Subject: [Boost-commit] svn:boost r56899 - sandbox/statistics/importance_sampling/boost/importance_sampling
From: erwann.rogard_at_[hidden]
Date: 2009-10-16 01:06:42
Author: e_r
Date: 2009-10-16 01:06:41 EDT (Fri, 16 Oct 2009)
New Revision: 56899
URL: http://svn.boost.org/trac/boost/changeset/56899
Log:
m
Text files modified:
sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp | 23 +++++++++++++----------
sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp | 8 +++++---
sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp | 2 +-
sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp | 10 ++++++----
sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp | 10 ++++++----
5 files changed, 31 insertions(+), 22 deletions(-)
Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp (original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp 2009-10-16 01:06:41 EDT (Fri, 16 Oct 2009)
@@ -1,5 +1,5 @@
///////////////////////////////////////////////////////////////////////////////
-// is::generate.hpp //
+// statistics::importance_sampling::generate.hpp //
// //
// Copyright 2009 Erwann Rogard. Distributed under the Boost //
// Software License, Version 1.0. (See accompanying file //
@@ -18,33 +18,35 @@
#include <boost/random/ref_distribution.hpp>
namespace boost{
-namespace is{
+namespace statistics{
+namespace importance_sampling{
template<typename U,typename ItW,typename ItP,typename ItT>
ItT generate(
- U& urng,
+ ItT b_t, // target values (output)
+ std::size_t n, // sample size
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
+ U& urng
);
// Implementation
template<typename U,typename ItW,typename ItP,typename ItT>
ItT generate(
- U& urng,
+ ItT b_t,
+ std::size_t n,
ItW b_w,
ItW e_w,
ItP b_p,
- ItT b_t,
- std::size_t n
+ U& urng
){
typedef boost::iterator_range<ItW> range_w_;
typedef boost::iterator_range<ItP> range_p_;
typedef typename boost::iterator_value<ItW>::type w_;
- typedef boost::is::sampler<range_p_,w_> iss_;
+ typedef boost::statistics::importance_sampling::sampler<range_p_,w_>
+ iss_;
typedef boost::random::ref_distribution<iss_&> ref_iss_;
typedef boost::variate_generator<U&,ref_iss_> gen_iss_;
@@ -71,7 +73,8 @@
);
}
-}// is
+}// importance_sampling
+}// statistics
}// boost
#endif
\ No newline at end of file
Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp (original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/grid.hpp 2009-10-16 01:06:41 EDT (Fri, 16 Oct 2009)
@@ -1,5 +1,5 @@
///////////////////////////////////////////////////////////////////////////////
-// is::grid.hpp //
+// statistics::importance_sampling::grid.hpp //
// //
// Copyright 2009 Erwann Rogard. Distributed under the Boost //
// Software License, Version 1.0. (See accompanying file //
@@ -11,7 +11,8 @@
#include <boost/limits.hpp>
namespace boost{
-namespace is{
+namespace statistics{
+namespace importance_sampling{
// Equally spaced univariate grid.
template<typename T>
@@ -45,7 +46,8 @@
return result;
}
-}// is
+}// importance_sampling
+}// statistics
}// boost
#endif
\ No newline at end of file
Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp (original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/include.hpp 2009-10-16 01:06:41 EDT (Fri, 16 Oct 2009)
@@ -1,5 +1,5 @@
///////////////////////////////////////////////////////////////////////////////
-// is::include.hpp //
+// statistics::importance_sampling::include.hpp //
// //
// Copyright 2009 Erwann Rogard. Distributed under the Boost //
// Software License, Version 1.0. (See accompanying file //
Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp (original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp 2009-10-16 01:06:41 EDT (Fri, 16 Oct 2009)
@@ -1,5 +1,5 @@
///////////////////////////////////////////////////////////////////////////////
-// is::sampler.hpp //
+// statistics::importance_sampling::sampler.hpp //
// //
// Copyright 2009 Erwann Rogard. Distributed under the Boost //
// Software License, Version 1.0. (See accompanying file //
@@ -20,7 +20,8 @@
#include <boost/random/discrete_distribution_sw_2009.hpp>
namespace boost{
-namespace is{
+namespace statistics{
+namespace importance_sampling{
// Samples by SIR given a set of proposal values and their unnormalized weights
//
@@ -120,7 +121,8 @@
const typename sampler<R1,W>::discr_dist_t&
sampler<R1,W>::discrete_distribution()const{ return discr_dist_; }
-}//random
-}//boost
+}// importance_sampling
+}// statistics
+}// boost
#endif
\ No newline at end of file
Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp (original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp 2009-10-16 01:06:41 EDT (Fri, 16 Oct 2009)
@@ -1,5 +1,5 @@
///////////////////////////////////////////////////////////////////////////////
-// is::sampler_deprecated.hpp //
+// statistics::importance_sampling::sampler_deprecated.hpp //
// //
// Copyright 2009 Erwann Rogard. Distributed under the Boost //
// Software License, Version 1.0. (See accompanying file //
@@ -20,7 +20,8 @@
#include <boost/random/discrete_distribution_sw_2009.hpp>
namespace boost{
-namespace is{
+namespace statistics{
+namespace importance_sampling{
// Deprecated because uses categorical_distribution rather than discrete
//
@@ -122,7 +123,8 @@
const typename sampler_deprecated<R1,Ur>::mult_dist_t&
sampler_deprecated<R1,Ur>::categorical_distribution()const{ return mult_dist_; }
-}//random
-}//boost
+}// importance_sampling
+}// statistics
+}// boost
#endif
\ No newline at end of file