Subject: [Boost-commit] svn:boost r59186 - in sandbox/statistics/adaptive_rejection_sampling: boost/ars/test libs/ars/doc
From: erwann.rogard_at_[hidden]
Date: 2010-01-20 22:32:16
Author: e_r
Date: 2010-01-20 22:32:16 EST (Wed, 20 Jan 2010)
New Revision: 59186
URL: http://svn.boost.org/trac/boost/changeset/59186
Log:
miscellanea
Text files modified:
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp | 51 +++++++++++++++------------------------
sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt | 13 +++++++++
2 files changed, 32 insertions(+), 32 deletions(-)
Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp (original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp 2010-01-20 22:32:16 EST (Wed, 20 Jan 2010)
@@ -31,6 +31,7 @@
#include <boost/statistics/detail/distribution_common/meta/random/generator.hpp>
#include <boost/statistics/detail/distribution_common/meta/value.hpp>
+#include <boost/accumulators/accumulators.hpp>
#include <boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp>
#include <boost/random/mersenne_twister.hpp>
@@ -50,11 +51,10 @@
namespace ars{
namespace test{
-// This function draws samples from distribution D, and outputs the
-// kolmogorov-smirnov statistics and the average number of rejections per draws.
+// This function samples from distribution D and outputs convergence statistics
template<typename D,typename U>
void standard_distribution(
- const D& mdist, //e.g. D == math::normal_distribution
+ const D& mdist, //e.g. D == math::normal_distribution<T>
typename D::value_type x_min,
typename D::value_type x_max,
typename D::value_type init_0,
@@ -75,6 +75,7 @@
using namespace math;
using namespace assign;
namespace dist = boost::statistics::detail::distribution;
+ namespace ks = boost::statistics::detail::kolmogorov_smirnov;
typedef std::string str_;
typedef std::runtime_error err_;
typedef typename dist::meta::value<D>::type val_;
@@ -86,15 +87,10 @@
typedef random::ref_distribution<ars_&> ref_ars_;
typedef variate_generator<U&,ref_ars_> vg_ars_;
- typedef boost::mpl::int_<0> key1_;
- typedef boost::mpl::int_<1> key2_;
- typedef typename boost::fusion::result_of::make_map<
- key1_,key2_,val_,val_
- >::type data_;
- typedef non_parametric::kolmogorov_smirnov::statistic<val_,key1_,key2_> ks_;
- typedef std::vector<data_> dataset_;
- dataset_ dataset;
- ks_ ks;
+ typedef ks::tag::statistic<val_> tag_ks_;
+ typedef boost::accumulators::stats<tag_ks_> acc_features_;
+ typedef boost::accumulators::accumulator_set<val_,acc_features_> acc_;
+
ars_ ars;
ars.set_function(x_min, x_max, fun_t(mdist));
{
@@ -104,37 +100,27 @@
f%n3%init_0%init_1;
os << f.str() << std::endl;
os << description(mdist) << std::endl;
- {
- format f("(%1%,%2%)");
- f%ks.description_header%"rejection rate";
- os
- << f.str()
- << std::endl;
- }
}
long unsigned n_reject;
+ os << "(sample size" << ','
+ << "kolmogorov-smirnov statistic" << ','
+ << "number of rejection steps)"
+ << std::endl;
+
try{
for(unsigned i1 = 0; i1<n1; i1++){
- dataset.clear();
n_reject = 0;
-
+ acc_ acc;
for(unsigned i2 = 0; i2<n2; i2++){
try{
ars.initialize(init_0,init_1);
vg_ars_ vg_ars(urng,ref_ars_(ars));
- dataset.reserve(dataset.size()+n3);
for(unsigned i = 0; i<n3; i++)
{
val_ x = vg_ars();
- dataset.push_back(
- boost::fusion::make_map<key1_,key2_>(
- x,
- cdf(mdist,x)
- )
- );
+ acc(x);
}
- ks(boost::begin(dataset),boost::end(dataset));
- // Without ref_s_, n would be reset to 0
+ // Without ref_ars_, n would be reset to 0
n_reject += (
(vg_ars.distribution()).distribution()
).n_reject();
@@ -146,9 +132,10 @@
}
val_ rate
= static_cast<val_>(n_reject)/static_cast<val_>(n3*n2);
+
os
<< '('
- << ks.description()
+ << ks::extract::statistic<val_>(acc,mdist)
<< ','
<< rate
<< ')'
@@ -169,3 +156,5 @@
}// boost
#endif
+
+
Modified: sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt (original)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt 2010-01-20 22:32:16 EST (Wed, 20 Jan 2010)
@@ -19,10 +19,18 @@
A tool for testing is provided for standard distributions, which makes use of
their known cdf to produce kolmogorov-smirnov statistics.
+[ Bugs ]
+
+Since Jan 20, convergence fails in the test.
+
[ Compiler ]
+Tested Jan 20, 2010
+Mac OS X 10.6 gcc 4.0 boost_1_41_0
+Note: gcc4.2 currently does not mix well with boost::format
+
+Tested Jan 8 2010
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 ]
@@ -34,6 +42,9 @@
[ History ]
+Jan 20 2010 : small changes to test functions to adapt to the new
+ non_parametric::kolmogorov_smirnov functionality.
+
Jan 8 2010 : in proposal_sampler, found and fixed bug
//T t = max_element(
// begin(datas_),back_iter,