Subject: [Boost-commit] svn:boost r58170 - sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/example
From: erwann.rogard_at_[hidden]
Date: 2009-12-05 20:16:21
Author: e_r
Date: 2009-12-05 20:16:20 EST (Sat, 05 Dec 2009)
New Revision: 58170
URL: http://svn.boost.org/trac/boost/changeset/58170
Log:
m
Text files modified:
sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/example/sampler.cpp | 127 ++++++++++++---------------------------
1 files changed, 41 insertions(+), 86 deletions(-)
Modified: sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/example/sampler.cpp
==============================================================================
--- sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/example/sampler.cpp (original)
+++ sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/example/sampler.cpp 2009-12-05 20:16:20 EST (Sat, 05 Dec 2009)
@@ -26,21 +26,20 @@
#include <boost/ref.hpp>
#include <boost/foreach.hpp>
-//#include <boost/fusion/sequence/intrinsic/at_key.hpp>
#include <boost/fusion/include/at_key.hpp>
#include <boost/fusion/include/pair.hpp>
#include <boost/fusion/include/map.hpp>
+#include <boost/fusion/include/make_map.hpp>
#include <boost/math/tools/precision.hpp>
#include <boost/statistics/detail/accumulator/statistics/proportion_less_than.hpp>
+#include <boost/statistics/detail/distribution_common/distributions/reference/wrapper.hpp>
+#include <boost/statistics/detail/distribution_common/functor/log_unnormalized_pdf.hpp>
#include <boost/statistics/detail/distribution_toolkit/distributions/normal/include.hpp>
-#include <boost/statistics/detail/distribution_toolkit/fwd_math/cdf.hpp>
-#include <boost/statistics/detail/distribution_toolkit/meta/bind_delegate.hpp>
#include <boost/statistics/detail/distribution_toolkit/map_pdf/ratio_pdf/include.hpp>
-#include <boost/statistics/detail/distribution_toolkit/fun_wrap/log_unnormalized_pdf.hpp>
-#include <boost/statistics/detail/distribution_toolkit/fun_wrap/cdf.hpp>
-#include <boost/statistics/detail/distribution_toolkit/random/generator.hpp>
+#include <boost/statistics/detail/distribution_toolkit/test/detail/x_f.hpp>
+#include <boost/statistics/detail/distribution_toolkit/test/random.hpp>
#include <boost/statistics/detail/fusion/at_key/functor.hpp>
#include <boost/statistics/detail/fusion/at_key/range.hpp>
@@ -59,6 +58,7 @@
// kolmorov-distances along the the sample size of the targets.
using namespace boost;
namespace stat = boost::statistics::detail;
+ namespace dist = stat::distribution;
namespace tk = stat::distribution::toolkit;
namespace is = stat::importance_sampling;
namespace np = stat::non_parametric;
@@ -76,27 +76,23 @@
typedef boost::accumulators::accumulator_set<val_,stats_> acc_;
typedef std::size_t size_;
- typedef mpl::int_<0> key1_;
- typedef mpl::int_<1> key2_;
- typedef boost::fusion::pair<key1_,val_> p1_;
- typedef boost::fusion::pair<key2_,val_> p2_;
- typedef fusion::map<p1_,p2_> data_;
-
- typedef tk::meta::bind_delegate<dist_>::type fun_;
- typedef np::kolmogorov_smirnov::statistic<val_,key1_,key2_> ks_stat_;
-
- typedef std::vector<data_> dataset_;
- typedef range_iterator<dataset_>::type dataset_it_;
- typedef boost::function<data_()> gen_data_;
+ typedef boost::mpl::int_<0> k0_;
+ typedef boost::mpl::int_<1> k1_;
+ typedef boost::fusion::result_of::make_map<k0_,k1_,val_,val_>::type data_;
+
+ typedef np::kolmogorov_smirnov::statistic<val_,k0_,k1_> ks_stat_;
+ typedef std::vector<data_> vec_data_;
+ typedef range_iterator<vec_data_>::type vec_data_it_;
+
typedef stat::fusion::at_key::meta_range<
- dataset_it_,
- key1_
+ vec_data_it_,
+ k0_
>::type range1_;
- typedef is::sampler<range1_,val_> is_sampler_;
- typedef boost::variate_generator<urng_&,is_sampler_> vg_;
+ typedef is::sampler<range1_,val_> is_sampler_;
+ typedef boost::variate_generator<urng_&,is_sampler_> vg_;
// Constants
- const unsigned p_n = 5e4;
+ const unsigned n_p = 5e4;
const val_ max_log = 100.0;
const val_ mu = 0.0;
const val_ sigma = 1.0;
@@ -114,44 +110,26 @@
urng_ urng;
- dataset_ proposals(p_n);
+ vec_data_ proposals(n_p);
{
// Generate proposal values and their log_pdf
- // {(x,log_pdf(x)):i=1,...,p_n}
- BOOST_AUTO(
- vg,
- make_random_generator(
- urng,
- p_d
- )
- );
-
- BOOST_FOREACH(data_& d,proposals)
- {
- val_ x = vg();
- d = data_(
- x,
- stat::log_unnormalized_pdf(p_d,x)
- );
-
- }
-
+ // {(x,log_pdf(x)):i=1,...,n_p}
+ BOOST_AUTO(vg,dist::make_random_generator(urng,p_d));
+ BOOST_FOREACH(data_& data,proposals){
+ val_ x = vg();
+ boost::fusion::at_key<k0_>(data) = x;
+ boost::fusion::at_key<k1_>(data) = log_unnormalized_pdf(p_d,x);
+ }
}
- vals_ is_weights( p_n );
+ vals_ is_weights( n_p );
{
// is_weights <- log_pdf(t_d) - log_pdf(p_d)
- BOOST_AUTO(
- r,
- tk::make_ratio_pdf(t_d,p_d)
- );
-
vals_it_ i = boost::begin( is_weights );
BOOST_FOREACH(const data_& d, proposals)
{
-
- *i = stat::log_unnormalized_pdf( t_d, fusion::at_key<key1_>(d) )
- - fusion::at_key<key2_>(d);
+ *i = log_unnormalized_pdf( t_d, fusion::at_key<k0_>(d) )
+ - fusion::at_key<k1_>(d);
++i;
}
@@ -179,11 +157,10 @@
os << f.str() << std::endl;
}
{
- range1_ r1 = stat::fusion::at_key::make_range<key1_>(
+ range1_ r1 = stat::fusion::at_key::make_range<k0_>(
boost::begin(proposals),
boost::end(proposals)
);
-
vg_ vg(
urng,
is_sampler_(
@@ -191,41 +168,19 @@
r1
)
);
-
- dataset_ targets;
- ks_stat_ ks_stat;
+ vec_data_ targets;
{
- os << "proposal : " << tk::description(p_d) << std::endl;
- os << "target : " << tk::description(t_d) << std::endl;
+ os << "proposal : " << description(p_d) << std::endl;
os << ks_stat_::description_header << std::endl;
- unsigned i = 0;
- unsigned n_draws = n1;
- targets.clear();
- while(i<n_loops){
- targets.reserve(targets.size()+n_draws);
- for(unsigned j = 0; j<n_draws; j++)
- {
- BOOST_AUTO(x,vg());
-
- targets.push_back(
- data_(
- fusion::make_pair<key1_>( x ),
- fusion::make_pair<key2_>(
- stat::cdf(t_d,x)
- )
- )
- );
- }
- ks_stat(
- boost::begin(targets),
- boost::end(targets)
- );
- os << ks_stat.description() << std::endl;
- ++i;
- n_draws *= n2;
- }
+ dist::toolkit::test::random(
+ t_d,
+ vg,
+ n_loops,
+ n1,
+ n2,
+ os
+ );
}
-
}
os << "<-" << std::endl;