Subject: [Boost-commit] svn:boost r60965 - in sandbox/statistics/non_parametric: boost/statistics/detail/non_parametric/kolmogorov_smirnov libs/statistics/detail/non_parametric/src
From: erwann.rogard_at_[hidden]
Date: 2010-03-31 09:59:52
Author: e_r
Date: 2010-03-31 09:59:51 EDT (Wed, 31 Mar 2010)
New Revision: 60965
URL: http://svn.boost.org/trac/boost/changeset/60965
Log:
m
Text files modified:
sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp | 71 ++++++++++++++++++++-------------------
sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp | 2
sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/src/main.cpp | 10 +++--
3 files changed, 43 insertions(+), 40 deletions(-)
Modified: sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp
==============================================================================
--- sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp (original)
+++ sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp 2010-03-31 09:59:51 EDT (Wed, 31 Mar 2010)
@@ -28,9 +28,13 @@
namespace detail{
namespace kolmogorov_smirnov{
- // Generates kolmogorov-smirnov statistics for each of a sequence of
- // sample sizes, given a random generator and a reference distribution
- template<
+ // Usage:
+ // check_convergence<> check;
+ // check(n_loops,n,n_factor,distribution,random_generator,os);
+ // Generates random samples of size { k = n^p : p=1,...,n_loops} and for
+ // each computes the kolmogorov-smirnov statistics. The results are passed
+ // to os.
+ template<
typename T1 = double,
typename MoreFeatures = boost::accumulators::stats<>
>
@@ -49,32 +53,29 @@
check_convergence(){}
- template<typename D,typename G>
+ template<typename D,typename G>
struct traits{
- typedef typename D::value_type val_;
+ typedef typename D::value_type val_;
typedef typename G::distribution_type random_;
- typedef typename random_::result_type sample_type;
+ typedef typename random_::result_type sample_type;
- typedef boost::accumulators::accumulator_set<
+ typedef boost::accumulators::accumulator_set<
sample_type,
typename mpl_features::type
- > acc_;
+ > acc_;
};
- // Generates n_loops times (n,s) with n = sample size and s
- // is a statistic that should converge to zero as n->inf if gen() is
- // an iid sample from dist.
template<typename N1,typename N2,typename N3,typename D,typename G>
typename traits<D,G>::acc_
- operator()(
- N1 n_loops,
+ operator()(
+ N1 n_loops,
N2 n, // n *= n_factor at each loop
N3 n_factor,
const D& dist,
G& gen,
std::ostream& os
)const{
- return (*this)(
+ return (*this)(
boost::mpl::void_(),
n_loops,
n,
@@ -86,8 +87,8 @@
);
}
- template<
- typename Args,
+ template<
+ typename Args,
typename N1,
typename N2,
typename N3,
@@ -97,9 +98,9 @@
typename Out
>
typename traits<D,G>::acc_
- operator()(
- const Args& args,
- N1 n_loops,
+ operator()(
+ const Args& args,
+ N1 n_loops,
N2 n, // n *= n_factor at each loop
N3 n_factor,
const D& dist,
@@ -107,7 +108,7 @@
const F& fun,
Out& out
)const{
- typedef traits<D,G> traits_;
+ typedef traits<D,G> traits_;
typedef typename traits_::val_ val_;
typedef typename traits_::random_ random_;
typedef typename traits_::sample_type sample_type;
@@ -115,34 +116,34 @@
acc_ acc(args);
- for(int i1 = 0; i1<n_loops; i1++){
- for(int i2 = 0; i2< n; i2++){
- sample_type x = gen();
+ for(int i1 = 0; i1<n_loops; i1++){
+ for(int i2 = 0; i2< n; i2++){
+ sample_type x = gen();
acc(x);
- } // grows sample by n
+ } // grows sample by n
- fun(acc,dist,out);
+ fun(acc,dist,out);
n *= n_factor;
}
return acc;
- }
+ }
template<typename D>
struct default_fun{
- default_fun(){}
+ default_fun(){}
- template<typename AccSet>
- void operator()(const AccSet& acc,const D& d,std::ostream& os)const{
+ template<typename AccSet>
+ void operator()(const AccSet& acc,const D& d,std::ostream& os)const{
value_type ks
= kolmogorov_smirnov::extract::statistic<value_type>(acc,d);
- os
- << '('
- << boost::accumulators::extract::count(acc)
+ os
+ << '('
+ << boost::accumulators::extract::count(acc)
<< ','
- << ks
- << ')'
- << std::endl;
+ << ks
+ << ')'
+ << std::endl;
}
};
Modified: sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp
==============================================================================
--- sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp (original)
+++ sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp 2010-03-31 09:59:51 EDT (Wed, 31 Mar 2010)
@@ -155,7 +155,7 @@
::keyword::reference_distribution = dist
)
);
- }
+ }
}
Modified: sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/src/main.cpp
==============================================================================
--- sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/src/main.cpp (original)
+++ sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/src/main.cpp 2010-03-31 09:59:51 EDT (Wed, 31 Mar 2010)
@@ -2,13 +2,15 @@
#include <libs/statistics/detail/non_parametric/example/frequency_int.h>
#include <libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.h>
+#include <libs/statistics/detail/non_parametric/example/contingency_table.h>
int main()
{
- example_frequency_int(std::cout);
- example_kolmogorov_smirnov(std::cout,0.1,6,10,10);
- example_kolmogorov_smirnov(std::cout,10.0,6,10,10);
- example_kolmogorov_smirnov(std::cout,100.0,6,10,10);
+ //example_frequency_int(std::cout);
+ //example_kolmogorov_smirnov(std::cout,0.1,6,10,10);
+ //example_kolmogorov_smirnov(std::cout,10.0,6,10,10);
+ //example_kolmogorov_smirnov(std::cout,100.0,6,10,10);
+ example_contingency_table(std::cout);
return 0;
}
\ No newline at end of file