Subject: [Boost-commit] svn:boost r59185 - in sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling: doc example
From: erwann.rogard_at_[hidden]
Date: 2010-01-20 22:29:38
Author: e_r
Date: 2010-01-20 22:29:37 EST (Wed, 20 Jan 2010)
New Revision: 59185
URL: http://svn.boost.org/trac/boost/changeset/59185
Log:
m
Text files modified:
sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/doc/readme.txt | 9 ++++++++-
sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/example/sampler.cpp | 30 +++++++++++++-----------------
2 files changed, 21 insertions(+), 18 deletions(-)
Modified: sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/doc/readme.txt
==============================================================================
--- sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/doc/readme.txt (original)
+++ sandbox/statistics/importance_sampling/libs/statistics/detail/importance_sampling/doc/readme.txt 2010-01-20 22:29:37 EST (Wed, 20 Jan 2010)
@@ -27,8 +27,12 @@
[ Platform/Compiler ]
+Tested January 20th 2010
+Mac OS X 10.6 gcc 4.0 boost_1_41_0
+Note: gcc 4.2 and boost::format recently don't mix well.
+
+As of November 1st 2009:
Win7-32 V6.1.7100 Dev-C++ 5.0 beta 9.2 with Mingw/GCC 3.4.2 boost_1_41_0
-Mac OS X 10.6 gcc 4.2 boost_1_41_0
[ Dependencies ]
@@ -57,6 +61,9 @@
[ History ]
+January 20th 2010
+ Changes to sampler.cpp to due those in changes in non_parametric/kolmogorov_statistic
+
November 1st 2009:
Removed computations of ess and pc_lt_eps from prepare_weights. In their
place, have created standalone accumulators.
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 2010-01-20 22:29:37 EST (Wed, 20 Jan 2010)
@@ -35,11 +35,12 @@
#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/meta/random/generator.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/map_pdf/ratio_pdf/include.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/non_parametric/kolmogorov_smirnov/check_convergence.hpp>
#include <boost/statistics/detail/fusion/at_key/functor.hpp>
#include <boost/statistics/detail/fusion/at_key/range.hpp>
@@ -61,7 +62,6 @@
namespace dist = stat::distribution;
namespace tk = stat::distribution::toolkit;
namespace is = stat::importance_sampling;
- namespace np = stat::non_parametric;
typedef std::string str_;
typedef double val_;
@@ -70,6 +70,7 @@
typedef math::normal_distribution<val_> dist_;
typedef mt19937 urng_;
typedef is::prepare_weights<val_> prepare_weights_;
+
typedef stat::accumulator::tag::percentage_effective_sample_size tag_ess_;
typedef stat::accumulator::tag::proportion_less_than tag_plt_;
typedef boost::accumulators::stats<tag_ess_,tag_plt_> stats_;
@@ -79,8 +80,6 @@
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_;
@@ -152,9 +151,9 @@
);
val_ ess = boost::accumulators::extract_result<tag_ess_>(acc);
val_ plt_eps = boost::accumulators::extract_result<tag_plt_>(acc);
- boost::format f("(ess,plt_eps) = (%1%,%2%)");
- f % ess % plt_eps;
- os << f.str() << std::endl;
+ const std::string str
+ = (boost::format("(ess,plt_eps) = (%1%,%2%)")% ess % plt_eps).str();
+ os << str << std::endl;
}
{
range1_ r1 = stat::fusion::at_key::make_range<k0_>(
@@ -171,15 +170,12 @@
vec_data_ targets;
{
os << "proposal : " << description(p_d) << std::endl;
- os << ks_stat_::description_header << std::endl;
- dist::toolkit::test::random(
- t_d,
- vg,
- n_loops,
- n1,
- n2,
- os
- );
+ os << "target : " << description(t_d) << std::endl;
+ namespace ks = boost::statistics::detail::kolmogorov_smirnov;
+ typedef ks::check_convergence<val_> check_;
+ check_ check;
+ check(n_loops,n1,n2,t_d,vg,os);
+
}
}