
+ return result_type(x,y);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/aggregate/dataset.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/dataset.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,59 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::dataset.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_DATASET_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_DATASET_HPP_ER_2009
+#include <boost/model/wrap/unary/covariates.hpp>
+#include <boost/model/wrap/unary/responses.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename Rx,typename Ry>
+ class dataset_ :
+ public covariates_<Rx>,
+ public responses_<Ry>
+ {
+ typedef covariates_<Rx> covs_;
+ typedef responses_<Ry> resps_;
+
+ public:
+ typedef dataset_<Rx,Ry> dataset_w_;
+
+ // Construction
+ dataset_();
+ dataset_(covs_ covs,resps_ resps);
+ dataset_(const dataset_&);
+
+ };
+
+ // Implementation //
+
+ template<typename Rx,typename Ry>
+ dataset_<Rx,Ry>::dataset_() : covs_(), resps_(){}
+
+ template<typename Rx,typename Ry>
+ dataset_<Rx,Ry>::dataset_( covs_ covs, resps_ resps)
+ : covs_( covs ), resps_( resps ){}
+
+ template<typename Rx,typename Ry>
+ dataset_<Rx,Ry>::dataset_(const dataset_& that)
+ :covs_( that ), resps_( that ) {}
+
+ // Free functions
+
+ template<typename Rx,typename Ry>
+ dataset_<Rx,Ry>
+ make_dataset(const Rx& rx,const Ry& ry){
+ typedef dataset_<Rx,Ry> result_type;
+ return result_type(rx,ry);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/aggregate/model_covariate_parameter.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/model_covariate_parameter.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,77 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::model_covariate_parameter.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_MODEL_COVARIATE_PARAMETER_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_MODEL_COVARIATE_PARAMETER_HPP_ER_2009
+#include <boost/model/wrap/aggregate/model_parameter.hpp>
+#include <boost/model/wrap/unary/covariate.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename M,typename X,typename P>
+ class model_covariate_parameter_ :
+ public model_parameter_<M,P>,
+ public covariate_<X>
+ {
+ typedef model_parameter_<M,P> model_parameter_;
+ typedef covariate_<X> covariate_;
+
+ public:
+
+ typedef model_covariate_parameter_<M,X,P> model_covariate_parameter_w_;
+
+ // Construction
+ model_covariate_parameter_();
+ model_covariate_parameter_(model_parameter_ mp,covariate_ cov);
+ model_covariate_parameter_(
+ typename model_parameter_::model_w_ model,
+ covariate_ cov,
+ typename model_parameter_::parameter_w_ par
+ );
+ model_covariate_parameter_(const model_covariate_parameter_&);
+
+ };
+
+ // Implementation //
+
+ template<typename M,typename X,typename P>
+ model_covariate_parameter_<M,X,P>::model_covariate_parameter_()
+ : model_parameter_(),covariate_(){}
+
+ template<typename M,typename X,typename P>
+ model_covariate_parameter_<M,X,P>::model_covariate_parameter_(
+ model_parameter_ mp, covariate_ cov
+ )
+ : model_parameter_( mp ), covariate_( cov ){}
+
+ template<typename M,typename X,typename P>
+ model_covariate_parameter_<M,X,P>::model_covariate_parameter_(
+ typename model_parameter_::model_w_ m,
+ covariate_ cov,
+ typename model_parameter_::parameter_w_ p
+ )
+ : model_parameter_( m, p ), covariate_( cov ){}
+
+ template<typename M,typename X,typename P>
+ model_covariate_parameter_<M,X,P>::model_covariate_parameter_(
+ const model_covariate_parameter_& that
+ ) : model_parameter_( that ), covariate_( that ) {}
+
+ // Free functions
+
+ template<typename M,typename X,typename P>
+ model_covariate_parameter_<M,X,P>
+ make_model_covariate_parameter(const M& m,const X& x,const P& p){
+ typedef model_covariate_parameter_<M,X,P> result_type;
+ return result_type(m,x,p);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/aggregate/model_data.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/model_data.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,66 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::model_data.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_MODEL_DATA_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_MODEL_DATA_HPP_ER_2009
+#include <boost/model/wrap/unary/model.hpp>
+#include <boost/model/wrap/aggregate/data.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename M,typename X,typename Y>
+ class model_data_ :
+ public model_<M>,
+ public data_<X,Y>
+ {
+ typedef model_<M> model_;
+ typedef data_<X,Y> data_;
+ public:
+ typedef model_data_<M,X,Y> model_data_w_;
+
+ // Construction
+ model_data_();
+ model_data_(model_ model,data_ data);
+ model_data_(
+ model_ model,
+ typename data_::covariate_w_ cov,
+ typename data_::response_w_ resp
+ );
+ model_data_(const model_data_&);
+
+ };
+
+ // Implementation //
+
+ template<typename M,typename X,typename Y>
+ model_data_<M,X,Y>::model_data_() : model_(),data_(){}
+
+ template<typename M,typename X,typename Y>
+ model_data_<M,X,Y>::model_data_(
+ model_ model,
+ typename data_::covariate_w_ covs,
+ typename data_::response_w_ resps
+ ) : model_( model ), data_ (covs,resps) {}
+
+ template<typename M,typename X,typename Y>
+ model_data_<M,X,Y>::model_data_(const model_data_& that)
+ :model_( that ),data_( that ) {}
+
+ // Free functions
+
+ template<typename M,typename X,typename Y>
+ model_data_<M,X,Y>
+ make_model_data(const M& m,const X& x,const Y& y){
+ typedef model_data_<M,X,Y> result_type;
+ return result_type(m,x,y);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/aggregate/model_dataset.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/model_dataset.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,66 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::model_dataset.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_MODEL_DATASET_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_MODEL_DATASET_HPP_ER_2009
+#include <boost/model/wrap/unary/model.hpp>
+#include <boost/model/wrap/aggregate/dataset.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename M,typename Rx,typename Ry>
+ class model_dataset_ :
+ public model_<M>,
+ public dataset_<Rx,Ry>
+ {
+ typedef model_<M> model_;
+ typedef dataset_<Rx,Ry> dataset_;
+ public:
+ typedef model_dataset_<M,Rx,Ry> model_dataset_w_;
+
+ // Construction
+ model_dataset_();
+ model_dataset_(model_ model,dataset_ dataset);
+ model_dataset_(
+ model_ model,
+ typename dataset_::covariates_w_ covs,
+ typename dataset_::responses_w_ resps
+ );
+ model_dataset_(const model_dataset_&);
+
+ };
+
+ // Implementation //
+
+ template<typename M,typename Rx,typename Ry>
+ model_dataset_<M,Rx,Ry>::model_dataset_() : model_(),dataset_(){}
+
+ template<typename M,typename Rx,typename Ry>
+ model_dataset_<M,Rx,Ry>::model_dataset_(
+ model_ model,
+ typename dataset_::covariates_w_ covs,
+ typename dataset_::responses_w_ resps
+ ) : model_( model ), dataset_ (covs,resps) {}
+
+ template<typename M,typename Rx,typename Ry>
+ model_dataset_<M,Rx,Ry>::model_dataset_(const model_dataset_& that)
+ :model_( that ),dataset_( that ) {}
+
+ // Free functions
+
+ template<typename M,typename Rx,typename Ry>
+ model_dataset_<M,Rx,Ry>
+ make_model_dataset(const M& m,const Rx& rx,const Ry& ry){
+ typedef model_dataset_<M,Rx,Ry> result_type;
+ return result_type(m,rx,ry);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/aggregate/model_parameter.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/model_parameter.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,60 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::model_parameter.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_MODEL_PARAMETER_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_MODEL_PARAMETER_HPP_ER_2009
+#include <boost/model/wrap/unary/model.hpp>
+#include <boost/model/wrap/unary/parameter.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename M,typename P>
+ class model_parameter_ :
+ public model_<M>,
+ public parameter_<P>
+ {
+ typedef model_<M> model_;
+ typedef parameter_<P> parameter_;
+
+ public:
+
+ typedef model_parameter_<M,P> model_parameter_w_;
+
+ // Construction
+ model_parameter_();
+ model_parameter_(model_ model,parameter_ par);
+ model_parameter_(const model_parameter_&);
+
+ };
+
+ // Implementation //
+
+ template<typename M,typename P>
+ model_parameter_<M,P>::model_parameter_() : model_(),parameter_(){}
+
+ template<typename M,typename P>
+ model_parameter_<M,P>::model_parameter_( model_ m, parameter_ p )
+ : model_( m ), parameter_( p ){}
+
+ template<typename M,typename P>
+ model_parameter_<M,P>::model_parameter_(const model_parameter_& that)
+ :model_( that ),parameter_( that ) {}
+
+ // Free functions
+
+ template<typename M,typename P>
+ model_parameter_<M,P>
+ make_model_parameter(const M& m,const P& p){
+ typedef model_parameter_<M,P> result_type;
+ return result_type(m,p);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/aggregate/prior_model_dataset.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/aggregate/prior_model_dataset.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,71 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::aggregate::prior_model_dataset.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_AGGREGATE_PRIOR_MODEL_DATASET_HPP_ER_2009
+#define BOOST_MODEL_WRAP_AGGREGATE_PRIOR_MODEL_DATASET_HPP_ER_2009
+#include <boost/model/wrap/unary/prior.hpp>
+#include <boost/model/wrap/aggregate/model_dataset.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename D,typename M,typename Rx,typename Ry>
+ class prior_model_dataset_ :
+ public prior_<D>,
+ public model_dataset_<M,Rx,Ry>
+ {
+ typedef prior_<D> prior_;
+ typedef model_dataset_<M,Rx,Ry> model_dataset_;
+ public:
+ typedef prior_model_dataset_<D,M,Rx,Ry> prior_model_dataset_w_;
+
+ // Construction
+ prior_model_dataset_();
+ prior_model_dataset_(prior_ prior,model_dataset_ model_dataset);
+ prior_model_dataset_(
+ prior_ prior,
+ typename model_dataset_::model_w_ m,
+ typename model_dataset_::covariates_w_ covs,
+ typename model_dataset_::responses_w_ resps
+ );
+ prior_model_dataset_(const prior_model_dataset_&);
+
+ };
+
+ // Implementation //
+
+ template<typename D,typename M,typename Rx,typename Ry>
+ prior_model_dataset_<D,M,Rx,Ry>::prior_model_dataset_()
+ : prior_(),model_dataset_(){}
+
+ template<typename D,typename M,typename Rx,typename Ry>
+ prior_model_dataset_<D,M,Rx,Ry>::prior_model_dataset_(
+ prior_ prior,
+ typename model_dataset_::model_w_ m,
+ typename model_dataset_::covariates_w_ covs,
+ typename model_dataset_::responses_w_ resps
+ ) : prior_( prior ), model_dataset_ ( m, covs, resps) {}
+
+ template<typename D,typename M,typename Rx,typename Ry>
+ prior_model_dataset_<D,M,Rx,Ry>::prior_model_dataset_(
+ const prior_model_dataset_& that)
+ :prior_( that ),model_dataset_( that ) {}
+
+ // Free functions
+
+ template<typename D,typename M,typename Rx,typename Ry>
+ prior_model_dataset_<D,M,Rx,Ry>
+ make_prior_model_dataset(const D& d,const M& m,const Rx& rx,const Ry& ry){
+ typedef prior_model_dataset_<D,M,Rx,Ry> result_type;
+ return result_type(d,m,rx,ry);
+ }
+
+}// model
+}// boost
+
+#endif
+
Added: sandbox/statistics/model/boost/model/wrap/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_INCLUDE_HPP_ER_2009
+#define BOOST_MODEL_WRAP_INCLUDE_HPP_ER_2009
+
+#include <boost/model/wrap/unary/covariate.hpp>
+#include <boost/model/wrap/unary/model.hpp>
+#include <boost/model/wrap/unary/prior.hpp>
+#include <boost/model/wrap/unary/response.hpp>
+#include <boost/model/wrap/unary/covariates.hpp>
+#include <boost/model/wrap/unary/responses.hpp>
+
+#include <boost/model/wrap/aggregate/data.hpp>
+#include <boost/model/wrap/aggregate/dataset.hpp>
+#include <boost/model/wrap/aggregate/model_parameter.hpp>
+#include <boost/model/wrap/aggregate/model_dataset.hpp>
+#include <boost/model/wrap/aggregate/prior_model_dataset.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/model/boost/model/wrap/unary/covariate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/covariate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::covariate.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_COVARIATE_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_COVARIATE_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename X>
+ class covariate_ : detail::base_<X>{
+ typedef detail::base_<X> base_;
+ public:
+ typedef X covariate_type;
+ typedef covariate_<X> covariate_w_;
+
+ // Construction
+ covariate_();
+ covariate_(const X& x);
+ covariate_(const covariate_&);
+
+ // Access
+ const X& covariate()const;
+ };
+
+ // Implementation //
+
+ template<typename X>
+ covariate_<X>::covariate_() : base_(){}
+
+ template<typename X>
+ covariate_<X>::covariate_( const X& x ) : base_(x){}
+
+ template<typename X>
+ covariate_<X>::covariate_(const covariate_& that)
+ :base_(that){}
+
+ template<typename X>
+ const X& covariate_<X>::covariate()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename X>
+ covariate_<X>
+ make_covariate_(const X& x){
+ typedef covariate_<X> result_type;
+ return result_type(x);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/covariates.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/covariates.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::covariates.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_COVARIATES_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_COVARIATES_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename Rx>
+ class covariates_ : detail::base_<Rx>{
+ typedef detail::base_<Rx> base_;
+ public:
+ typedef Rx covariates_type;
+ typedef covariates_<Rx> covariates_w_;
+
+ // Construction
+ covariates_();
+ covariates_(const Rx& x);
+ covariates_(const covariates_&);
+
+ // Access
+ const Rx& covariates()const;
+ };
+
+ // Implementation //
+
+ template<typename Rx>
+ covariates_<Rx>::covariates_() : base_(){}
+
+ template<typename Rx>
+ covariates_<Rx>::covariates_( const Rx& rx ) : base_(rx){}
+
+ template<typename Rx>
+ covariates_<Rx>::covariates_(const covariates_& that)
+ :base_(that){}
+
+ template<typename Rx>
+ const Rx& covariates_<Rx>::covariates()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename Rx>
+ covariates_<Rx>
+ make_covariates(const Rx& rx){
+ typedef covariates_<Rx> result_type;
+ return result_type(rx);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/detail/base.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/detail/base.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,59 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::detail::base.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_DETAIL_BASE_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_DETAIL_BASE_HPP_ER_2009
+#include <boost/mpl/assert.hpp>
+#include <boost/type_traits/is_reference.hpp>
+
+namespace boost{
+namespace model{
+namespace detail{
+
+ // D represents the prior distribution
+ template<typename T>
+ class base_{
+ typedef is_reference<T> is_ref_;
+ BOOST_MPL_ASSERT((
+ mpl::not_<is_ref_>
+ ));
+ public:
+ // Construction
+ base_();
+ base_(const T&);
+ base_(const base_&);
+ const T& value;
+ private:
+ base_& operator=(const base_&);
+ static const T& make();
+ };
+
+ // Implementation //
+
+ template<typename T>
+ base_<T>::base_() : value(make()){}
+
+ template<typename T>
+ base_<T>::base_(
+ const T& t
+ ) : value(t){}
+
+ template<typename T>
+ base_<T>::base_(const base_& that)
+ :value( that.value ){}
+
+ template<typename T>
+ const T& base_<T>::make(){
+ static T t = T();
+ return t;
+ }
+
+}// detail
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/model.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/model.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::model.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_MODEL_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_MODEL_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename M>
+ class model_ : detail::base_<M>{
+ typedef detail::base_<M> base_;
+ public:
+ typedef M model_type;
+ typedef model_<M> model_w_;
+
+ // Construction
+ model_();
+ model_(const M& m);
+ model_(const model_&);
+
+ // Access
+ const M& model()const;
+ };
+
+ // Implementation //
+
+ template<typename M>
+ model_<M>::model_() : base_(){}
+
+ template<typename M>
+ model_<M>::model_( const M& m ) : base_(m){}
+
+ template<typename M>
+ model_<M>::model_(const model_& that)
+ :base_(that){}
+
+ template<typename M>
+ const M& model_<M>::model()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename M>
+ model_<M>
+ make_model(const M& m){
+ typedef model_<M> result_type;
+ return result_type(m);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/parameter.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/parameter.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::parameter.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_PARAMETER_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_PARAMETER_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename X>
+ class parameter_ : detail::base_<X>{
+ typedef detail::base_<X> base_;
+ public:
+ typedef X parameter_type;
+ typedef parameter_<X> parameter_w_;
+
+ // Construction
+ parameter_();
+ parameter_(const X& x);
+ parameter_(const parameter_&);
+
+ // Access
+ const X& parameter()const;
+ };
+
+ // Implementation //
+
+ template<typename X>
+ parameter_<X>::parameter_() : base_(){}
+
+ template<typename X>
+ parameter_<X>::parameter_( const X& x ) : base_(x){}
+
+ template<typename X>
+ parameter_<X>::parameter_(const parameter_& that)
+ :base_(that){}
+
+ template<typename X>
+ const X& parameter_<X>::parameter()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename X>
+ parameter_<X>
+ make_parameter(const X& x){
+ typedef parameter_<X> result_type;
+ return result_type(x);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/prior.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/prior.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,59 @@
+///////////////////////////////////////////////////////////////////////////////
+// prior::wrap::unary::prior.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_PRIOR_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_PRIOR_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename D>
+ class prior_ : detail::base_<D>{
+ typedef detail::base_<D> base_;
+ public:
+ typedef D prior_type;
+ typedef prior_<D> prior_w_;
+
+
+ // Construction
+ prior_();
+ prior_(const D& d);
+ prior_(const prior_&);
+
+ // Access
+ const D& prior()const;
+ };
+
+ // Implementation //
+
+ template<typename D>
+ prior_<D>::prior_() : base_(){}
+
+ template<typename D>
+ prior_<D>::prior_( const D& d ) : base_(d){}
+
+ template<typename D>
+ prior_<D>::prior_(const prior_& that)
+ :base_(that){}
+
+ template<typename D>
+ const D& prior_<D>::prior()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename D>
+ prior_<D>
+ make_prior(const D& d){
+ typedef prior_<D> result_type;
+ return result_type(d);
+ }
+
+}// prior
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/response.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/response.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::response.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_RESPONSE_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_RESPONSE_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename Y>
+ class response_ : detail::base_<Y>{
+ typedef detail::base_<Y> base_;
+ public:
+ typedef Y response_type;
+ typedef response_<Y> response_w_;
+
+ // Construction
+ response_();
+ response_(const Y& y);
+ response_(const response_&);
+
+ // Access
+ const Y& response()const;
+ };
+
+ // Implementation //
+
+ template<typename Y>
+ response_<Y>::response_() : base_(){}
+
+ template<typename Y>
+ response_<Y>::response_( const Y& y ) : base_(y){}
+
+ template<typename Y>
+ response_<Y>::response_(const response_& that)
+ :base_(that){}
+
+ template<typename Y>
+ const Y& response_<Y>::response()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename Y>
+ response_<Y>
+ make_response(const Y& y){
+ typedef response_<Y> result_type;
+ return result_type(y);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/boost/model/wrap/unary/responses.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/boost/model/wrap/unary/responses.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// model::wrap::unary::responses.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_MODEL_WRAP_UNARY_RESPONSES_HPP_ER_2009
+#define BOOST_MODEL_WRAP_UNARY_RESPONSES_HPP_ER_2009
+#include <boost/model/wrap/unary/detail/base.hpp>
+
+namespace boost{
+namespace model{
+
+ template<typename Ry>
+ class responses_ : detail::base_<Ry>{
+ typedef detail::base_<Ry> base_;
+ public:
+ typedef Ry responses_type;
+ typedef responses_<Ry> responses_w_;
+
+ // Construction
+ responses_();
+ responses_(const Ry& x);
+ responses_(const responses_&);
+
+ // Access
+ const Ry& responses()const;
+ };
+
+ // Implementation //
+
+ template<typename Ry>
+ responses_<Ry>::responses_() : base_(){}
+
+ template<typename Ry>
+ responses_<Ry>::responses_( const Ry& ry ) : base_(ry){}
+
+ template<typename Ry>
+ responses_<Ry>::responses_(const responses_& that)
+ :base_(that){}
+
+ template<typename Ry>
+ const Ry& responses_<Ry>::responses()const{ return (this->value); }
+
+ // Free functions
+
+ template<typename Ry>
+ responses_<Ry>
+ make_responses(const Ry& ry){
+ typedef responses_<Ry> result_type;
+ return result_type(ry);
+ }
+
+}// model
+}// boost
+
+#endif
Added: sandbox/statistics/model/libs/model/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/model/libs/model/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,112 @@
+//////////////////////////////////////////////////////////////////////////////
+// model::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+This C++ package contains
+
+i) Wrappers are individual or bundled references to quantities such as data,
+parameters and model abstractions, that arise in frequentist or Bayesian
+modeling. They give explicit meaning to the above quantities and simplify the
+syntax of functions that takes these quantities as arguments.
+
+ii) STL-like algorithms for computing likelihoods or posterior distributions,
+by aggretating the contributions of data-units in an (for now) iid setting.
+
+Examples can be found in statistics/survival/libs/example
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/boost_1_39_0/
+
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/joint_dist/
+/sandbox/statistics/binary_op/
+
+[ History ]
+
+July 2009 : Current version
+
+[ Notation ]
+
+LPdf and Model are concepts defined within this package.
+
+ Type Object Abstraction Concept
+ name name
+ - T t scalar is_scalar
+ - X x covariate
+ - Y y response
+ - P p parameter
+ - D d prior distribution LPdf
+ - M m likelihood model Model
+ - Rx rx covariates ForwardRange
+ - Ry ry responses ForwardRange
+ - O o OutputIterator
+
+Note that X, Y, P are not retricted to scalars. For example,
+ X == std::vector<T>
+ Y == survival::data::event<T>
+
+ Class Alias Object name
+ model_parameter_<M,P> mp_ mp
+ model_dataset_<M,Rx,Ry> md_ md
+ prior_model_dataset_<D,M,Rx,Ry> pmd_ pmd
+
+[b_x,e_x) and [b_p,e_p) denote iterator ranges to covariates and
+parameter values, respectively.
+
+[ Concepts ]
+
+- Model
+ m models Model iff
+ Expression Return type
+ log_likelihood(make_model_data(m,x,y),p) T
+- LPdf
+ d models LPdf iff
+ Expression Returns
+ log_unnormalized_pdf(d,p) T
+
+Those D such that is_scalar_dist<D> or joint_dist<D> evaluates to true model
+LPdf. Check directory unscope in either package.
+
+[ wrap ]
+ Example of wrappers:
+ md_ md(m,rx,ry);
+ md.covariates();
+
+ Often we only need a temporary, in which case it is preferable to call an
+ associated creator function that deduces the types of its arguments:
+ make_model_dataset(m,rx,ry);
+
+[ functional ]
+ Functors that support [ algorithm ]
+
+[ algorithm ]
+ Iterate over a dataset or parameter values to produce a likelihood or
+ set of likelihood (or posterior) values
+
+ Expression Return type
+ log_likelihood(mp,b_x,e_x,b_y) T
+ log_likelihoods(md,b_p,e_p,o) O
+ log_posteriors(pmd,b_p,e_p,o) O
+
+[ TODO ]
+
+- Some simple examples.
+- Check integration with Boost.Probability i.e. T = boost::log_likelihood
+- Think about non-iid
+- Think about derivatives.
\ No newline at end of file
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/monomials.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/monomials.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,180 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::monomials.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_MONOMIALS_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_MONOMIALS_HPP_ER_2009
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/assert.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/range.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/bind.hpp>
+#include <boost/monomials_horner/monomials_properties.hpp>
+
+namespace boost{
+namespace monomials_horner{
+
+ // Background:
+ // \see http://mathworld.wolfram.com/Polynomial.html
+ // A polynomial is a mathematical expression involving a sum of powers in
+ // one or more variables multiplied by coefficients. A polynomial in one
+ // variable (i.e., a univariate polynomial) with constant coefficients is
+ // given by
+ // a_nx^n+...+a_2x^2+a_1x+a_0. (1)
+ // The individual summands with the coefficients (usually) included are
+ // called monomials (Becker and Weispfenning 1993, p. 191),
+ // the products of the form x_1^(alpha_1)...x_n^(alpha_n)
+ // in the multivariate case,
+ // i.e., with the coefficients omitted, are called terms
+ // (Becker and Weispfenning 1993, p. 188).
+ // The highest power in a univariate polynomial is called its order,
+ // or sometimes its degree
+
+
+ // Example :
+ // variables = (a,b,c)
+ //
+ // 1
+ // >a >b >c
+ // >a^2 ab ac >b^2 bc >c^2
+ // >a^3 a^2b a^2 c ab^2 abc ac^2 >b^3 b^2c bc^2 > c^3
+ //
+ // each > above marks the begining of a "read range"
+ // the kth write range on the nth line is obtained by
+ // multiplying the kth read range on the (n-1)th line
+ // by the kth variable in (a,b,c)
+ // For example, (b^3, b^2c, bc^2) = b*(b^2, bc, c^2)
+
+ template<typename Cont = std::vector<double> >
+ class monomials{
+ typedef typename Cont::size_type size_type;
+ typedef typename range_iterator<Cont>::type it_;
+ typedef std::vector<it_> it_s;
+ typedef monomials_properties<> properties;
+ public:
+ typedef typename range_value<Cont>::type value_type;
+ typedef const Cont& result_type;
+ monomials(){}
+ monomials(monomials& that)
+ :degree_(that.degree_),terms_(that.terms_){}
+ monomials& operator=(const monomials& that){
+ if(&that!=this){
+ degree_ = that.degree_;
+ terms_ = that.terms_;
+ }
+ return *this;
+ }
+
+ //degree (also called total degree) is |alpha|=alpha_0+...+alpha_{n-1}
+ unsigned degree()const{return degree_;}
+ result_type operator()()const{return terms_;}
+
+ template<typename R>
+ void operator()(const R& variables,unsigned the_degree){
+ typedef std::vector<it_> it_s;
+ static it_s read_bs;
+ {
+ size_type sz = properties::number_degree_less_than(
+ the_degree,(unsigned)(size(variables)));
+ terms_.resize(sz);
+ }
+ it_ write_b = begin(terms_);
+
+ *write_b++ = 1;
+ read_bs.clear();
+ std::fill_n(
+ back_inserter(read_bs),
+ size(variables),
+ begin(terms_)
+ );
+
+ unsigned i = 1;
+ unsigned n = the_degree + 1;
+ while(i<n){
+ BOOST_ASSERT(size(read_bs)==size(variables));
+ write_b = for_each(//e=
+ make_zip_iterator(
+ make_tuple(
+ begin(read_bs),
+ begin(variables)
+ )
+ ),
+ make_zip_iterator(
+ make_tuple(
+ end(read_bs),
+ end(variables)
+ )
+ ),
+ zip_func<R>(write_b)
+ ).write_b;
+
+ ++i;
+ }
+ degree_ = the_degree;
+ }
+
+ private:
+ // keeping terms_ inside spares the client the need to clear it
+ // or keeping track of the number of terms.
+ // using the same Cont for improved memory management
+ unsigned degree_;
+ Cont terms_;
+
+ template<typename R>
+ struct zip_func
+ {
+ typedef typename range_iterator<R>::type it_1;
+ typedef typename it_1::value_type value1_type;
+ typedef const tuple<it_&,const value1_type&>& argument_type;
+ typedef void result_type;
+
+ zip_func(it_ write_b_)
+ :write_b(write_b_),read_e(write_b){}
+
+ zip_func(const zip_func& that)
+ :write_b(that.write_b),read_e(that.read_e){}
+
+ zip_func& operator=(const zip_func& that){
+ if(&that!=this){
+ write_b = that.write_b;
+ read_e = that.read_e;
+ }
+ return *this;
+ }
+
+ result_type operator()(argument_type t){
+ typename it_1::value_type x = (t.template get<1>());
+
+ it_ read_b = t.get<0>();
+ t.template get<0>() = write_b;
+
+ write_b =
+ transform(
+ read_b,
+ read_e,
+ write_b,
+ bind(
+ std::multiplies<value_type>(),
+ _1,
+ x
+ )
+ );
+ }
+
+ it_ write_b;
+ it_ read_e;
+
+ };
+ };
+
+}// monomials_horner
+}// boost
+
+#endif
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/monomials_properties.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/monomials_properties.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,28 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::monomials_properties.hpp //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_MONOMIALS_PROPERTIES_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_MONOMIALS_PROPERTIES_HPP_ER_2009
+#include <boost/math/special_functions/binomial.hpp>
+
+namespace boost{
+namespace monomials_horner{
+
+ template<typename T = double>
+ struct monomials_properties{
+ static unsigned long number_degree_less_than(
+ unsigned the_degree,unsigned dim){
+ return static_cast<unsigned long>(math::binomial_coefficient<T>(
+ the_degree+dim,dim));
+ }
+ };
+
+}// monomials_horner
+}// boost
+
+
+#endif
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/multi_indexes.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/multi_indexes.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,280 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::multi_indexes.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_MULTI_INDEXES_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_MULTI_INDEXES_HPP_ER_2009
+#include <vector>
+#include <functional>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/range.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/bind.hpp>
+#include <boost/assert.hpp>
+#include <boost/matrix_view/iterator/row_iterator.hpp>
+#include <boost/monomials_horner/monomials_properties.hpp>
+
+namespace boost{
+namespace monomials_horner{
+
+ // Example of multi indexes for N = 3, degree =2
+ // >(0,0,0)
+ // >(1,0,0) >(0,1,0) >(0,0,1)
+ // >(2,0,0) (1,1,0) (1,0,1) >(0,2,0) (0,1,1) >(0,0,2)
+ // Note that
+ // {(2,0,0) (1,1,0) (1,0,1)} = {(1,0,0) (0,1,0) (0,0,1)} + (1,0,0)
+ // {(0,2,0) (0,1,1)} = {(0,1,0) (0,0,1)} + (0,1,0) etc.
+
+ template<unsigned int N>
+ class multi_indexes{
+ public:
+ typedef std::vector<unsigned> storage_type;
+ typedef typename storage_type::iterator base_iter_type;
+ typedef typename storage_type::size_type size_type;
+ typedef storage_type::value_type base_value_type;
+
+ typedef matrix_view::row_iterator<base_iter_type> iter_type;
+ typedef std::vector<iter_type> iters_type;
+ typedef typename iter_type::value_type value_type;
+ typedef iterator_range<iter_type> iter_range_type;
+ typedef typename iters_type::iterator iters_iter_type;
+ typedef typename iter_type::difference_type iter_diff_type;
+ typedef std::vector<iter_diff_type> iters_diff_type;
+ typedef typename iters_diff_type::iterator iters_diff_iter_type;
+
+ static iter_range_type get(unsigned int degree){
+ static unsigned max_degree = 0;
+ static storage_type storage(N,(base_value_type)(0));
+ static iters_diff_type read_bs_dists(N,0);
+
+// // keeping read_bs rather than read_bs_dists causes
+// // error 'gliblc detected' at runtime
+// static iters_type read_bs(
+// N,
+// matrix_view::make_row_iterator(
+// begin(storage),
+// N
+// ));
+
+ //e.g. N=3: (1,0,0, 0,1,0, 0,0,1)
+ static storage_type variables = variables_init();
+
+ if(degree>max_degree){
+ unsigned i = max_degree+1;
+ unsigned n = degree+1;
+ size_type sz_old = size(storage)/N;
+ size_type sz_new
+ = properties::number_degree_less_than(degree,N);
+ storage.resize(sz_new*N);
+ iter_type write_b = matrix_view::make_row_iterator(
+ begin(storage),
+ N
+ );
+ std::advance(write_b,sz_old);
+
+ iters_type read_bs;
+
+//old implem, do not uncomment
+// iters_diff_iter_type b = begin(read_bs_dists);
+// iters_diff_iter_type e = end(read_bs_dists);
+// for(iters_diff_iter_type i = b; i<e; i++){
+// iter_type it(begin(storage),N);
+// std::advance(it,*i);
+// read_bs.push_back(it);
+// }
+
+ transform(
+ begin(read_bs_dists),
+ end(read_bs_dists),
+ back_inserter(read_bs),
+ unary_op(
+ matrix_view::make_row_iterator(
+ begin(storage),
+ N
+ )
+ )
+ );
+
+ while(i<n){
+ BOOST_ASSERT(size(read_bs_dists)==N);
+ BOOST_ASSERT(std::distance(
+ matrix_view::make_row_iterator(
+ begin(variables),
+ N
+ ),
+ matrix_view::make_end_row_iterator(
+ begin(variables),
+ end(variables),
+ N
+ )
+ )==N);
+
+ //(***) bug
+ write_b = for_each(
+ make_zip_iterator(
+ make_tuple(
+ begin(read_bs),
+ matrix_view::make_row_iterator(
+ begin(variables),
+ N
+ )
+ )
+ ),
+ make_zip_iterator(
+ make_tuple(
+ end(read_bs),
+ matrix_view::make_end_row_iterator(
+ begin(variables),
+ end(variables),
+ N
+ )
+ )
+ ),
+ zip_func(write_b)
+ ).write_b;
+ ++i;
+ }
+ read_bs_dists.clear();
+ std::transform(
+ begin(read_bs),
+ end(read_bs),
+ back_inserter(read_bs_dists),
+ bind(
+ std::distance<iter_type>,
+ matrix_view::make_row_iterator(
+ begin(storage),
+ N
+ ),
+ _1
+ )
+ );
+ max_degree = degree;
+ }//if(degree>max_degree)
+
+ size_type dist
+ = properties::number_degree_less_than(degree,N);
+ iter_type b(begin(storage),N);
+ iter_type e = b;
+ std::advance(e,dist);
+ iter_range_type(b,e);
+ return iter_range_type(b,e);
+ }//get(unsigned degree)
+
+ private:
+ typedef monomials_properties<> properties;
+ multi_indexes(); //do not implement
+
+ static storage_type variables_init(){
+ storage_type variables(N*N,0);
+ for(unsigned i=0; i<N; i++){
+ variables[i*N+i]=1;
+ }
+ return variables;
+ }
+
+ struct unary_op{
+ iter_type b;
+ unary_op(iter_type b_):b(b_){}
+ unary_op(const unary_op& that):b(that.b){}
+ unary_op& operator=(const unary_op& that){
+ if(&that!=this){b=that.b;}
+ return *this;
+ }
+ typedef iter_type result_type;
+ typedef const iter_diff_type& argument_type;
+ result_type operator()(argument_type diff)const{
+ result_type it = b;
+ std::advance(it,diff);
+ return it;
+ }
+ };
+
+ struct zip_func
+ {
+ typedef const tuple<
+ iter_type&,const value_type&>& argument_type;
+ typedef void result_type;
+
+ iter_type write_b;
+ iter_type read_e;
+ unsigned cnt;//TODO remove
+
+ zip_func(iter_type write_b_)
+ :write_b(write_b_),read_e(write_b),cnt(0){}
+
+ zip_func(const zip_func& that)
+ :write_b(that.write_b),
+ read_e(that.read_e),
+ cnt(that.cnt){}
+
+ zip_func& operator=(const zip_func& that){
+ if(&that!=this){
+ write_b = that.write_b;
+ read_e = that.read_e;
+ cnt = that.cnt;
+ }
+ return *this;
+ }
+
+ result_type operator()(argument_type t){
+ value_type variable_ir = (t.template get<1>());
+ iter_type read_b = (t.template get<0>());
+ t.template get<0>() = write_b;
+ write_b =
+ for_each(
+ read_b,
+ read_e,
+ unary_op(write_b,variable_ir)
+ ).write_b;
+ }
+
+ struct unary_op{
+ unary_op(iter_type write_b_,value_type variable_ir)
+ :write_b(write_b_),variable(variable_ir){}
+
+ unary_op(const unary_op& that)
+ :write_b(that.write_b),variable(that.variable){}
+
+ unary_op& operator=(const unary_op& that)
+ {
+ if(&that!=this){
+ write_b = that.write_b;
+ variable = that.variable;
+ }
+ return *this;
+ }
+
+ typedef typename iter_type::value_type argument_type;
+ typedef void result_type;
+ result_type operator()(argument_type ir){
+
+ BOOST_ASSERT(size(*write_b)==size(ir));
+ BOOST_ASSERT(size(ir)==size(variable));
+ std::transform(
+ begin(ir),
+ end(ir),
+ begin(variable),
+ begin(*write_b),
+ bind(
+ std::plus<base_value_type>(),
+ _1,
+ _2
+ )
+ );
+ ++write_b;
+ }
+ iter_type write_b;
+ value_type variable;
+ };//unary_op
+ };//zip_func
+ };//multi_indexes
+
+}// monomials_horner
+}// boost
+
+
+#endif
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/multi_indexes_derived.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/multi_indexes_derived.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,88 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::multi_indexes_derived.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_MULTI_INDEXES_DERIVED_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_MULTI_INDEXES_DERIVED_HPP_ER_2009
+#include <numeric>
+#include <cmath>
+#include <boost/monomials_horner/multi_indexes.hpp>
+#include <boost/math/special_functions/factorials.hpp>
+#include <boost/monomials_horner/policy/multi_factorial.hpp>
+#include <boost/monomials_horner/policy/multi_degree.hpp>
+#include <boost/monomials_horner/policy/multi_power2divfact.hpp>
+
+namespace boost{
+namespace monomials_horner{
+
+ // Functions of multi_indexes
+ // The particular function is controled by a policy:
+ template<unsigned int N,typename Policy>
+ class multi_indexes_derived{
+ public:
+ typedef typename Policy::result_type value_type;
+ typedef std::vector<value_type> storage_type;
+ typedef typename storage_type::iterator iter_type;
+ typedef iterator_range<iter_type> iter_range_type;
+ typedef typename storage_type::size_type size_type;
+
+ static iter_range_type get(unsigned int degree){
+ static unsigned max_degree = 0;
+ static storage_type storage(1,Policy::initial_value);
+ size_type dist
+ = monomials_properties<>::number_degree_less_than(
+ degree,N);
+ if(max_degree<degree){
+ typedef multi_indexes<N> mi_type;
+ typedef
+ typename mi_type::iter_range_type mi_iter_range_type;
+ mi_iter_range_type ir = mi_type::get(degree);
+ storage.clear();
+ transform(
+ begin(ir),
+ end(ir),
+ back_inserter(storage),
+ unary_op()
+ );
+ max_degree = degree;
+ }
+
+ iter_type b(begin(storage));
+ iter_type e(b); std::advance(e,dist);
+
+ return iter_range_type(b,e);
+ }
+ private:
+ multi_indexes_derived(); //do not implement
+
+ typedef multi_indexes<N> mi_type;
+ typedef typename mi_type::iter_range_type mi_iter_range_type;
+ typedef typename mi_type::iter_type mi_iter_type;
+ typedef typename mi_type::value_type mi_value_type;
+ typedef typename mi_type::base_iter_type mi_base_iter_type;
+ typedef typename mi_type::base_value_type mi_base_value_type;
+
+ struct unary_op{
+ typedef mi_value_type argument_type;
+ typedef value_type result_type;
+ unary_op(){}
+ result_type operator()(argument_type ir){
+ return accumulate(
+ begin(ir),
+ end(ir),
+ Policy::initial_value,
+ Policy()
+ );
+ }
+ iter_type write_begin;
+ };
+ };
+
+}// monomials_horner
+}// boost
+
+#endif
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_degree.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_degree.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::policy::multi_degree.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_POLICY_MULTI_DEGREE_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_POLICY_MULTI_DEGREE_HPP_ER_2009
+#include <functional>
+
+namespace boost{
+namespace monomials_horner{
+
+ // (a,b,c) --> a + b + c (also called total degree)
+ struct multi_degree : public std::plus<unsigned>{
+ static result_type initial_value;
+ };
+ unsigned multi_degree:: initial_value = static_cast<unsigned>(0);
+
+}// monomials_horner
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_factorial.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_factorial.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,36 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::policy::multi_factorial.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_POLICY_MULTI_FACTORIAL_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_POLICY_MULTI_FACTORIAL_HPP_ER_2009
+#include <boost/math/special_functions/factorials.hpp>
+
+namespace boost{
+namespace monomials_horner{
+
+ // (a,b,c) --> a! b! c!
+ struct multi_factorial{
+ typedef unsigned result_type;
+ typedef unsigned first_argument_type;
+ typedef unsigned second_argument_type;
+ multi_factorial(){}
+ result_type operator()(
+ first_argument_type a1,
+ second_argument_type a2
+ )const{
+ return a1 * static_cast<result_type>(math::factorial<double>(a2));
+ }
+ static result_type initial_value;
+ };
+ multi_factorial::result_type multi_factorial:: initial_value
+ = static_cast<result_type>(1);
+
+}// monomials_horner
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_power2divfact.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/boost/monomials_horner/policy/multi_power2divfact.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,39 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::policy::power2divfact.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MONOMIALS_HORNER_POLICY_MULTI_POWER2DIVFACT_HPP_ER_2009
+#define BOOST_MONOMIALS_HORNER_POLICY_MULTI_POWER2DIVFACT_HPP_ER_2009
+#include <boost/math/special_functions/factorials.hpp>
+
+namespace boost{
+namespace monomials_horner{
+
+ // (a,b,c) --> 2^{a+b+c}/(a! b! c!)
+ struct multi_power2divfact{
+ typedef double result_type;
+ typedef double first_argument_type;
+ typedef unsigned second_argument_type;
+ multi_power2divfact(){}
+ result_type operator()(
+ first_argument_type a1,
+ second_argument_type a2
+ )const{
+ result_type d = std::pow(2.0,static_cast<result_type>(a2));
+ result_type f = math::factorial<result_type>(a2);
+ result_type r = d/f;
+ return a1 * static_cast<result_type>(r);
+ }
+ static result_type initial_value;
+ };
+ multi_power2divfact::result_type multi_power2divfact::initial_value
+ = static_cast<result_type>(1);
+
+}// monomials_horner
+}// boost
+
+#endif
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,128 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::doc //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1 (Apple Inc. build 5490)
+
+[Dependencies]
+
+/boost_1_39_0/
+/sandbox/statistics/matrix_view/
+
+[ Overview ]
+
+This collection of C++ classes computes multivariate monomials and derived
+quantities using Horner's rule a.k.a. graded lexicographic ordering.
+
+A possible application is the Fast Gauss Transform.
+
+[ Notation ]
+
+D dimension
+a multivariate power
+|a| total degree of a |a| = sum{a(d):d=0,...,D-1}
+p a bound on |a|
+b coefficient
+x range of size D
+
+
+[ Output ]
+
+Here's the output from from main.cpp
+
+-> example_monomials
+
+ -> d=1
+ ->p=1
+1 0 <-
+ ->p=2
+1 0 0 <-
+ ->p=3
+1 0 0 0 <-
+ ->p=4
+1 0 0 0 0 <-
+ <-
+ -> d=2
+ ->p=1
+1 0 1 <-
+ ->p=2
+1 0 1 0 0 1 <-
+ ->p=3
+1 0 1 0 0 1 0 0 0 1 <-
+ ->p=4
+1 0 1 0 0 1 0 0 0 1 0 0 0 0 1 <-
+ <-
+ -> d=3
+ ->p=1
+1 0 1 2 <-
+ ->p=2
+1 0 1 2 0 0 0 1 2 4 <-
+ ->p=3
+1 0 1 2 0 0 0 1 2 4 0 0 0 0 0 0 1 2 4 8 <-
+ ->p=4
+1 0 1 2 0 0 0 1 2 4 0 0 0 0 0 0 1 2 4 8 0 0 0 0 0 0 0 0 0 0 1 2 4 8 16 <-
+ <-
+ -> d=4
+ ->p=1
+1 0 1 2 3 <-
+ ->p=2
+1 0 1 2 3 0 0 0 0 1 2 3 4 6 9 <-
+ ->p=3
+1 0 1 2 3 0 0 0 0 1 2 3 4 6 9 0 0 0 0 0 0 0 0 0 0 1 2 3 4 6 9 8 12 18 27 <-
+ ->p=4
+1 0 1 2 3 0 0 0 0 1 2 3 4 6 9 0 0 0 0 0 0 0 0 0 0 1 2 3 4 6 9 8 12 18 27 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 2 3 4 6 9 8 12 18 27 16 24 36 54 81 <-
+ <-
+<-
+-> example_multi_indexes
+0 0 0
+1 0 0
+0 1 0
+0 0 1
+2 0 0
+1 1 0
+1 0 1
+0 2 0
+0 1 1
+0 0 2
+
+0 0 0
+1 0 0
+0 1 0
+0 0 1
+2 0 0
+1 1 0
+1 0 1
+0 2 0
+0 1 1
+0 0 2
+3 0 0
+2 1 0
+2 0 1
+1 2 0
+1 1 1
+1 0 2
+0 3 0
+0 2 1
+0 1 2
+0 0 3
+<-
+-> example_multi_factorial
+ -> multi_factorial<3>::degree(5)
+1 1 1 1 2 1 1 2 1 2 6 2 2 2 1 2 6 2 2 6 24 6 6 4 2 4 6 2 2 6 24 6 4 6 24 120 24 24 12 6 12 12 4 4 12 24 6 4 6 24 120 24 12 12 24 120
+ -> multi_degree<3>::degree(5)
+0 1 1 1 2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5
+ -> multi_p2df<3>::degree(5)
+1 2 2 2 2 4 4 2 4 2 1.33333 4 4 4 8 4 1.33333 4 4 1.33333 0.666667 2.66667 2.66667 4 8 4 2.66667 8 8 2.66667 0.666667 2.66667 4 2.66667 0.666667 0.266667 1.33333 1.33333 2.66667 5.33333 2.66667 2.66667 8 8 2.66667 1.33333 5.33333 8 5.33333 1.33333 0.266667 1.33333 2.66667 2.66667 1.33333 0.266667
+<-
+
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/example/monomials.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/example/monomials.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// monomials_horner::example::monomials.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <algorithm>
+#include <boost/math/special_functions/binomial.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/range.hpp>
+#include <boost/monomials_horner/monomials.hpp>
+#include <libs/monomials_horner/example/monomials.h>
+
+void example_monomials(std::ostream& out){
+ out << "-> example_monomials" << std::endl;
+
+ using namespace boost;
+ using namespace monomials_horner;
+
+ typedef std::vector<double> vars_type;
+ typedef monomials<vars_type> monoms_type;
+
+ unsigned max_d = 5;
+ unsigned max_p = 5; vars_type vars;
+ {
+ using namespace boost::assign;
+ vars += 0.0,1.0,2.0,3.0,4.0;
+ }
+
+ for(unsigned d = 1; d<max_d; d++){
+ out << " -> d=" << d << std::endl;
+ vars_type::iterator e = boost::begin(vars);
+ std::advance(e,d);
+ vars_type sub;
+ copy(boost::begin(vars),e,back_inserter(sub));
+ BOOST_ASSERT(boost::size(sub)-d==0);
+
+ for(unsigned int p = 1; p<max_p; p++){
+ out << " ->p=" << p << std::endl;
+ //out << boost::math::binomial_coefficient<double>(p+d,d)
+ //<< std::endl;
+
+ monoms_type monoms;
+
+ monoms(sub,p);
+ copy(
+ boost::begin(monoms()),
+ boost::end(monoms()),
+ std::ostream_iterator<double>(out," ")
+ );
+ out << " <-" << std::endl;
+ }
+ out << " <-" << std::endl;
+ }
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/example/monomials.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/example/monomials.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::example::monomials.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_MONOMIALS_HORNER_EXAMPLE_MONOMIALS_H_ER_2009
+#define LIBS_MONOMIALS_HORNER_EXAMPLE_MONOMIALS_H_ER_2009
+#include <ostream>
+
+void example_monomials(std::ostream& out);
+
+#endif
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_factorial.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_factorial.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,62 @@
+///////////////////////////////////////////////////////////////////////////////
+// monomials_horner::example::multi_factorial.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/monomials_horner/multi_indexes_derived.hpp>
+#include <libs/monomials_horner/example/multi_factorial.h>
+
+void example_multi_factorial(std::ostream& out){
+ out << "-> example_multi_factorial" << std::endl;
+
+ using namespace boost;
+ using namespace monomials_horner;
+
+ const unsigned d = 3;
+ typedef multi_indexes_derived<d,multi_factorial> mf_type;
+ typedef multi_indexes_derived<d,multi_degree> md_type;
+ typedef multi_indexes_derived<d,multi_power2divfact> mp_type;
+ typedef mf_type::iter_range_type mf_iter_range_type;
+ typedef md_type::iter_range_type md_iter_range_type;
+ typedef mp_type::iter_range_type mp_iter_range_type;
+
+ unsigned int degree1 = 5;
+
+ mf_iter_range_type mf_ir = mf_type::get(degree1);
+
+ out << " -> multi_factorial<" << d << ">";
+ out << "::degree(" << degree1 << ")" << std::endl;
+ copy(
+ boost::begin(mf_ir),
+ boost::end(mf_ir),
+ std::ostream_iterator<double>(out," ")
+ ); out << std::endl;
+
+ md_iter_range_type md_ir = md_type::get(degree1);
+
+ out << " -> multi_degree<" << d << ">";
+ out << "::degree(" << degree1 << ")" << std::endl;
+ copy(
+ boost::begin(md_ir),
+ boost::end(md_ir),
+ std::ostream_iterator<double>(out," ")
+ ); out << std::endl;
+ mp_iter_range_type mp_ir = mp_type::get(degree1);
+
+ out << " -> multi_p2df<" << d << ">";
+ out << "::degree(" << degree1 << ")" << std::endl;
+ copy(
+ boost::begin(mp_ir),
+ boost::end(mp_ir),
+ std::ostream_iterator<double>(out," ")
+ ); out << std::endl;
+
+ out << "<-" << std::endl;
+
+};
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_factorial.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_factorial.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::example::multi_factorial.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_MONOMIALS_HORNER_EXAMPLE_MULTI_FACTORIAL_H_ER_2009
+#define LIBS_MONOMIALS_HORNER_EXAMPLE_MULTI_FACTORIAL_H_ER_2009
+#include <ostream>
+
+void example_multi_factorial(std::ostream&);
+
+
+#endif
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_indexes.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_indexes.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,47 @@
+///////////////////////////////////////////////////////////////////////////////
+// monomials_horner::example::multi_indexes.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/monomials_horner/multi_indexes.hpp>
+
+void example_multi_indexes(std::ostream& out){
+ out << "-> example_multi_indexes" << std::endl;
+
+ using namespace boost;
+ using namespace monomials_horner;
+
+ typedef multi_indexes<3> mi_type;
+ typedef mi_type::iter_type mi_iter_type;
+ typedef mi_type::iter_range_type mi_iter_range_type;
+
+ unsigned int degree1 = 2;
+
+ mi_iter_range_type ir = mi_type::get(degree1);
+
+ for(mi_iter_type i = boost::begin(ir); i<boost::end(ir); i++){
+ copy(
+ boost::begin(*i),
+ boost::end(*i),
+ std::ostream_iterator<double>(out," ")
+ ); out << std::endl;
+ }out << std::endl;
+
+ ir = mi_type::get(degree1+1);//TODO bug if say get(degree+1)
+
+ for(mi_iter_type i = boost::begin(ir); i<boost::end(ir); i++){
+ copy(
+ boost::begin(*i),
+ boost::end(*i),
+ std::ostream_iterator<double>(out," ")
+ ); out << std::endl;
+ }
+
+ out << "<-" << std::endl;
+};
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_indexes.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/example/multi_indexes.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// monomials_horner::example::multi_indexes.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_MONOMIALS_HORNER_EXAMPLE_MULTI_INDEXES_H_ER_2009
+#define LIBS_MONOMIALS_HORNER_EXAMPLE_MULTI_INDEXES_H_ER_2009
+#include <ostream>
+
+void example_multi_indexes(std::ostream&);
+
+#endif
Added: sandbox/statistics/monomials_horner/libs/monomials_horner/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/monomials_horner/libs/monomials_horner/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,21 @@
+//////////////////////////////////////////////////////////////////////////////
+// example/main.cpp
+// (C) Copyright 2009 Erwann Rogard
+// Use, modification and distribution are subject to 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)
+#include <iostream>
+#include <libs/monomials_horner/example/monomials.h>
+#include <libs/monomials_horner/example/multi_indexes.h>
+#include <libs/monomials_horner/example/multi_factorial.h>
+
+int main()
+{
+
+
+ example_monomials(std::cout);
+ example_multi_indexes(std::cout);
+ example_multi_factorial(std::cout);
+
+ return 0;
+}
Added: sandbox/statistics/mpl/boost/mpl/nested_type.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/mpl/boost/mpl/nested_type.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+////////////////////////////////////////////////////////////////////////////////
+// nested_type.hpp //
+////////////////////////////////////////////////////////////////////////////////
+#ifndef BOOST_MPL_NESTED_TYPE_HPP_ER_2009
+#define BOOST_MPL_NESTED_TYPE_HPP_ER_2009
+#include <boost/mpl/identity.hpp>
+#include <boost/mpl/has_xxx.hpp>
+#include <boost/mpl/eval_if.hpp>
+
+namespace boost{
+namespace mpl{
+ BOOST_MPL_HAS_XXX_TRAIT_DEF(type);
+
+// Provided by Steven Watanabe in
+// news://news.gmane.org:119/gma8hc$2a0$1@ger.gmane.org
+template<class T>
+struct nested_type :
+ boost::mpl::eval_if<has_type<T>,
+ T,
+ boost::mpl::identity<T> >
+{};
+
+}}
+#endif
Added: sandbox/statistics/nn1/boost/nn1/algorithm/find.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/boost/nn1/algorithm/find.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,65 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::algorithm::find.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_NN1_ALGORITHM_FIND_HPP_ER_2009
+#define BOOST_NN1_ALGORITHM_FIND_HPP_ER_2009
+#include <numeric>
+#include <boost/type_traits.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/mpl/nested_type.hpp>
+#include <boost/nn1/algorithm/min_element.hpp>
+
+namespace boost{
+namespace nn1{
+
+ // Finds the nearest neighbour (nn1) in a sequence, and assigns the corres-
+ // ponding distance to a variable.
+ //
+ // Requirements:
+ // Let F_x = F<X>, Y an abitrary type,
+ // F_x f(x);
+ // f(y) returns the distance from x to y.
+ //
+ // Operations:
+ // find(b,e,x,m) returns the nn1 to x in [b,e) and its distance
+ // is put in m.
+ template<
+ template<typename> class F,
+ typename It,
+ typename X,
+ typename T
+ >
+ It find(It b, It e, const X& x, T& m){
+ typedef typename boost::iterator_value<It>::type value_t;
+
+ typedef F<X> arg_;
+ typedef typename boost::mpl::nested_type<arg_>::type dist_;
+ dist_ dist(x);
+
+ return nn1::min_element(
+ make_transform_iterator(b,dist),
+ make_transform_iterator(e,dist),
+ m
+ ).base();
+ }
+
+ template<
+ template<typename> class F,
+ typename It,
+ typename V
+ >
+ It find(It b, It e, const V& x){
+ typedef typename iterator_value<It>::type const_val_;
+ typedef typename remove_const<const_val_>::type val_;
+ val_ m;
+ return find<F>(b,e,x,m);
+ }
+
+}// nn1
+}// boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/nn1/boost/nn1/algorithm/find_if.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/boost/nn1/algorithm/find_if.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,49 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::algorithm::find_if.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_NN1_ALGORITHM_FIND_IF_HPP_ER_2009
+#define BOOST_NN1_ALGORITHM_FIND_IF_HPP_ER_2009
+#include <numeric>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/nn1/algorithm/find.hpp>
+
+namespace boost{
+namespace nn1{
+
+ // Same as nn1 with the addition of a threhold, t. If the the distance to
+ // the nearest neighbour (nn1) is less than t, e is returned
+ template<
+ template<typename> class F,
+ typename It,
+ typename X,
+ typename T
+ >
+ It find_if(It b, It e, const X& x, T& m, const T& t){
+ It it = find<F>(b,e,x,m);
+ if(m<t){
+ return it;
+ }else{
+ return e;
+ }
+ }
+
+ template<
+ template<typename> class F,
+ typename It,
+ typename X,
+ typename T
+ >
+ It find_if(It b, It e, const X& x,const T& t){
+ typedef typename iterator_value<It>::type cv_val_;
+ typedef typename remove_const<cv_val_>::type val_;
+ T m;
+ return find_if<F>(b,e,x,m,t);
+ }
+
+}// nn1
+}// boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/nn1/boost/nn1/algorithm/min_element.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/boost/nn1/algorithm/min_element.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::algorithm::min_element.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_NN1_ALGORITHM_MIN_ELEMENT_HPP_ER_2009
+#define BOOST_NN1_ALGORITHM_MIN_ELEMENT_HPP_ER_2009
+#include <limits>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/numeric/conversion/bounds.hpp>
+#include <boost/limits.hpp>
+#include <iostream>
+
+namespace boost{
+namespace nn1{
+
+// This is a rewrite of std::min_element with one additional argument, m, which
+// is assigned the min value of *i over [first,last).
+//
+// This saves one dereferencing operation compared with *std::min_element(
+// first,last) which may be worthwhile if first and last are obtained through
+// costly iterator adaptors.
+
+template <typename It,typename V>
+It min_element(It first, It last,V& min_value) {
+ typedef typename iterator_value<It>::type value_type;
+
+ // TODO see about enable_if/disable_if
+ static bool has_inf = std::numeric_limits<V>::has_infinity;
+ static V inf_if = std::numeric_limits<V>::infinity();
+ static V highest = boost::numeric::bounds<V>::highest();
+ static V inf_ = has_inf? inf_if : highest;
+
+ // TODO concept check
+ // 1) It is ForwardIterator
+ // 2) value_type < V comparable
+
+ min_value = inf_;
+ value_type value;
+ It result = first;
+ while (first != last){
+ value = (*first);
+ if (value < min_value){
+ min_value = value;
+ result = first;
+ }
+
+ ++first;
+ }
+ return result;
+}
+
+
+}//algorithm
+}//boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/nn1/boost/nn1/detail/ui_abs_to.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/boost/nn1/detail/ui_abs_to.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,57 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::detail::ui_abs.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_NN1_DETAIL_UI_ABS_HPP_ER_2009
+#define BOOST_NN1_DETAIL_UI_ABS_HPP_ER_2009
+#include <cmath>
+#include <boost/call_traits.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/type_traits.hpp>
+
+namespace boost{
+namespace nn1{
+namespace detail{
+
+// Functor that computes the distance to an internaly stored variable.
+// Used by examples in this library.
+template<typename T>
+class ui_abs_to{
+ typedef typename remove_reference<T>::type const_t_;
+ public:
+ typedef typename remove_const<const_t_>::type result_type;
+ BOOST_MPL_ASSERT((
+ boost::is_unsigned<result_type>
+ ));
+
+ ui_abs_to(typename call_traits<T>::param_type x):x_(x){}
+ ui_abs_to& operator=(const ui_abs_to& that){
+ if(&that!=this){
+ typedef is_reference<T> is_ref_;
+ BOOST_MPL_ASSERT(mpl::not_<is_ref_>);
+ }
+ return *this;
+ }
+
+ template<typename U>
+ result_type operator()(const U& y)const{
+ typedef typename boost::remove_reference<T>::type arg_;
+ BOOST_MPL_ASSERT((
+ boost::is_unsigned<U>
+ ));
+ return (y<x_)? (x_ - y): (y - x_);
+ }
+
+ private:
+ typename call_traits<T>::value_type x_;
+};
+
+
+}// detail
+}// nn1
+}// boost
+#endif
\ No newline at end of file
Added: sandbox/statistics/nn1/boost/nn1/functional/find_if.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/boost/nn1/functional/find_if.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,111 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::functional::find_if.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_NN1_FUNCTIONAL_FIND_IF_HPP_ER_2009
+#define BOOST_NN1_FUNCTIONAL_FIND_IF_HPP_ER_2009
+#include <algorithm>
+#include <limits>
+#include <boost/numeric/conversion/bounds.hpp>
+#include <boost/limits.hpp>
+#include <boost/nn1/algorithm/find_if.hpp>
+
+namespace boost{
+namespace nn1{
+namespace functional{ // to avoid ambiguity with algo by the same name
+
+// algorithm::find_if made into a functor
+template<template<typename F> class, typename T>
+class find_if{
+ static bool has_inf;
+ static T inf_if;
+ static T highest;
+ static T inf_;
+
+ public:
+
+ // Constructor
+ find_if();
+ find_if(const T& t);
+ find_if(const find_if& that);
+ find_if& operator=(const find_if& that);
+
+ // Update
+ template<typename It,typename X>
+ It operator()(It b,It e,const X& x)const;
+
+ // Query
+ const T& min_value()const;
+ const T& threshold()const;
+
+ private:
+ mutable T m_;
+ T t_;
+};
+
+// Static
+template<template<typename> class F,typename T>
+bool find_if<F,T>::has_inf = std::numeric_limits<T>::has_infinity;
+
+template<template<typename> class F,typename T>
+T find_if<F,T>::inf_if = std::numeric_limits<T>::infinity();
+
+template<template<typename> class F,typename T>
+T find_if<F,T>::highest = boost::numeric::bounds<T>::highest();
+
+template<template<typename> class F,typename T>
+T find_if<F,T>::inf_ = find_if<F,T>::has_inf?
+ find_if<F,T>::inf_if : find_if<F,T>::highest;
+
+// Constructor
+template<template<typename> class F,typename T>
+find_if<F,T>::find_if():m_(inf_),t_(inf_){}
+
+template<template<typename> class F,typename T>
+find_if<F,T>::find_if(const T& t)
+:m_(inf_),t_(t){}
+
+template<template<typename> class F,typename T>
+find_if<F,T>::find_if(const find_if& that)
+:m_(that.m_),t_(that.t_){}
+
+template<template<typename> class F,typename T>
+typename find_if<F,T>::find_if&
+find_if<F,T>::operator=(const find_if& that){
+ if(&that!=this){
+ m_ = that.m_;
+ t_ = that.t_;
+ }
+ return *this;
+}
+
+// Update
+
+template<template<typename> class F,typename T>
+template<typename It,typename X>
+It find_if<F,T>::operator()(It b,It e,const X& x)const{
+ return nn1::find_if<F,It,X,T>(
+ b,
+ e,
+ x,
+ m_,
+ this->threshold()
+ );
+}
+
+// Access
+
+template<template<typename> class F,typename T>
+const T& find_if<F,T>::min_value()const{ return m_; }
+
+template<template<typename> class F,typename T>
+const T& find_if<F,T>::threshold()const{ return t_; }
+
+}// functional
+}// nn1
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/nn1/libs/nn1/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/libs/nn1/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,32 @@
+//////////////////////////////////////////////////////////////////////////////
+// nn1::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ tools related to finding a nearest neighbor.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/boost_1_39_0/
+/sandbox/statistics/mpl/
+/sandbox/statistics/functional/
+
+[ History ]
+
+July 2009 : Current version
+
+
Added: sandbox/statistics/nn1/libs/nn1/example/find_if.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/libs/nn1/example/find_if.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,49 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::example::find_if.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <boost/foreach.hpp>
+//#include <boost/nn1/find_nn1.hpp>//temporary
+#include <boost/nn1/algorithm/find_if.hpp>
+#include <boost/nn1/detail/ui_abs_to.hpp>
+#include <libs/nn1/example/find_if.h>
+
+void nn1_example_find_if(std::ostream& out){
+
+ out << "-> nn1_example_find_if : ";
+ using namespace boost;
+ using namespace nn1;
+
+ typedef unsigned val_; //Do not change
+ typedef std::vector<val_> vec_;
+ const unsigned n = 2;
+
+ vec_ vec(n);
+ {
+ for(unsigned i = 0; i<n; i++){
+ vec[i] = i;
+ }
+ }
+
+ val_ t = 1;
+ BOOST_FOREACH(val_ i,vec){
+ val_ j = *find_if<nn1::detail::ui_abs_to>(
+ begin(vec),end(vec),i,t);
+ BOOST_ASSERT(j==i);
+ }
+
+ t = 0;
+ BOOST_FOREACH(val_ i,vec){
+ BOOST_ASSERT(
+ find_if<nn1::detail::ui_abs_to>(
+ begin(vec),end(vec),i,t) == end(vec)
+ );
+ }
+
+ out << "<-" << std::endl;
+
+}
Added: sandbox/statistics/nn1/libs/nn1/example/find_if.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/libs/nn1/example/find_if.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// nn1::example::find_if.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_NN1_EXAMPLE_FIND_IF_HPP_ER_2009
+#define LIBS_NN1_EXAMPLE_FIND_IF_HPP_ER_2009
+#include <ostream>
+
+void nn1_example_find_if(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/nn1/libs/nn1/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/nn1/libs/nn1/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,9 @@
+#include <iostream>
+#include <libs/nn1/example/find_if.h>
+
+int main(){
+
+ nn1_example_find_if(std::cout);
+
+ return 0;
+}
Added: sandbox/statistics/non_param/boost/non_param/algorithm/cdf_empirical_cdf_differences.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/boost/non_param/algorithm/cdf_empirical_cdf_differences.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,126 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_param::algorithm::cdf_empirical_cdf_differences.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_NON_PARAM_ALGORITHM_CDF_EMPIRICAL_CDF_DIFFERENCES_HPP_ER_2009
+#define BOOST_NON_PARAM_ALGORITHM_CDF_EMPIRICAL_CDF_DIFFERENCES_HPP_ER_2009
+#include <vector>
+#include <string>
+#include <stdexcept>
+#include <algorithm>
+#include <boost/type_traits/function_traits.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <ext/algorithm>
+#include <boost/format.hpp>
+#include <boost/range.hpp>
+#include <boost/bind.hpp>
+#include <boost/function.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/iterator/counting_iterator.hpp>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/scalar_dist/fun_wrap/cdf.hpp>
+#include <boost/scalar_dist/meta/bind_delegate.hpp>
+#include <boost/scalar_dist/algorithm/transform.hpp>
+
+namespace boost{
+namespace non_param{
+
+ // Computes {G_i-F_n(x[i]):i=0,...,n-1},
+ // sorted sample.
+ //
+ // Requirements:
+ // *[b_cdf,e_cdf) = {F(x[i]): x[i]<=x[i+1], i=0,...,n-1 }
+ template<typename InIt,typename OutIt>
+ OutIt cdf_empirical_cdf_differences(
+ InIt b_cdf,
+ InIt e_cdf,
+ OutIt out
+ );
+
+ // Same as cdf_empirical_cdf_differences but computes the cdf on the fly
+ //
+ // Requirements:
+ // *[b_x,e_x) = {x[i]: x[i]<=x[i+1], i=0,...,n-1 }
+ template<typename D,typename InIt,typename OutIt>
+ OutIt cdf_empirical_cdf_differences(
+ const D& dist,
+ InIt b_x,
+ InIt e_x,
+ OutIt out
+ );
+
+ // Implementation //
+
+ template<typename InIt,typename OutIt>
+ OutIt
+ cdf_empirical_cdf_differences(
+ InIt b_cdf,
+ InIt e_cdf,
+ OutIt out
+ ){
+ typedef typename iterator_value<InIt>::type value_t;
+ typedef typename iterator_difference<InIt>::type diff_t;
+ diff_t diff = std::distance(b_cdf,e_cdf);
+ value_t n = numeric::converter<value_t,diff_t>::convert(diff);
+ typedef numeric::converter<value_t,unsigned> conv_;
+
+ return std::transform(
+ counting_iterator<unsigned>(0),
+ counting_iterator<unsigned>(diff),
+ b_cdf,
+ out,
+ // TODO lambda expression might be cleaner:
+ bind<value_t>(
+ &fabs,
+ bind<value_t>(
+ std::minus<value_t>(),
+ bind<value_t>(
+ std::divides<value_t>(),
+ bind<value_t>(
+ numeric::converter<value_t,unsigned>(),
+ _1
+ ),
+ n
+ ),
+ _2
+ )
+ )
+ );
+ }
+
+ template<typename D,typename InIt,typename OutIt>
+ OutIt
+ cdf_empirical_cdf_differences(
+ const D& dist,
+ InIt b_x,
+ InIt e_x,
+ OutIt out
+ ){
+ if(!is_sorted(b_x,e_x)){
+ static const char* msg
+ = "cdf_empirical_cdf_differences : [b_x,e_x) not sorted";
+ throw std::runtime_error(
+ msg
+ );
+ }
+ typedef math::bind_delegate<D> meta_;
+ typedef typename math::bind_delegate<D>::type deleg_;
+ deleg_ d = meta_::template make<math::fun_wrap::cdf_>(dist);
+
+ return cdf_empirical_cdf_differences(
+ make_transform_iterator(b_x,d),
+ make_transform_iterator(e_x,d),
+ out
+ );
+ }
+
+}// math
+}// boost
+
+#endif
Added: sandbox/statistics/non_param/boost/non_param/algorithm/kolmogorov_smirnov_distance.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/boost/non_param/algorithm/kolmogorov_smirnov_distance.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,53 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_param::algorithm::kolmogorov_smirnov_distance.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_NON_PARAM_ALGORITHM_KOLMOGOROV_SMIRNOV_DISTANCE_HPP_ER_2009
+#define BOOST_NON_PARAM_ALGORITHM_KOLMOGOROV_SMIRNOV_DISTANCE_HPP_ER_2009
+#include <vector>
+#include <boost/range.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp>
+
+namespace boost{
+namespace non_param{
+
+ // *[b_x,e_x) represents a random sample (not necessarily sorted)
+ template<typename D,typename InIt>
+ typename iterator_value<InIt>::type
+ kolmogorov_smirnov_distance(
+ const D& dist,
+ InIt b_x,
+ InIt e_x
+ );
+
+ // Implementation //
+
+ template<typename D,typename InIt>
+ typename iterator_value<InIt>::type
+ kolmogorov_smirnov_distance(
+ const D& dist,
+ InIt b_x,
+ InIt e_x
+ ){
+ typedef typename iterator_value<InIt>::type val_;
+ typedef std::vector<val_> vals_;
+ vals_ vals(1);
+ sequential_kolmogorov_smirnov_distance(
+ dist,
+ b_x,
+ e_x,
+ 1,
+ boost::begin(vals)
+ );
+ return vals.back();
+ }
+
+}// non_param
+}// boost
+
+#endif
Added: sandbox/statistics/non_param/boost/non_param/algorithm/proportion_less_than.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/boost/non_param/algorithm/proportion_less_than.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,40 @@
+///////////////////////////////////////////////////////////////////////////////
+// non_param::algorithm::proportion_less_than.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_NON_PARAM_ALGORITHM_PROPORTION_LESS_THAN_HPP_ER_2009
+#define BOOST_NON_PARAM_ALGORITHM_PROPORTION_LESS_THAN_HPP_ER_2009
+#include <numeric>
+#include <functional>
+#include <boost/lambda/lambda.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+
+namespace boost{
+namespace algorithm{
+
+ // Returns the proportions of elements in *[b,e) whose value is less than x
+ //
+ // Was motivated by the Cook-Gelman validation method
+ template<typename InIt>
+ typename iterator_value<InIt>::type
+ proportion_less_than(
+ InIt b,
+ InIt e,
+ typename iterator_value<InIt>::type x
+ ){
+ typedef typename iterator_value<InIt>::type value_type;
+ value_type m = static_cast<value_type>(
+ std::count_if(b, e, (lambda::_1<x))
+ );
+ value_type n = static_cast<value_type>(
+ std::distance(b,e)
+ );
+ return m / n;
+ }
+
+}// algorithm
+}// boost
+#endif
Added: sandbox/statistics/non_param/boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,94 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_param::algorithm::sequential_kolmogorov_smirnov_distance.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_NON_PARAM_ALGORITHM_SEQUENTIAL_KOLMOGOROV_SMIRNOV_DISTANCE_HPP_ER_2009
+#define BOOST_NON_PARAM_ALGORITHM_SEQUENTIAL_KOLMOGOROV_SMIRNOV_DISTANCE_HPP_ER_2009
+#include <vector>
+#include <string>
+#include <stdexcept>
+#include <algorithm>
+#include <boost/format.hpp>
+#include <boost/range.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+
+#include <boost/non_param/algorithm/cdf_empirical_cdf_differences.hpp>
+
+namespace boost{
+namespace non_param{
+
+ // Computes the ks-distance for each of
+ // i = 0 i=1 i=k-1
+ // [x[0],x[m]), [x[0],x[2m]), ..., [x[0],x[n]), m = n/k
+ //
+ // Requirements:
+ // [b_x,e_x) is the empirical sample as originally drawn i.e. NOT SORTED
+ template<typename D,typename It,typename ItO>
+ ItO sequential_kolmogorov_smirnov_distance(
+ const D& dist,
+ It b_x,
+ It e_x,
+ typename iterator_difference<It>::type k,
+ ItO i_o
+ );
+
+ // Implementation //
+
+ template<typename D,typename It,typename ItO>
+ ItO sequential_kolmogorov_smirnov_distance(
+ const D& dist,
+ It b_x,
+ It e_x,
+ typename iterator_difference<It>::type k,
+ ItO i_o
+ ){
+ typedef typename iterator_difference<It>::type diff_;
+ typedef typename iterator_value<It>::type val_;
+ typedef std::vector<val_> vals_;
+ typedef typename range_iterator<vals_>::type it_val_;
+ if( b_x == e_x ){ return i_o; }
+ diff_ diff = std::distance( b_x, e_x);
+ if(diff % k != 0){
+ static const char* msg = strcpy(
+ "sequential_kolmogorov_smirnov_distance",
+ "diff = %1% not multiple of k = %2%."
+ );
+ format f(msg); f % diff % k;
+ throw std::runtime_error(f.str());
+ }
+ vals_ cdfs(diff);
+ vals_ r_x; r_x.reserve(diff);
+ diff_ delta = diff / k;
+
+ It i_x = b_x;
+ while(i_x<e_x){
+ std::advance(i_x,delta);
+ r_x.clear();
+ std::copy(
+ b_x,i_x,std::back_inserter(r_x)
+ );
+ std::sort(boost::begin(r_x),boost::end(r_x));
+ it_val_ e_cdf = cdf_empirical_cdf_differences(
+ dist,boost::begin(r_x),boost::end(r_x),boost::begin(cdfs)
+ );
+ *i_o = (
+ *(
+ std::max_element(
+ boost::begin(cdfs),
+ e_cdf
+ )
+ )
+ );
+ ++i_o;
+ }
+ return i_o;
+ }
+
+}// non_par
+}// boost
+
+#endif
Added: sandbox/statistics/non_param/libs/non_param/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/libs/non_param/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,34 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_param::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ algorithms that compute non-parametric statistics.For example,
+ kolmogorov_smirnov_distance(
+ dist,
+ b_x,
+ e_x
+ );
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+
+[ History ]
+
+July 2009 : Current version
+
Added: sandbox/statistics/non_param/libs/non_param/example/proportion_less_than.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/libs/non_param/example/proportion_less_than.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,39 @@
+///////////////////////////////////////////////////////////////////////////////
+// non_param::example::algorithm::proportion_less_than.h //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <boost/assign/std/vector.hpp>
+#include <boost/non_param/algorithm/proportion_less_than.hpp>
+#include <libs/non_param/example/proportion_less_than.h>
+
+void example_algorithm_proportion_less_than(std::ostream& out){
+ out << "-> example_algorithm_proportion_less_than : ";
+ using namespace boost;
+
+ // Types
+ typedef unsigned val_;
+ typedef std::vector<val_> vec_;
+
+ // Constants
+ const val_ j = 4;
+
+ // Initialization
+ vec_ vec;
+ {
+ using namespace assign;
+ vec += 0,1,2,3,4,5,6,7,8,9;
+ }
+
+ // Computations
+ algorithm::proportion_less_than(
+ boost::begin(vec),
+ boost::end(vec),
+ j
+ );
+
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/non_param/libs/non_param/example/proportion_less_than.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/libs/non_param/example/proportion_less_than.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// example::algorithm::proportion_less_than.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_NON_PARAM_EXAMPLE_ALGORITHM_PROPORTION_LESS_THAN_H_ER_2009
+#define LIBS_NON_PARAM_EXAMPLE_ALGORITHM_PROPORTION_LESS_THAN_H_ER_2009
+#include <ostream>
+
+void example_algorithm_proportion_less_than(std::ostream& out);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/non_param/libs/non_param/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_param/libs/non_param/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,11 @@
+#include <iostream>
+#include <libs/non_param/example/proportion_less_than.h>
+
+int main(){
+
+ example_algorithm_proportion_less_than(std::cout);
+
+ // See sandbox/dist_random for other applications.
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/random/boost/random/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,72 @@
+//////////////////////////////////////////////////////////////////////////////
+// random::chi_squared.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_RANDOM_CHI_SQUARED_HPP_ER_2009
+#define BOOST_RANDOM_CHI_SQUARED_HPP_ER_2009
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/chi_squared.hpp>
+#include <boost/math/distributions/chi_squared.hpp>
+
+namespace boost{
+namespace random{
+
+ template<typename T>
+ class chi_squared_distribution{
+ typedef boost::normal_distribution<T> nd_t;
+ public:
+ typedef typename nd_t::input_type input_type;
+ typedef typename nd_t::result_type result_type;
+
+ chi_squared_distribution(): df_(2) {}
+ chi_squared_distribution(unsigned df): df_(df) {}
+ chi_squared_distribution(const chi_squared_distribution& that)
+ :df_(that.df_){}
+ chi_squared_distribution&
+ operator=(const chi_squared_distribution& that){
+ if(&that!=this){
+ df_ = that.df_;
+ }
+ return *this;
+ }
+
+ template<typename U>
+ result_type
+ operator()(U& urng){
+ typedef boost::variate_generator<U&,nd_t> vg_t;
+ static nd_t nd(0,1);
+ result_type z;
+ result_type res = static_cast<T>(0);
+ for(unsigned i = 0; i<df(); i++){
+ z = nd(urng);
+ res += (z * z);
+ }
+ return res;
+ }
+
+ result_type min () const { return static_cast<result_type>(0); }
+ result_type max () const { return (nd_t().max)(); }
+ unsigned df()const { return df_; }
+
+ typedef math::chi_squared_distribution<T> math_dist_;
+
+ operator math_dist_ (){ return math_dist(this->df()); }
+
+ private:
+ unsigned df_;
+ };
+
+}
+}
+
+
+#endif // CHI_SQUARE_HPP_INCLUDED
Added: sandbox/statistics/random/boost/random/gen_to_random.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/gen_to_random.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,103 @@
+///////////////////////////////////////////////////////////////////////////////
+// random::gen_to_random.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_RANDOM_GEN_TO_RANDOM_HPP_ER_2009
+#define BOOST_RANDOM_GEN_TO_RANDOM_HPP_ER_2009
+#include <ostream>
+#include <boost/call_traits.hpp>
+
+namespace boost{
+namespace random{
+
+ // Adds the interface of RandomDistribution to a (non-random) generator
+ template<typename G,typename I = typename G::result_type>
+ struct gen_to_random{
+ public:
+
+ typedef I input_type;
+ typedef typename G::result_type result_type;
+
+ //Construction
+ gen_to_random();
+ gen_to_random(typename call_traits<G>::param_type );
+ gen_to_random(const gen_to_random&);
+ gen_to_random& operator=(const gen_to_random&);
+
+ template<typename U> result_type operator()(U& u);
+ template<typename U> result_type operator()(U& u)const;
+
+ // Access
+ typename call_traits<G>::const_reference generator()const;
+
+ private:
+ result_type impl();
+ typename call_traits<G>::value_type g_;
+ };
+
+ template<typename G,typename I>
+ std::ostream& operator<<(std::ostream& os, const gen_to_random<G,I>& g);
+
+ // Implementation //
+
+ template<typename G,typename I>
+ std::ostream& operator<<(std::ostream& os, const gen_to_random<G,I>& g)
+ {
+ return (os << "gen_to_random(" << g << ')' );
+ }
+
+ template<typename G,typename I>
+ gen_to_random<G,I>::gen_to_random(){}
+
+ template<typename G,typename I>
+ gen_to_random<G,I>::gen_to_random(typename call_traits<G>::param_type g)
+ :g_(g){}
+
+ template<typename G,typename I>
+ gen_to_random<G,I>::gen_to_random(const gen_to_random& that)
+ :g_(that.g_){}
+
+ template<typename G,typename I>
+ gen_to_random<G,I>&
+ gen_to_random<G,I>::operator=(const gen_to_random& that){
+ if(&that!=this){
+ g_ = that.g_;
+ }
+ return *this;
+ }
+
+
+ template<typename G,typename I>
+ template<typename U>
+ typename gen_to_random<G,I>::result_type
+ gen_to_random<G,I>::operator()(U& u){
+ return (this->impl)();
+ }
+
+ template<typename G,typename I>
+ template<typename U>
+ typename gen_to_random<G,I>::result_type
+ gen_to_random<G,I>::operator()(U& u)const{
+ return (this->impl)();
+ }
+
+ template<typename G,typename I>
+ typename call_traits<G>::const_reference
+ gen_to_random<G,I>::generator()const{
+ return (this->g_);
+ }
+
+ template<typename G,typename I>
+ typename gen_to_random<G,I>::result_type
+ gen_to_random<G,I>::impl(){
+ return (this->g_)();
+ }
+
+
+}// random
+}// boost
+
+#endif
Added: sandbox/statistics/random/boost/random/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,17 @@
+///////////////////////////////////////////////////////////////////////////////
+// random::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_RANDOM_INCLUDE_HPP_ER_2009
+#define BOOST_RANDOM_INCLUDE_HPP_ER_2009
+
+#include <boost/random/chi_squared.hpp>
+#include <boost/random/gen_to_random.hpp>
+#include <boost/random/students_t.hpp>
+#include <boost/random/location_scale.hpp>
+#include <boost/random/ref_distribution.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/random/boost/random/location_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/location_scale.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,68 @@
+//////////////////////////////////////////////////////////////////////////////
+// random::location_scale.hpp //
+// //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_RANDOM_LOCATION_SCALE_HPP_ER_2009
+#define BOOST_RANDOM_LOCATION_SCALE_HPP_ER_2009
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+//#include <boost/random/uniform_real.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/chi_squared.hpp>
+namespace boost{
+namespace random{
+
+ // Samples from a location-scale distribution
+ //
+ // X = sigma Z + mu
+ template<typename Z>
+ class location_scale_distribution{
+ public:
+ typedef typename remove_cv<
+ typename remove_reference<Z>::type
+ >::type z_type;
+ typedef typename z_type::input_type input_type;
+ typedef typename z_type::result_type result_type;
+
+ location_scale_distribution(){}
+ location_scale_distribution(
+ typename call_traits<Z>::param_type z,
+ const result_type& mu,
+ const result_type& sigma
+ )
+ :z_(z),mu_(mu),sigma_(sigma){}
+
+ template<typename U>
+ result_type operator()(U& urng){ return (this->impl(urng)); }
+
+ template<typename U>
+ result_type operator()(U& urng)const{ return (this->impl(urng)); }
+
+ const result_type& mu()const{ return mu_; }
+ const result_type& sigma()const{ return sigma_; }
+ const Z& z(){ return z_ ;}
+
+ private:
+ typename call_traits<Z>::value_type z_;
+ result_type mu_;
+ result_type sigma_;
+ template<typename U>
+ result_type impl(U& urng){
+ return (this->mu()) + (this->sigma()) * (this->z_)(urng);
+ }
+
+ };
+
+
+}// random
+}// boost
+
+#endif
Added: sandbox/statistics/random/boost/random/multinomial_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/multinomial_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,163 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::multinomial_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_RANDOM_MULTINOMIAL_DISTRIBUTION_HPP_ER_2009
+#define BOOST_RANDOM_MULTINOMIAL_DISTRIBUTION_HPP_ER_2009
+#include <algorithm>
+#include <numeric>
+#include <cmath>
+#include <stdexcept>
+#include <boost/range.hpp>
+#include <boost/format.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/random/uniform_real.hpp>
+#include <boost/utility/result_of.hpp>
+
+namespace boost{
+namespace random{
+
+// Usage:
+// typedef multinomial_distribution<> rmult_;
+// typedef rmult_::value_type value_type;
+// typedef rmult_::result_type idx_;
+//
+// Let urng model UniformRandomNumberGenerator and weights a sequence whose
+// elements type is convertible to value_type:
+//
+// rmult_ rmult(weights);
+// idx_ idx = rmult(urng);
+template<typename Ur = uniform_real<double> >
+class multinomial_distribution{
+ typedef Ur unif_t;
+ public:
+ typedef typename unif_t::input_type input_type;
+ typedef typename unif_t::result_type value_type;
+
+ private:
+ typedef std::vector<value_type> cont_t;
+
+ public:
+ typedef typename range_difference<cont_t>::type result_type;
+
+ // Construction
+ multinomial_distribution();
+
+ // Passing sorted from large to small weights will speed up execution.
+ template<typename R>
+ multinomial_distribution( const R& unnormalized_weights );
+ multinomial_distribution( const multinomial_distribution& that );
+ multinomial_distribution&
+ operator=(const multinomial_distribution& that);
+
+ // Draw
+ template<typename U> result_type operator()(U& urng)const;
+
+ // Access
+ const cont_t& cumulative_weights()const;
+ value_type normalizing_constant()const;
+
+ // TODO os/is
+
+ private:
+ cont_t cum_sums_;
+ template<typename R>void set(const R& unnormalized_weights);
+};
+
+
+// Implementation //
+
+ // Construction
+ template<typename Ur>
+ multinomial_distribution<Ur>::multinomial_distribution() : cum_sums_(){}
+
+ template<typename Ur>
+ template<typename R>
+ multinomial_distribution<Ur>::multinomial_distribution(
+ const R& unnormalized_weights
+ )
+ {
+ set(unnormalized_weights);
+ }
+
+ template<typename Ur>
+ multinomial_distribution<Ur>::multinomial_distribution(
+ const multinomial_distribution& that
+ )
+ :cum_sums_(that.cum_sums_){}
+
+ template<typename Ur>
+ multinomial_distribution<Ur>&
+ multinomial_distribution<Ur>::operator=(
+ const multinomial_distribution& that
+ ){
+ if(&that!=this){
+ this->cum_sums_ = that.cum_sums_;
+ }
+ return *this;
+ }
+
+ template<typename Ur>
+ template<typename U>
+ typename multinomial_distribution<Ur>::result_type
+ multinomial_distribution<Ur>::operator()(U& urng)const{
+ unif_t unif(static_cast<value_type>(0),normalizing_constant());
+ typedef typename range_iterator<const cont_t>::type iter_;
+ value_type u = unif(urng);
+ iter_ i = std::lower_bound(
+ boost::begin(this->cum_sums_),
+ boost::end(this->cum_sums_),
+ u
+ );
+ BOOST_ASSERT(i!=end(cum_sums_));
+ return std::distance(boost::begin(this->cum_sums_),i);
+ }
+
+ // Access
+ template<typename Ur>
+ const typename multinomial_distribution<Ur>::cont_t&
+ multinomial_distribution<Ur>::cumulative_weights()const{
+ return (this->cum_sums_);
+ }
+
+ template<typename Ur>
+ typename multinomial_distribution<Ur>::value_type
+ multinomial_distribution<Ur>::normalizing_constant()const{
+ return (this->cum_sums_).back();
+ }
+
+ template<typename Ur>
+ template<typename R>
+ void multinomial_distribution<Ur>::set(const R& unnormalized_weights){
+ const char* method = "multinormal_distribution::set, error : ";
+ static value_type eps = math::tools::epsilon<value_type>();
+
+ cum_sums_.resize(size(unnormalized_weights));
+
+ std::partial_sum(
+ boost::begin(unnormalized_weights),
+ boost::end(unnormalized_weights),
+ boost::begin(this->cum_sums_)
+ );
+
+ if(math::isinf(this->normalizing_constant())){
+ std::string str = method;
+ str += "isinf(nc)";
+ throw std::runtime_error(str);
+ }
+ if(this->normalizing_constant()<eps){
+ std::string str = method;
+ str += "nc = %1% < eps = %2%";
+ format f(str); f%(this->normalizing_constant())%eps;
+ throw std::runtime_error(f.str());
+ }
+
+ }
+
+}// random
+}// boost
+
+#endif
Added: sandbox/statistics/random/boost/random/ref_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/ref_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,124 @@
+///////////////////////////////////////////////////////////////////////////////
+// random::ref_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_RANDOM_REF_RANDOM_DISTRIBUTION_HPP_ER_2009
+#define BOOST_RANDOM_REF_RANDOM_DISTRIBUTION_HPP_ER_2009
+#include <boost/call_traits.hpp>
+#include <boost/type_traits.hpp>
+
+namespace boost{
+namespace random{
+
+ // Models RandomDistribution.
+ //
+ // Passing a reference_wrapper as second argument to variate_generator
+ // cannot work because it lacks nested types input_type and result_type.
+ // This class remedies this problem.
+ //
+ // Rd = T or T& etc. and T must model RandomDistribution
+ template<typename Rd>
+ class ref_distribution{
+ BOOST_MPL_ASSERT((
+ is_reference<Rd>
+ )); //If not, no point in using this class
+ typedef typename remove_reference<Rd>::type cv_d_;
+ public:
+ typedef typename remove_cv<cv_d_>::type distribution_type;
+
+ typedef typename distribution_type::input_type input_type;
+ typedef typename distribution_type::result_type result_type;
+
+ ref_distribution(typename call_traits<Rd>::param_type d);
+ ref_distribution(const ref_distribution&);
+ ref_distribution& operator=(const ref_distribution&);
+
+ template<typename U> result_type operator()(U& urng);
+ template<typename U> result_type operator()(U& urng)const;
+
+ typename call_traits<Rd>::reference distribution();
+
+ template<typename Rd1>
+ friend std::istream& operator>>(std::ostream&,ref_distribution<Rd1>&);
+
+ private:
+ template<typename U> result_type impl(U& urng);
+ typename call_traits<Rd>::value_type d_;
+ };
+
+ template<typename Rd>
+ std::ostream& operator<<(std::ostream&,const ref_distribution<Rd>&);
+
+ // Implementation //
+
+ template<typename Rd>
+ std::ostream& operator<<(
+ std::ostream& os,const ref_distribution<Rd>& r
+ ){
+ os << r.distribution();
+ return os;
+ }
+
+ template<typename Rd>
+ std::istream& operator>>(
+ std::ostream& is,
+ ref_distribution<Rd>& r
+ ){
+ is >> r.distribution();
+ return is;
+ }
+
+ template<typename Rd>
+ ref_distribution<Rd>::ref_distribution(
+ typename call_traits<Rd>::param_type d
+ ):d_(d){}
+
+ template<typename Rd>
+ ref_distribution<Rd>::ref_distribution(
+ const ref_distribution& that
+ ):d_(that.d_){}
+
+ template<typename Rd>
+ ref_distribution<Rd>&
+ ref_distribution<Rd>::operator=(const ref_distribution& that){
+ if(&that!=this){
+ d_ = that.d_;
+ }
+ return (*this);
+ }
+
+ template<typename Rd>
+ template<typename U>
+ typename ref_distribution<Rd>::result_type
+ ref_distribution<Rd>::operator()(U& urng){
+ return (this->impl(urng));
+ }
+
+ template<typename Rd>
+ template<typename U>
+ typename ref_distribution<Rd>::result_type
+ ref_distribution<Rd>::operator()(U& urng)const{
+ return (this->impl(urng));
+ }
+
+ template<typename Rd>
+ template<typename U>
+ typename ref_distribution<Rd>::result_type
+ ref_distribution<Rd>::impl(U& urng){
+ return (this->distribution())(urng);
+ }
+
+
+ template<typename Rd>
+ typename call_traits<Rd>::reference
+ ref_distribution<Rd>::distribution(){ return d_;}
+
+
+
+}// random
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/random/boost/random/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,56 @@
+//////////////////////////////////////////////////////////////////////////////
+// random::students_t_distribution.hpp //
+// //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_RANDOM_STUDENTS_T_HPP_ER_2009
+#define BOOST_RANDOM_STUDENTS_T_HPP_ER_2009
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/range.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/chi_squared.hpp>
+namespace boost{
+namespace random{
+
+ // Samples from a location-scale distribution
+ template<typename T>
+ class students_t_distribution{
+ typedef boost::normal_distribution<T> nd_;
+ typedef random::chi_squared_distribution<T> cs_;
+ public:
+ typedef typename nd_::input_type input_type;
+ typedef typename nd_::result_type result_type;
+
+ students_t_distribution():df_(2){}
+ students_t_distribution(unsigned df):df_(df){}
+
+ template<typename U>
+ result_type
+ operator()(U& urng){
+ static nd_ nd(0,1);
+ static cs_ cs(df_);
+ result_type z = nd(urng);
+ result_type d = cs(urng);
+ d /= static_cast<result_type>(df_);
+ d = sqrt(d);
+ return z / d;
+ }
+
+ unsigned df()const{ return df_; }
+
+ private:
+ unsigned df_;
+ };
+
+
+}// random
+}// boost
+
+#endif
Added: sandbox/statistics/random/libs/random/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/libs/random/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,48 @@
+//////////////////////////////////////////////////////////////////////////////
+// random::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ that extend the boost::random framework
+
+[ Useful links ]
+
+http://www.boost.org/doc/libs/1_39_0/libs/random/index.html
+
+[ models of RandomDistribution ]
+
+ Let
+ T scalar
+ Z, X, U model RandomDistribution
+
+ Class Description
+ chi_squared<T>
+ students_t_distribution<T>
+ location_scale<Z> X = sigma Z + mu
+ multinomial_distribution<U> Samples indices by their probability
+ ref_distribution<X&> A reference wrapper
+ gen_to_random<X> A generator that acts like a RandomDist
+
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+
+[ History ]
+
+July 2009 : Current version
+
Added: sandbox/statistics/random/libs/random/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/libs/random/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,11 @@
+
+#include <boost/random/include.hpp>
+
+int main(){
+
+ // Examples can be found in
+ // sandbox/statistics/dist_random/libs/dist_random/example
+
+ return 0;
+}
+
Added: sandbox/statistics/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,45 @@
+//////////////////////////////////////////////////////////////////////////////
+// statistics::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+I welcome feedback including bug reports at erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+ This C++ library provides statistical tools that is intended to integrate
+ with the STL/Boost framework.
+
+[ Themes ]
+
+ It is organized by theme, starting with:
+ adaptive_rejection_sampling
+ arithmetic
+ etc.
+
+[ Inside a theme ]
+
+ boost/theme/
+ libs/theme/
+ /doc/readme
+ /example
+ /src/main.cpp
+
+[ Inside boost/theme ]
+
+ Often contains a subset of
+ /algorithm
+ /data
+ /iterator
+ /functional
+ which are named after the STL's subdivisions.
+
+
+
+
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/accumulate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/accumulate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,80 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::algorithm::accumulate.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_ALGORITHM_ACCUMULATE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_ALGORITHM_ACCUMULATE_HPP_ER_2009
+#include <numeric>
+#include <functional>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/utility/enable_if.hpp>
+#include <boost/type_traits/function_traits.hpp>
+#include <boost/scalar_dist/meta/has_pdf.hpp>
+
+namespace boost{
+namespace math{
+
+ // Usage
+ // sum_log_pdf = accumulate<std::plus,log_unnormalized_pdf_>(
+ // dist,begin(vec_x),end(vec_x))
+ template<
+ template<typename> class G, //binary
+ template<typename> class F, //in include.hpp
+ typename D,
+ typename InIt
+ >
+ typename enable_if<
+ has_pdf<D>,
+ typename D::value_type
+ >::type
+ accumulate(
+ const D& dist,
+ InIt b,
+ InIt e,
+ typename D::value_type init
+ );
+
+ // Implementation //
+
+ template<
+ template<typename> class G, //binary
+ template<typename> class F, //in include.hpp
+ typename D,
+ typename InIt
+ >
+ typename enable_if<
+ has_pdf<D>,
+ typename D::value_type
+ >::type
+ accumulate(
+ const D& dist,
+ InIt b,
+ InIt e,
+ typename D::value_type init
+ ){
+ typedef typename D::value_type val_;
+ return std::accumulate(
+ b,
+ e,
+ init,
+ boost::lambda::bind<val_>(
+ G<val_>(),
+ boost::lambda::_1,
+ boost::lambda::bind<val_>(
+ F<D>::instance,
+ dist,
+ boost::lambda::_2
+ )
+ )
+ );
+ }
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::algorithm::transform.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_ALGORITHM_TRANSFORM_HPP_ER_2009
+#define BOOST_SCALAR_DIST_ALGORITHM_TRANSFORM_HPP_ER_2009
+
+#include <boost/scalar_dist/algorithm/accumulate.hpp>
+#include <boost/scalar_dist/algorithm/transform.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/transform.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/algorithm/transform.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,141 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::algorithm::transform.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_ALGORITHM_TRANSFORM_HPP_ER_2009
+#define BOOST_SCALAR_DIST_ALGORITHM_TRANSFORM_HPP_ER_2009
+#include <algorithm>
+#include <boost/bind.hpp>
+#include <boost/type_traits/function_traits.hpp>
+#include <boost/scalar_dist/meta/pointer.hpp>
+#include <boost/scalar_dist/meta/has_pdf.hpp>
+
+namespace boost{
+namespace math{
+
+ // Applies a function (F) to a set of values, whose definition is looked up
+ // in the namespace of the distribution (D)
+ //
+ // Example: F = fun_wrap::log_unnormalized_pdf_
+ template<
+ template<typename> class F,
+ typename D,
+ typename InIt,
+ typename OutIt
+ >
+ typename enable_if<
+ has_pdf<D>,
+ OutIt
+ >::type
+ transform(
+ const D& dist,
+ InIt b,
+ InIt e,
+ OutIt i
+ );
+
+ //Example: G = std::plus
+ template<
+ template<typename> class G,
+ template<typename> class F,
+ typename D,
+ typename InIt,
+ typename InIt1,
+ typename OutIt
+ >
+ typename enable_if<
+ has_pdf<D>,
+ OutIt
+ >::type
+ transform(
+ const D& dist,
+ InIt b,
+ InIt e,
+ InIt1 b1,
+ OutIt i
+ );
+
+ // Implementation //
+
+ template<
+ template<typename> class F,
+ typename D,
+ typename InIt,
+ typename OutIt
+ >
+ typename enable_if<
+ has_pdf<D>,
+ OutIt
+ >::type
+ transform(
+ const D& dist,
+ InIt b,
+ InIt e,
+ OutIt i
+ ){
+ typedef pointer<D> fp_;
+ typedef typename signature<D>::type sig_;
+ typedef function_traits<sig_> traits_;
+ typedef typename traits_::result_type res_;
+
+ return std::transform(
+ b,
+ e,
+ i,
+ bind<res_>(
+ fp_::template make<F>(),
+ dist,
+ _1
+ )
+ );
+ }
+
+ template<
+ template<typename> class G,
+ template<typename> class F,
+ typename D,
+ typename InIt,
+ typename InIt1,
+ typename OutIt
+ >
+ typename enable_if<
+ has_pdf<D>,
+ OutIt
+ >::type
+ transform(
+ const D& dist,
+ InIt b,
+ InIt e,
+ InIt1 b1,
+ OutIt i
+ ){
+ typedef pointer<D> fp_;
+ typedef typename signature<D>::type sig_;
+ typedef function_traits<sig_> traits_;
+ typedef typename traits_::result_type res_;
+
+ return std::transform(
+ b, //1
+ e,
+ b1,//2
+ i,
+ bind<res_>(
+ G<res_>(),
+ _2,
+ bind<res_>(
+ fp_::template make<F>(),
+ dist,
+ _1
+ )
+ )
+ );
+ }
+
+}
+}
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/cdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/cdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::cdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_CDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_CDF_HPP_ER_2009
+#include <boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename D> T cdf(const D& d,const T& x);
+
+ namespace fun_wrap{
+ template<typename D> struct cdf_
+ : detail::fun_wrap<D,math::cdf>{};
+ }
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::detail::fun_wrap.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_DETAIL_FUN_WRAP_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_DETAIL_FUN_WRAP_HPP_ER_2009
+#include <boost/scalar_dist/meta/pointer.hpp>
+
+namespace boost{
+namespace math{
+namespace detail{
+
+ template<typename D,typename pointer<D>::type f>
+ struct fun_wrap{
+ typedef typename pointer<D>::type type;
+ static type instance;
+ };
+
+ template<typename D,typename pointer<D>::type f>
+ typename fun_wrap<D,f>::type
+ fun_wrap<D,f>::instance = f;
+
+}// detail
+}// math
+}// boost
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,18 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_INCLUDE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_INCLUDE_HPP_ER_2009
+
+#include <boost/scalar_dist/fun_wrap/cdf.hpp>
+#include <boost/scalar_dist/fun_wrap/log_unnormalized_pdf.hpp>
+#include <boost/scalar_dist/fun_wrap/pdf.hpp>
+#include <boost/scalar_dist/fun_wrap/quantile.hpp>
+#include <boost/scalar_dist/fun_wrap/unnormalized_pdf.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/log_unnormalized_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/log_unnormalized_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,27 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::detail::log_unnormalized_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_LOG_UNNORMALIZED_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_LOG_UNNORMALIZED_PDF_HPP_ER_2009
+#include <boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename D>
+ T log_unnormalized_pdf(const D& d,const T& x);
+
+ namespace fun_wrap{
+ template<typename D>
+ struct log_unnormalized_pdf_
+ : detail::fun_wrap<D,math::log_unnormalized_pdf>{};
+ }
+}
+}
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_PDF_HPP_ER_2009
+#include <boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename D> T pdf(const D& d,const T& x);
+
+ namespace fun_wrap{
+ template<typename D> struct pdf_ : detail::fun_wrap<D,math::pdf>{};
+ }
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/quantile.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/quantile.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,26 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::quantile.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_QUANTILE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_QUANTILE_HPP_ER_2009
+#include <boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename D> T quantile(const D& d,const T& x);
+
+ namespace fun_wrap{
+ template<typename D> struct quantile_
+ : detail::fun_wrap<D,math::quantile>{};
+ }
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/unnormalized_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/fun_wrap/unnormalized_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,25 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::fun_wrap::detail::log_unnormalized_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_FUN_WRAP_UNNORMALIZED_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_FUN_WRAP_UNNORMALIZED_PDF_HPP_ER_2009
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+#include <boost/scalar_dist/fun_wrap/detail/fun_wrap.hpp>
+
+namespace boost{
+namespace math{
+
+ namespace fun_wrap{
+ template<typename D>
+ struct unnormalized_pdf_
+ : detail::fun_wrap<D,math::unnormalized_pdf>{};
+ }
+}
+}
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,18 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_INCLUDE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_INCLUDE_HPP_ER_2009
+
+#include <boost/scalar_dist/unscope/include.hpp>
+#include <boost/scalar_dist/map_pdf/include.hpp>
+#include <boost/scalar_dist/algorithm/include.hpp>
+#include <boost/scalar_dist/fun_wrap/include.hpp>
+#include <boost/scalar_dist/meta/include.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::map_pdf::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_MAP_PDF_INCLUDE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_MAP_PDF_INCLUDE_HPP_ER_2009
+
+#include <boost/scalar_dist/map_pdf/inverse_pdf.hpp>
+#include <boost/scalar_dist/map_pdf/product_pdf.hpp>
+#include <boost/scalar_dist/map_pdf/ratio_pdf.hpp>
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/inverse_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/inverse_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,80 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::map_pdf::inverse_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_MAP_PDF_INVERSE_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_MAP_PDF_INVERSE_PDF_HPP_ER_2009
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/utility.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/scalar_dist/meta/has_pdf.hpp>
+
+namespace boost{
+namespace math{
+
+ // Represents the inverse pdf
+ //
+ // D = T or D = T& or D = T*
+ template<typename D>
+ class inverse_pdf{
+ typedef typename remove_reference<
+ typename remove_const<
+ D
+ >::type
+ >::type plain_t;
+ public:
+ typedef typename plain_t::value_type value_type;
+
+ typedef
+ typename call_traits<D>::const_reference
+ result_of_distribution_type;
+
+ explicit inverse_pdf(typename call_traits<D>::param_type d):d_(d){}
+ inverse_pdf(const inverse_pdf& that):d_(that.d_){}
+ inverse_pdf&
+ operator=(const inverse_pdf& that){
+ if(&that!=this){
+ typedef is_reference<D> is_ref_;
+ BOOST_MPL_ASSERT((
+ mpl::not<is_ref_>
+ ));
+ d_ = that.d_;
+ }
+ return *this;
+ }
+
+ result_of_distribution_type
+ distribution()const{ return d_; }
+
+ private:
+ inverse_pdf();
+ typename call_traits<D>::value_type d_;
+ };
+
+ template<typename D>
+ struct has_pdf< inverse_pdf<D> > : mpl::bool_<true> {};
+
+
+ template<typename D>
+ inverse_pdf<D>
+ make_inverse_pdf(const D& d){ return inverse_pdf<D>(d); }
+
+ template<typename D>
+ typename inverse_pdf<D>::value_type
+ log_unnormalized_pdf(
+ const inverse_pdf<D>& dist,
+ const typename inverse_pdf<D>::value_type& x
+ ){
+ return
+ ( -log_unnormalized_pdf(dist.distribution(),x) );
+ }
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/product_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/product_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,92 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::map_pdf::product_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_MAP_PDF_PRODUCT_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_MAP_PDF_PRODUCT_PDF_HPP_ER_2009
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/utility.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/scalar_dist/meta/has_pdf.hpp>
+
+namespace boost{
+namespace math{
+
+ // Represents the product of the pdf of two distributions
+ //
+ // A = T or A = T& or A = T*. Likewise for B.
+ template<typename A,typename B>
+ class product_pdf{
+ typedef is_reference<A> is_ref_a_;
+ typedef is_reference<B> is_ref_b_;
+
+ typedef typename remove_reference<
+ typename remove_const<
+ A
+ >::type
+ >::type plain_a_t;
+
+ public:
+ typedef typename plain_a_t::value_type value_type;
+ typedef
+ typename call_traits<A>::const_reference result_of_first_type;
+ typedef
+ typename call_traits<B>::const_reference result_of_second_type;
+
+ product_pdf(){
+ BOOST_MPL_ASSERT(( mpl::not_<is_ref_a_> ));
+ BOOST_MPL_ASSERT(( mpl::not_<is_ref_b_> ));
+ }
+ explicit product_pdf(
+ typename call_traits<A>::param_type a,
+ typename call_traits<B>::param_type b
+ ):a_(a),b_(b){}
+ product_pdf(const product_pdf& that):a_(that.a_),b_(that.b_){}
+
+ product_pdf&
+ operator=(const product_pdf& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT(( mpl::not_<is_ref_a_> ));
+ BOOST_MPL_ASSERT(( mpl::not_<is_ref_b_> ));
+ a_ = that.a_;
+ b_ = that.b_;
+ }
+ return *this;
+ }
+
+ result_of_first_type first()const{ return a_; }
+ result_of_second_type second()const{ return b_; }
+
+ protected:
+ typename call_traits<A>::value_type a_;
+ typename call_traits<B>::value_type b_;
+ };
+
+ template<typename A,typename B>
+ struct has_pdf< product_pdf<A,B> > : mpl::bool_<true> {};
+
+ template<typename A,typename B>
+ product_pdf<A,B>
+ make_product_pdf(const A& a,const B& b){ return product_pdf<A,B>(a,b); }
+
+ template<typename A,typename B>
+ typename product_pdf<A,B>::value_type
+ log_unnormalized_pdf(
+ const product_pdf<A,B>& dist,
+ const typename product_pdf<A,B>::value_type& x
+ ){
+ return
+ log_unnormalized_pdf(dist.first(),x)
+ + log_unnormalized_pdf(dist.second(),x);
+ }
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/ratio_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/map_pdf/ratio_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,33 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dit::map_pdf::ratio_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_MAP_PDF_RATIO_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_MAP_PDF_RATIO_PDF_HPP_ER_2009
+#include <boost/call_traits.hpp>
+#include <boost/scalar_dist/map_pdf/inverse_pdf.hpp>
+#include <boost/scalar_dist/map_pdf/product_pdf.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename A,typename B>
+ struct meta_ratio_pdf{
+ typedef inverse_pdf<B> inv_;
+ typedef product_pdf<A, inv_ > type;
+ static type make(A a,B b){
+ return type(
+ a,
+ inv_(b)
+ );
+ }
+ };
+
+}
+}
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/bind_delegate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/bind_delegate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,47 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::bind_delegate.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_META_BIND_DELEGATE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_META_BIND_DELEGATE_HPP_ER_2009
+#include <boost/function.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/type_traits/function_traits.hpp>
+#include <boost/scalar_dist/meta/signature.hpp>
+#include <boost/scalar_dist/meta/delegate.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D>
+ struct bind_delegate{
+
+ typedef math::signature<D> sig_;
+ typedef math::delegate<D> deleg_;
+ typedef function_traits<typename sig_::type> traits_;
+ typedef typename traits_::result_type result_;
+ typedef typename traits_::arg2_type arg2_;
+ typedef result_ sig2_( arg2_ );
+ typedef function<sig2_> type;
+
+ template<template<typename> class F>
+ static type make(const D& dist){
+ return type(
+ boost::lambda::bind(
+ deleg_::template make<F>(),
+ dist,
+ boost::lambda::_1
+ )
+ );
+ }
+ };
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/delegate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/delegate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::delegate.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_META_DELEGATE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_META_DELEGATE_HPP_ER_2009
+#include <boost/function.hpp>
+#include <boost/scalar_dist/meta/signature.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D>
+ struct delegate{
+ typedef typename signature<D>::type sig_;
+ typedef boost::function<sig_> type;
+
+ template<template<typename> class F> // F in fun_wrap
+ static type make(){ return type(F<D>::instance); }
+ };
+
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/distribution_base.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/distribution_base.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,22 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::distribution_base.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_META_DISTRIBUTION_BASE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_META_DISTRIBUTION_BASE_HPP_ER_2009
+#include <boost/mpl/identity.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D>
+ struct distribution_base : mpl::identity<D>{};
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/has_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/has_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,22 @@
+///////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::is_scalar_dist.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SCALAR_DIST_META_IS_HAS_PDF_ER_2009
+#define BOOST_SCALAR_DIST_META_IS_HAS_PDF_ER_2009
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D> struct has_pdf
+ : is_scalar_dist<D> {};
+
+}
+}
+
+#endif
+
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,19 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_META_INCLUDE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_META_INCLUDE_HPP_ER_2009
+
+#include <boost/scalar_dist/meta/distribution_base.hpp>
+#include <boost/scalar_dist/meta/delegate.hpp>
+#include <boost/scalar_dist/meta/has_pdf.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/scalar_dist/meta/pointer.hpp>
+#include <boost/scalar_dist/meta/signature.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/is_scalar_dist.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/is_scalar_dist.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,22 @@
+///////////////////////////////////////////////////////////////////////////////
+// scalar_dist::is_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SCALAR_DIST_META_IS_SCALAR_DIST_ER_2009
+#define BOOST_SCALAR_DIST_META_IS_SCALAR_DIST_ER_2009
+#include <boost/mpl/bool.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D>
+ struct is_scalar_dist : mpl::bool_<false> {};
+ // What for? enable_if<is_scalar_dist<D>,T> ..
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/pointer.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/pointer.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::pointer.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_META_POINTER_HPP_ER_2009
+#define BOOST_SCALAR_DIST_META_POINTER_HPP_ER_2009
+#include <boost/scalar_dist/meta/signature.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D>
+ struct pointer{
+ typedef typename signature<D>::type sig_;
+ typedef sig_* type;
+
+ template<template<typename> class F>
+ static type make(){ return F<D>::instance; }
+ };
+
+
+}// math
+}// boost
+
+#endif
+
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/meta/signature.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/meta/signature.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::meta::signature.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_META_SIGNATURE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_META_SIGNATURE_HPP_ER_2009
+
+namespace boost{
+namespace math{
+
+ // Signature for f(dist,x), f = pdf, cdf etc.
+ template<typename D>
+ struct signature{
+ typedef typename D::value_type value_type;
+
+ typedef value_type type(
+ const D&,
+ const value_type&
+ );
+ };
+
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::unscope::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_UNSCOPE_INCLUDE_HPP_ER_2009
+#define BOOST_SCALAR_DIST_UNSCOPE_INCLUDE_HPP_ER_2009
+
+#include <boost/scalar_dist/unscope/log_unnormalized_pdf.hpp>
+
+#endif
Added: sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/log_unnormalized_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/boost/scalar_dist/unscope/log_unnormalized_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,32 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::unscope::log_unnormalized_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_SCALAR_DIST_UNSCOPE_LOG_UNNORMALIZED_PDF_HPP_ER_2009
+#define BOOST_SCALAR_DIST_UNSCOPE_LOG_UNNORMALIZED_PDF_HPP_ER_2009
+#include <boost/utility/enable_if.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+
+namespace boost{
+
+ namespace math{
+ template<typename D,typename T>
+ T log_unnormalized_pdf(const D& d,const T& x);
+ }
+
+ template<typename D,typename T>
+ typename boost::enable_if<
+ math::is_scalar_dist<D>,
+ T
+ >
+ log_unnormalized_pdf(const D& d,const T& x){
+ return math::log_unnormalized_pdf<D>(d,x);
+ }
+
+}
+
+#endif
Added: sandbox/statistics/scalar_dist/libs/scalar_dist/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/libs/scalar_dist/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,87 @@
+//////////////////////////////////////////////////////////////////////////////
+// scalar_dist::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ classes that extend boost/math/distributions by providing
+
+ - wrappers that decouple the function, such as pdf, from the distribution
+ to which it is applied.
+ - algorithms that iterate over inputs
+ - mappings of distribution functionals (pdf->1/pdf)
+
+[ Useful links ]
+
+http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/index.html
+
+[ unscope ]
+
+ pdf, cdf etc. are defined in scope boost::math. Unscope creates a version
+ defined in scope boost that forwards to that in boost::math.
+
+ The rationale for this, is that some function templates in other libraries
+ in sandbox/statitics apply to scalar distribution and joint distributions
+ alike, and therefore require a common interface.
+
+[ fun_wrap ]
+
+ Decouples the function, such as pdf, from the distribution D:
+ fun_wrap::cdf_<D>::instance
+
+[ algorithm ]
+
+ Thanks to fun_wrap, we can parameterize algorithms as follows:
+ accumulate<fun_wrap::cdf_>(dist,b_x,e_x);
+ transform<fun_wrap::cdf_>(dist,b_x,e_x,b_f);
+
+[ map_pdf ]
+
+ Compare a hypothetical function:
+ inverse_pdf(dist,x)
+ to
+ pdf(make_inverse_pdf(dist))
+ The second form, used here, is more economical because we can reuse the
+ functionality associated with pdf, such as fun_wrap::pdf_. It is also
+ straightforward to combine mappings:
+ Expression: Result type
+ make_ratio_pdf(a,b) product_pdf<A,inverse_pdf<B> >
+ Usage:
+ pdf(make_ratio_pdf(a,b),x)
+
+
+[ meta ]
+
+ - signature, pointer and delegate are behind fun_wrap's implementation
+ - The meta-functions
+ is_scalar_dist
+ has_pdf
+ distinguish between distributions and objects that aren't but share their
+ functionality (such as those in map_pdf).
+
+ They are used to manage the overload set non-intrusively (SFINAE), by client
+ libraries, where both scalar and joint dists are valid arguments to
+ a function template.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+/sandbox/statistics/standard_distribution/
+
+[ History ]
+
+July 2009 : Current version
+
Added: sandbox/statistics/scalar_dist/libs/scalar_dist/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/scalar_dist/libs/scalar_dist/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,7 @@
+int main(){
+
+ // Relevant examples are in
+ // /sandbox/statistics/standard_distribution/libs/example
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,20 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::chi_squared.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_CHI_SQUARED_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_CHI_SQUARED_HPP_ER_2009
+
+#include <boost/math/distributions/chi_squared.hpp>
+#include <boost/standard_distribution/is_scalar_dist/chi_squared.hpp>
+//#include <boost/standard_distribution/normalizing_constant/chi_squared.hpp>
+#include <boost/standard_distribution/os/chi_squared.hpp>
+#include <boost/standard_distribution/primitives/chi_squared.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/chi_squared.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/exponential.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/exponential.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,21 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::exponential.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_EXPONENTIAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_EXPONENTIAL_HPP_ER_2009
+
+#include <boost/math/distributions/exponential.hpp>
+#include <boost/standard_distribution/is_scalar_dist/exponential.hpp>
+//#include <boost/standard_distribution/normalizing_constant/exponential.hpp>
+#include <boost/standard_distribution/os/exponential.hpp>
+#include <boost/standard_distribution/primitives/exponential.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/exponential.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+#endif
+
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/gamma.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/gamma.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,20 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::gamma.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_GAMMA_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_GAMMA_HPP_ER_2009
+
+#include <boost/math/distributions/gamma.hpp>
+#include <boost/standard_distribution/is_scalar_dist/gamma.hpp>
+//#include <boost/standard_distribution/normalizing_constant/gamma.hpp>
+#include <boost/standard_distribution/os/gamma.hpp>
+#include <boost/standard_distribution/primitives/gamma.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/gamma.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,19 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributons::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_INCLUDE_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_INCLUDE_HPP_ER_2009
+
+#include <boost/standard_distribution/distributions/chi_squared.hpp>
+#include <boost/standard_distribution/distributions/exponential.hpp>
+#include <boost/standard_distribution/distributions/gamma.hpp>
+#include <boost/standard_distribution/distributions/location_scale.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/standard_distribution/distributions/students_t.hpp>
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/location_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/location_scale.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,18 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::location_scale.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_LOCATION_SCALE_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_LOCATION_SCALE_HPP_ER_2009
+
+#include <boost/standard_distribution/transformation/location_scale.hpp>
+#include <boost/standard_distribution/is_scalar_dist/location_scale.hpp>
+#include <boost/standard_distribution/primitives/location_scale.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,20 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::normal.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_NORMAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_NORMAL_HPP_ER_2009
+
+#include <boost/math/distributions/normal.hpp>
+#include <boost/standard_distribution/is_scalar_dist/normal.hpp>
+#include <boost/standard_distribution/normalizing_constant/normal.hpp>
+#include <boost/standard_distribution/os/normal.hpp>
+#include <boost/standard_distribution/primitives/normal.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/normal.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,21 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::students_t.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_STUDENTS_T_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_STUDENTS_T_HPP_ER_2009
+
+#include <boost/math/distributions/students_t.hpp>
+#include <boost/standard_distribution/is_scalar_dist/students_t.hpp>
+//#include <boost/standard_distribution/normalizing_constant/students_t.hpp>
+#include <boost/standard_distribution/os/students_t.hpp>
+#include <boost/standard_distribution/primitives/students_t.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/students_t.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/uniform.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/distributions/uniform.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,20 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::distributions::uniform.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_DISTRIBUTIONS_UNIFORM_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_DISTRIBUTIONS_UNIFORM_HPP_ER_2009
+
+#include <boost/math/distributions/uniform.hpp>
+#include <boost/standard_distribution/is_scalar_dist/uniform.hpp>
+//#include <boost/standard_distribution/normalizing_constant/uniform.hpp>
+#include <boost/standard_distribution/os/uniform.hpp>
+#include <boost/standard_distribution/primitives/uniform.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/uniform.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::chi_squared.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_CHI_SQUARED_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_CHI_SQUARED_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/math/distributions/chi_squared.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ struct is_scalar_dist< math::chi_squared_distribution<T,P> >
+ : mpl::bool_<true>{};
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/exponential.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/exponential.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::exponential.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_EXPONENTIAL_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_EXPONENTIAL_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/math/distributions/exponential.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ struct is_scalar_dist< math::exponential_distribution<T,P> >
+ : mpl::bool_<true>{};
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/gamma.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/gamma.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,23 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::gamma.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_GAMMA_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_GAMMA_T_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/math/distributions/gamma.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ struct is_scalar_dist< math::gamma_distribution<T,P> > : mpl::bool_<true>{};
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/location_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/location_scale.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::location_scale.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_LOCATION_SCALE_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_LOCATION_SCALE_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/standard_distribution/transformation/location_scale.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename D>
+ struct is_scalar_dist< math::location_scale_distribution<D> >
+ : mpl::bool_<true> {};
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,23 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::normal.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_NORMAL_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_NORMAL_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/math/distributions/normal.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ struct is_scalar_dist< math::normal_distribution<T,P> >
+ : mpl::bool_<true>{};
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::students_t.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_STUDENTS_T_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_STUDENTS_T_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/math/distributions/students_t.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ struct is_scalar_dist< math::students_t_distribution<T,P> >
+ : mpl::bool_<true>{};
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/uniform.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/is_scalar_dist/uniform.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,24 @@
+///////////////////////////////////////////////////////////////////////////////
+// standard_distribution::is_scalar_dist::uniform.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_UNIFORM_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_IS_SCALAR_DIST_UNIFORM_ER_2009
+#include <boost/mpl/bool.hpp>
+#include <boost/scalar_dist/meta/is_scalar_dist.hpp>
+#include <boost/math/distributions/uniform.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ struct is_scalar_dist< math::uniform_distribution<T,P> >
+ : mpl::bool_<true>{};
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/normalizing_constant/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/normalizing_constant/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,27 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::normalizing_cosntant::normal.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_NORMALIZING_CONSTANT_NORMAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_NORMALIZING_CONSTANT_NORMAL_HPP_ER_2009
+#include <cmath>
+#include <boost/math/constants/constants.hpp>
+
+namespace boost{
+namespace math{
+
+template<typename T,typename P>
+T normalizing_constant(const normal_distribution<T,P>& d){
+ static T pi = boost::math::constants::pi<T>;
+ static T two = static_cast<T>(2);
+ return sqrt(two * pi) * d.scale();
+}
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::chi_squared.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_CHI_SQUARED_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_CHI_SQUARED_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/math/distributions/chi_squared.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const chi_squared_distribution<T>& dist)
+ {
+ static const char* msg = "chi_squared(%1%)";
+ format f(msg); f % dist.degrees_of_freedom();
+ return (out << f.str());
+ }
+
+}// boost
+}// math
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/exponential.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/exponential.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::exponential.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_EXPONENTIAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_EXPONENTIAL_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/math/distributions/exponential.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const exponential_distribution<T>& dist)
+ {
+ static const char* msg = "exponential(%1%)";
+ format f(msg); f%dist.lambda();
+ return (out << f.str());
+ }
+
+}// boost
+}// math
+
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/gamma.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/gamma.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::gamma.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_GAMMA_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_GAMMA_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/math/distributions/gamma.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const gamma_distribution<T>& dist)
+ {
+ static const char* msg = "gamma(%1%,%2%)";
+ format f(msg); f % dist.shape() % dist.scale();
+ return (out << f.str());
+ }
+
+}// boost
+}// math
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,20 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_CHI_SQUARED_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_CHI_SQUARED_HPP_ER_2009
+
+#include <boost/standard_distribution/os/chi_squared.hpp>
+#include <boost/standard_distribution/os/exponential.hpp>
+#include <boost/standard_distribution/os/gamma.hpp>
+#include <boost/standard_distribution/os/normal.hpp>
+#include <boost/standard_distribution/os/students_t.hpp>
+
+// TODO the other distributions
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::normal.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_NORMAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_NORMAL_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/math/distributions/normal.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const normal_distribution<T>& dist)
+ {
+ static const char* msg = "normal(%1%,%2%)";
+ format f(msg); f % dist.location() % dist.scale();
+ return (out << f.str());
+ }
+
+}// boost
+}// math
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,31 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::students_t.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_STUDENTS_T_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_STUDENTS_T_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/math/distributions/students_t.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const students_t_distribution<T>& dist)
+ {
+ static const char* msg = "students_t(%1%)";
+ format f(msg); f%dist.degrees_of_freedom();
+ return (out << f.str());
+ }
+
+}// boost
+}// math
+
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/os/uniform.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/os/uniform.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::os::uniform.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_OS_UNIFORM_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_OS_UNIFORM_HPP_ER_2009
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/math/distributions/uniform.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T>
+ std::ostream& operator<<(std::ostream& out,
+ const uniform_distribution<T>& dist)
+ {
+ static const char* msg = "uniform(%1%,%2%)";
+ format f(msg); f%dist.lower()%dist.upper();
+ return (out << f.str());
+ }
+
+}// boost
+}// math
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,122 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::chi_squared.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_CHI_SQUARED_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_CHI_SQUARED_HPP_ER_2009
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/math/distributions/chi_squared.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ template<typename T>
+ struct chi_squared_distribution_primitives
+ : equality_comparable< chi_squared_distribution_primitives<T> >{
+ T degrees_of_freedom;
+
+ chi_squared_distribution_primitives();
+ template<typename T1,typename P>
+ chi_squared_distribution_primitives(
+ const chi_squared_distribution<T1,P>& that
+ );
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const chi_squared_distribution_primitives&)const;
+
+ template<typename P> operator chi_squared_distribution<T,P> ()const;
+
+ };
+
+ template<typename T,typename P>
+ struct meta_distribution_primitives< chi_squared_distribution<T,P> >{
+ typedef chi_squared_distribution_primitives<T> type;
+ };
+
+ template<typename T,typename P>
+ chi_squared_distribution_primitives<T>
+ make_distribution_primitives(const chi_squared_distribution<T,P>& d);
+
+ template<typename T,typename T1,typename P>
+ chi_squared_distribution_primitives<T>&
+ operator<<(
+ chi_squared_distribution_primitives<T>& a,
+ const chi_squared_distribution<T1,P>& b
+ );
+
+ // Implementation
+
+ template<typename T>
+ template<typename P>
+ chi_squared_distribution_primitives<T>::operator
+ chi_squared_distribution<T,P> ()const{
+ return chi_squared_distribution<T,P>(this->degrees_of_freedom);
+ }
+
+ template<typename T>
+ chi_squared_distribution_primitives<T>::
+ chi_squared_distribution_primitives()
+ :degrees_of_freedom(static_cast<T>(0)){}
+
+ template<typename T>
+ template<typename T1,typename P>
+ chi_squared_distribution_primitives<T>::chi_squared_distribution_primitives(
+ const chi_squared_distribution<T1,P>& that
+ )
+ :degrees_of_freedom(that.degrees_of_freedom()){}
+
+ template<typename T>
+ bool chi_squared_distribution_primitives<T>::operator==(
+ const chi_squared_distribution_primitives& b
+ )const{
+ return arithmetic_tools::equal(
+ this->degrees_of_freedom,
+ b.degrees_of_freedom
+ );
+ }
+
+ template<typename T>
+ template<class A>
+ void chi_squared_distribution_primitives<T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & degrees_of_freedom;
+ }
+
+ template<typename T,typename P>
+ chi_squared_distribution_primitives<T>
+ make_distribution_primitives(const chi_squared_distribution<T,P>& d){
+ return chi_squared_distribution_primitives<T>(d);
+ }
+
+ template<typename T,typename T1,typename P>
+ chi_squared_distribution_primitives<T>&
+ operator<<(
+ chi_squared_distribution_primitives<T>& a,
+ const chi_squared_distribution<T1,P>& b
+ ){
+ typedef chi_squared_distribution_primitives<T> a_;
+ a = a_(b.degrees_of_freedom());
+ return a;
+ }
+
+
+}// math
+}// boost
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/exponential.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/exponential.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,121 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::exponential.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_EXPONENTIAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_EXPONENTIAL_HPP_ER_2009
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/math/distributions/exponential.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ template<typename T>
+ struct exponential_distribution_primitives
+ : equality_comparable< exponential_distribution_primitives<T> >{
+ T lambda;
+
+ exponential_distribution_primitives();
+ template<typename T1,typename P>
+ exponential_distribution_primitives(
+ const exponential_distribution<T1,P>& that
+ );
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const exponential_distribution_primitives&)const;
+
+ template<typename P> operator exponential_distribution<T,P> ()const;
+
+ };
+
+ template<typename T,typename P>
+ struct meta_distribution_primitives< exponential_distribution<T,P> >{
+ typedef exponential_distribution_primitives<T> type;
+ };
+
+ template<typename T,typename P>
+ exponential_distribution_primitives<T>
+ make_distribution_primitives(const exponential_distribution<T,P>& d);
+
+ template<typename T,typename T1,typename P>
+ exponential_distribution_primitives<T>&
+ operator<<(
+ exponential_distribution_primitives<T>& a,
+ const exponential_distribution<T1,P>& b
+ );
+
+ // Implementation
+
+ template<typename T>
+ template<typename P>
+ exponential_distribution_primitives<T>::operator
+ exponential_distribution<T,P> ()const{
+ return exponential_distribution<T,P>(this->lambda);
+ }
+
+ template<typename T>
+ exponential_distribution_primitives<T>
+ ::exponential_distribution_primitives()
+ :lambda(static_cast<T>(0)){}
+
+ template<typename T>
+ template<typename T1,typename P>
+ exponential_distribution_primitives<T>::exponential_distribution_primitives(
+ const exponential_distribution<T1,P>& that
+ )
+ :lambda(that.lambda()){}
+
+ template<typename T>
+ bool exponential_distribution_primitives<T>::operator==(
+ const exponential_distribution_primitives& b
+ )const{
+ return arithmetic_tools::equal(
+ this->lambda,
+ b.lambda
+ );
+ }
+
+ template<typename T>
+ template<class A>
+ void exponential_distribution_primitives<T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & lambda;
+ }
+
+ template<typename T,typename P>
+ exponential_distribution_primitives<T>
+ make_distribution_primitives(const exponential_distribution<T,P>& d){
+ return exponential_distribution_primitives<T>(d);
+ }
+
+ template<typename T,typename T1,typename P>
+ exponential_distribution_primitives<T>&
+ operator<<(
+ exponential_distribution_primitives<T>& a,
+ const exponential_distribution<T1,P>& b
+ ){
+ typedef exponential_distribution_primitives<T> a_;
+ a = a_(b.lambda());
+ return a;
+ }
+
+}// math
+}// boost
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/gamma.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/gamma.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,116 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::gamma.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_GAMMA_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_GAMMA_HPP_ER_2009
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/math/distributions/gamma.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ template<typename T>
+ struct gamma_distribution_primitives
+ : equality_comparable< gamma_distribution_primitives<T> >{
+ T shape;
+
+ gamma_distribution_primitives();
+ template<typename T1,typename P>
+ gamma_distribution_primitives(const gamma_distribution<T1,P>& that);
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const gamma_distribution_primitives&)const;
+
+ template<typename P> operator gamma_distribution<T,P> ()const;
+
+ };
+
+ template<typename T,typename P>
+ struct meta_distribution_primitives< gamma_distribution<T,P> >{
+ typedef gamma_distribution_primitives<T> type;
+ };
+
+ template<typename T,typename P>
+ gamma_distribution_primitives<T>
+ make_distribution_primitives(const gamma_distribution<T,P>& d);
+
+ template<typename T,typename T1,typename P>
+ gamma_distribution_primitives<T>&
+ operator<<(
+ gamma_distribution_primitives<T>& a,
+ const gamma_distribution<T1,P>& b
+ );
+
+ // Implementation
+
+ template<typename T>
+ template<typename P>
+ gamma_distribution_primitives<T>::operator
+ gamma_distribution<T,P> ()const{
+ return gamma_distribution<T,P>(this->shape);
+ }
+
+ template<typename T>
+ gamma_distribution_primitives<T>::gamma_distribution_primitives()
+ :shape(static_cast<T>(0)){}
+
+ template<typename T>
+ template<typename T1,typename P>
+ gamma_distribution_primitives<T>::gamma_distribution_primitives(
+ const gamma_distribution<T1,P>& that
+ )
+ :shape(that.shape()){}
+
+ template<typename T>
+ bool gamma_distribution_primitives<T>::operator==(
+ const gamma_distribution_primitives& b
+ )const{
+ return arithmetic_tools::equal(this->shape,b.shape);
+ }
+
+ template<typename T>
+ template<class A>
+ void gamma_distribution_primitives<T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & shape;
+ }
+
+ template<typename T,typename P>
+ gamma_distribution_primitives<T>
+ make_distribution_primitives(const gamma_distribution<T,P>& d){
+ return gamma_distribution_primitives<T>(d);
+ }
+
+ template<typename T,typename T1,typename P>
+ gamma_distribution_primitives<T>&
+ operator<<(
+ gamma_distribution_primitives<T>& a,
+ const gamma_distribution<T1,P>& b
+ ){
+ typedef gamma_distribution_primitives<T> a_;
+ a = a_(b.shape());
+ return a;
+ }
+
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/location_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/location_scale.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,166 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::location_scale.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_LOCATION_SCALE_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_LOCATION_SCALE_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/standard_distribution/transformation/location_scale.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ // Z is a primitives
+ template<typename Z,typename T>
+ struct location_scale_distribution_primitives
+ : equality_comparable< location_scale_distribution_primitives<Z,T> >{
+ Z z;
+ T mu;
+ T sigma;
+
+ location_scale_distribution_primitives();
+
+ // Z1 is a distribution
+ template<typename Z1>
+ location_scale_distribution_primitives(
+ const location_scale_distribution<Z1>& that
+ );
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const location_scale_distribution_primitives&)const;
+
+ template<typename Z1>
+ operator location_scale_distribution<Z1> ()const;
+
+ };
+
+ template<typename Z1>
+ struct meta_distribution_primitives< location_scale_distribution<Z1> >{
+ typedef typename Z1::value_type val_;
+ typedef typename meta_distribution_primitives<Z1>::type prim_;
+ typedef location_scale_distribution_primitives<prim_,val_> type;
+ };
+
+ template<typename Z,typename T>
+ location_scale_distribution_primitives<Z,T>
+ make_distribution_primitives(const location_scale_distribution<Z>& d);
+
+ template<typename Z,typename T,typename Z1>
+ location_scale_distribution_primitives<Z,T>&
+ operator<<(
+ location_scale_distribution_primitives<Z,T>& a,
+ const location_scale_distribution<Z1>& b
+ );
+
+ // Implementation
+
+ template<typename Z,typename T>
+ template<typename Z1>
+ location_scale_distribution_primitives<Z,T>::operator
+ location_scale_distribution<Z1> ()const{
+ Z1 z1 = this->z; //conversion
+ typedef location_scale_distribution<Z1> res_;
+ return res_(z1,this->mu,this->sigma);
+ }
+
+
+ template<typename Z,typename T>
+ location_scale_distribution_primitives<Z,T>
+ ::location_scale_distribution_primitives()
+ :z(),
+ mu(static_cast<T>(0)),
+ sigma(static_cast<T>(0)){}
+
+ template<typename Z,typename T>
+ template<typename Z1>
+ location_scale_distribution_primitives<Z,T>
+ ::location_scale_distribution_primitives(
+ const location_scale_distribution<Z1>& that
+ )
+ :z(
+ make_distribution_primitives(
+ that.z()
+ )
+ ),
+ mu(that.mu()),
+ sigma(that.sigma()){
+ typedef typename meta_distribution_primitives<Z1>::type prim_;
+ BOOST_MPL_ASSERT((
+ is_same<prim_,Z>
+ ));
+ BOOST_MPL_ASSERT((
+ mpl::not_<
+ is_reference<Z1>
+ >
+ ));
+ BOOST_MPL_ASSERT((
+ mpl::not_<
+ is_pointer<Z1>
+ >
+ ));
+ }
+
+ template<typename Z,typename T>
+ bool location_scale_distribution_primitives<Z,T>::operator==(
+ const location_scale_distribution_primitives& b
+ )const{
+ return (this->z == b.z) &&
+ arithmetic_tools::equal(this->mu,b.mu) &&
+ arithmetic_tools::equal(this->sigma,b.sigma);
+ }
+
+ template<typename Z,typename T>
+ template<class A>
+ void location_scale_distribution_primitives<Z,T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & z;
+ ar & mu;
+ ar & sigma;
+ }
+
+ template<typename Z1>
+ typename meta_distribution_primitives<
+ location_scale_distribution<Z1>
+ >::type
+ make_distribution_primitives(const location_scale_distribution<Z1>& d){
+ typedef typename meta_distribution_primitives<
+ location_scale_distribution<Z1>
+ >::type prim_;
+ return prim_(d);
+ }
+
+ template<typename Z,typename T>
+ location_scale_distribution_primitives<Z,T>&
+ operator<<(
+ location_scale_distribution_primitives<Z,T>& a,
+ const location_scale_distribution<Z>& b
+ ){
+ typedef location_scale_distribution_primitives<Z,T> a_;
+ a = a_(make_distribution_primitives(b.z()),b.mu(),b.sigma());
+ return a;
+ }
+
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/meta.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/meta.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,22 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::meta.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_META_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_META_HPP_ER_2009
+
+namespace boost{
+namespace math{
+
+ // Must specialize by distribution
+ template<typename D>
+ struct meta_distribution_primitives{};
+
+}
+}
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,119 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::normal.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_NORMAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_NORMAL_HPP_ER_2009
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/math/distributions/normal.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ template<typename T>
+ struct normal_distribution_primitives
+ : equality_comparable< normal_distribution_primitives<T> >{
+ T location;
+ T scale;
+
+ normal_distribution_primitives();
+ template<typename T1,typename P>
+ normal_distribution_primitives(const normal_distribution<T1,P>& that);
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const normal_distribution_primitives&)const;
+
+ template<typename P> operator normal_distribution<T,P> ()const;
+
+ };
+
+ template<typename T,typename P>
+ struct meta_distribution_primitives< normal_distribution<T,P> >{
+ typedef normal_distribution_primitives<T> type;
+ };
+
+ template<typename T,typename P>
+ normal_distribution_primitives<T>
+ make_distribution_primitives(const normal_distribution<T,P>& d);
+
+ template<typename T,typename T1,typename P>
+ normal_distribution_primitives<T>&
+ operator<<(
+ normal_distribution_primitives<T>& a,
+ const normal_distribution<T1,P>& b
+ );
+
+ // Implementation
+
+ template<typename T>
+ template<typename P>
+ normal_distribution_primitives<T>::operator
+ normal_distribution<T,P> ()const{
+ return normal_distribution<T,P>(this->location,this->scale);
+ }
+
+ template<typename T>
+ normal_distribution_primitives<T>::normal_distribution_primitives()
+ :location(static_cast<T>(0)),scale(static_cast<T>(0)){}
+
+ template<typename T>
+ template<typename T1,typename P>
+ normal_distribution_primitives<T>::normal_distribution_primitives(
+ const normal_distribution<T1,P>& that
+ )
+ :location(that.location()),scale(that.scale()){}
+
+ template<typename T>
+ bool normal_distribution_primitives<T>::operator==(
+ const normal_distribution_primitives& b
+ )const{
+ return arithmetic_tools::equal(this->location,b.location) &&
+ arithmetic_tools::equal(this->scale,b.scale);
+ }
+
+ template<typename T>
+ template<class A>
+ void normal_distribution_primitives<T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & location;
+ ar & scale;
+ }
+
+ template<typename T,typename P>
+ normal_distribution_primitives<T>
+ make_distribution_primitives(const normal_distribution<T,P>& d){
+ return normal_distribution_primitives<T>(d);
+ }
+
+ template<typename T,typename T1,typename P>
+ normal_distribution_primitives<T>&
+ operator<<(
+ normal_distribution_primitives<T>& a,
+ const normal_distribution<T1,P>& b
+ ){
+ typedef normal_distribution_primitives<T> a_;
+ a = a_(b.location(),b.scale());
+ return a;
+ }
+
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,122 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::students_t.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_STUDENTS_T_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_STUDENTS_T_HPP_ER_2009
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/math/distributions/students_t.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ template<typename T>
+ struct students_t_distribution_primitives
+ : equality_comparable< students_t_distribution_primitives<T> >{
+ T degrees_of_freedom;
+
+ students_t_distribution_primitives();
+ template<typename T1,typename P>
+ students_t_distribution_primitives(
+ const students_t_distribution<T1,P>& that
+ );
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const students_t_distribution_primitives&)const;
+
+ template<typename P> operator students_t_distribution<T,P> ()const;
+
+ };
+
+ template<typename T,typename P>
+ struct meta_distribution_primitives< students_t_distribution<T,P> >{
+ typedef students_t_distribution_primitives<T> type;
+ };
+
+ template<typename T,typename P>
+ students_t_distribution_primitives<T>
+ make_distribution_primitives(const students_t_distribution<T,P>& d);
+
+ template<typename T,typename T1,typename P>
+ students_t_distribution_primitives<T>&
+ operator<<(
+ students_t_distribution_primitives<T>& a,
+ const students_t_distribution<T1,P>& b
+ );
+
+ // Implementation
+
+ template<typename T>
+ template<typename P>
+ students_t_distribution_primitives<T>::operator
+ students_t_distribution<T,P> ()const{
+ return students_t_distribution<T,P>(this->degrees_of_freedom);
+ }
+
+
+ template<typename T>
+ students_t_distribution_primitives<T>::students_t_distribution_primitives()
+ :degrees_of_freedom(static_cast<T>(0)){}
+
+ template<typename T>
+ template<typename T1,typename P>
+ students_t_distribution_primitives<T>::students_t_distribution_primitives(
+ const students_t_distribution<T1,P>& that
+ )
+ :degrees_of_freedom(that.degrees_of_freedom()){}
+
+ template<typename T>
+ bool students_t_distribution_primitives<T>::operator==(
+ const students_t_distribution_primitives& b
+ )const{
+ return arithmetic_tools::equal(
+ this->degrees_of_freedom,
+ b.degrees_of_freedom
+ );
+ }
+
+ template<typename T>
+ template<class A>
+ void students_t_distribution_primitives<T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & degrees_of_freedom;
+ }
+
+ template<typename T,typename P>
+ students_t_distribution_primitives<T>
+ make_distribution_primitives(const students_t_distribution<T,P>& d){
+ return students_t_distribution_primitives<T>(d);
+ }
+
+ template<typename T,typename T1,typename P>
+ students_t_distribution_primitives<T>&
+ operator<<(
+ students_t_distribution_primitives<T>& a,
+ const students_t_distribution<T1,P>& b
+ ){
+ typedef students_t_distribution_primitives<T> a_;
+ a = a_(b.degrees_of_freedom());
+ return a;
+ }
+
+}// math
+}// boost
+
+#endif
+
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/uniform.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/primitives/uniform.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,119 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::primitives::uniform.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_PRIMITIVES_UNIFORM_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_PRIMITIVES_UNIFORM_HPP_ER_2009
+#include <boost/arithmetic/equal.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/math/distributions/uniform.hpp>
+#include <boost/standard_distribution/primitives/meta.hpp>
+#include <boost/operators.hpp>
+
+namespace boost {
+namespace math{
+
+ template<typename T>
+ struct uniform_distribution_primitives
+ : equality_comparable< uniform_distribution_primitives<T> >{
+ T lower;
+ T upper;
+
+ uniform_distribution_primitives();
+ template<typename T1,typename P>
+ uniform_distribution_primitives(const uniform_distribution<T1,P>& that);
+
+ template<class A>
+ void serialize(
+ A & ar,
+ const unsigned int version
+ );
+
+ bool operator==(const uniform_distribution_primitives&)const;
+
+ template<typename P> operator uniform_distribution<T,P> ()const;
+
+ };
+
+ template<typename T,typename P>
+ struct meta_distribution_primitives< uniform_distribution<T,P> >{
+ typedef uniform_distribution_primitives<T> type;
+ };
+
+ template<typename T,typename P>
+ uniform_distribution_primitives<T>
+ make_distribution_primitives(const uniform_distribution<T,P>& d);
+
+ template<typename T,typename T1,typename P>
+ uniform_distribution_primitives<T>&
+ operator<<(
+ uniform_distribution_primitives<T>& a,
+ const uniform_distribution<T1,P>& b
+ );
+
+ // Implementation
+
+ template<typename T>
+ template<typename P>
+ uniform_distribution_primitives<T>::operator
+ uniform_distribution<T,P> ()const{
+ return uniform_distribution<T,P>(this->lower,this->upper);
+ }
+
+ template<typename T>
+ uniform_distribution_primitives<T>::uniform_distribution_primitives()
+ :lower(static_cast<T>(0)),upper(static_cast<T>(0)){}
+
+ template<typename T>
+ template<typename T1,typename P>
+ uniform_distribution_primitives<T>::uniform_distribution_primitives(
+ const uniform_distribution<T1,P>& that
+ )
+ :lower(that.lower()),upper(that.upper()){}
+
+ template<typename T>
+ bool uniform_distribution_primitives<T>::operator==(
+ const uniform_distribution_primitives& b
+ )const{
+ return arithmetic_tools::equal(this->lower,b.lower) &&
+ arithmetic_tools::equal(this->upper,b.upper);
+ }
+
+ template<typename T>
+ template<class A>
+ void uniform_distribution_primitives<T>::serialize(
+ A & ar,
+ const unsigned int version
+ )
+ {
+ ar & lower;
+ ar & upper;
+ }
+
+ template<typename T,typename P>
+ uniform_distribution_primitives<T>
+ make_distribution_primitives(const uniform_distribution<T,P>& d){
+ return uniform_distribution_primitives<T>(d);
+ }
+
+ template<typename T,typename T1,typename P>
+ uniform_distribution_primitives<T>&
+ operator<<(
+ uniform_distribution_primitives<T>& a,
+ const uniform_distribution<T1,P>& b
+ ){
+ typedef uniform_distribution_primitives<T> a_;
+ a = a_(b.lower(),b.upper());
+ return a;
+ }
+
+
+}// math
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::transformation::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_TRANSFORMATION_INCLUDE_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_TRANSFORMATION_INCLUDE_HPP_ER_2009
+
+#include <boost/standard_distribution/transformation/location_scale.hpp>
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/location_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/transformation/location_scale.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,224 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::transformation::location_scale.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_TRANSFORMATION_LOCATION_SCALE_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_TRANSFORMATION_LOCATION_SCALE_HPP_ER_2009
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <boost/format.hpp>
+#include <boost/utility.hpp>
+#include <boost/call_traits.hpp>
+
+#include <boost/range.hpp>
+//#include <boost/math/policies/policy.hpp>
+
+namespace boost{
+namespace math{
+
+ // Represents a location scale family
+ //
+ // X = mu + sigma * Z
+ // pdf_X(x) = (1/sigma) pdf_Z((x-mu)/sigma)
+ // cdf_X(x) = cdf_Z((x-mu)/sigma)
+ //
+ // TODO: range and support
+ template<typename Z>
+ class location_scale_distribution{
+ public:
+ typedef typename remove_reference<
+ typename remove_const<
+ Z
+ >::type
+ >::type distribution_type;
+
+ typedef typename distribution_type::value_type value_type;
+ typedef typename distribution_type::policy_type policy_type;
+
+ location_scale_distribution();
+ location_scale_distribution(
+ typename call_traits<Z>::param_type z,
+ value_type mu,
+ value_type sigma
+ );
+
+ location_scale_distribution(const location_scale_distribution& that);
+
+ location_scale_distribution&
+ operator=(const location_scale_distribution& that);
+
+ value_type mu()const;
+ value_type sigma()const;
+
+ typename call_traits<Z>::const_reference z()const;
+
+ private:
+ typename call_traits<Z>::value_type z_;
+ value_type mu_;
+ value_type sigma_;
+ };
+
+ template<typename Z>
+ std::ostream& operator<<(
+ std::ostream& out,
+ const location_scale_distribution<Z>& d
+ );
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ pdf(
+ const location_scale_distribution<Z>& d,
+ const typename
+ location_scale_distribution<Z>::value_type& x
+ );
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ cdf(
+ const location_scale_distribution<Z>& d,
+ const typename
+ location_scale_distribution<Z>::value_type& x
+ );
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ log_unnormalized_pdf(
+ const location_scale_distribution<Z>& d,
+ const typename
+ location_scale_distribution<Z>::value_type& x
+ );
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ variance(
+ const location_scale_distribution<Z>& d
+ );
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ mean(
+ const location_scale_distribution<Z>& d
+ );
+
+ // Implementation //
+
+ template<typename Z>
+ std::ostream& operator<<(
+ std::ostream& out,
+ const location_scale_distribution<Z>& d
+ ){
+ const char* msg = "location_scale_distribution( %1% + %2% %3%)";
+ // Warning : os << ls.z() usually not defined (TODO)
+ format f(msg); f % d.mu() % d.sigma() % d.z();
+ return (out << f.str());
+ }
+
+ template<typename Z>
+ location_scale_distribution<Z>::location_scale_distribution()
+ :z_(),mu_(0),sigma_(1){}
+
+ template<typename Z>
+ location_scale_distribution<Z>::location_scale_distribution(
+ typename call_traits<Z>::param_type z,
+ value_type mu,
+ value_type sigma
+ ):z_(z),mu_(mu),sigma_(sigma){}
+
+ template<typename Z>
+ location_scale_distribution<Z>::location_scale_distribution(
+ const location_scale_distribution& that
+ ):z_(that.z_),mu_(that.mu_),sigma_(that.sigma_){}
+
+ template<typename Z>
+ location_scale_distribution<Z>&
+ location_scale_distribution<Z>::operator=(
+ const location_scale_distribution& that
+ ){
+ if(&that!=this){
+ z_ = that.z_;
+ mu_ = that.mu_;
+ sigma_ = that.sigma_;
+ }
+ return *this;
+ }
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ location_scale_distribution<Z>::mu()const{ return this->mu_; }
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ location_scale_distribution<Z>::sigma()const{ return this->sigma_; }
+
+ template<typename Z>
+ typename call_traits<Z>::const_reference
+ location_scale_distribution<Z>::z()const{ return this->z_; }
+
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ pdf(
+ const location_scale_distribution<Z>& d,
+ const typename
+ location_scale_distribution<Z>::value_type& x
+ ){
+ typedef typename
+ location_scale_distribution<Z>::value_type value_t;
+ value_t z = (x-d.mu())/d.sigma();
+ value_t result = pdf(d.z(),z);
+ result /= d.sigma();
+ return result;
+ }
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ cdf(
+ const location_scale_distribution<Z>& d,
+ const typename location_scale_distribution<Z>::value_type& x
+ ){
+ typedef typename
+ location_scale_distribution<Z>::value_type value_t;
+ value_t z = (x-d.mu())/d.sigma();
+ return cdf(
+ d.z(),
+ z
+ );
+ }
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ log_unnormalized_pdf(
+ const location_scale_distribution<Z>& d,
+ const typename location_scale_distribution<Z>::value_type& x
+ ){
+ typedef typename location_scale_distribution<Z>::value_type value_t;
+ value_t z = (x-d.mu())/d.sigma();
+ value_t result = math::log_unnormalized_pdf(d.z(),z);
+ // -log ( sigma ) is a constant so it is ignored
+ return result;
+ }
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ variance(
+ const location_scale_distribution<Z>& d
+ ){
+ return variance(d.z()) * d.sigma() * d.sigma();
+ }
+
+ template<typename Z>
+ typename location_scale_distribution<Z>::value_type
+ mean(
+ const location_scale_distribution<Z>& d
+ ){
+ return mean(d) + mean(d.z());
+ }
+
+}
+}
+#endif // LOCATION_SCALE_DISTRIBUTION_HPP_INCLUDED
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/chi_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/chi_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,86 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::chi_squared.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_CHI_SQUARED_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_CHI_SQUARED_HPP_ER_2009
+#include <boost/math/distributions/chi_squared.hpp>
+#include <boost/math/special_functions/log1p.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/math/policies/policy.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename Policy>
+ T
+ log_unnormalized_pdf(
+ const boost::math::chi_squared_distribution<T,Policy>& dist,
+ const T& x
+ ){
+ BOOST_MATH_STD_USING // for ADL of std functions
+ T degrees_of_freedom = dist.degrees_of_freedom();
+ // Error check:
+ T error_result;
+
+ static const char* function =
+"boost::math::log_unnormalized_pdf(const chi_squared_distribution<%1%>&, %1%)";
+
+ if(false == detail::check_df(
+ function, degrees_of_freedom, &error_result, Policy()))
+ return error_result;
+
+ if((x <= 0) || !(boost::math::isfinite)(x))
+ {
+ return policies::raise_domain_error<T>(
+ function, "Chi Square parameter was %1%, but must be > 0 !",
+ x, Policy());
+ }
+
+ // Lumped case x == 0 in x<=0 above
+
+ static T one = static_cast<T>(1);
+ static T two = static_cast<T>(2);
+ return (degrees_of_freedom/two-one) * log(x) - x/two;
+ }
+
+ template<typename T,typename Policy>
+ T
+ derivative_log_unnormalized_pdf(
+ const boost::math::chi_squared_distribution<T,Policy>& dist,
+ const T& x
+ ){
+ BOOST_MATH_STD_USING // for ADL of std functions
+ T degrees_of_freedom = dist.degrees_of_freedom();
+ // Error check:
+ T error_result;
+
+ static const char* function =
+"boost::math::log_unnormalized_pdf(const chi_squared_distribution<%1%>&, %1%)";
+
+ if(false == detail::check_df(
+ function, degrees_of_freedom, &error_result, Policy()))
+ return error_result;
+
+ if((x < 0) || !(boost::math::isfinite)(x))
+ {
+ return policies::raise_domain_error<T>(
+ function, "Chi Square parameter was %1%, but must be > 0 !",
+ x, Policy());
+ }
+
+ // Lumped case x == 0 in x<=0 above
+
+ static T one = static_cast<T>(1);
+ static T two = static_cast<T>(2);
+ return (degrees_of_freedom/two-one) / x - one/two;
+ }
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/exponential.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/exponential.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,69 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::unnormalized_pdf::exponential.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_EXPONENTIAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_EXPONENTIAL_HPP_ER_2009
+#include <string>
+#include <boost/math/distributions/exponential.hpp>
+#include <boost/math/policies/policy.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ T
+ log_unnormalized_pdf(
+ const boost::math::exponential_distribution<T,P>& d,
+ const T& x
+ ){
+
+ BOOST_MATH_STD_USING // for ADL of std functions
+ // to keep width = 80 caracters
+ static const char* function = strcpy(
+ "boost::math::log_unnormalized_pdf(" ,
+ "const exponential_distribution<%1%>&,%1%)"
+ );
+
+ T lambda = d.lambda();
+ T result;
+ if(0 == detail::verify_lambda(function, lambda, &result, P()))
+ return result;
+ if(0 == detail::verify_exp_x(function, x, &result, P()))
+ return result;
+ result = (-lambda * x);
+ return result;
+ }
+
+ template<typename T,typename P>
+ T
+ derivative_log_unnormalized_pdf(
+ const boost::math::exponential_distribution<T,P>& d,
+ const T& x
+ ){
+
+ BOOST_MATH_STD_USING // for ADL of std functions
+ // to keep width = 80 caracters
+ static const char* function = strcpy(
+ "boost::math::derivative_log_unnormalized_pdf(",
+ "const exponential_distribution<%1%>&,%1%)"
+ );
+
+ T lambda = d.lambda();
+ T result;
+ if(0 == detail::verify_lambda(function, lambda, &result, P()))
+ return result;
+ if(0 == detail::verify_exp_x(function, x, &result, P()))
+ return result;
+ result = (-lambda);
+ return result;
+ }
+
+}//math
+}//boost
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/gamma.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/gamma.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,86 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::gamma.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_MATH_UNNORMALIZED_PDF_GAMMA_HPP_ER_2009
+#define BOOST_MATH_UNNORMALIZED_PDF_GAMMA_HPP_ER_2009
+#include <cmath>
+#include <boost/math/distributions/gamma.hpp>
+#include <boost/math/policies/policy.hpp>
+
+namespace boost{
+namespace math{
+
+template <class T, class Policy>
+inline bool is_concave(
+ const gamma_distribution<T, Policy>& dist
+){
+ return ( dist.shape() > static_cast<T>(1) );
+}
+
+template <class T, class Policy>
+inline T log_unnormalized_pdf(
+ const gamma_distribution<T, Policy>& dist,
+ const T& x
+)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function
+ = "boost::math::log_unnormalized_pdf(const gamma_distribution<%1%>&, %1%)";
+
+ T shape = dist.shape();
+ T scale = dist.scale();
+
+ T result;
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
+ return result;
+ if(false == detail::check_gamma_x(function, x, &result, Policy()))
+ return result;
+
+ if(x == 0)
+ {
+ return log(0);
+ }
+ static T one_ = static_cast<T>(1);
+ result = (shape - one_) * log(x) - x / scale;
+ return result;
+} // log_unnormalized_pdf
+
+template <class T, class Policy>
+inline T derivative_log_unnormalized_pdf(
+ const gamma_distribution<T, Policy>& dist,
+ const T& x
+)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function
+ = "boost::math::log_unnormalized_pdf(const gamma_distribution<%1%>&, %1%)";
+
+ T shape = dist.shape();
+ T scale = dist.scale();
+
+ T result;
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
+ return result;
+ if(false == detail::check_gamma_x(function, x, &result, Policy()))
+ return result;
+
+ if(x == 0)
+ {
+ return log(0);
+ }
+ static T one_ = static_cast<T>(1);
+ result = (shape - one_) / x - one_ / scale;
+ return result;
+} // derivative_log_unnormalized_pdf
+
+}
+}
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,26 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::include.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_INCLUDE_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_INCLUDE_HPP_ER_2009
+
+#include <boost/math/distributions/exponential.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/exponential.hpp>
+
+#include <boost/math/distributions/gamma.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/gamma.hpp>
+
+#include <boost/math/distributions/normal.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/normal.hpp>
+
+#include <boost/math/distributions/students_t.hpp>
+#include <boost/standard_distribution/unnormalized_pdf/students_t.hpp>
+
+#include <boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/normal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/normal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,52 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::normal.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_NORMAL_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_NORMAL_HPP_ER_2009
+#include <boost/math/distributions/normal.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+//#include <boost/math/policies/policy.hpp>//TODO
+
+namespace boost{
+namespace math{
+
+ // If only the unnormalized_pdf is required, this is supposed to
+ // be faster than log(pdf(D,x))
+
+ template<typename T,typename Policy>
+ T
+ log_unnormalized_pdf(
+ const boost::math::normal_distribution<T,Policy>& d,
+ const T& x
+ ){
+ typedef boost::numeric::converter<T,int> int2real_t;
+ T mu = d.location();
+ T sigma = d.scale();
+
+ T z = (x-mu)/sigma;
+ return - z * z / int2real_t::convert(2);
+ }
+
+ template<typename T,typename Policy>
+ T
+ derivative_log_unnormalized_pdf(
+ const boost::math::normal_distribution<T,Policy>& d,
+ const T& x
+ ){
+ typedef boost::numeric::converter<T,int> int2real_t;
+ T mu = d.location();
+ T sigma = d.scale();
+
+ T z = (x-mu)/sigma;
+ T dz = int2real_t::convert(1)/sigma;
+ return (- z) * dz;
+ }
+}
+}
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/students_t.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/students_t.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,58 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::students_t.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_STUDENTS_T_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_STUDENTS_T_HPP_ER_2009
+#include <boost/math/distributions/students_t.hpp>
+#include <boost/math/special_functions/log1p.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+// #include <boost/math/policies/policy.hpp> // TODO
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename Policy>
+ T
+ log_unnormalized_pdf(
+ const boost::math::students_t_distribution<T,Policy>& d,
+ const T& x
+ ){
+
+ typedef boost::numeric::converter<T,int> int2R_t;
+
+ T r1 = int2R_t::convert(1);
+ T r2 = int2R_t::convert(2);
+
+ T nu = d.degrees_of_freedom();
+ T m = ( nu + r1 ) / r2;
+ T y = ( x * x ) / nu;
+ return (- m ) * math::log1p(y);
+ }
+
+ template<typename T,typename Policy>
+ T
+ derivative_log_unnormalized_pdf(
+ const boost::math::students_t_distribution<T,Policy>& d,
+ const T& x
+ ){
+ typedef boost::numeric::converter<T,int> int2R_t;
+
+ T r1 = int2R_t::convert(1);
+ T r2 = int2R_t::convert(2);
+ T nu = d.degrees_of_freedom();
+ T m = ( nu + r1 ) / r2;
+ T y = ( x * x ) / nu;
+ T dy = int2R_t::convert(2) * x / nu;
+ T dlog1p = int2R_t::convert(1) / ( 1 + y );
+ return (- m ) * dlog1p * dy;
+ }
+
+}
+}
+
+#endif
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/uniform.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/uniform.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,91 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::uniform.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_UNIFORM_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_UNIFORM_HPP_ER_2009
+#include <boost/math/distributions/uniform.hpp>
+#include <boost/math/special_functions/log1p.hpp>
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/math/policies/policy.hpp>
+#include <boost/math/tools/precision.hpp>
+
+namespace boost{
+namespace math{
+
+ template<typename T,typename P>
+ T
+ log_unnormalized_pdf(
+ const boost::math::uniform_distribution<T,P>& dist,
+ const T& x
+ )
+ {
+ T lower = dist.lower();
+ T upper = dist.upper();
+ T result; // of checks.
+ if(false == detail::check_uniform(
+ "boost::math::pdf(const uniform_distribution<%1%>&, %1%)",
+ lower, upper, &result, P()))
+ {
+ return result;
+ }
+ if(false == detail::check_uniform_x(
+ "boost::math::pdf(const uniform_distribution<%1%>&, %1%)",
+ x, &result, P()))
+ {
+ return result;
+ }
+
+ if((x < lower) || (x > upper) )
+ {
+ static T inf = std::numeric_limits<T>::infinity();
+ return (- inf);
+ }
+ else
+ {
+ return static_cast<T>(0);
+ }
+ }
+
+ template<typename T,typename P>
+ T
+ derivative_log_unnormalized_pdf(
+ const boost::math::uniform_distribution<T,P>& dist,
+ const T& x
+ ){
+ T lower = dist.lower();
+ T upper = dist.upper();
+ T result; // of checks.
+ if(false == detail::check_uniform(
+ "boost::math::pdf(const uniform_distribution<%1%>&, %1%)",
+ lower, upper, &result, P()))
+ {
+ return result;
+ }
+ if(false == detail::check_uniform_x(
+ "boost::math::pdf(const uniform_distribution<%1%>&, %1%)",
+ x, &result, P()))
+ {
+ return result;
+ }
+
+ if((x < lower) || (x > upper) )
+ {
+ // TODO. Makes sense?
+ static T inf = std::numeric_limits<T>::infinity();
+ return (- inf);
+ }
+ else
+ {
+ return static_cast<T>(0);
+ }
+ }
+
+}
+}
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/boost/standard_distribution/unnormalized_pdf/unnormalized_pdf.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,37 @@
+//////////////////////////////////////////////////////////////////////////////
+// distributions::unnormalized_pdf::unnormalized_pdf.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_UNNORMALIZED_HPP_ER_2009
+#define BOOST_STANDARD_DISTRIBUTION_UNNORMALIZED_PDF_UNNORMALIZED_HPP_ER_2009
+#include <cmath>
+
+namespace boost{
+namespace math{
+
+template<typename D>
+typename D::value_type
+log_unnormalized_pdf( //Fwd Declare
+ const D& d,
+ const typename D::value_type& x
+);
+
+template<typename D>
+typename D::value_type
+unnormalized_pdf(
+ const D& d,
+ const typename D::value_type& x
+){
+ typedef typename D::value_type value_type;
+ value_type l = log_unnormalized_pdf(d,x);
+ return exp(l);
+}
+
+}
+}
+#endif
+
Added: sandbox/statistics/standard_distribution/libs/standard_distribution/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/libs/standard_distribution/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,101 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ classes that extend boost/math/distributions.
+
+[ Useful links ]
+
+http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/index.html
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+boost_1_39_0
+
+/usr/local/boost_1_39_0/
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/random/
+/sandbox/statistics/standard_distribution/
+
+Link to libboost_serialization-xgcc42-mt-1_39.a
+
+[ History ]
+
+July 2009 : Current version
+
+[ os ]
+
+ Adds the ostream& operator<<(ostream&, d) to each distribution class
+
+[ unnormalized_pdf ]
+
+ Implements
+ log_unnormalized_pdf(dist,x)
+ derivative_log_unnormalized_pdf(dist,x)
+
+ What for?
+ - exp( sum{ log_pdf } ) is often preferable to prod{ pdf }
+ - The normalizing constant is either unnecessary (Bayesian) or can be
+ cached
+ - The derivative is useful in applications such as derivate-adaptive-
+ rejection sampling (Gilks, 1992).
+
+[ is_scalar_dist ]
+
+ Implements
+ is_scalar_dist<D>
+
+[ normalizing_constant ]
+
+ normalizing_constant(dist)
+
+ Only the normal is implemented right now (TODO).
+
+[ transformation ]
+
+ location_scale implements X = sigma Z + mu
+
+[ primitives ]
+
+ A class such as normal_distribution is associated with
+ normal_distribution_primitives that is serializable and equality comparable.
+
+[ Note ]
+
+Exception handling is either copy-pasted from boost/math/distributions,
+with any change is indicated within the code itself or has yet to be
+implemented (TODO).
+
+
+[ Output ]
+
+main.cpp:
+
+-> example_math_location_scale->
+log_unnormalized_pdf(mstud,2.132) = -2.0608
+ deleg(mstud,2.132) = -2.0608
+log_unnormalized_pdf(mls_stud,2.132) = -5.14341
+ deleg(mls_stud,2.132) = -5.14341
+log_unnormalized_pdf(prod_dist,2.132) = -7.20421
+ deleg(prod_dist,2.132) = -7.20421
+log_unnormalized_pdf(inv_dist,2.132) = 2.0608
+ deleg(inv_dist,2.132) = 2.0608
+log_unnormalized_pdf(ratio_dist,2.132) = 3.08261
+ deleg(ratio_dist,2.132) = 3.08261
+<-
+ -> example_serialize<-
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/libs/standard_distribution/example/location_scale.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/libs/standard_distribution/example/location_scale.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,156 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::example::location_scale.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <algorithm>
+#include <iterator>
+#include <numeric>
+#include <cmath>
+#include <string>
+#include <boost/mpl/apply.hpp>
+#include <boost/format.hpp>
+#include <boost/bind.hpp>
+#include <boost/function.hpp>
+#include <boost/range.hpp>
+
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+
+#include <boost/scalar_dist/map_pdf/product_pdf.hpp>
+#include <boost/scalar_dist/map_pdf/inverse_pdf.hpp>
+#include <boost/scalar_dist/map_pdf/ratio_pdf.hpp>
+
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/standard_distribution/distributions/students_t.hpp>
+#include <boost/standard_distribution/transformation/location_scale.hpp>
+#include <boost/scalar_dist/algorithm/transform.hpp>
+#include <boost/scalar_dist/meta/include.hpp>
+#include <boost/scalar_dist/fun_wrap/include.hpp>
+
+void example_location_scale(std::ostream& out){
+ out << "-> example_math_location_scale->" << std::endl;
+
+ // Examples of location_scale + fun_wrap + transformation + algorithms
+
+ using namespace boost;
+ using namespace math;
+
+ // Types
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef std::string str_;
+ typedef boost::mt19937 urng_;
+ typedef boost::normal_distribution<val_> rnd_;
+ typedef math::students_t_distribution<val_> mstud_;
+ typedef math::location_scale_distribution<mstud_> mls_stud_;
+ typedef boost::variate_generator<urng_&,rnd_> vg_;
+
+ // Constants
+ const unsigned df = 10;
+ const val_ mu = 10;
+ const val_ sigma = 2;
+ const unsigned n = 1e1;
+ const val_ x = 2.132;
+
+ format fl("log_unnormalized_pdf(%2%,%1%) = %3%"); fl%x;
+ format fd("deleg(%2%,%1%) = %3%"); fd%x;
+
+ // Initialization
+ urng_ urng;
+ vals_ range_x;
+
+ // Arbitrary random sample
+ std::generate_n(
+ back_inserter(range_x),
+ n,
+ vg_(urng,rnd_(0,1))
+ );
+
+ mstud_ mstud(df);
+ mls_stud_ mls_stud(mstud, mu, sigma);
+
+ { // fun_wrap
+ typedef math::delegate<mstud_> meta_deleg_;
+ typedef meta_deleg_::type deleg_;
+ deleg_ deleg
+ = meta_deleg_::make<math::fun_wrap::log_unnormalized_pdf_>();
+ format ffl = fl; ffl%"mstud"%log_unnormalized_pdf(mstud,x);
+ format ffd = fd; ffd%"mstud"%deleg(mstud,x);
+ out << ffl.str() << ' ' << ffd.str() << std::endl;
+ }
+ { // fun_wrap + location_scale_distribution
+
+ typedef math::delegate<mls_stud_> meta_deleg_;
+ typedef meta_deleg_::type deleg_;
+ deleg_ deleg
+ = meta_deleg_::make<math::fun_wrap::log_unnormalized_pdf_>();
+
+ format ffl = fl; ffl%"mls_stud"%log_unnormalized_pdf(mls_stud,x);
+ format ffd = fd; ffd%"mls_stud"%deleg(mls_stud,x);
+ out << ffl.str() << ' ' << ffd.str() << std::endl;
+ }
+ { // math::transform + fun_wrap
+ vals_ range_log_pdf;
+ math::transform<math::fun_wrap::log_unnormalized_pdf_>(
+ mstud,
+ begin(range_x),
+ end(range_x),
+ std::back_inserter(range_log_pdf)
+ );
+ }
+ { // product_pdf + fun_wrap
+ typedef math::product_pdf<mstud_,mls_stud_> prod_dist_;
+ typedef math::product_pdf<mstud_&,mls_stud_&> ref_prod_dist_;
+
+ typedef math::delegate<prod_dist_> meta_deleg_;
+ typedef meta_deleg_::type deleg_;
+ deleg_ deleg
+ = meta_deleg_::make<math::fun_wrap::log_unnormalized_pdf_>();
+
+ prod_dist_ prod_dist(mstud,mls_stud);
+ prod_dist_ prod_dist2(mstud,mls_stud);
+ prod_dist = prod_dist2;
+
+ format ffl = fl; ffl%"prod_dist"%log_unnormalized_pdf(prod_dist,x);
+ format ffd = fd; ffd%"prod_dist"%deleg(prod_dist,x);
+ out << ffl.str() << ' ' << ffd.str() << std::endl;
+ ref_prod_dist_ ref_prod_dist(mstud,mls_stud);
+ ref_prod_dist_ ref_prod_dist2(mstud,mls_stud);
+ // Would cause compile error (as expected):
+ // no matching for call to mpl::void_::operator=
+ // ref_prod_dist = ref_prod_dist2;
+ }
+ { // inverse_pdf + fun_wrap
+ typedef math::inverse_pdf<mstud_> inv_dist_;
+ typedef math::delegate<inv_dist_> meta_deleg_;
+ typedef meta_deleg_::type deleg_;
+ deleg_ deleg
+ = meta_deleg_::make<math::fun_wrap::log_unnormalized_pdf_>();
+ inv_dist_ inv_dist(mstud);
+ format ffl = fl; ffl%"inv_dist"%log_unnormalized_pdf(inv_dist,x);
+ format ffd = fd; ffd%"inv_dist"%deleg(inv_dist,x);
+ out << ffl.str() << ' ' << ffd.str() << std::endl;
+ }
+ { // ratio_pdf + fun_wrap
+ typedef math::meta_ratio_pdf<mstud_,mls_stud_> mf_;
+ typedef mf_::type ratio_dist_;
+
+ ratio_dist_ ratio_dist = mf_::make(mstud,mls_stud);
+ typedef math::delegate<ratio_dist_> meta_deleg_;
+ typedef meta_deleg_::type deleg_;
+ deleg_ deleg
+ = meta_deleg_::make<math::fun_wrap::log_unnormalized_pdf_>();
+ format ffl = fl;
+ ffl%"ratio_dist"%log_unnormalized_pdf(ratio_dist,x);
+ format ffd = fd;
+ ffd%"ratio_dist"%deleg(ratio_dist,x);
+ out << ffl.str() << ' ' << ffd.str() << std::endl;
+ }
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/standard_distribution/libs/standard_distribution/example/location_scale.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/libs/standard_distribution/example/location_scale.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::example::location_scale.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_STANDARD_DISTRIBUTION_EXAMPLE_LOCATION_SCALE_H_ER_2009
+#define LIBS_STANDARD_DISTRIBUTION_EXAMPLE_LOCATION_SCALE_H_ER_2009
+#include <ostream>
+
+void example_location_scale(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/libs/standard_distribution/example/serialize.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/libs/standard_distribution/example/serialize.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,251 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::example::location_scale.cpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+#include <stdexcept>
+#include <ostream>
+#include <fstream>
+#include <boost/typeof/typeof.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/standard_distribution/distributions/chi_squared.hpp>
+#include <boost/standard_distribution/distributions/exponential.hpp>
+#include <boost/standard_distribution/distributions/gamma.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/standard_distribution/distributions/students_t.hpp>
+#include <boost/standard_distribution/distributions/uniform.hpp>
+#include <boost/standard_distribution/distributions/location_scale.hpp>
+
+void example_serialize(std::ostream& out){
+ using namespace boost;
+ out << " -> example_serialize";
+ const char* msg = "example_serialize : ";
+
+ typedef std::string str_;
+
+ typedef boost::archive::text_oarchive oa_;
+ typedef boost::archive::text_iarchive ia_;
+ typedef std::ofstream ofs_;
+ typedef std::ifstream ifs_;
+
+ typedef double val_;
+
+ const char* ar_path = "./ar_dist";
+
+ {
+ typedef math::chi_squared_distribution<val_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist(2.0);
+ dist_ dist2(4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> prim;
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim; //conversion
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// chi_squared
+
+ {
+ typedef math::exponential_distribution<val_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist;
+ dist_ dist2(4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim;
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// exponential
+
+ {
+ typedef math::gamma_distribution<val_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist(2.0);
+ dist_ dist2(4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> prim;
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim; //conversion
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// gamma
+
+ {
+ typedef math::normal_distribution<val_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist;
+ dist_ dist2(4.0, 4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> prim;
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim; //conversion
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// normal
+
+ {
+ typedef math::students_t_distribution<val_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist(2.0);
+ dist_ dist2(4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> prim;
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim; //conversion
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// students_t
+
+ {
+ typedef math::uniform_distribution<val_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist;
+ dist_ dist2(-4.0,4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> prim;
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim; //conversion
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// uniform
+
+ {
+ typedef math::students_t_distribution<val_> zdist_;
+ typedef math::location_scale_distribution<zdist_> dist_;
+ typedef math::meta_distribution_primitives< dist_ >::type prim_;
+ dist_ dist( zdist_(10.0), 1.0, 2.0 );
+ dist_ dist2( zdist_(10.0), -4.0,4.0);
+ BOOST_AUTO(prim,make_distribution_primitives(dist));
+
+ {
+ ofs_ ofs(ar_path);
+ oa_ oa(ofs);
+ oa << prim;
+ }
+ {
+ ifs_ ifs(ar_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> prim;
+ }else{
+ throw std::runtime_error( msg );
+ }
+ }
+ BOOST_ASSERT(
+ prim != make_distribution_primitives(dist2)
+ );
+ dist2 = prim; //conversion
+ BOOST_ASSERT(
+ prim == make_distribution_primitives(dist2)
+ );
+ }// location_scale
+
+
+ out << "<-";
+}
\ No newline at end of file
Added: sandbox/statistics/standard_distribution/libs/standard_distribution/example/serialize.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/libs/standard_distribution/example/serialize.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+//////////////////////////////////////////////////////////////////////////////
+// standard_distribution::example::location_scale.h //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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 LIBS_STANDARD_DISTRIBUTION_EXAMPLE_SERIALIZE_H_ER_2009
+#define LIBS_STANDARD_DISTRIBUTION_EXAMPLE_SERIALIZE_H_ER_2009
+#include <ostream>
+
+void example_serialize(std::ostream&);
+
+#endif
Added: sandbox/statistics/standard_distribution/libs/standard_distribution/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/standard_distribution/libs/standard_distribution/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,13 @@
+#include <iostream>
+#include <libs/standard_distribution/example/location_scale.h>
+#include <libs/standard_distribution/example/serialize.h>
+
+using namespace std;
+
+int main()
+{
+ example_location_scale(std::cout);
+ example_serialize(std::cout);
+
+ return 0;
+}
Added: sandbox/statistics/survival_data/boost/survival/constant.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/constant.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,53 @@
+///////////////////////////////////////////////////////////////////////////////
+// survial::data::constant.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_CONSTANT_HPP_ER_2009
+#define BOOST_SURVIVAL_CONSTANT_HPP_ER_2009
+#include <limits>
+#include <iostream>
+#include <boost/numeric/conversion/converter.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/type_traits.hpp>
+
+namespace boost{
+namespace survival{
+
+ template<typename T>
+ struct constant{
+ typedef numeric::converter<T,unsigned> conv_t;
+ static T zero_;
+ static T eps_;
+ static T one_;
+ static T two_;
+ static T lmin_; //exp(lmin_)>eps
+ static T lmax_; //exp(lmax_)<inf
+ static T inf_;
+ static T quiet_nan_;
+ static T sig_nan_;
+ };
+ template<typename T>
+ T constant<T>::zero_ = conv_t::convert(0);
+ template<typename T>
+ T constant<T>::eps_ = boost::math::tools::epsilon<T>();
+ template<typename T>
+ T constant<T>::one_ = conv_t::convert(1);
+ template<typename T>
+ T constant<T>::two_ = conv_t::convert(2);
+ template<typename T>
+ T constant<T>::lmin_ = math::tools::log_min_value<T>();
+ template<typename T>
+ T constant<T>::lmax_ = math::tools::log_max_value<T>();
+ template<typename T>
+ T constant<T>::inf_ = std::numeric_limits<T>::infinity();
+ template<typename T>
+ T constant<T>::quiet_nan_ = std::numeric_limits<T>::quiet_NaN();
+ template<typename T>
+ T constant<T>::sig_nan_ = std::numeric_limits<T>::signaling_NaN();
+
+}
+}
+#endif
Added: sandbox/statistics/survival_data/boost/survival/data/algorithm/detail/log_shift.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/algorithm/detail/log_shift.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,41 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::algorithm::log_shift.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_ALGORITHM_DETAIL_LOG_SHIFT_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_ALGORITHM_LOG_SHIFT_HPP_ER_2009
+#include <boost/math/special_functions/log1p.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+namespace detail{
+
+ template<typename T>
+ T log_shift(
+ const T& x,
+ const T& t
+ ){
+ return log(x+t);
+ }
+
+ template<typename T>
+ T logit_shift(
+ const T& p,
+ const T& t
+ ){
+ // log(p/(1-p)) = log(p)-log(1-p)
+
+ return log_shift(p,t) - boost::math::log1p(t - p);
+ }
+
+
+}// detail
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/algorithm/events.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/algorithm/events.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,65 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::algorithm::events.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_ALGORITHM_EVENTS_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_ALGORITHM_EVENTS_HPP_ER_2009
+#include <algorithm>
+#include <ext/algorithm>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/survival/data/data/record.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+ // Converts sorted records to events excluding those that are past
+ // entry_bound
+ template<typename ItR,typename T,typename ItE>
+ ItE events(
+ ItR b_r,
+ ItR e_r,
+ const T& entry_bound,
+ ItE out
+ ){
+ BOOST_ASSERT(
+ is_sorted(
+ b_r,
+ e_r
+ )
+ );
+ typedef typename iterator_value<ItR>::type record_;
+ typedef typename record_::value_type val_;
+ typedef event<val_> event_;
+
+ ItR i = std::lower_bound(
+ b_r,
+ e_r,
+ record_(static_cast<val_>(entry_bound))
+ );
+
+ typedef event_ (*ptr_)(const record_&,val_);
+ ptr_ f = make_event;
+
+ return std::transform(
+ b_r,
+ i,
+ out,
+ lambda::bind(
+ f,
+ lambda::_1,
+ entry_bound
+ )
+ );
+ }
+
+}// data
+}// survival
+}// boost
+
+#endif
Added: sandbox/statistics/survival_data/boost/survival/data/algorithm/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/algorithm/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,16 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::algorithm::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_ALGORTIHM_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_ALGORTIHM_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/data/algorithm/events.hpp>
+#include <boost/survival/data/algorithm/vectorize_events.hpp>
+#include <boost/survival/data/algorithm/logit_log.hpp>
+#include <boost/survival/data/algorithm/mean_events_by_covariate.hpp>
+
+#endif
Added: sandbox/statistics/survival_data/boost/survival/data/algorithm/logit_log.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/algorithm/logit_log.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,48 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::algorithm::logit_log.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_ALGORITHM_LOGIT_LOG_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_ALGORITHM_LOGIT_LOG_HPP_ER_2009
+#include <stdexcept>
+#include <iterator>
+#include <boost/format.hpp>
+#include <boost/survival/data/algorithm/detail/log_shift.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+// Transforms an alternating sequence of (usually mean) failures
+// and event times to their logit and log, with an offset that prevents nan.
+//
+// The rationale for a logit is that 0<= mean failure <=1
+template<typename It,typename ItO,typename T>
+ItO logit_log(
+ It b, // Alternating sequence, f[0],t[0],f[1],t[1],...
+ It e,
+ ItO o, // Output iterator
+ T t0,
+ T t1
+){
+ static const char* str = "logit_log : distance(b,e) = %1% mod 2 !=2";
+
+ if( std::distance(b,e)%2 != 0 ){
+ format f(str); f%distance(b,e);
+ throw std::runtime_error(f.str());
+ }
+ while(b!=e){
+ (*o) = detail::logit_shift((*b),t0); ++b;
+ (*o) = detail::log_shift((*b),t1); ++b;
+ }
+ return o;
+}
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/algorithm/mean_events_by_covariate.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/algorithm/mean_events_by_covariate.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,137 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::algorithm::mean_events_by_covariate.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_ALGORITHM_MEAN_EVENTS_BY_COVARIATE_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_ALGORITHM_MEAN_EVENTS_BY_COVARIATE_HPP_ER_2009
+#include <vector>
+#include <boost/foreach.hpp>
+#include <boost/utility.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/survival/data/data/mean_event.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/functional/find.hpp>
+#include <boost/binary_op/functional/match_accumulator.hpp>
+#include <boost/binary_op/algorithm/for_each.hpp>
+#include <boost/binary_op/algorithm/heads.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+
+ // Updates a collection of mean_events, one for each covariate value.
+ //
+ // Requirements
+ // Let [b_x1,e_x1) denote a sequence of covariate values.
+ // i = f(b_x1,e_x1,x) must be in [b_x1,e_x1].
+ //
+ // If i == e_x1, x is put at the end to [b_x1,e_x1)
+ //
+ // Another valid choice for F is nn1::find
+ template<typename T,typename X,typename F = functional::find>
+ class mean_events_by_covariate{
+ public:
+ typedef mean_event<T> mean_event_;
+ typedef tuple<X,mean_event_> tuple_;
+ typedef std::vector<tuple_> tuples_type;
+
+ // Construct
+ mean_events_by_covariate();
+ template<typename Rx> mean_events_by_covariate(const Rx&);
+ template<typename Rx> mean_events_by_covariate(const Rx&,const F& f);
+ mean_events_by_covariate(const mean_events_by_covariate&);
+ mean_events_by_covariate& operator=(const mean_events_by_covariate&);
+
+ // Update
+ template<typename ItX,typename ItE>
+ void operator()(ItX b_x, ItX e_x, ItE b_e);
+
+ // Acces
+ const tuples_type& tuples()const;
+ template<typename It> It tails(It out); // copies the mean_events
+
+ private:
+ F finder_;
+ tuples_type tuples_;
+ template<typename Rx>
+ void set_covs(const Rx& rx);
+ };
+
+ // Implementation //
+
+ template<typename T,typename X,typename F>
+ mean_events_by_covariate<T,X,F>::mean_events_by_covariate(){}
+
+ template<typename T,typename X,typename F>
+ template<typename Rx>
+ mean_events_by_covariate<T,X,F>::mean_events_by_covariate(const Rx& rx)
+ :finder_(){
+ this->set_covs(rx);
+ }
+
+ template<typename T,typename X,typename F>
+ template<typename Rx>
+ mean_events_by_covariate<T,X,F>::mean_events_by_covariate(
+ const Rx& rx,const F& f)
+ :finder_(f){
+ this->set_covs(rx);
+ }
+
+ template<typename T,typename X,typename F>
+ template<typename Rx>
+ void mean_events_by_covariate<T,X,F>::set_covs(const Rx& rx){
+ typedef typename range_value<Rx>::type x_;
+ mean_event_ me;
+ BOOST_FOREACH(const x_& x,rx){
+ tuple_ t(x,me);
+ tuples_.push_back( t );
+ }
+ }
+
+ template<typename T,typename X,typename F>
+ template<typename ItX,typename ItE>
+ void mean_events_by_covariate<T,X,F>::operator()(ItX b_x,ItX e_x,ItE b_e)
+ {
+ typedef binary_op::match_accumulator<tuples_type&,F> functor_;
+ std::for_each(
+ make_zip_iterator( make_tuple( b_x, b_e ) ),
+ make_zip_iterator(
+ make_tuple(
+ e_x,
+ boost::next(
+ b_e,
+ std::distance(b_x,e_x)
+ )
+ )
+ ),
+ functor_(this->tuples_)
+ );
+ }
+
+ // Access
+ template<typename T,typename X,typename F>
+ const typename mean_events_by_covariate<T,X,F>::tuples_type&
+ mean_events_by_covariate<T,X,F>::tuples()const{
+ return (this->tuples_);
+ }
+
+
+ template<typename T,typename X,typename F>
+ template<typename It>
+ It mean_events_by_covariate<T,X,F>::tails(It out){
+ return binary_op::tails(
+ boost::begin(this->tuples()),
+ boost::end(this->tuples()),
+ out
+ );
+ }
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/algorithm/vectorize_events.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/algorithm/vectorize_events.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,54 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::algorithm::make_mean_events.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_ALGORITHM_VECTORIZE_EVENTS_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_ALGORITHM_VECTORIZE_EVENTS_HPP_ER_2009
+#include <boost/iterator/iterator_traits.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/type_traits/is_same.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+// Copies the failure and event time of each event in a sequence to an
+// output iterator
+template<typename ItE,typename ItO>
+ItO vectorize_events(
+ ItE b,
+ ItE e,
+ ItO o
+);
+
+ // Implementation //
+
+template<typename ItE,typename ItO>
+ItO vectorize_events(
+ ItE b,
+ ItE e,
+ ItO o
+){
+ typedef typename iterator_value<ItE>::type event_;
+ typedef typename event_::value_type val_;
+ typedef typename event_::failure_type fail_;
+ BOOST_MPL_ASSERT((
+ is_same<val_,fail_>
+ ));
+
+ while(b!=e){
+ *o = (b->failure()); ++o;
+ *o = (b->time()); ++o;
+ ++b;
+ }
+ return o;
+}
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/data/event.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/data/event.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,127 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::data::event.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_DATA_EVENT_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_DATA_EVENT_HPP_ER_2009
+#include <limits>
+#include <ostream>
+#include <boost/format.hpp>
+#include <boost/operators.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/survival/constant.hpp>
+#include <boost/arithmetic/equal.hpp>
+
+namespace boost {
+namespace survival {
+namespace data {
+
+ // Abstraction for failure indicator and event time.
+ //
+ // B == T can be useful to represent a proportion of failures (see
+ // mean_event)
+ template<typename T,typename B = bool>
+ class event : equality_comparable<event<T,B> >{
+ typedef constant<T> const_;
+ public:
+ typedef T value_type;
+ typedef B failure_type;
+ // Construction
+ event();
+ explicit event(B isf,value_type rt);
+ event(const event&);
+ event& operator=(const event&);
+
+ // Access
+ B failure()const;
+ value_type time()const;
+
+ // Operators
+ bool operator==(const event&);
+
+ protected:
+ friend class boost::serialization::access;
+
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int version);
+
+ B failure_; //!censored
+ value_type time_; //since entry time
+ };
+
+
+ template<typename T,typename B>
+ std::ostream& operator<<(std::ostream& out,const event<T,B>& e);
+
+ // Implementation //
+
+
+ //Construct
+ template<typename T,typename B>
+ event<T,B>::event():failure_(false),time_(const_::inf_){}
+
+ template<typename T,typename B>
+ event<T,B>::event(B isf,value_type rt)
+ :failure_(isf),time_(rt){}
+
+ template<typename T,typename B>
+ event<T,B>::event(const event& that)
+ :failure_(that.failure_),time_(that.time_){}
+
+ template<typename T,typename B>
+ event<T,B>&
+ event<T,B>::operator=(const event& that){
+ if(&that!=this){
+ failure_ = (that.failure_);
+ time_ = (that.time_);
+ }
+ return *this;
+ }
+
+ template<typename T,typename B>
+ std::ostream& operator<<(std::ostream& out,const event<T,B>& e){
+ static const char* str = "(%1%,%2%)";
+ format f(str);
+ f % e.failure() % e.time();
+ out << f.str();
+ return out;
+ }
+
+ template<typename T,typename B>
+ B event<T,B>::failure()const{ return failure_; }
+
+ template<typename T,typename B>
+ typename event<T,B>::value_type event<T,B>::time()const{
+ return time_;
+ }
+
+ template<typename T,typename B>
+ template<class Archive>
+ void event<T,B>::serialize(Archive & ar, const unsigned int version)
+ {
+ ar & failure_;
+ ar & time_;
+ }
+
+ // Operators
+ template<typename T,typename B>
+ bool event<T,B>::operator==(const event& e){
+ bool eq_1 = arithmetic_tools::equal(
+ e.time(),
+ (this->time())
+ );
+ bool eq_2 = arithmetic_tools::equal(
+ (this->failure_) , (e.failure())
+ );
+ return (eq_1 && eq_2);
+ }
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/data/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/data/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::data::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_DATA_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_DATA_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/data/data/event.hpp>
+#include <boost/survival/data/data/mean_event.hpp>
+#include <boost/survival/data/data/record.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/data/mean_event.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/data/mean_event.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,184 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data:data::mean_event.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_DATA_MEAN_EVENT_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_DATA_MEAN_EVENT_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/range.hpp>
+#include <boost/format.hpp>
+#include <boost/operators.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/survival/constant.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+
+ // This class can be used to accumulate the proportion of failures and
+ // mean event time in a sequence of events.
+ //
+ // In the case of the exponential, a collection of mean_events can
+ // form a sufficient statistic, assuming a discretized domain for
+ // the covariate: domain(x) = {x[k]:k=0,...,K-1}
+ //
+ // $\log L_i(\beta) = \nu_i \eta_i - t_i \exp(\eta_i)$
+ // where $\eta_i = \langle x_i,beta \rangle$
+ // log L(D,\beta) = sum{
+ // <x[k],\beta> sum{\nu[i]:x[i]==x[k]}
+ // -exp(<x[k],\beta>) sum{t[i] : x[i]==x[k]}
+ // :k=1,...,K
+ // }
+ // Sufficient statistic:
+ // {(sum{\nu[i]:x[i]==x[k]},sum{t[i] : x[i]==x[k]}):k=0,...,K-1}
+ template<typename T,typename B = bool>
+ class mean_event :
+ public event<T,T>,
+ boost::addable<mean_event<T,B>, addable<event<T,B> > >
+ // TODO equality_comparable<mean_event<T,B> >
+ {
+ public:
+ typedef event<T,B> event_;
+ typedef event<T,T> super_;
+ typedef typename super_::value_type value_type;
+ typedef std::size_t size_type;
+
+ // Construction
+ mean_event();
+ mean_event(const event_&);
+ mean_event(const mean_event&);
+ mean_event& operator=(const mean_event&);
+
+ // Access
+ size_type count()const;
+
+ // Operators
+ mean_event& operator+=(const mean_event& e);
+ mean_event& operator+=(const event_& e);
+ mean_event& operator()(const event_& e); //same as +=
+
+ // I/O
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int version);
+
+ private:
+ value_type impl(size_type n_a,value_type a,size_type n_b,value_type b);
+ size_type count_;
+ static super_ convert(const event_&);
+ };
+
+ template<typename T,typename B>
+ std::ostream& operator<<(std::ostream& out,const mean_event<T,B>& e);
+
+ template<typename E>
+ struct meta_mean_event{
+ typedef typename E::value_type value_type;
+ typedef mean_event<value_type> type;
+ };
+
+
+ // Implementation //
+
+ // Constructor
+ template<typename T,typename B>
+ mean_event<T,B>::mean_event():super_(),count_(0){}
+
+ template<typename T,typename B>
+ mean_event<T,B>::mean_event(const event_& e):super_(convert(e)),count_(1){}
+
+ template<typename T,typename B>
+ mean_event<T,B>::mean_event(const mean_event& that)
+ :super_(that),count_(that.count_){}
+
+ template<typename T,typename B>
+ mean_event<T,B>&
+ mean_event<T,B>::operator=(const mean_event& that){
+ if(&that!=this){
+ super_::operator=(that);
+ count_ = that.count_;
+ }
+ return *this;
+ }
+
+ // Access
+ template<typename T,typename B>
+ typename mean_event<T,B>::size_type
+ mean_event<T,B>::count()const{ return count_; }
+
+ // Update
+ template<typename T,typename B>
+ mean_event<T,B>&
+ mean_event<T,B>::operator+=(const event_& e){
+ mean_event other(e);
+ return ( (*this) += other );
+ }
+
+ template<typename T,typename B>
+ mean_event<T,B>&
+ mean_event<T,B>::operator+=(const mean_event& other){
+ size_type n_a = this->count();
+ size_type n_b = other.count();
+ (this->failure_)
+ = (this->impl(n_a,this->failure(),n_b,other.failure()));
+ (this->time_)
+ = (this->impl(n_a,this->time(),n_b,other.time()));
+ (this->count_) += n_b;
+ return *this;
+ }
+
+ template<typename T,typename B>
+ mean_event<T,B>&
+ mean_event<T,B>::operator()(const event_& e){
+ return (*this)+=e;
+ }
+
+ //Private
+ template<typename T,typename B>
+ template<class Archive>
+ void mean_event<T,B>::serialize(Archive & ar, const unsigned int version)
+ {
+ ar & boost::serialization::base_object<super_>(*this);
+ ar & count_;
+ }
+
+ template<typename T,typename B>
+ typename mean_event<T,B>::value_type
+ mean_event<T,B>::impl(
+ size_type n_a,value_type a,size_type n_b,value_type b){
+ return ( (n_a * a) + (n_b * b) ) / (n_a + n_b);
+ }
+
+ template<typename T,typename B>
+ std::ostream& operator<<(std::ostream& out,const mean_event<T,B>& that){
+ typedef mean_event<T,B> that_;
+ typedef typename that_::super_ super_;
+ static const char* str = "(%1%,%2%)";
+ format f(str);
+ f % that.count() % static_cast<const super_&>(that) ;
+ out << f.str();
+ return out;
+ }
+
+ template<typename T,typename B>
+ typename mean_event<T,B>::super_
+ mean_event<T,B>::convert(const event_& e){
+ static value_type zero = static_cast<value_type>(0);
+ static value_type one = static_cast<value_type>(1);
+ value_type t = e.time();
+ if(e.failure()){
+ return super_(one,t);
+ }else{
+ return super_(zero,t);
+ }
+ }
+
+}// data
+}// survival
+}// boost
+
+#endif
Added: sandbox/statistics/survival_data/boost/survival/data/data/record.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/data/record.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,157 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::record.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_RECORDER_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_RECORDER_HPP_ER_2009
+#include <ostream>
+#include <limits>
+#include <boost/operators.hpp>
+#include <boost/format.hpp>
+#include <boost/math/special_functions/fpclassify.hpp> //isinf
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/survival/constant.hpp>
+#include <boost/survival/data/data/event.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+// Abstraction for entry time (t) and the failure time (rt).
+//
+// If not set during initialization, the failure time can be set later.
+template<typename T>
+class record : less_than_comparable<record<T> >{
+protected:
+ typedef constant<T> const_;
+public:
+ typedef T value_type;
+ record(); //inf,inf
+ record(value_type t);
+ record(value_type t, value_type rt);
+ // default copy/assign
+ void set_failure_time(value_type rt);
+ value_type entry_time()const;
+ value_type failure_time()const;
+
+ template<typename Archive>
+ void serialize(Archive & ar, const unsigned int version);
+
+ bool operator<(const record& other);
+
+protected:
+ value_type entry_time_; //t
+ value_type failure_time_; //rt
+};
+
+template<typename T>
+std::ostream& operator<<(std::ostream& out,const record<T>& r);
+
+template<typename T>
+bool operator<(const record<T>& a,const record<T>& b);
+
+template<typename T>
+typename record<T>::value_type
+time_since_entry(const record<T>& r, typename record<T>::value_type t);
+
+// TODO is_at_risk
+
+template<typename T>
+event<T> make_event(const record<T>& r, typename record<T>::value_type t);
+
+ // Implementation //
+
+// Construct
+template<typename T>
+record<T>::record():entry_time_(const_::inf_),failure_time_(const_::inf_){}
+
+template<typename T>
+record<T>::record(value_type t):entry_time_(t),failure_time_(const_::inf_){}
+
+template<typename T>
+record<T>::record(value_type t,value_type rt)
+:entry_time_(t),failure_time_(rt){}
+
+// Assign
+template<typename T>
+void record<T>::set_failure_time(value_type rt){
+ static const char* method = "survival::record::set_failure_time(%1%)";
+ if(math::isinf(this->failure_time_)){
+ this->failure_time_ = rt;
+ }else{
+ static const char* err = " error : overriding failure time";
+ throw exception(
+ format(method,rt).str(),
+ err,
+ *this
+ );
+ }
+}
+
+template<typename T>
+template<typename Archive>
+void record<T>::serialize(Archive & ar, const unsigned int version){
+ ar & entry_time_;
+ ar & failure_time_;
+}
+
+// Access
+
+template<typename T>
+typename record<T>::value_type
+record<T>::entry_time()const{ return entry_time_; }
+
+template<typename T>
+typename record<T>::value_type
+record<T>::failure_time()const{ return failure_time_; }
+
+template<typename T>
+std::ostream& operator<<(std::ostream& out,const record<T>& r){
+ out << '(' << r.entry_time() << ',' << r.failure_time() << ')';
+ return out;
+}
+
+template<typename T>
+bool record<T>::operator<(const record<T>& other){
+ return ( (this->entry_time()) < other.entry_time() );
+}
+
+template<typename T>
+typename record<T>::value_type
+time_since_entry(const record<T>& r, typename record<T>::value_type t)
+{
+ //Warning may be <0
+ return t-r.entry_time();
+}
+
+// TODO is_at_risk
+
+template<typename T>
+event<T> make_event(const record<T>& r, typename record<T>::value_type t){
+ static const char* fun = "survival::make_event(%1%,%2)";
+ typedef typename record<T>::value_type value_t;
+ value_t eps = math::tools::epsilon<T>();
+ value_t dt = time_since_entry(r,t);
+ if(dt>eps){
+ typedef event<T> result_type;
+ bool b = ( r.failure_time() <= dt );
+ value_t rt = b ? r.failure_time() : dt;
+ return result_type(b, rt);
+ }else{
+ static const char* err = "error: time_since_entry = %1%";
+ format f(fun); f%r%t;
+ std::string str = f.str();
+ f = format(err); f%dt; str+= f.str();
+ throw std::runtime_error( str );
+ }
+}
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,17 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/constant.hpp>
+#include <boost/survival/data/algorithm/include.hpp>
+#include <boost/survival/data/data/include.hpp>
+#include <boost/survival/data/meta/include.hpp>
+#include <boost/survival/data/random/include.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/meta/failure_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/meta/failure_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,40 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::meta::failure_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_META_FAILURE_DISTRIBUTION_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_META_FAILURE_DISTRIBUTION_HPP_ER_2009
+#include <boost/model/wrap/aggregate/model_covariate_parameter.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+ // Model + Covariate + Parameter ---> failure time distribution (such as
+ // defined in boost/math/distributions)
+ //
+ // These are only declarations. The implementation must specialize on M.
+ template<typename M>
+ struct meta_failure_distribution{
+ // typedef ... type
+ };
+
+ template<typename M,typename X,typename P>
+ typename meta_failure_distribution<M>::type
+ make_failure_distribution(
+ boost::model::model_covariate_parameter_<M,X,P> mcp
+ ){
+ typedef meta_failure_distribution<M> meta_;
+ return meta_::make(
+ mcp
+ );
+ }
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/meta/failure_random.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/meta/failure_random.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,51 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::meta::failure_random.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_META_FAILURE_RANDOM_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_META_FAILURE_RANDOM_HPP_ER_2009
+#include <boost/dist_random/include.hpp>
+#include <boost/model/wrap/aggregate/model_covariate_parameter.hpp>
+#include <boost/survival/data/meta/failure_distribution.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+ // Model + Covariate + Parameter ---> RandomDistribution (of failure time)
+ //
+ // These are default implementations that can be overloaded with a
+ // specialization on M
+
+ template<typename M>
+ struct meta_failure_random{
+ typedef meta_failure_distribution<M> map1_;
+ typedef typename map1_::type dist_;
+ typedef boost::dist_random<dist_> map2_;
+ typedef typename map2_::type type;
+ };
+
+ template<typename M,typename X,typename P>
+ typename meta_failure_random<M>::type
+ make_failure_random(boost::model::model_covariate_parameter_<M,X,P>);
+
+ // Implementation //
+
+ template<typename M,typename X,typename P>
+ typename meta_failure_random<M>::type
+ make_failure_random(boost::model::model_covariate_parameter_<M,X,P> mcp){
+ typedef meta_failure_random<M> map_;
+ typedef typename map_::map2_ map2_;
+ return map2_::make(
+ make_failure_distribution(mcp)
+ );
+ }
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/meta/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/meta/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::meta::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_META_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_META_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/data/meta/failure_distribution.hpp>
+#include <boost/survival/data/meta/failure_random.hpp>
+#include <boost/survival/data/meta/random_input.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/meta/random_input.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/meta/random_input.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,32 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::meta::random_input.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_META_RANDOM_INPUT_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_META_RANDOM_INPUT_HPP_ER_2009
+#include <boost/survival/data/meta/failure_distribution.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+namespace meta{
+
+ // Model + Covariate + Parameter ---> InputType
+ //
+ // This is a default implementation that can be overriden with a specializ-
+ // ation on M.
+ template<typename M>
+ struct random_input{
+ typedef typename meta_failure_random<M>::type rdist_;
+ typedef typename rdist_::input_type type;
+ };
+
+}// meta
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/random/batch.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/random/batch.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,151 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::random::batch.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_RANDOM_BATCH_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_RANDOM_BATCH_HPP_ER_2009
+#include <iostream> // TODO remove
+#include <boost/format.hpp>
+#include <boost/range.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/gen_to_random.hpp>
+#include <boost/model/wrap/aggregate/model_covariate_parameter.hpp>
+#include <boost/survival/data/data/record.hpp>
+#include <boost/survival/data/random/failure_time.hpp>
+#include <boost/survival/data/meta/random_input.hpp>
+
+#include <boost/iterator/range_cycle.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+namespace random{
+
+ // Given model and parameter, simulates records (et,ft) like this:
+ // et is drawn from a random clock
+ // x random
+ // ft is drawn from the p(ft|x,p,model)
+ //
+ // Models RandomDistribution
+ template<
+ typename T, // float
+ typename M, // model
+ typename P, // parameter
+ typename RdC, // RandomDistribution // clock
+ typename RdX, // RandomDistribution // covariate
+ typename I = typename meta::random_input<M>::type
+ >
+ class batch : public model::model_parameter_<M,P>{
+ public:
+ typedef T value_type;
+ typedef I input_type;
+ typedef record<value_type> result_type;
+ typedef typename RdX::result_type covariate_type;
+
+ typedef model::model_parameter_<M,P> model_parameter_;
+ typedef model::model_covariate_parameter_<M,covariate_type,P>
+ model_covariate_parameter_;
+
+ // Constructor
+ batch();
+ batch( const M&, const P&,const RdC&,const RdX& );
+ batch( const batch& );
+ batch& operator=( const batch& );
+
+ // Random generation
+ template<typename U>
+ result_type operator()(U& u);
+
+ // Access
+ const covariate_type& covariate()const; //last generated covariate
+
+ private:
+ RdC rdc_;
+ RdX rdx_;
+ covariate_type x_;
+ template<typename U> void gen_x(U&);
+ };
+
+
+ // Implementation //
+
+ //Construction
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ batch<T,M,P,RdC,RdX,I>::batch():model_parameter_(){}
+
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ batch<T,M,P,RdC,RdX,I>::batch(
+ const M& m,const P& p, const RdC& rdc,const RdX& rdx
+ ):model_parameter_(m,p),rdc_(rdc),rdx_(rdx),x_(){}
+
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ batch<T,M,P,RdC,RdX,I>::batch(
+ const batch& that
+ ):model_parameter_(that),rdc_(that.rdc_),rdx_(that.rdx_),x_(that.x_){}
+
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ batch<T,M,P,RdC,RdX,I>&
+ batch<T,M,P,RdC,RdX,I>::operator=(
+ const batch& that
+ ){
+ if(&that!=this){
+ model_parameter_::operator=( that.model_parameter );
+ rdc_ = (that.rdc_);
+ rdx_ = (that.rdx_);
+ x_ = that.x_;
+ }
+ return (*this);
+ }
+
+ // Generation
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ template<typename U>
+ typename batch<T,M,P,RdC,RdX,I>::result_type
+ batch<T,M,P,RdC,RdX,I>::operator()(U& u){
+ this->gen_x(u);
+ value_type et = (this->rdc_)(u); //entry time
+ BOOST_ASSERT(!( et < static_cast<value_type>(0) ) );
+ const model_parameter_& mp
+ = static_cast<const model_parameter_&>(*this);
+ value_type ft = random::failure_time<value_type>(
+ boost::model::make_model_covariate_parameter(
+ mp.model(),
+ this->covariate(),
+ mp.parameter()
+ ),
+ u
+ );
+ return result_type(et,ft);
+ }
+
+ // Access
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ const typename batch<T,M,P,RdC,RdX,I>::covariate_type&
+ batch<T,M,P,RdC,RdX,I>::covariate()const{ return this->x_; }
+
+ // Private
+ template<
+ typename T,typename M,typename P, typename RdC,typename RdX,typename I>
+ template<typename U>
+ void batch<T,M,P,RdC,RdX,I>::gen_x(U& urng){
+ typedef variate_generator<U&,RdX> vg_;
+ // Necessary in the likely case that RdX::input_type != I
+ vg_ vg(urng,rdx_);
+ this->x_ = vg();
+ }
+
+}// random
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/random/default_batch.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/random/default_batch.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,91 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::random::default_batch.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_RANDOM_DEFAULT_BATCH_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_RANDOM_DEFAULT_BATCH_HPP_ER_2009
+#include <boost/random/gen_to_random.hpp>
+#include <boost/functional/clock.hpp>
+#include <boost/shared_ptr.hpp>
+#include <boost/functional/visitor.hpp>
+#include <boost/iterator/range_cycle.hpp>
+#include <boost/random/ref_distribution.hpp>
+#include <boost/survival/data/random/batch.hpp>
+
+
+namespace boost{
+namespace survival{
+namespace data{
+namespace random{
+
+ template<
+ typename T,
+ typename M,
+ typename P,
+ typename Rx, // Range // Covariate values
+ typename I = typename meta::random_input<M>::type
+ >
+ class meta_default_batch{
+ // Covariates
+ typedef range_cycle<> meta_;
+ typedef typename meta_::apply<Rx>::type cycle_;
+ typedef typename functional::visitor<cycle_> gcov_;
+ public:
+ typedef boost::random::gen_to_random<gcov_,I> rcov_;
+ private:
+ // Necessary in combination with cycle
+ typedef boost::random::ref_distribution<rcov_&> ref_rcov_;
+ typedef shared_ptr<rcov_> shared_;
+
+ // Clock
+ typedef functional::clock<T> gc_;
+ typedef boost::random::gen_to_random<gc_,I> rc_;
+
+ public:
+ typedef std::size_t size_type;
+ typedef gc_ clock_type;
+
+ typedef batch<T,M,P,rc_,ref_rcov_,I> type;
+
+ typedef typename type::model_parameter_ mp_;
+
+ static rcov_ rcov(
+ Rx& rx, // Not const Rx&? TODO see range_cycle
+ size_type offset,
+ size_type n
+
+ ){
+ return rcov_(
+ gcov_(
+ meta_::make(rx,offset,n)
+ )
+ );
+ }
+
+ // rcov above must be called from outside.
+ static type make(
+ const M& m,
+ const P& p,
+ const clock_type& c,
+ rcov_& rcov
+ ){
+ return type(
+ m,p,
+ rc_(c),
+ ref_rcov_(
+ rcov
+ )
+ );
+ }
+
+ };
+
+}// random
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/random/failure_time.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/random/failure_time.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,44 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::random::failure_time.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_RANDOM_FAILURE_TIME_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_RANDOM_FAILURE_TIME_HPP_ER_2009
+#include <boost/dist_random/include.hpp>
+#include <boost/model/wrap/aggregate/model_covariate_parameter.hpp>
+#include <boost/survival/data/meta/failure_distribution.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+namespace random{
+
+ // Model + Covariate + Parameter + URNG ---> failure time
+ //
+ // This is a default implementaion that relies on meta::failure_random. It
+ // can be overloaded by specializing on M.
+ template<typename T,typename M,typename X,typename P,typename U>
+ T failure_time(
+ boost::model::model_covariate_parameter_<M,X,P> mcp,
+ U& urng
+ );
+
+ // Implementation //
+
+ template<typename T,typename M,typename X,typename P,typename U>
+ T failure_time(
+ boost::model::model_covariate_parameter_<M,X,P> mcp,
+ U& urng
+ ){
+ return make_failure_random(mcp)(urng);
+ }
+
+}// random
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/boost/survival/data/random/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/boost/survival/data/random/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::random::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_DATA_RANDOM_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_DATA_RANDOM_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/data/random/batch.hpp>
+#include <boost/survival/data/random/default_batch.hpp>
+#include <boost/survival/data/random/failure_time.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/libs/survival/data/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/libs/survival/data/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,90 @@
+//////////////////////////////////////////////////////////////////////////////
+// survival::data::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These C++ classes are abstractions for survival data (right censored, staggered
+entry) and associated tools. See survival_model.
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/boost_1_39_0/
+/sandbox/statistics/joint_dist/
+/sandbox/statistics/survival_model/
+/sandbox/statistics/non_param/
+/sandbox/statistics/matrix_view/
+/sandbox/statistics/non_param/
+/sandbox/statistics/random/
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/dist_random/
+/sandbox/statistics/binary_op/
+/sandbox/statistics/functional/
+/sandbox/statistics/arithmetic/
+/sandbox/statistics/iterator/
+/sandbox/statistics/standard_distribution/
+
+Link to : libboost_serialization-xgcc42-mt-1_39.a
+
+[ History ]
+
+July 2009 : Current version
+
+[ Sources ]
+
+http://en.wikipedia.org/wiki/Survival_analysis
+
+[ Notation ]
+
+ Consider, for example, a clinical trial. t is a time measured since the
+ beginning of the trial. rt is a time relative to a data-unit's entry time
+ into the trial.
+
+ Type Class Object id Abstraction Concept
+ alias
+ T t, t1, rt is_scalar
+ R record<T> r entry & fail time
+ E event<T> e fail indic & event time
+ Me mean_event<T> me mean indic & event time
+
+[ data ]
+
+ R r(t,rt);
+ Me me;
+ E e0 = make_event(r,t0); me += e0;
+ E e1 = make_event(r,t1); me += e1;
+
+[ algorithm ]
+
+ Algorithms that iterate over a dataset
+
+[ random ]
+
+ Classes that simulate data given a model
+
+[ meta ]
+
+ A bridge between survival::data and survival::model
+
+
+[ Output ]
+
+main.cpp
+
+-> example_data : records : (0,2) (1,2) (2,2) (3,2) events : (1,2) (1,2) (0,1)
+ size(x_cycle) = 4
+mean_events : (2,(0,1)) (1,(1,2)) flattened mean_events : 0 1 1 2 <-
+-> example_random :
\ No newline at end of file
Added: sandbox/statistics/survival_data/libs/survival/data/example/data.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/libs/survival/data/example/data.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,221 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::example::data.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <ostream>
+#include <fstream>
+#include <stdexcept>
+#include <string> //needed?
+#include <algorithm>
+#include <iterator>
+#include <boost/tuple/tuple.hpp>
+#include <boost/range.hpp>
+#include <boost/assert.hpp>
+#include <boost/foreach.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/iterator/range_cycle.hpp>
+#include <boost/survival/data/include.hpp>
+#include <libs/survival/data/example/data.h>
+
+void example_data(std::ostream& out){
+ out << "-> example_data : ";
+
+ // Steps shown in this example:
+ //
+ // Records creation
+ // Events creation
+ // I/O
+ // Statistics
+
+ using namespace boost;
+ namespace surv = survival::data;
+
+ // [ Types ]
+ typedef unsigned val_; // do not modify
+ typedef std::vector<val_> vals_;
+
+ // Records
+ typedef surv::record<val_> record_;
+ typedef std::vector<record_> records_;
+ typedef range_iterator<records_>::type it_record_;
+
+ // Events
+ typedef surv::event<val_> event_;
+ typedef std::vector<event_> events_;
+ typedef range_iterator<events_>::type it_event_;
+
+ // I/O
+ typedef boost::archive::text_oarchive oa_;
+ typedef boost::archive::text_iarchive ia_;
+
+ // Covariates
+ typedef val_ x_;
+ typedef vals_ r_x_;
+ typedef range_cycle<> range_cycle_;
+ typedef range_cycle_::apply<r_x_>::type x_cycle_;
+
+ // Statistics
+ typedef surv::mean_event<val_> me_;
+ typedef std::vector<me_> mes_;
+ typedef surv::mean_events_by_covariate<val_,x_> mes_by_x_;
+
+ // [ Constants ]
+ const unsigned n_record = 4;
+ const val_ entry_bound = n_record - 1;
+ const val_ fail_time = 2;
+
+ // [ Records ]
+ records_ records;
+ events_ events;
+ for(val_ i = 0; i<n_record; i++){
+ val_ entry_t = i;
+ record_ record(entry_t,fail_time);
+ records.push_back(record);
+ }
+
+ out << " records : ";
+ for(val_ i = 0; i<n_record; i++){
+ out << records[i] << ' ';
+ }
+
+ // [ Events ]
+
+ surv::events(
+ begin(records),
+ end(records),
+ entry_bound,
+ std::back_inserter(events)
+ );
+
+ // Analysis for n_record = 4 and entry_bound = 3;
+ // e ft dt ft<=dt min(ft,dt)
+ // 0 2 3 1 2
+ // 1 2 2 1 2
+ // 2 2 1 0 1
+ // 3 2 0 NA NA
+
+ BOOST_ASSERT(size(events) == entry_bound);
+ out << " events : ";
+ BOOST_FOREACH(const event_& e,events){
+ out << e << ' ';
+ }
+
+ // [ I/O ]
+ const char* path = "./serialized_events";
+
+ {
+ // Save events
+ std::ofstream ofs(path);
+ oa_ oa(ofs);
+ BOOST_FOREACH(const event_& e,events){
+ oa << e;
+ ofs.flush();
+ }
+ }
+ val_ n = size(events);
+ events_ events2;
+ {
+ // Recover events
+ event_ tmp;
+ std::ifstream ifs(path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ val_ j = 0;
+ //while(true){ //TODO
+ while(j<n){
+ ia >> tmp;
+ events2.push_back(tmp);
+ // TODO
+ //if (ifs.eof()) break;
+ //if (ifs.fail()){
+ // throw std::runtime_error("error reading");
+ //}
+ ++j;
+ }
+ }else{
+ std::string str = "error opening : ";
+ str.append( path );
+ throw std::runtime_error(str);
+ }
+ }
+ BOOST_ASSERT(n == size(events2));
+ for(val_ i = 0; i<n; i++){
+ BOOST_ASSERT(events[i] == events2[i]);
+ }
+
+ // [ Statistics ]
+ // Assume the records were generated conditional on the following
+ // covariates:
+ r_x_ r_x;
+ {
+ using namespace boost::assign;
+ r_x += 1, 2;
+ }
+ x_cycle_ x_cycle = range_cycle_::make(r_x,0,n_record);
+ out << "size(x_cycle) = " << size(x_cycle) << std::endl;
+ BOOST_ASSERT( size(x_cycle)>=size(events) );
+ // Resize x_cycle to a size that matches that of events
+ x_cycle.advance_end(
+ - (size(x_cycle) - size(events))
+ );
+ BOOST_ASSERT( size(x_cycle)==size(events) );
+
+ mes_by_x_ mes_by_x(r_x);
+ mes_by_x(
+ boost::begin(x_cycle),
+ boost::end(x_cycle),
+ boost::begin(events)
+ );
+
+ mes_ mes;
+ mes_by_x.tails(std::back_inserter(mes));
+
+ // Analysis for n_record = 4 and entry_bound = 3;
+ // x ft<=dt min(ft,dt)
+ // 1 1 2
+ // 2 1 2
+ // 1 0 1
+ // -------------------------------
+ // 1 1/2=0 3/2 = 1 // Remember, val_ = unsigned,
+ // 2 1 2 // not a float
+
+ out << "mean_events : ";
+ std::copy(
+ boost::begin(mes),
+ boost::end(mes),
+ std::ostream_iterator<me_>(out," ")
+ );
+
+ vals_ flat_mes;
+ surv::vectorize_events(
+ boost::begin(mes),
+ boost::end(mes),
+ std::back_inserter(flat_mes)
+ );
+
+ out << "flattened mean_events : ";
+ std::copy(
+ boost::begin(flat_mes),
+ boost::end(flat_mes),
+ std::ostream_iterator<val_>(out," ")
+ );
+
+// TODO put elsewhere in example/
+// Dont try this here because val_ = unsigned, but you get the idea
+// surv::algorithm::logit_log(
+// boost::begin(flat_mean_events),
+// boost::end(flat_mean_events),
+// std::back_inserter(flat_mean_events),
+// 0.01,
+// 0.01
+// );
+ out << "<-" << std::endl;
+}
+
+
Added: sandbox/statistics/survival_data/libs/survival/data/example/data.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/libs/survival/data/example/data.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::example::data.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_SURVIVAL_DATA_EXAMPLE_DATA_HPP_ER_2009
+#define LIBS_SURVIVAL_DATA_EXAMPLE_DATA_HPP_ER_2009
+#include <ostream>
+
+void example_data(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/libs/survival/data/example/random.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/libs/survival/data/example/random.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,235 @@
+//#include <cmath>
+#include <stdexcept>
+#include <fstream>
+#include <ostream>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/serialization/vector.hpp>
+
+#include <algorithm>
+#include <ext/algorithm> // is_sorted
+#include <iterator>
+#include <functional>
+
+#include <boost/typeof/typeof.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/type_traits.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
+#include <boost/timer.hpp>
+#include <boost/range.hpp>
+#include <boost/utility.hpp>
+
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/variate_generator.hpp>
+
+#include <boost/math/tools/precision.hpp>
+#include <boost/standard_distribution/distributions/normal.hpp> //prior
+#include <boost/standard_distribution/distributions/exponential.hpp> //data
+
+#include <boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp>
+
+#include <boost/matrix_view/algorithm/transform_column.hpp>
+#include <boost/dist_random/include.hpp>
+
+#include <boost/model/include.hpp>
+#include <boost/survival/data/include.hpp>
+#include <boost/survival/model/models/exponential/include.hpp>
+
+
+void example_random(std::ostream& out){
+ out << "-> example_random : ";
+
+ using namespace boost;
+ namespace surv = survival;
+
+ // Generates batches of iid random records as follows:
+ // 1) The parameter is generated, for each batch, given a prior.
+ // 2) The covariates are generated in cyclic fashion within each batch
+ // 3) Data is generated given model, parameter, covariate, entry time.
+ // KS distances are computed for each batch of data
+ // Each batch is saved using serialization
+
+ // Types
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef range_iterator<vals_>::type iter_val_;
+ typedef boost::mt19937 urng_;
+
+ // Covariates values
+ typedef val_ x_;
+ typedef vals_ x_vals_;
+ typedef range_cycle<> range_cycle_;
+ typedef range_cycle_::apply<x_vals_>::type x_cycle_;
+ typedef range_size<x_vals_>::type size_;
+
+ // Survival data
+ typedef surv::data::record<val_> record_;
+ typedef std::vector<record_> records_;
+ typedef std::vector<records_> records_batches_;
+
+ // Model
+ typedef math::normal_distribution<val_> mprior_;
+ typedef val_ par_;
+ typedef std::vector<par_> pars_;
+ typedef surv::model::exponential::model<val_> model_;
+
+ // Batch
+ typedef surv::data::random::meta_default_batch<
+ val_, model_, par_, x_vals_> meta_batch_;
+
+ typedef meta_batch_::clock_type clock_;
+ typedef meta_batch_::type batch_;
+ typedef batch_::model_covariate_parameter_ mcp_;
+ typedef mcp_::model_parameter_w_ mp_;
+ typedef variate_generator<urng_&,batch_> vg_r; //record
+
+ // I/O
+ typedef boost::archive::text_oarchive oa_;
+ typedef boost::archive::text_iarchive ia_;
+ typedef std::ofstream ofs_;
+
+ // Failure time distribution
+ typedef surv::data::meta_failure_distribution<model_> meta_fd_;
+ typedef meta_fd_::type fd_;
+
+ // [Constants]
+ const unsigned k = 2; // # number x values
+ const unsigned n_record = 1e2;
+ const unsigned n_batch = 1e4;
+ const unsigned n_ks_data = n_record/k;
+ const val_ mu = 0.0;
+ const val_ sigma = 5.0;
+ const clock_ clock(0.0,0.0);
+
+ BOOST_ASSERT( n_record % k == 0 );
+ BOOST_ASSERT( n_ks_data % (n_record/k) == 0 );
+
+ // [ os ]
+ const char* prior_path = "./prior";
+ const char* x_vals_path = "./x_vals";
+ const char* ks_path = "./ks_data";
+ const char* batches_path = "./batches";
+ const char* pars_path = "./pars";
+
+ // [ Covariate values ]
+ vals_ x_vals;
+ {
+ using namespace boost::assign;
+ x_vals += -0.5, 0.5;
+ }
+ BOOST_ASSERT(size(x_vals) == k);
+
+ {
+ ofs_ ofs(x_vals_path);
+ oa_ oa(ofs);
+ oa << x_vals;
+ ofs.flush();
+ ofs.close();
+ }
+
+ // [ Initialization ]
+ model_ model;
+ mprior_ mprior( mu, sigma );
+ urng_ urng;
+ {
+ ofs_ ofs(prior_path);
+ oa_ oa(ofs);
+ BOOST_AUTO(prim,make_distribution_primitives(mprior));
+ oa << prim;
+ ofs.flush();
+ ofs.close();
+ }
+
+ // Buffers
+ records_ records; records.reserve(n_record);
+ pars_ true_pars; true_pars.reserve(n_batch);
+ vals_ kss;
+ kss.reserve(n_ks_data); // kolmogorov-smirnov
+ vals_ fts; fts.reserve(n_record / k); // failure times
+ vals_ pars; pars.reserve(n_record);
+ {
+ // Simulate batches of records
+ ofs_ ofs_ks(ks_path);
+ ofs_ ofs_batches(batches_path);
+ ofs_ ofs_pars(pars_path);
+ oa_ oa_batches(ofs_batches);
+ oa_ oa_pars(ofs_pars);
+ ofs_ks << "first and last ks of the failure times : " << std::endl;
+ for(unsigned i = 0; i<n_batch; i++){
+ records.clear();
+ par_ par = boost::sample(mprior,urng);
+ oa_pars << par;
+ ofs_pars.flush();
+ meta_batch_::rcov_ r = meta_batch_::rcov(
+ x_vals,
+ 0,
+ n_record
+ );
+ batch_ batch = meta_batch_::make(
+ model,
+ par,
+ clock,
+ r
+ );
+ true_pars.push_back( par );
+ vg_r vg_r( urng, batch );
+
+ std::generate_n(
+ std::back_inserter( records ),
+ n_record,
+ vg_r
+ );
+
+ BOOST_ASSERT(
+ is_sorted(
+ boost::begin( records ),
+ boost::end( records )
+ )
+ );// clock is supposed to tick forward
+
+ oa_batches << records;
+
+ if(n_ks_data>0){
+ ofs_ks << (format("batch %1%, ")%i).str() << std::endl;
+ for(unsigned i = 0; i<k; i++){
+ ofs_ks << (format("x[%1%] : ")%i).str();
+ fts.clear();
+ matrix_view::transform_column<k>(
+ boost::begin(records),
+ boost::end(records),
+ i,
+ lambda::bind(&record_::failure_time,lambda::_1),
+ std::back_inserter(fts)
+ );
+ mcp_ mcp(
+ batch.model(),
+ x_vals[i],
+ batch.parameter()
+ );
+ fd_ fail_dist = surv::data::make_failure_distribution(mcp);
+
+ kss.clear();
+ non_param::sequential_kolmogorov_smirnov_distance(
+ fail_dist,
+ boost::begin( fts ),
+ boost::end( fts ),
+ n_ks_data,
+ std::back_inserter( kss )
+ );
+
+ if(n_ks_data>1){
+ // Desired result: kss[0] < kss.back();
+ ofs_ks << kss[0] << ',' << kss.back();
+ }
+ ofs_ks << std::endl;
+ ofs_ks.flush();
+ }
+ }
+ } // batch loop
+ ofs_ks.close();
+ ofs_pars.close();
+ ofs_batches.close();
+ } // records generation
+}
\ No newline at end of file
Added: sandbox/statistics/survival_data/libs/survival/data/example/random.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/libs/survival/data/example/random.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,13 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::data::example::random.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_SURVIVAL_DATA_EXAMPLE_RANDOM_HPP_ER_2009
+#define LIBS_SURVIVAL_DATA_EXAMPLE_RANDOM_HPP_ER_2009
+
+void example_random(std::ostream& out);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_data/libs/survival/data/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_data/libs/survival/data/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,19 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::src::main.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <fstream>
+#include <libs/survival/data/example/data.h>
+#include <libs/survival/data/example/random.h>
+
+int main(){
+
+ example_data(std::cout);
+ example_random(std::cout);
+
+ return 0;
+}
Added: sandbox/statistics/survival_model/boost/survival/model/algorithm/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/algorithm/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival_model::functional::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_FUNCTIONAL_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_FUNCTIONAL_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/model/functional/experiment_simulator.hpp>
+#include <boost/survival/model/functional/prepare_weights.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/algorithm/prepare_weights.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/algorithm/prepare_weights.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,86 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival_model::algorithm::prepare_weights.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_FUNCTIONAL_PREPARE_WEIGHTS_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_FUNCTIONAL_PREPARE_WEIGHTS_HPP_ER_2009
+#include <ostream>
+#include <boost/importance_sampling/detail/prepare_weights_impl.hpp>
+#include <boost/model/wrap/aggregate/prior_model_dataset.hpp>
+#include <boost/model/algorithm/log_posteriors.hpp>
+
+namespace boost{
+namespace survival{
+namespace model{
+
+ // Maps proposal values and their log_pdfs to importance sampling weights.
+ //
+ // Warning: Elements in [b_p,e_p) will be rearranged
+ template<typename T>
+ class prepare_weights : public is::prepare_weights_impl<T> {
+ typedef is::prepare_weights_impl<T> super_;
+ public:
+ typedef T value_type;
+
+ prepare_weights();
+ prepare_weights(const T& max_log);
+
+ template<
+ typename D,typename M,typename Rx,typename Re,
+ typename ItP, typename ItLw
+ >
+ void operator()(
+ boost::model::prior_model_dataset_<D,M,Rx,Re> pmd,
+ ItP b_p, // Proposal values
+ ItP e_p,
+ ItLw b_lw, // Proposal log pdfs
+ ItLw o_w // Outputs weights - not back_inserter
+ );
+ };
+
+ // Implementation
+
+ template<typename T>
+ prepare_weights<T>::prepare_weights():super_(){}
+
+ template<typename T>
+ prepare_weights<T>::prepare_weights(const T& max_log):super_(max_log){}
+
+ template<typename T>
+ template<
+ typename D,typename M,typename Rx,typename Re,
+ typename ItP, typename ItLw
+ >
+ void
+ prepare_weights<T>::operator()(
+ boost::model::prior_model_dataset_<D,M,Rx,Re> pmd,
+ ItP b_p, // Proposal values
+ ItP e_p,
+ ItLw b_lw, // Proposal log pdfs
+ ItLw o_w // Outputs weights
+ ){
+ typedef boost::model::prior_model_dataset_<D,M,Rx,Re> pmd_;
+ ItLw b_w = o_w;
+ ItLw e_w = boost::model::log_posteriors<value_type>(
+ pmd,
+ b_p,
+ e_p,
+ b_lw,
+ o_w
+ );
+ return super_::impl(
+ b_w,
+ e_w,
+ b_p
+ ); // This affects the ordering of [b_w,e_w) and [b_p,e_p)
+ }
+
+
+}// model
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/model/meta/wrap.hpp>
+#include <boost/survival/model/functional/prepare_weights.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/meta/data.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/meta/data.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::meta::data.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_META_DATA_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_META_DATA_HPP_ER_2009
+#include <boost/model/wrap/aggregate/data.hpp>
+#include <boost/survival/data/data/event.hpp>
+
+namespace boost{
+namespace survival{
+namespace model{
+namespace meta{
+
+ // See statistics/model/libs/doc/readme
+ template<typename T,typename X>
+ struct data{
+ typedef boost::survival::data::event<T> y_;
+ typedef boost::model::data_< X, y_ > type;
+ };
+
+}// meta
+}// model
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/meta/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/meta/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::meta::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_META_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_META_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/model/meta/data.hpp>
+#include <boost/survival/model/meta/response.hpp>
+#include <boost/survival/model/meta/model_data.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/meta/model_data.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/meta/model_data.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::meta::model_data.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_META_MODEL_DATA_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_META_MODEL_DATA_HPP_ER_2009
+#include <boost/model/wrap/aggregate/model_data.hpp>
+#include <boost/survival/data/data/event.hpp>
+
+namespace boost{
+namespace survival{
+namespace model{
+namespace meta{
+
+ // See statistics/model/libs/doc/readme
+ template<typename T,typename M,typename X>
+ struct model_data{
+ typedef boost::survival::data::event<T> y_;
+ typedef boost::model::model_data_< M, X, y_ > type;
+ };
+
+}// meta
+}// model
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/meta/response.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/meta/response.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,30 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::meta::response.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_META_RESPONSE_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_META_RESPONSE_HPP_ER_2009
+#include <boost/model/wrap/unary/response.hpp>
+#include <boost/survival/data/data/event.hpp>
+
+namespace boost{
+namespace survival{
+namespace model{
+namespace meta{
+
+ // See statistics/model/libs/doc/readme
+ template<typename T>
+ struct response{
+ typedef survival::data::event<T> y_;
+ typedef boost::model::response_<y_> type;
+ };
+
+}// meta
+}// model
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/models/exponential/detail/log_likelihood.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/models/exponential/detail/log_likelihood.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,59 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::models::exponential::detail::log_likelihood.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_MODELS_EXPONENTIAL_DETAIL_LOG_LIKELIHOOD_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_MODELS_EXPONENTIAL_DETAIL_LOG_LIKELIHOOD_HPP_ER_2009
+#include <cmath>
+#include <stdexcept>
+#include <boost/format.hpp>
+#include <boost/survival/data/data/event.hpp>
+
+namespace boost{
+namespace survival{
+namespace model{
+namespace exponential{
+namespace detail{
+
+ template<typename T>
+ T
+ log_likelihood(
+ const T& log_rate,
+ const data::event<T>& e
+ ){
+ static const char* msg =
+ "survival::model::exponential::log_unnromalized_pdf(%1%,%2%)";
+ typedef T value_type;
+ value_type result = exp(log_rate);
+ result *= (- e.time());
+ try{
+ if( boost::math::isinf(result) ){
+ throw std::runtime_error("isinf(result)");
+ }
+ if( boost::math::isnan(result) ){
+ throw std::runtime_error("isnan(result)");
+ }
+ }catch(std::exception ex){
+ std::string str = msg;
+ str += ex.what();
+ format f(str); f % log_rate % e;
+ throw std::runtime_error(
+ f.str()
+ );
+ }
+ if(e.failure()){
+ result += log_rate;
+ }
+ return result;
+ }
+
+}// dlog_rateil
+}// exponential
+}// model
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/models/exponential/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/models/exponential/include.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::models::exponential::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_MODELS_EXPONENTIAL_INCLUDE_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_MODELS_EXPONENTIAL_INCLUDE_HPP_ER_2009
+
+#include <boost/survival/model/models/exponential/model.hpp>
+#include <boost/survival/model/models/exponential/log_likelihood.hpp>
+#include <boost/survival/model/models/exponential/meta_failure_distribution.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/models/exponential/log_likelihood.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/models/exponential/log_likelihood.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,61 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::models::exponential::log_likelihood.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_MODELS_EXPONENTIAL_LOG_LIKELIHOOD_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_MODELS_EXPONENTIAL_LOG_LIKELIHOOD_HPP_ER_2009
+#include <boost/survival/model/meta/model_data.hpp>
+#include <boost/survival/model/models/exponential/model.hpp>
+#include <boost/survival/model/models/exponential/detail/log_likelihood.hpp>
+
+namespace boost{
+namespace model{
+
+ // Models Model (sandbox/statistics/model).
+ //
+ // Intentionally not in namespace survival
+ template<typename T,typename X,typename B>
+ T log_likelihood(
+ typename survival::model::meta::model_data<
+ T,
+ survival::model::exponential::model<T>,
+ X
+ >::type md,
+ const B& beta
+ ){
+ typedef survival::model::exponential::model<T> model_;
+
+ T lr = model_::log_rate(
+ md.covariate(),
+ beta
+ );
+ return survival::model::exponential::detail::log_likelihood(
+ lr,
+ md.response()
+ );
+ }
+
+ // If B == X we need this overload, or else the compiler cannot find
+ // the above definition
+ template<typename T,typename X>
+ T log_likelihood(
+ typename survival::model::meta::model_data<
+ T,
+ survival::model::exponential::model<T>,
+ X
+ >::type md,
+ const X& beta
+ ){
+ return log_likelihood<T,X,X>(
+ md,
+ beta
+ );
+ }
+
+}// model
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/models/exponential/meta_failure_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/models/exponential/meta_failure_distribution.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,46 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::models::meta_failure_distribution.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_MODELS_META_FAILURE_DISTRIBUTION_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_MODELS_META_FAILURE_DISTRIBUTION_HPP_ER_2009
+#include <cmath>
+#include <boost/model/wrap/aggregate/model_covariate_parameter.hpp>
+#include <boost/standard_distribution/distributions/exponential.hpp>
+#include <boost/survival/data/meta/failure_distribution.hpp>
+#include <boost/survival/model/models/exponential/model.hpp>
+
+namespace boost{
+namespace survival{
+namespace data{
+
+ template<typename T>
+ struct meta_failure_distribution< survival::model::exponential::model<T> >{
+ typedef survival::model::exponential::model<T> model_;
+ typedef math::exponential_distribution<T> type;
+
+ template<typename X,typename P>
+ static type make(
+ boost::model::model_covariate_parameter_<model_,X,P> mcp
+ ){
+ T lambda = model_::log_rate(
+ mcp.covariate(),
+ mcp.parameter()
+ );
+ lambda = exp( lambda );
+ return type(
+ lambda
+ );
+ }
+ };
+
+
+
+}// data
+}// survival
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/boost/survival/model/models/exponential/model.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/boost/survival/model/models/exponential/model.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,80 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::exponential::model.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_SURVIVAL_MODEL_MODELS_EXPONENTIAL_MODEL_HPP_ER_2009
+#define BOOST_SURVIVAL_MODEL_MODELS_EXPONENTIAL_MODEL_HPP_ER_2009
+#include <numeric>
+#include <boost/mpl/assert.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/type_traits/is_scalar.hpp>
+#include <boost/utility/enable_if.hpp>
+#include <boost/range.hpp>
+
+namespace boost{
+namespace survival{
+namespace model{
+namespace exponential{
+
+ template<typename T>
+ class model{
+ public:
+ typedef T value_type;
+
+ model();
+
+ template<typename X,typename B>
+ static typename boost::enable_if<boost::is_scalar<X>,T>::type
+ log_rate(const X& x,const B& b);
+
+ template<typename X,typename B>
+ static typename boost::disable_if<boost::is_scalar<X>,T>::type
+ log_rate(const X& x,const B& b);
+
+ protected:
+ friend class boost::serialization::access;
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int version){
+ // no member variables
+ }
+
+ };
+
+ // Implementation //
+
+ template<typename T>
+ model<T>::model(){}
+
+ template<typename T>
+ template<typename X,typename B>
+ typename boost::enable_if<boost::is_scalar<X>,T>::type
+ model<T>::log_rate(const X& x,const B& b){
+ BOOST_MPL_ASSERT((
+ is_scalar<B>
+ ));
+ return ( static_cast<T>( x ) * static_cast<T>( b ) );
+ }
+
+ template<typename T>
+ template<typename X,typename B>
+ typename boost::disable_if<is_scalar<X>,T>::type
+ model<T>::log_rate(const X& x,const B& b){
+ BOOST_ASSERT(size(x) == size(b));
+ return std::inner_product(
+ boost::begin(x),
+ boost::end(x),
+ boost::begin(b),
+ static_cast<T>(0)
+ );
+ }
+
+}// exponential
+}// model
+}// survival
+}// boost
+
+#endif
Added: sandbox/statistics/survival_model/libs/survival/model/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/libs/survival/model/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,116 @@
+//////////////////////////////////////////////////////////////////////////////
+// survival_model::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+ In this C++ library, we provide models of Model (statistics/model) in the
+ survival modeling framework.
+
+[ Notation ]
+
+ See statistics/model/libs/model/doc/readme and the concept Model. Let mcp
+ denote an instance of model_covariate_parameter_<M, X, P>
+
+[ Bug ]
+
+ See libs/survival/example/posterior_analysis.cpp
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/boost_1_39_0/
+/sandbox/statistics/arithmetic/
+/sandbox/statistics/non_par/
+/sandbox/statistics/importance_sampling/
+/sandbox/statistics/importance_weights/
+/sandbox/statistics/joint_dist/
+/sandbox/statistics/non_param/
+/sandbox/statistics/mpl/
+/sandbox/statistics/random/
+/sandbox/statistics/binary_op/
+/sandbox/statistics/functional/
+/sandbox/statistics/arithmetic/
+/sandbox/statistics/iterator/
+/sandbox/statistics/dist_random/
+/sandbox/statistics/scalar_dist/
+/sandbox/statistics/standard_distribution/
+/sandbox/statistics/survival_data/
+/sandbox/statistics/model/
+
+Link to : libboost_serialization-xgcc42-mt-1_39.a
+
+[ History ]
+
+July 2009 : Current version
+
+[ models ]
+
+These are models of [ SurvivalModel ] defined as:
+
+Let U/u denote a type/object modeling UniformaRandomNumberGenerator (see
+Boost.Random)
+
+M refines SurvivalModel if it models Model with the requirement that
+ Expression Returns
+ random::failure_time<T>(mcp,urng) Object of type T
+
+Modeled by :
+ model::exponential::model
+
+[ meta ]
+
+ - meta::failure_distribution maps M to a distribution in math/distributions
+ - meta::failure_random maps M to a RandomDistribution in boost/random
+
+ If these mappings are specified for M, random::failure_time is automatically
+ defined for M.
+
+[ Sources ]
+
+[1] Bayesian survival analysis By Joseph George Ibrahim, Ming-Hui Chen,
+Debajyoti Sinha
+
+[ Output ]
+-> example_model_exponential : size(x_cycle) = 100
+(-2.48172,-1.87264)
+log(prior,likelihood,posterior)
+(-2,-11.3373,-13.3373)
+(-0.5,-7.28159,-7.78159)
+(-0,-5.08452,-5.08452)
+(-0.5,-4.18529,-4.68529)
+(-2,-4.35436,-6.35436)
+
+log(prior,prior2)
+(-2,-2)
+(-0.5,-0.5)
+(-0,0)
+(-0.5,-0.5)
+(-2,-2)
+<-
+
+-> example_posterior_analysis :
+i = 0, t = 0.169766, pws = (222.593,1,0.047237,0.5896)
+i = 1000, t = 0.167177, pws = (195.97,1,0.0261956,0.7733)
+i = 2000, t = 0.166789, pws = (190.525,1,0.0163538,0.836)
+i = 3000, t = 0.167136, pws = (197.041,1,0.0519114,0.5842)
+i = 4000, t = 0.168067, pws = (195.495,1,0.05305,0.5729)
+i = 5000, t = 0.171331, pws = (199.301,1,0.0381148,0.6841)
+i = 6000, t = 0.167311, pws = (205.46,1,0.0556848,0.5621)
+i = 7000, t = 0.167732, pws = (182.455,1,0.0639737,0.5192)
+i = 8000, t = 0.166502, pws = (181.937,1,0.0661214,0.5163)
+i = 9000, t = 0.16732, pws = (188.906,1,0.0135898,0.8683)<-
+
+
Added: sandbox/statistics/survival_model/libs/survival/model/example/exponential.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/libs/survival/model/example/exponential.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,257 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::example::model::exponential.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <stdexcept>
+#include <string> //needed?
+#include <vector>
+#include <limits>
+#include <ostream>
+#include <fstream>
+#include <algorithm>
+#include <iterator>
+// #include <boost/archive/binary_oarchive.hpp>
+// #include <boost/archive/binary_iarchive.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/serialization/vector.hpp>
+
+#include <boost/arithmetic/equal.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/iterator/range_cycle.hpp>
+#include <boost/range.hpp>
+#include <boost/assert.hpp>
+#include <boost/foreach.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/iterator/range_cycle.hpp>
+
+#include <boost/standard_distribution/distributions/normal.hpp>
+
+#include <boost/survival/data/include.hpp>
+#include <boost/survival/model/models/exponential/include.hpp>
+#include <libs/survival/model/example/exponential.h>
+
+// Must come after the model to be used
+#include <boost/model/include.hpp>
+
+#include <libs/survival/model/example/exponential.h>
+
+void example_exponential(std::ostream& out){
+
+ out << "-> example_model_exponential : ";
+
+ // Steps shown in this example:
+ //
+ // Loads the first batch of a set of records
+ // Creates events at given time
+ // Evaluates the likelihoods and posteriors
+
+ using namespace boost;
+ namespace surv = survival;
+
+ // [ Types ]
+ // Value
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef surv::constant<val_> const_;
+
+ // I/O
+ typedef boost::archive::text_oarchive oa_;
+ typedef boost::archive::text_iarchive ia_;
+
+ // Records
+ typedef surv::data::record<val_> record_;
+ typedef std::vector<record_> records_;
+ typedef range_iterator<records_>::type it_record_;
+
+ // Events
+ typedef surv::data::event<val_> event_;
+ typedef std::vector<event_> events_;
+ typedef range_iterator<events_>::type it_event_;
+
+ // Covariates
+ typedef val_ x_;
+ typedef vals_ r_x_;
+ typedef range_cycle<> range_cycle_;
+ typedef range_cycle_::apply<r_x_>::type x_cycle_;
+
+ // Model
+ typedef surv::model::exponential::model<val_> model_;
+ typedef val_ par_;
+ typedef vals_ pars_;
+
+ // [ Constants ]
+ const val_ entry_bound = const_::inf_;
+ const val_ par = 2.0;
+ const char* batches_path
+ = "/Users/erwann/projets/2009/Xcode/survival/build/Release/batches";
+
+ // [ Variables ]
+ long n_record;
+
+ // [ Upload first batch of records ]
+ records_ records;
+ {
+ std::ifstream ifs(batches_path);
+ if(ifs.good()){
+ ia_ ia(ifs);
+ ia >> records;
+ }else{
+ std::string str = "error opening : ";
+ str.append( batches_path );
+ throw std::runtime_error(str);
+ }
+ ifs.close();
+ }
+ n_record = boost::size( records );
+
+ // [ Events ]
+ events_ events;
+ events.reserve( size(records) );
+ surv::data::events(
+ begin(records),
+ end(records),
+ entry_bound,
+ std::back_inserter(events)
+ );
+
+ // [ Covariates ]
+ r_x_ r_x;
+ {
+ using namespace boost::assign;
+ r_x += -0.5, 0.5;
+ }
+ x_cycle_ x_cycle = range_cycle_::make(r_x,0,n_record);
+ out << "size(x_cycle) = " << size(x_cycle) << std::endl;
+ BOOST_ASSERT( size(x_cycle)>=size(events) );
+ // Resize x_cycle to a size that matches that of events
+ x_cycle.advance_end( - (size(x_cycle) - size(events)) );
+ BOOST_ASSERT( size(x_cycle) == size(events) );
+
+ // Model
+ model_ model;
+
+ // Pars
+ pars_ pars;
+ {
+ using namespace assign;
+ pars += -2.0, -1.0, 0.0, 1.0, 2.0;
+ }
+
+ // [ Likelihood ]
+
+ typedef math::normal_distribution<val_> mprior_;
+ mprior_ mprior;
+
+ out << '(';
+ out << model::log_likelihood<val_>(
+ model::make_model_data(
+ model,
+ r_x[0],
+ events[0]
+ ),
+ par
+ );
+ out << ',';
+ out << model::log_likelihood<val_>(
+ model::make_model_data(
+ model,
+ r_x[1],
+ events[1]
+ ),
+ par
+ ) << ')';
+
+
+ // [ Likelihoods ]
+ vals_ lls;
+ model::log_likelihoods<val_>(
+ model::make_model_dataset(model,r_x,events),
+ boost::begin(pars),
+ boost::end(pars),
+ std::back_inserter(lls)
+ );
+
+ // [ Prior ]
+ vals_ lprs;
+ math::transform<math::fun_wrap::log_unnormalized_pdf_>(
+ mprior,
+ boost::begin(pars),
+ boost::end(pars),
+ std::back_inserter(lprs)
+ );
+
+ // [ Posteriors ]
+
+ vals_ lpos;
+ model::log_posteriors<val_>(
+ model::make_prior_model_dataset(mprior,model,r_x,events),
+ boost::begin(pars),
+ boost::end(pars),
+ std::back_inserter(lpos)
+ );
+
+ // Consistency check
+ typedef range_iterator<vals_>::type it_val_;
+ {
+
+ it_val_ i_lpr = boost::begin(lprs);
+ it_val_ i_lpo = boost::begin(lpos);
+ out << std::endl;
+ out << "log(prior,likelihood,posterior)" << std::endl;
+ for(
+ it_val_ i_ll = boost::begin(lls);
+ i_ll< boost::end(lls);
+ i_ll++,i_lpr++,i_lpo++
+ ){
+ out << '(';
+ val_ lpr = *i_lpr; out << lpr << ',';
+ val_ ll = *i_ll; out << ll << ',';
+ val_ lpo = *i_lpo; out << lpo << ')' << std::endl;
+ val_ lpo2 = lpr + ll;
+ BOOST_ASSERT(
+ arithmetic_tools::equal(
+ lpo,
+ lpo2
+ )
+ );
+ }
+ }
+
+ // Consistency check2
+
+ {
+ vals_ lpr2s ( size(pars) );
+ model::log_posteriors<val_>(
+ model::make_prior_model_dataset(mprior,model,r_x,events),
+ boost::begin(pars),
+ boost::end(pars),
+ boost::begin(lls), //subtracted
+ boost::begin(lpr2s)
+ );
+
+ it_val_ i_lpr = boost::begin(lprs);
+ out << std::endl;
+ out << "log(prior,prior2)" << std::endl;
+ for(
+ it_val_ i_lpr2 = boost::begin(lpr2s);
+ i_lpr2< boost::end(lpr2s);
+ i_lpr2++,i_lpr++
+ ){
+ out << '(';
+ val_ lpr = *i_lpr; out << lpr << ',';
+ val_ lpr2 = *i_lpr2; out << lpr2 << ')' << std::endl;
+ BOOST_ASSERT(
+ arithmetic_tools::equal(
+ lpr,
+ lpr2
+ )
+ );
+ }
+ }
+
+ out << "<-" << std::endl;
+}
Added: sandbox/statistics/survival_model/libs/survival/model/example/exponential.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/libs/survival/model/example/exponential.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::example::model::exponential.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_SURVIVAL_EXAMPLE_MODEL_EXPONENTIAL_HPP_ER_2009
+#define LIBS_SURVIVAL_EXAMPLE_MODEL_EXPONENTIAL_HPP_ER_2009
+#include <ostream>
+
+void example_exponential(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/libs/survival/model/example/posterior_analysis.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/libs/survival/model/example/posterior_analysis.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,389 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::example::model::posterior_analysis.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <ostream>
+#include <ostream>
+#include <fstream>
+#include <stdexcept>
+#include <string> //needed?
+#include <vector>
+#include <limits>
+#include <algorithm>
+#include <iterator>
+// #include <boost/archive/binary_oarchive.hpp>
+// #include <boost/archive/binary_iarchive.hpp>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/serialization/vector.hpp>
+
+#include <boost/timer.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/iterator/range_cycle.hpp>
+#include <boost/range.hpp>
+#include <boost/assert.hpp>
+#include <boost/foreach.hpp>
+
+#include <boost/standard_distribution/distributions/normal.hpp>
+#include <boost/math/distributions/uniform.hpp>
+#include <boost/non_param/algorithm/sequential_kolmogorov_smirnov_distance.hpp>
+#include <boost/survival/data/include.hpp>
+#include <boost/survival/model/models/exponential/include.hpp>
+
+// Must come after the model to be used
+#include <boost/model/include.hpp>
+
+#include <boost/importance_weights/algorithm/prepare_weights.hpp>
+#include <boost/importance_sampling/include.hpp>
+
+#include <libs/survival/model/example/posterior_analysis.h>
+
+void example_posterior_analysis(std::ostream& out){
+
+ out << "-> example_posterior_analysis : ";
+ out.flush();
+
+ // Steps shown in this example:
+ //
+ // Samples proposal draws
+ // Successively loads batches of records, and for each
+ // Creates events at a given time
+ // Importance samples from the posterior as the target density
+ // Saves the Cook-Gelman (cg) statistics for each.
+ // Checks the cg data against U[0,1] using Kolmogorov Smirnov
+
+ using namespace boost;
+ namespace surv = survival;
+ namespace iw = importance_weights;
+
+ // Types
+ typedef std::string str_;
+ typedef double val_;
+ typedef std::vector<val_> vals_;
+ typedef surv::constant<val_> const_;
+
+ // [ Input ]
+ typedef boost::archive::text_iarchive ia_;
+ typedef std::ifstream ifs_;
+
+ const str_ input_path
+ = "/Users/erwann/projets/2009/Xcode/survival/build/Release/";
+ const str_ prior_path = input_path + "/prior";
+ const str_ x_vals_path = input_path + "/x_vals";
+ const str_ pars_path = input_path + "/pars";
+ const str_ batches_path = input_path + "/batches";
+
+ // Covariates
+ typedef val_ x_;
+ typedef vals_ x_vals_;
+ typedef range_cycle<> range_cycle_;
+ typedef range_cycle_::apply<x_vals_>::type x_cycle_;
+ x_vals_ x_vals;
+ {
+ ifs_ ifs(x_vals_path.c_str());
+ ia_ ia(ifs);
+ ia >> x_vals;
+ }
+ x_cycle_ x_cycle;
+
+ // Prior
+ typedef math::normal_distribution<val_> mprior_;
+ mprior_ mprior;
+ {
+ typedef math::meta_distribution_primitives<mprior_>::type prim_;
+ ifs_ ifs(prior_path.c_str());
+ ia_ ia(ifs);
+ prim_ prim;
+ ia >> prim;
+ mprior = prim;
+ }
+
+ // Records
+ // TODO n_bath should be deduced from input (getline)
+ const long n_batch = 1e4;
+
+ typedef surv::data::record<val_> record_;
+ typedef std::vector<record_> records_;
+ typedef range_size<records_>::type size_type;
+ typedef range_iterator<records_>::type it_record_;
+
+ records_ records;
+ ifs_ ifs_batches(batches_path.c_str());
+ if(!ifs_batches.good()){
+ str_ str = "error opening : ";
+ str.append( batches_path );
+ throw std::runtime_error(str);
+ }
+ ia_ ia_batches(ifs_batches);
+
+ // True pars
+ typedef val_ par_;
+ typedef vals_ pars_;
+ const long n_true_pars_kss = -1;//n_batch;
+ pars_ true_pars;
+ true_pars.reserve(n_batch);
+ {
+ ifs_ ifs_pars(pars_path.c_str());
+ if(!ifs_pars.good()){
+ str_ str = "error opening : ";
+ str.append( pars_path );
+ throw std::runtime_error(str);
+ }
+ ia_ ia_pars(ifs_pars);
+
+ for(long i = 0; i< n_batch; i++){
+ val_ par;
+ ia_pars >> par;
+ true_pars.push_back(par);
+ }
+ }
+ if(n_true_pars_kss>0){ // Check that F_n(true_pars) agrees with mprior
+ BOOST_ASSERT( n_batch % n_true_pars_kss == 0);
+ vals_ true_pars_kss;
+ true_pars_kss.reserve(n_true_pars_kss);
+ non_param::sequential_kolmogorov_smirnov_distance(
+ mprior,
+ boost::begin(true_pars),
+ boost::end(true_pars),
+ n_true_pars_kss,
+ std::back_inserter(true_pars_kss)
+ );
+ out << "true pars kss : ";
+ std::copy(
+ boost::begin( true_pars_kss ),
+ boost::end( true_pars_kss ),
+ std::ostream_iterator<val_>(out," ")
+ );
+ out << std::endl;
+ }
+
+ // [ Output ]
+ typedef boost::archive::text_oarchive oa_;
+ typedef std::ofstream ofs_;
+
+ const char* t_pars_path = "./t_pars";
+ const char* cg_path = "./cg";
+ const char* ks_path = "./kss";
+
+ // Cg
+ ofs_ ofs_cg( cg_path );
+ vals_ cgs; cgs.reserve(n_batch);
+
+ // Targets
+ const long n_t_pars = 1e3;
+ pars_ t_pars;
+ t_pars.reserve( n_t_pars );
+ ofs_ ofs_t_pars(t_pars_path);
+ oa_ oa_t_pars(ofs_t_pars);
+
+ // [ Local ]
+
+ // Monitoring
+ const long n_batch_mod = 1e3;
+
+ // Events
+ const val_ entry_bound = const_::inf_;
+ typedef surv::data::event<val_> event_;
+ typedef std::vector<event_> events_;
+ typedef range_iterator<events_>::type it_event_;
+
+ // Urng
+ typedef boost::mt19937 urng_;
+ urng_ urng;
+
+ // Unif
+ typedef math::uniform_distribution<val_> munif_;
+
+ // Proposal
+ typedef mprior_ mproposal_;
+ pars_ p_pars;
+ const long n_proposal = 1e3; //1e4 recommended but takes longer
+ p_pars.reserve(n_proposal);
+
+ // This one size fits all proposal is likely to result in a small effective
+ // sample size. Check out<<pws below to determine n_proposal.
+ mproposal_ mproposal = mprior;
+ vals_ p_lpdfs;
+ p_lpdfs.reserve(n_proposal);
+
+ // Weights
+ const val_ max_log = 100.0;
+ typedef iw::prepare_weights<val_> pws_;
+ pws_ pws( max_log );
+ vals_ iws;
+ iws.reserve( n_proposal );
+
+ // Model
+ typedef surv::model::exponential::model<val_> model_;
+ model_ model;
+ typedef model::prior_model_dataset_<mprior_,model_,x_cycle_,events_> pmd_;
+
+ { // [ Proposal sample ]
+ const long n_p_pars_kss = -1;//n_batch;
+ boost::timer t;
+ p_pars.clear();
+ generate_n(
+ std::back_inserter(p_pars),
+ n_proposal,
+ mproposal,
+ urng
+ );
+
+ if(n_p_pars_kss>0){ // Check that F_n(p_pars) agrees with mproposal
+ BOOST_ASSERT( n_batch % n_p_pars_kss == 0);
+ vals_ p_pars_kss;
+ p_pars_kss.reserve(n_p_pars_kss);
+ non_param::sequential_kolmogorov_smirnov_distance(
+ mproposal,
+ boost::begin(p_pars),
+ boost::end(p_pars),
+ n_p_pars_kss,
+ std::back_inserter(p_pars_kss)
+ );
+ out << "p_pars kss : ";
+ std::copy(
+ boost::begin( p_pars_kss ),
+ boost::end( p_pars_kss ),
+ std::ostream_iterator<val_>(out," ")
+ );
+ out << std::endl;
+ }
+
+ p_lpdfs.clear();
+ math::transform<math::fun_wrap::log_unnormalized_pdf_>(
+ mproposal,
+ boost::begin( p_pars ),
+ boost::end( p_pars ),
+ std::back_inserter( p_lpdfs )
+ );
+ BOOST_ASSERT( size(p_pars) == size(p_lpdfs) );
+ }
+
+ // Loops over batches
+ for(unsigned i = 0; i<n_batch; i++){
+ records.clear();
+ ia_batches >> records;
+ events_ events;
+ events.reserve( size(records) );
+ surv::data::events(
+ begin(records),
+ end(records),
+ entry_bound,
+ std::back_inserter(events)
+ );
+ size_type n_event = size( events );
+
+ x_cycle = range_cycle_::make( x_vals, 0, n_event );
+ BOOST_ASSERT( size( x_cycle ) >= n_event );
+ x_cycle.advance_end( - ( size( x_cycle ) - n_event ) );
+ BOOST_ASSERT( size( x_cycle ) == n_event );
+
+ { // [ Posterior sample ]
+ boost::timer t;
+ pmd_ pmd( mprior, model, x_cycle, events);
+ iws.resize( size( p_pars ) );
+
+ // [Warning: Bug]
+ // The Cook-Gelman statistics come out higher at the ends of the
+ // [0,1] range than in the middle
+ //
+ // model::log_posteriors<val_>(
+ // pmd,
+ // boost::begin( p_pars ),
+ // boost::end( p_pars ),
+ // boost::begin( p_lpdfs ),
+ // boost::begin( iws )
+ // );
+ // out << std::endl << "iws:";
+ // copy(
+ // boost::begin( iws ),
+ // boost::next( boost::begin( iws ), 10),
+ // std::ostream_iterator<val_>(std::cout, " ")
+ // );
+ // For testing purposes only:
+ // We expect iws2 == iws. But small differences (precision error?)
+ // vals_ iws2 = iws;
+ // model::log_likelihoods<val_>(
+ // pmd,
+ // boost::begin( p_pars ),
+ // boost::end( p_pars ),
+ // boost::begin( iws2 )
+ // );
+ // out << std::endl << "iws2:";
+ // copy(
+ // boost::begin( iws2 ),
+ // boost::next( boost::begin( iws2 ), 10),
+ // std::ostream_iterator<val_>(std::cout, " ")
+ // );
+
+ // Temporary fix, until bug above is resolved.
+ BOOST_ASSERT(
+ make_distribution_primitives(mprior) ==
+ make_distribution_primitives(mproposal)
+ );
+ model::log_likelihoods<val_>(
+ pmd,
+ boost::begin( p_pars ),
+ boost::end( p_pars ),
+ boost::begin( iws )
+ );
+
+ pws(
+ boost::begin( iws ),
+ boost::end( iws ),
+ boost::begin( p_pars )
+ );
+ t_pars.clear();
+ t_pars.resize( n_t_pars );
+ is::generate(
+ urng,
+ boost::begin( iws ),
+ boost::end( iws ),
+ boost::begin( p_pars ),
+ boost::begin( t_pars ),
+ n_t_pars
+ );
+ oa_t_pars << t_pars;
+ val_ plt = algorithm::proportion_less_than(
+ boost::begin( t_pars ),
+ boost::end( t_pars ),
+ true_pars[i]
+ );
+ cgs.push_back( plt );
+ ofs_cg << plt << ' ';
+ ofs_cg.flush();
+ const char* str = "i = %1%, t = %2%, pws = %3%";
+ if(i%n_batch_mod == 0){
+ format f(str);
+ f % i % t.elapsed() % pws;
+ out << std::endl << f.str();
+ }
+ }// Proposal sample
+ }// loop over batches
+
+ { // Kolmorov Smirnov of the cgs
+ long n_ks = n_batch;
+ BOOST_ASSERT( n_batch % n_ks == 0 );
+ vals_ kss;
+ kss.reserve( n_batch );
+ non_param::sequential_kolmogorov_smirnov_distance(
+ munif_(),
+ boost::begin( cgs ),
+ boost::end( cgs ),
+ n_ks,
+ std::back_inserter(kss)
+ );
+ ofs_ ofs_ks(ks_path);
+ std::copy(
+ boost::begin( kss ),
+ boost::end( kss ),
+ std::ostream_iterator<val_>(ofs_ks," ")
+ );
+ }
+
+ out << "<-" << std::endl;
+}
+
Added: sandbox/statistics/survival_model/libs/survival/model/example/posterior_analysis.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/libs/survival/model/example/posterior_analysis.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// survival::model::example::model::posterior_analysis.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_SURVIVAL_EXAMPLE_MODEL_POSTERIOR_ANALYSIS_HPP_ER_2009
+#define LIBS_SURVIVAL_EXAMPLE_MODEL_POSTERIOR_ANALYSIS_HPP_ER_2009
+#include <ostream>
+
+void example_posterior_analysis(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/survival_model/libs/survival/model/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/survival_model/libs/survival/model/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,11 @@
+#include <iostream>
+#include <libs/survival/model/example/exponential.h>
+#include <libs/survival/model/example/posterior_analysis.h>
+
+int main(){
+
+ example_exponential(std::cout);
+ //example_posterior_analysis(std::cout);
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/tree/boost/tree/node.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/tree/boost/tree/node.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,204 @@
+///////////////////////////////////////////////////////////////////////////////
+// tree::node.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_TREE_NODE_HPP_ER_2009
+#define BOOST_TREE_NODE_HPP_ER_2009
+#include <stdexcept>
+#include <ostream>
+#include <boost/operators.hpp>
+#include <boost/tree/stage.hpp>
+
+namespace boost{
+namespace tree{
+
+// ( 1 ) n^0
+// ( 1 , 2 ,3) n^1
+// ( 1 , 2 , 3 ) ( 1 ,[2], 3 ) ( 1, 2 , 3 ) n^2
+// (1,2,3) (1,2,3)(1,2,3) (1,2,3) (1,2,3) (1,2,3) (1,2,3) (1,2,3) (1,2,3) n^3
+
+ template<unsigned n>
+ struct node :
+ incrementable<
+ node<n>,
+ decrementable<
+ node<n>,
+ less_than_comparable<
+ node<n>,
+ equality_comparable<
+ node<n>
+ >
+ >
+ >
+ >
+ {
+ typedef std::size_t size_type;
+ typedef node<n> this_;
+ typedef dynamic_stage<n> dyna_stage_;
+ unsigned stage;
+ unsigned position_in_stage;
+
+ node();
+ node(unsigned j,unsigned k);
+ this_& operator++();
+ this_& operator--();
+ bool operator==(const this_&);
+ bool operator<(const this_&);
+
+ };
+
+}//tree
+
+ template<unsigned n> std::ostream&
+ operator<<(std::ostream& out, const tree::node<n>& that);
+
+ template<unsigned n> typename tree::node<n>::size_type
+ position(const tree::node<n>& that);
+ template<unsigned n> tree::node<n> root(const tree::node<n>& leaf);
+ template<unsigned n> tree::node<n> leaf(const tree::node<n>& root);
+
+ // To visit all the nodes sharing the same root:
+ // node<n> node = leaf(root);
+ // while(root(node++)!=the_root){...}
+
+ template<unsigned n>
+ tree::node<n>
+ first(const tree::node<n>& root,unsigned stage);
+
+ template<unsigned n>
+ tree::node<n>
+ back(const tree::node<n>& root,unsigned stage);
+
+ // ++back == last. The reason I don't define last is because the
+ // for now only a fixed number of stages are available
+
+namespace tree{
+
+ // Implementation
+ template<unsigned n>
+ node<n>::node():stage(0),position_in_stage(0){}
+
+ template<unsigned n>
+ node<n>::node(unsigned j,unsigned k)
+ :stage(j),position_in_stage(k){
+ const char* msg = "node(%1%,!(%2%<%3%)), ";
+ unsigned l = dyna_stage_::position_last(this->stage);
+ if(! (k < l) ){
+ format f(msg);
+ f % j % k % l;
+ throw std::out_of_range(
+ f.str()
+ );
+ }
+ }
+
+ template<unsigned n>
+ node<n>&
+ node<n>::operator++(){
+ unsigned m = dyna_stage_::position_last(this->stage);
+ if( 1 + position(*this) < m){
+ ++(this->position_in_stage);
+ }else{
+ ++stage;
+ (this->position_in_stage) = 0;
+ }
+ return (*this);
+ }
+
+ template<unsigned n>
+ node<n>&
+ node<n>::operator--(){
+ const char* msg = "--node<n> at root";
+ if(this->stage == 0){
+ throw std::out_of_range(
+ msg
+ );
+ }
+ unsigned m = dyna_stage_::position_last(this->stage-1);
+ if( position(*this)-1 >= m){
+ --(this->position_in_stage);
+ }else{
+ --stage;
+ (this->position_in_stage) = m-1;
+ }
+ return (*this);
+ }
+
+ template<unsigned n>
+ bool node<n>::operator==(const this_& that){
+ return (this->position()) == (that.position());
+ }
+
+ template<unsigned n>
+ bool node<n>::operator<(const this_& that){
+ return (this->position()) < (that.position());
+ }
+
+}
+
+ template<unsigned n>
+ std::ostream& operator<<(std::ostream& out, const tree::node<n>& that){
+ out
+ << '(' << that.stage
+ << ',' << that.position_in_stage
+ << ',' << position(that)
+ << ')';
+ return out;
+ }
+
+ template<unsigned n>
+ tree::node<n> leaf(const tree::node<n>& that){
+ typedef tree::node<n> node_;
+ node_ node = that;
+ ++node.stage;
+ (node.position_in_stage) *= n;
+ return node;
+ }
+
+ template<unsigned n>
+ tree::node<n>
+ root(const tree::node<n>& that){
+ typedef tree::node<n> node_;
+ const char* msg = "node<n>::jump_to_root() already at root";
+ if(that.stage == 0 ){
+ throw std::out_of_range(
+ msg
+ );
+ }
+ node_ node = that;
+ --node.stage;
+ node.position_in_stage /= n;
+ return node;
+ }
+
+ template<unsigned n>
+ typename tree::node<n>::size_type
+ position(const tree::node<n>& that){
+ typedef tree::node<n> node_;
+ typedef typename node_::dyna_stage_ dyna_stage_;
+ return dyna_stage_::position_first(that.stage)
+ +(that.position_in_stage);
+ }
+
+ template<unsigned n> tree::node<n>
+ first(const tree::node<n>& root,unsigned stage){
+ typedef tree::node<n> node_;
+ typedef typename node_::dyna_stage_ dyna_stage_;
+ unsigned idx = dyna_stage_::position_first(stage);
+ return node_(stage,idx);
+ }
+
+ template<unsigned n> tree::node<n>
+ back(const tree::node<n>& root,unsigned stage){
+ typedef tree::node<n> node_;
+ typedef typename node_::dyna_stage_ dyna_stage_;
+ unsigned idx = dyna_stage_::position_last(stage)-1;
+ return node_(stage,idx);
+ }
+
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/tree/boost/tree/stage.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/tree/boost/tree/stage.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,132 @@
+///////////////////////////////////////////////////////////////////////////////
+// tree::stage.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_TREE_STAGE_HPP_ER_2009
+#define BOOST_TREE_STAGE_HPP_ER_2009
+#include <stdexcept>
+#include <boost/format.hpp>
+
+namespace boost{
+namespace tree{
+
+ // This class maps a position in a tree structure to a position in a vector
+ //
+ // The tree structure has a root node (stage 0) with n adjacent
+ // nodes (stage 1), each of which have n adjacent nodes (stage 2) etc.
+ // The nodes are stored in a vector, starting with the root node,
+ // followed by those in stage1, then those in stage 2 etc.
+
+ // i : stage
+ // n : number of branches per node
+ template<unsigned j,unsigned n>
+ struct stage{
+ static unsigned position_first;
+ static unsigned position_last;
+ static unsigned number_nodes;
+ };
+
+ template<unsigned n>
+ struct stage<0,n>{
+ static unsigned position_first;
+ static unsigned position_last;
+ static unsigned number_nodes;
+ };
+
+
+ // Client may ignore this:
+ template<typename T> struct position_first_{ static unsigned get(); };
+ template<typename T> struct position_last_{ static unsigned get(); };
+ template<typename T> struct number_nodes_{ static unsigned get(); };
+
+
+ template<unsigned n>
+ class dynamic_stage{
+ // TODO boost::switch to allow for abitrary # stages?
+ typedef stage<0,n> s0_;
+ typedef stage<1,n> s1_;
+ typedef stage<2,n> s2_;
+ typedef stage<3,n> s3_;
+
+ public:
+ static unsigned position_first(unsigned i);
+ static unsigned position_last(unsigned i);
+ static unsigned number_nodes(unsigned i);
+
+ private:
+ template<template<typename> class F>
+ static unsigned switch_(unsigned i);
+ };
+
+ // Implementation //
+
+ // Initialization
+ template<unsigned n>
+ unsigned stage<0,n>::position_first = 0;
+
+ template<unsigned n>
+ unsigned stage<0,n>::position_last = 1;
+
+ template<unsigned n>
+ unsigned stage<0,n>::number_nodes = 1;
+
+ // Recursion
+ template<unsigned j,unsigned n>
+ unsigned stage<j,n>::position_first
+ = stage<j-1,n>::template position_last;
+
+ template<unsigned j,unsigned n>
+ unsigned stage<j,n>::position_last
+ = stage<j,n>::position_first
+ + stage<j,n>::number_nodes;
+
+ template<unsigned j,unsigned n>
+ unsigned stage<j,n>::number_nodes
+ = stage<j-1,n>::number_nodes * n;
+
+ template<typename T>
+ unsigned position_first_<T>::get(){ return T::position_first; }
+ template<typename T>
+ unsigned position_last_<T>::get(){ return T::position_last; }
+ template<typename T>
+ unsigned number_nodes_<T>::get(){ return T::number_nodes; }
+
+ template<unsigned n>
+ template<template<typename> class F>
+ unsigned dynamic_stage<n>::switch_(unsigned j){
+ static const char* msg = "dynamic_stage<n>::switch(%1%)";
+
+ switch(j){
+ case 0 : return F<s0_>::get();
+ case 1 : return F<s1_>::get();
+ case 2 : return F<s2_>::get();
+ case 3 : return F<s3_>::get();
+ default : format f(msg); f % j;
+ throw std::out_of_range(
+ f.str()
+ );
+ }
+ }
+
+
+ template<unsigned n>
+ unsigned dynamic_stage<n>::position_first(unsigned j){
+ return switch_<position_first_>(j);
+ }
+ template<unsigned n>
+ unsigned dynamic_stage<n>::position_last(unsigned j){
+ return switch_<position_last_>(j);
+ }
+
+ template<unsigned n>
+ unsigned dynamic_stage<n>::number_nodes(unsigned j){
+ return switch_<number_nodes_>(j);
+ }
+
+}// tree_navigation
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/tree/libs/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/tree/libs/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,52 @@
+///////////////////////////////////////////////////////////////////////////////
+// tree::doc::readme.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+ Maps a vector to a tree view, where all the nodes share the same number of
+ branches.
+
+[ Useful links ]
+
+ A comprehensive tree framework that is unrelated to this package:
+ http://raz.or.at/soc2006/doc/html/
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/usr/local/boost_1_39_0/
+
+[ History ]
+
+July 2009 : Current version
+
+[ Output ]
+
+main.cpp
+
+-> example_tree (0,1)(1,4)(4,13)
+(0,0,0)
+(1,0,1)(1,1,2)(1,2,3)
+(2,0,4)(2,1,5)(2,2,6)(2,3,7)(2,4,8)(2,5,9)(2,6,10)(2,7,11)(2,8,12)
+(3,0,13)(3,1,14)(3,2,15)(3,3,16)(3,4,17)(3,5,18)(3,6,19)(3,7,20)(3,8,21)(3,9,22)(3,10,23)(3,11,24)(3,12,25)(3,13,26)(3,14,27)(3,15,28)(3,16,29)(3,17,30)(3,18,31)(3,19,32)(3,20,33)(3,21,34)(3,22,35)(3,23,36)(3,24,37)(3,25,38)
+
+(0,0,0)(0,0,0)(0,0,0)
+(1,0,1)(1,0,1)(1,0,1)(1,1,2)(1,1,2)(1,1,2)(1,2,3)(1,2,3)(1,2,3)
+(2,0,4)(2,0,4)(2,0,4)(2,1,5)(2,1,5)(2,1,5)(2,2,6)(2,2,6)(2,2,6)(2,3,7)(2,3,7)(2,3,7)(2,4,8)(2,4,8)(2,4,8)(2,5,9)(2,5,9)(2,5,9)(2,6,10)(2,6,10)(2,6,10)(2,7,11)(2,7,11)(2,7,11)(2,8,12)(2,8,12)
+
+(3,39,52)(3,38,51)(3,37,50)(3,36,49)(3,35,48)(3,34,47)(3,33,46)(3,32,45)(3,31,44)(3,30,43)(3,29,42)(3,28,41)(3,27,40)(3,26,39)(3,25,38)(3,24,37)(3,23,36)(3,22,35)(3,21,34)(3,20,33)(3,19,32)(3,18,31)(3,17,30)(3,16,29)(3,15,28)(3,14,27)(3,13,26)(3,12,25)(3,11,24)(3,10,23)(3,9,22)(3,8,21)(3,7,20)(3,6,19)(3,5,18)(3,4,17)(3,3,16)(3,2,15)(3,1,14)(3,0,13)
+(2,12,16)(2,11,15)(2,10,14)(2,9,13)(2,8,12)(2,7,11)(2,6,10)(2,5,9)(2,4,8)(2,3,7)(2,2,6)(2,1,5)(2,0,4)
+(1,3,4)(1,2,3)(1,1,2)(1,0,1) <-
+
Added: sandbox/statistics/tree/libs/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/tree/libs/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// example::tree.h //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/tree/example/tree.h>
+
+int main(){
+ example_tree(std::cout);
+
+ return 0;
+}
\ No newline at end of file
Added: sandbox/statistics/tree/libs/tree/example/tree.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/tree/libs/tree/example/tree.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,82 @@
+///////////////////////////////////////////////////////////////////////////////
+// tree::example::tree.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <boost/tree/stage.hpp>
+#include <boost/tree/node.hpp>
+#include <libs/tree/example/tree.h>
+
+void example_tree(std::ostream& out){
+ out << "-> example_tree ";
+
+ using namespace boost;
+
+ const unsigned n = 3;
+ typedef tree::dynamic_stage<n> stage_;
+ typedef tree::node<n> node_;
+
+ using namespace boost;
+ const unsigned n_j = 3;
+ const node_ root_node;
+
+ for(unsigned j = 0; j<n_j; j++){
+ out
+ << '('
+ << stage_::position_first(j)
+ << ','
+ << stage_::position_last(j)
+ << ')';
+ }
+ out << std::endl;
+
+ unsigned nn = stage_::position_last(n_j)-1;
+
+ {
+ node_ node = root_node;
+ unsigned old_stage = node.stage;
+ do{
+ if(node.stage != old_stage){
+ out << std::endl;
+ old_stage = node.stage;
+ }
+ out << node;
+ }while(
+ position(++node)<nn
+ );
+ }
+ out << std::endl << std::endl;
+ {
+ node_ node = root_node;
+ ++node;
+ unsigned old_stage = node.stage;
+ do{
+ if(node.stage != old_stage){
+ out << std::endl;
+ old_stage = node.stage;
+ }
+ out << root(node);
+ }while(
+ position(++node)<nn
+ );
+ }
+ out << std::endl << std::endl;
+ {
+ node_ node = back(root_node,n_j);
+
+ unsigned old_stage = node.stage;
+ do{
+ if(node.stage != old_stage){
+ out << std::endl;
+ old_stage = node.stage;
+ }
+ out << node;
+ }while(
+ (--node).stage > 0
+ );
+ }
+
+ out << " <- ";
+}
\ No newline at end of file
Added: sandbox/statistics/tree/libs/tree/example/tree.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/tree/libs/tree/example/tree.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// tree::example::tree.h //
+// //
+// Copyright 2009 Erwann Rogard. 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 LIBS_TREE_EXAMPLE_TREE_HPP_ER_2009
+#define LIBS_TREE_EXAMPLE_TREE_HPP_ER_2009
+#include <ostream>
+
+void example_tree(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/boost/vector_space/algorithm/find.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/boost/vector_space/algorithm/find.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,50 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::algorithm::find.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_FIND_HPP_ER_2009
+#define BOOST_VECTOR_SPACE_FIND_HPP_ER_2009
+#include <numeric>
+#include <cmath>
+#include <boost/vector_space/functional/equal.hpp>
+
+namespace boost{
+namespace vector_space{
+
+ // This is a version of find where the elements in *[b,e) are ranges.
+ // The value eps is a minimum proximity distance that if not met
+ // causes the algorithm to return e.
+ template<template<typename> class F,typename In,typename X>
+ In find(
+ In b, // *In is a range
+ In e,
+ const X& x,
+ const typename range_value<X>::type& eps
+ ){
+ return std::find_if(
+ b,
+ e,
+ functional::equal(x,eps)
+ );
+ }
+
+ template<typename In,typename X>
+ In find(
+ In b,
+ In e,
+ const X& x
+ ){
+ return std::find_if(
+ b,
+ e,
+ functional::equal(x,eps)
+ );
+ }
+
+}//algorithm
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/boost/vector_space/data/detail/cref.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/boost/vector_space/data/detail/cref.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,41 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::data::detail::cref.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_DATA_DETAIL_CREF_H_ER_2009
+#define BOOST_VECTOR_SPACE_DATA_DETAIL_CREF_H_ER_2009
+#include <boost/mpl/not.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/type_traits.hpp>
+#include <boost/range.hpp>
+
+namespace boost{
+namespace vector_space{
+namespace detail{
+
+// A data structure that keeps a const reference to a range.
+template<typename X>
+struct cref{
+ typedef is_reference<X> is_ref_x_;
+ typedef is_const<X> is_const_x_;
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_x_>));
+ BOOST_MPL_ASSERT((mpl::not_<is_const_x_>));
+
+ cref(const X& x):x_(x){}
+ cref(const cref& that):x_(that.x_){}
+ typedef typename range_iterator<const X>::type const_iterator;
+
+ const_iterator begin()const{ return boost::begin(x_); }
+ const_iterator end()const{ return boost::end(x_); }
+
+ const X& x_;
+};
+
+}// detail
+}// vector_space
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/boost/vector_space/data/lazy_difference.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/boost/vector_space/data/lazy_difference.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,91 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::data::lazy_difference.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_DATA_LAZY_DIFFERENCE_H_ER_2009
+#define BOOST_VECTOR_SPACE_DATA_LAZY_DIFFERENCE_H_ER_2009
+#include <boost/mpl/not.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/type_traits.hpp>
+#include <boost/iterator/zip_iterator.hpp>
+#include <boost/iterator/transform_iterator.hpp>
+#include <boost/tuple/tuple.hpp>
+#include <boost/range.hpp>
+#include <boost/binary_op/functional/untupler.hpp>
+#include <boost/vector_space/data/detail/cref.hpp>
+
+namespace boost{
+namespace vector_space{
+
+// A data structure that offers a lazy (i.e. no copying involved) representation
+// of an element by element difference between two ranges.
+//
+// Usage:
+// typedef lazy_difference<X,X1> diff_;
+// typedef range_value<diff_> val_;
+// diff_ diff(x,x1);
+// val d0 = const_begin(diff)
+template<typename X,typename X1>
+class lazy_difference{
+ typedef typename range_value<X>::type value_type;
+ typedef std::minus<value_type> minus_;
+ typedef binary_op::untupler<minus_> fun_;
+
+ typedef detail::template cref<X> cref_x_;
+ typedef detail::template cref<X1> cref_x1_;
+ typedef typename cref_x_::const_iterator it_x_;
+ typedef typename cref_x1_::const_iterator it_x1_;
+ typedef boost::tuple<it_x_,it_x1_> it_tuple_;
+ typedef boost::zip_iterator<it_tuple_> zip_it_;
+
+ public:
+ lazy_difference(const X& x,const X1& x1)
+ :cref_x(x),cref_x1(x1){}
+
+ lazy_difference(const lazy_difference& that)
+ :cref_x(that.cref_x),cref_x1(that.cref_x1){}
+
+ typedef boost::transform_iterator<fun_,zip_it_> const_iterator;
+ typedef const_iterator iterator;
+
+ // TODO size etc.
+ const_iterator begin()const{
+ return this->get_iterator(
+ cref_x.begin(),
+ cref_x1.begin()
+ );
+ }
+ const_iterator end()const{
+ return this->get_iterator(
+ cref_x.end(),
+ cref_x1.end()
+ );
+ }
+
+ //private:
+ cref_x_ cref_x;
+ cref_x1_ cref_x1;
+
+ lazy_difference& operator=(const lazy_difference&);
+ const_iterator get_iterator(it_x_ it_x,it_x1_ it_x1)const{
+ fun_ f;
+ return make_transform_iterator(
+ make_zip_iterator(
+ make_tuple(
+ it_x,
+ it_x1
+ )
+ ),
+ f
+ );
+ }
+
+};
+
+}// vector_space
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/boost/vector_space/functional/equal.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/boost/vector_space/functional/equal.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,112 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::functional::equal.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_FUNCTIONAL_EQUAL_HPP_ER_2009
+#define BOOST_VECTOR_SPACE_FUNCTIONAL_EQUAL_HPP_ER_2009
+#include <boost/call_traits.hpp>
+#include <ostream>
+#include <boost/range.hpp>
+#include <boost/mpl/nested_type.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/vector_space/functional/l2_distance_squared.hpp>
+
+namespace boost{
+namespace vector_space{
+
+// This predicate implements (x == y) iff (|| x - y || == 0).
+//
+// Requirements:
+// F<R> distance(x); Construction
+// distance(y) Returns an object of type range_value<R>::type
+//
+// Usage:
+// functor<R,F> fun(x,eps);
+// fun(y) returns true if distance(y) < eps
+template<typename R, template<typename> class F = l2_distance_squared>
+class equal{
+ typedef F<R> arg_;
+ typedef typename mpl::nested_type<arg_>::type distance_type;
+ typedef typename remove_reference<R>::type const_range_type;
+ typedef typename remove_const<const_range_type>::type range_type;
+ typedef typename range_value<range_type>::type value_type;
+public:
+
+ //Construction
+ equal(typename call_traits<R>::param_type x,value_type eps);
+ equal(typename call_traits<R>::param_type x);
+ equal(const equal& that);
+ equal& operator=(const equal& that);
+
+ //Evaluate
+ typedef bool result_type;
+
+ template<typename R1> result_type operator()(const R1& y)const;
+ result_type epsilon()const;
+
+//private:
+ equal();
+ distance_type distance_;
+ value_type eps_;
+ static value_type default_eps_;
+};
+
+//
+template<typename R, template<typename> class F>
+std::ostream& operator<<(std::ostream& out,const equal<R,F>& e){
+ out << '(' << e.epsilon() << ')';
+ return out;
+}
+
+// Static members
+template<typename R, template<typename> class F>
+typename equal<R,F>::value_type
+equal<R,F>::default_eps_
+ = math::tools::epsilon<typename equal<R,F>::value_type>();
+
+template<typename R, template<typename> class F>
+typename equal<R,F>::result_type
+equal<R,F>::epsilon()const{
+ return eps_;
+}
+
+//Construction
+
+template<typename R, template<typename> class F>
+equal<R,F>::equal(typename call_traits<R>::param_type x,value_type eps)
+:distance_(x),eps_(eps){}
+
+template<typename R, template<typename> class F>
+equal<R,F>::equal(typename call_traits<R>::param_type x)
+:distance_(x),eps_(default_eps_){}
+
+template<typename R, template<typename> class F>
+equal<R,F>::equal(const equal& that)
+:distance_(that.distance_),eps_(that.eps_){}
+
+template<typename R, template<typename> class F>
+equal<R,F>&
+equal<R,F>::operator=(const equal& that){
+ if(&that!=this){
+ distance_ = that.distance_;
+ eps_ = that.eps_;
+ }
+ return *this;
+}
+
+// Evaluate
+template<typename R, template<typename> class F>
+template<typename R1>
+typename equal<R,F>::result_type
+equal<R,F>::operator()(const R1& y)const{
+ return (distance_(y)<eps_);
+}
+
+}//vector_space
+}//boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/boost/vector_space/functional/l2_distance_squared.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/boost/vector_space/functional/l2_distance_squared.hpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,102 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::functional::l2_distance_squared.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_FUNCTIONAL_l2_DISTANCE_SQUARED_HPP_ER_2009
+#define BOOST_VECTOR_SPACE_FUNCTIONAL_l2_DISTANCE_SQUARED_HPP_ER_2009
+#include <cmath>
+#include <numeric>
+#include <functional>
+#include <boost/mpl/assert.hpp>
+#include <boost/type_traits.hpp>
+#include <boost/function.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/range.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/bind.hpp>
+#include <boost/math/tools/precision.hpp>
+
+namespace boost{
+namespace vector_space{
+
+ // Stores a range r, and when passed another range r1, computes the squared
+ // Euclidian distance of r-r1.
+ //
+ // Examples:
+ // R == const std::vector<double>&
+ // R == iterator_range<std::vector<double> >
+ template<typename R>
+ class l2_distance_squared{
+ typedef typename is_reference<R>::type is_ref_;
+ public:
+ typedef typename remove_reference<R>::type const_range_type;
+ typedef typename remove_const<const_range_type>::type range_type;
+ typedef typename range_value<range_type>::type result_type;
+
+ // Constructor
+ l2_distance_squared(typename call_traits<R>::param_type x);
+ l2_distance_squared(const l2_distance_squared& that);
+ l2_distance_squared& operator=(const l2_distance_squared& that);
+
+ // Call
+ template<typename R1>
+ result_type operator()(const R1& y)const;
+
+ private:
+ l2_distance_squared();
+ typename call_traits<R>::value_type x_;
+ };
+
+ template<typename R>
+ l2_distance_squared<R>
+ make_l2_distance_squared(const R& x){
+ return l2_distance_squared<R>(x);
+ }
+
+ // Definitions
+ template<typename R>
+ l2_distance_squared<R>::l2_distance_squared(
+ typename call_traits<R>::param_type x
+ ):x_(x){
+ BOOST_MPL_ASSERT((mpl::not<is_ref_>));
+ }
+
+ template<typename R>
+ l2_distance_squared<R>::l2_distance_squared(
+ const l2_distance_squared& that
+ ):x_(that.x_){}
+
+ template<typename R>
+ l2_distance_squared<R>&
+ l2_distance_squared<R>::operator=(const l2_distance_squared& that){
+ if(&that != this){
+ BOOST_MPL_ASSERT((mpl::not<is_ref_>));
+ x_ = that.x_;
+ }
+ return *this;
+ }
+
+ template<typename R>
+ template<typename R1>
+ typename l2_distance_squared<R>::result_type
+ l2_distance_squared<R>::operator()(const R1& y)const{
+ BOOST_ASSERT(
+ size(x_) == size(y)
+ );
+ return std::inner_product(
+ begin(y),
+ end(y),
+ begin(x_),
+ static_cast<result_type>(0),
+ std::plus<result_type>(),
+ (lambda::_1 * lambda::_1)(lambda::_1 - lambda::_2)
+ );
+ };
+
+}// range
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/libs/vector_space/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/libs/vector_space/doc/readme.txt 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,46 @@
+//////////////////////////////////////////////////////////////////////////////
+// vector_space::doc::readme //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+These are C++ tools for basic vector space operations (e.g. norm) that work
+with STL containers.
+
+For example, let R0/r0 and R1/r1 denote ranges (ForwardRange) of scalar type and
+object pairs. This tests for || r0 - r1 || == 0 :
+
+ equal<R0> eq(r0);
+ bool r0_eq_r1 = eq(r1);
+
+[ Compiler ]
+
+gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+/usr/local/boost_1_39_0/
+
+[ History ]
+
+July 2009 : Current version
+
+[Output]
+
+main.cpp
+
+-> example_difference : <-
+-> example_equal : (1)
+0 1 3
+3 4 6
+6 7 9
+<-
\ No newline at end of file
Added: sandbox/statistics/vector_space/libs/vector_space/example/difference.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/libs/vector_space/example/difference.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,61 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::example::difference.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <algorithm>
+#include <functional>
+#include <iterator>
+#include <boost/bind.hpp>
+#include <boost/range.hpp>
+#include <boost/assert.hpp>
+#include <boost/foreach.hpp>
+#include <boost/assign/std/vector.hpp>
+#include <boost/math/tools/precision.hpp>
+#include <boost/vector_space/data/lazy_difference.hpp>
+
+void example_difference(std::ostream& out){
+ std::cout << "-> example_difference : ";
+ using namespace boost;
+ namespace vs = vector_space;
+ typedef double val_;
+ typedef std::vector<val_> vec_;
+ typedef vs::lazy_difference<vec_,vec_> range_diff_;
+
+ const val_ eps = math::tools::epsilon<val_>();
+ const val_ delta = eps * static_cast<val_>(2);
+
+ vec_ vec;
+ {
+ using namespace assign;
+ vec += 0.0, 1.1, 2.2, 3.3;
+ }
+ vec_ vec1(vec);
+ std::transform(
+ boost::begin(vec),
+ boost::end(vec),
+ begin(vec1),
+ boost::bind<val_>(
+ std::minus<val_>(),
+ _1,
+ delta
+ )
+ );
+
+ range_diff_ range_diff(vec,vec1);
+ vec_ copy_diff(size(vec));
+ std::copy(
+ const_begin(range_diff),
+ const_end(range_diff),
+ begin(copy_diff)
+ );
+
+ BOOST_FOREACH(const val_& z, copy_diff){
+ BOOST_ASSERT(fabs(z-delta)<eps);
+ }
+
+ out << "<- " << std::endl;
+}
Added: sandbox/statistics/vector_space/libs/vector_space/example/difference.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/libs/vector_space/example/difference.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::example::difference.h //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_EXAMPLE_DIFFERENCE_H_ER_2009
+#define BOOST_VECTOR_SPACE_EXAMPLE_DIFFERENCE_H_ER_2009
+#include <ostream>
+
+void example_difference(std::ostream&);
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/vector_space/libs/vector_space/example/equal.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/libs/vector_space/example/equal.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,55 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::example::equal.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <vector>
+#include <iterator>
+#include <boost/assert.hpp>
+#include <boost/vector_space/functional/equal.hpp>
+#include <libs/vector_space/example/equal.h>
+
+void example_equal(std::ostream& out) {
+ out << "-> example_equal : ";
+ using namespace boost;
+
+ typedef unsigned val_;
+ typedef std::vector<val_> row_;
+ typedef std::vector<row_> mat_;
+ typedef range_iterator<mat_>::type iterator_row_;
+ typedef range_iterator<row_>::type iterator_elem_;
+ typedef range_reference<mat_>::type ref_row_;
+ typedef range_reference<row_>::type ref_elem_;
+ typedef vector_space::equal<row_&> equal_;
+
+ const unsigned n = 3;
+ const val_ eps = 1; // defaul eps = 0, so |i-j| < 1 need, i,j integers
+ row_ row(n);
+ equal_ equal(row,eps);
+ std::cout << equal << std::endl;
+ mat_ mat(n,row);
+ val_ val = 0;
+ for(unsigned i = 0; i<n; i++){
+ val = i * n;
+ ref_row_ ref_row = mat[i];
+ for(unsigned j = 0; j<n; j++){
+ val += j;
+ row[j] = val;
+ ref_row[j] = val;
+ }
+ std::copy(
+ begin( row ),
+ end( row ),
+ std::ostream_iterator<int>(out," ")
+ );
+ out << std::endl;
+ BOOST_ASSERT(
+ equal(ref_row)
+ );
+ }
+
+ out << "<-" << std::endl;
+}
\ No newline at end of file
Added: sandbox/statistics/vector_space/libs/vector_space/example/equal.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/libs/vector_space/example/equal.h 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::example::equal.h //
+// //
+// Copyright 2009 Erwann Rogard. 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_VECTOR_SPACE_EXAMPLE_EQUAL_H_ER_2009
+#define BOOST_VECTOR_SPACE_EXAMPLE_EQUAL_H_ER_2009
+#include <ostream>
+
+void example_equal(std::ostream&);
+
+#endif
+
Added: sandbox/statistics/vector_space/libs/vector_space/src/main.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/vector_space/libs/vector_space/src/main.cpp 2009-08-16 01:29:27 EDT (Sun, 16 Aug 2009)
@@ -0,0 +1,18 @@
+///////////////////////////////////////////////////////////////////////////////
+// vector_space::src::main.cpp //
+// //
+// Copyright 2009 Erwann Rogard. 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) //
+///////////////////////////////////////////////////////////////////////////////
+#include <iostream>
+#include <libs/vector_space/example/difference.h>
+#include <libs/vector_space/example/equal.h>
+
+int main(){
+
+ example_difference(std::cout);
+ example_equal(std::cout);
+
+ return 0;
+}