Subject: [Boost-commit] svn:boost r60142 - in sandbox/statistics/adaptive_rejection_sampling: boost/ars boost/ars/test libs/ars libs/ars/doc libs/ars/example
From: erwann.rogard_at_[hidden]
Date: 2010-03-03 20:23:05
Author: e_r
Date: 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
New Revision: 60142
URL: http://svn.boost.org/trac/boost/changeset/60142
Log:
m
Text files modified:
sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp | 124 ++++++++++++++++++++--------------------
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp | 1
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp | 1
sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp | 14 ---
sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt | 5 +
sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp | 1
sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp | 2
7 files changed, 70 insertions(+), 78 deletions(-)
Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp (original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/proposal_sampler.hpp 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -9,11 +9,12 @@
#define BOOST_STATISTICS_DETAIL_ARS_PROPOSAL_SAMPLER_HPP_ER_2009
#include <cmath>
#include <vector>
-#include <iostream> //TODO needed?
#include <algorithm>
#include <functional>
-#include <ext/algorithm>
-//#include <typeinfo>
+#include <boost/config.hpp>
+#ifndef BOOST_MSCV
+ #include <ext/algorithm>
+#endif
#include <string>
#include <iterator>
#include <numeric>
@@ -25,7 +26,6 @@
#include <boost/type_traits/is_base_of.hpp>
#include <boost/bind.hpp>
-//#include <boost/lambda/lambda.hpp> //what for?
#include <boost/random.hpp>
#include <boost/range.hpp>
#include <boost/iterator/transform_iterator.hpp>
@@ -52,8 +52,8 @@
namespace detail{
namespace ars{
-// The job of this class is to maintain an approximation to the cumulative
-// density of interest and generate draws from it
+// This class maintains 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
@@ -77,15 +77,15 @@
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;
+ typedef typename boost::range_difference<datas_t>::type diff_t;
+ typedef typename boost::range_iterator<datas_t>::type iter_t;
+ typedef boost::uniform_real<T> runif_t;
public:
typedef typename ars::function::signature<T>::type signature;
typedef boost::function<signature> delegate_type;
- typedef typename range_size<datas_t>::type size_type;
+ typedef typename boost::range_size<datas_t>::type size_type;
typedef T result_type;
typedef typename runif_t::input_type input_type;
@@ -95,7 +95,7 @@
// 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);
+ void set_function(T x_min,T x_max,const delegate_type& fun);
template<typename R> //Range
void initialize(const R& initial_data);
void initialize(T x_0,T x_1);
@@ -179,8 +179,8 @@
f%x_min()%t_min_;
out << f.str();
std::copy(
- begin(datas()),
- end(datas()),
+ boost::begin(datas()),
+ boost::end(datas()),
std::ostream_iterator<data_t>(out, "|")
);
out << ", mt = " << max_tangent() << ", offset = " << offset();
@@ -283,7 +283,7 @@
>
void proposal_sampler<T,Cont,Alloc>::set_max_log(T v){
max_log_ = v;
- update_cum_sums(begin(datas_)); //TODO anything else?
+ update_cum_sums(boost::begin(datas_)); //TODO anything else?
}
template<
@@ -301,8 +301,8 @@
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(!boost::math::isinf( this->x_min() )){
+ if(!boost::math::isinf( this->x_max() )){
if(!( this->x_min() < this->x_max() )){
throw exception(
method,
@@ -373,7 +373,7 @@
if(
math::isinf(x_min())
){
- T dy = begin(initial_datas)->dy();
+ T dy = boost::begin(initial_datas)->dy();
if(!
(
dy > const_::zero_
@@ -387,7 +387,7 @@
}
t_min_ = const_::quiet_nan_;
}else{
- t_min_ = tangent(*begin(initial_datas),x_min());
+ t_min_ = tangent(*boost::begin(initial_datas),x_min());
max_tangent_ = t_min_;
}
@@ -396,18 +396,18 @@
// 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_)),
+ make_reverse_iterator(boost::end(initial_datas)),
+ make_reverse_iterator(boost::begin(initial_datas)),
+ make_reverse_iterator(boost::end(datas_)),
update_tangent_intersection<T>()
);
- iter_t back_iter = prior(end(datas_));
+ iter_t back_iter = boost::prior(boost::end(datas_));
{
// Bug prior to 01/08/2010 :
//T t = max_element(
- // begin(datas_),back_iter,
+ // boost::begin(datas_),back_iter,
// bind<const T&>( &tang_t::t, _1 )
//)->t();
@@ -425,7 +425,7 @@
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())){
+ if(boost::math::isinf(x_max())){
T dy = back_iter->dy();
if(
!(dy < const_::zero_)
@@ -445,7 +445,7 @@
// 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() ) ) {
+ while( boost::math::isinf( cum_sum() ) ) {
if(size_data()>max_data_count()){
throw exception(
method,
@@ -457,19 +457,19 @@
typedef boost::function<const T&(const data_t&)> fun2_t;
iter_t iter = std::find_if(
- begin( datas_ ),
- end( datas_ ),
+ boost::begin( datas_ ),
+ boost::end( datas_ ),
pred_isinf()
);
T new_x;
- if(next(iter)!=end(datas_)){
+ if(boost::next(iter)!=boost::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();
+ if(boost::math::isinf(x_max())){
+ x_0 = boost::prior(iter)->x();
//reflection
new_x = x_1 + (x_1-x_0); //TODO what if = inf?
}else{
@@ -531,25 +531,25 @@
value.cum_sum_ = u;
iter_t iter =
std::lower_bound(
- begin(datas_),
- end(datas_),
+ boost::begin(datas_),
+ boost::end(datas_),
value
);
//TODO delete ->
- BOOST_ASSERT(iter!=end(datas_));
+ BOOST_ASSERT(iter!=boost::end(datas_));
BOOST_ASSERT(iter->cum_sum_>u);
- if(iter!=begin(datas_)){
- BOOST_ASSERT(prior(iter)->cum_sum_<u);
+ if(iter!=boost::begin(datas_)){
+ BOOST_ASSERT(boost::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();
+ if( iter != boost::begin(datas_) ){
+ du = u - boost::prior(iter)->cum_sum_;
+ lz = boost::prior(iter)->z();
+ lt = boost::prior(iter)->t();
}else{
if(math::isinf(x_min())){
// with y[i] <- y[i] - offset
@@ -586,11 +586,11 @@
//TODO create a local enum
- if(math::isnan(q)){
+ if(boost::math::isnan(q)){
throw exception(method,"isnan(q)",*this);
}
- if(iter!=begin(datas_)){
- if(q<prior(iter)->z()){
+ if(iter!=boost::begin(datas_)){
+ if(q<boost::prior(iter)->z()){
throw exception(method,"q<prior z",*this);
}
}else{
@@ -601,14 +601,14 @@
}
}
if(
- ( iter!=end(datas_))
+ ( iter!=boost::end(datas_))
){
if(q>iter->z()){
throw exception(method,"q>z",*this);
}
}else{
if(q>iter->z()){
- if( !math::isinf(x_max()) ){
+ if( !boost::math::isinf(x_max()) ){
throw exception(method,"q>z",*this);
}
}
@@ -631,7 +631,7 @@
if(do_update_){
insert(
pending_p_,
- next(
+ boost::next(
boost::begin(datas_),
pending_d_
)
@@ -659,12 +659,12 @@
// lower is -inf outside (x[1],x[n])
if(
( (iter!=begin(datas_)) || (draw>(iter->x())))
- && ( (iter!=prior(end(datas_))) || (draw<(iter->x())))
+ && ( (iter!=boost::prior(boost::end(datas_))) || (draw<(iter->x())))
){
if(draw<=(iter->x())){
- lower = linearly_interpolate(*prior(iter),*iter,draw);
+ lower = linearly_interpolate(*boost::prior(iter),*iter,draw);
}else{
- lower = linearly_interpolate(*iter,*next(iter),draw);
+ lower = linearly_interpolate(*iter,*boost::next(iter),draw);
}
accept = ( log_u2 <= (lower-upper) );
}else{
@@ -708,12 +708,12 @@
T area;
tang_t a;
if(iter != begin(datas_)) {
- a = *prior(iter);
+ a = *boost::prior(iter);
cum_sum_ = boost::prior(iter)->cum_sum_;
}else{
cum_sum_ = const_::zero_;
if(
- math::isinf(x_min())
+ boost::math::isinf(x_min())
){
T dy = iter->dy();
if(dy<const_::lmin_){
@@ -736,7 +736,7 @@
++iter;
}
- iter_t j = prior(end(datas_));
+ iter_t j = boost::prior(boost::end(datas_));
// TODO adjacent_difference?
while(iter!=j){
T area = area_segment_safeguarded(a,*iter,offset());
@@ -766,12 +766,12 @@
cum_sum_ += area;
iter->cum_sum_ = cum_sum_;
++iter;
- BOOST_ASSERT(!(iter!=end(datas_)));
+ BOOST_ASSERT(!(iter!=boost::end(datas_)));
BOOST_ASSERT(
is_sorted(
begin(datas_),
- end(datas_),
+ boost::end(datas_),
bind<bool>(
std::less<tang_t>(),
_1,
@@ -793,7 +793,7 @@
{
static const char* method = "ars::proposal_sampler::insert";
- if(iter!=end(datas_)){
+ if(iter!=boost::end(datas_)){
if(!std::less<point_t>()(p,*iter)){
throw exception(method,"p>next",*this);
}
@@ -806,7 +806,7 @@
}
if(iter!=begin(datas_)){
- if(!std::less<point_t>()(*prior(iter),p)){
+ if(!std::less<point_t>()(*boost::prior(iter),p)){
throw exception(method,"p<prior",*this);
}
}else{
@@ -853,20 +853,20 @@
};
if(iter!=begin(datas_)){
- T t = local::impl(*prior(iter),*iter,*this);
+ T t = local::impl(*boost::prior(iter),*iter,*this);
m = (m<t)? t : m;
}else{
- if(!math::isinf(x_min())){
+ if(!boost::math::isinf(x_min())){
t_min_ = tangent(*iter,x_min());
}
}
- if(next(iter)!=end(datas_)){
- T t = local::impl(*iter,*next(iter),*this);
+ if(boost::next(iter)!=boost::end(datas_)){
+ T t = local::impl(*iter,*boost::next(iter),*this);
m = (m<t)? t : m;
}else{
const point_t& p = (*iter);
tang_t& ti = (*iter);
- if(math::isinf(x_max())){
+ if(boost::math::isinf(x_max())){
ti = tang_t(const_::quiet_nan_, const_::quiet_nan_);
}else{
ti = tang_t(x_max(),tangent(p,x_max()));
@@ -880,14 +880,14 @@
iter = begin(datas_);
}else{
if(iter!=begin(datas_)){
- iter = prior(iter);
+ iter = boost::prior(iter);
}
}
BOOST_ASSERT(
is_sorted(
begin(datas_),
- end(datas_),
+ boost::end(datas_),
bind<bool>(
std::less<point_t>(),
_1,
Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp (original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -40,7 +40,6 @@
using namespace boost;
using namespace math;
- using namespace assign;
typedef double val_;
typedef ars::constant<val_> const_;
typedef math::gamma_distribution<val_> mdist_t;
Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp (original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/normal_distribution.hpp 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -40,7 +40,6 @@
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;
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 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -20,26 +20,17 @@
#include <boost/static_assert.hpp>
#include <boost/format.hpp>
#include <boost/range.hpp>
-#include <boost/lambda/lambda.hpp>
-#include <boost/lambda/bind.hpp>
#include <boost/numeric/conversion/converter.hpp>
-#include <boost/iterator/counting_iterator.hpp>
-#include <boost/assign/std/vector.hpp>
-
-#include <boost/fusion/include/make_map.hpp>
-#include <boost/fusion/include/at_key.hpp>
+#include <boost/accumulators/accumulators.hpp>
#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>
#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/function/adaptor.hpp>
#include <boost/ars/constant.hpp>
#include <boost/ars/proposal_sampler.hpp>
@@ -83,12 +74,11 @@
using namespace boost;
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_;
+ typedef typename D::value_type val_;
typedef std::vector<val_> vals_;
typedef ars::function::adaptor<D> fun_t;
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 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -37,8 +37,11 @@
/sandbox/statistics/random
[ History ]
-March 3rd, 2010 Fixed an apparent slow convergence in the output from
+March 3rd, 2010
+ - Fixed an apparent slow convergence in the output from
standard_distribution.cpp which was in fact due to a formatting defect.
+ - Added MSVC workaround in proposal_sampler.hpp bec ext/algorithm not found
+
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
Modified: sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp (original)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/search_reflection.cpp 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -6,6 +6,7 @@
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) //
///////////////////////////////////////////////////////////////////////////////
#include <boost/format.hpp>
+#include <boost/math/distributions/normal.hpp>
#include <boost/statistics/detail/distribution_toolkit/distributions/normal/include.hpp>
#include <boost/ars/search_reflection.hpp>
#include <boost/ars/constant.hpp>
Modified: sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp (original)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp 2010-03-03 20:23:04 EST (Wed, 03 Mar 2010)
@@ -16,4 +16,4 @@
return 0;
-};
+}