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author | upstream source tree <ports@midipix.org> | 2015-03-15 20:14:05 -0400 |
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committer | upstream source tree <ports@midipix.org> | 2015-03-15 20:14:05 -0400 |
commit | 554fd8c5195424bdbcabf5de30fdc183aba391bd (patch) | |
tree | 976dc5ab7fddf506dadce60ae936f43f58787092 /libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp | |
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Diffstat (limited to 'libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp')
-rw-r--r-- | libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp | 84 |
1 files changed, 84 insertions, 0 deletions
diff --git a/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp b/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp new file mode 100644 index 000000000..d63f34bcb --- /dev/null +++ b/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp @@ -0,0 +1,84 @@ +// -*- C++ -*- + +// Copyright (C) 2005, 2006, 2009 Free Software Foundation, Inc. +// +// This file is part of the GNU ISO C++ Library. This library is free +// software; you can redistribute it and/or modify it under the terms +// of the GNU General Public License as published by the Free Software +// Foundation; either version 3, or (at your option) any later +// version. + +// This library is distributed in the hope that it will be useful, but +// WITHOUT ANY WARRANTY; without even the implied warranty of +// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +// General Public License for more details. + +// You should have received a copy of the GNU General Public License +// along with this library; see the file COPYING3. If not see +// <http://www.gnu.org/licenses/>. + + +// Copyright (C) 2004 Ami Tavory and Vladimir Dreizin, IBM-HRL. + +// Permission to use, copy, modify, sell, and distribute this software +// is hereby granted without fee, provided that the above copyright +// notice appears in all copies, and that both that copyright notice +// and this permission notice appear in supporting documentation. None +// of the above authors, nor IBM Haifa Research Laboratories, make any +// representation about the suitability of this software for any +// purpose. It is provided "as is" without express or implied +// warranty. + +/** + * @file sample_mean_confidence_checker.hpp + * Contains a function for checking the confidence of a sample mean + */ + +#ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP +#define PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP + +#include <list> +#include <numeric> +#include <math.h> + +namespace __gnu_pbds +{ + namespace test + { + namespace detail + { + /* + * Checks that a sample mean sm is in the relative interval + * relative_interval of a true mean (assuming i.i.d. samples), + * given a sample variance sv taken over num_samples samples, + * with confidence ~ 0.95. + * + * See "Probability, Random Variables, and Stochastic Processes" + * (Third edition) Athanasios Papoulis, Chapter 9. + */ + template<typename Value_Type> + bool + sample_mean_confidence_checker(Value_Type sm, Value_Type sv, + std::size_t num_samples, + double relative_interval) + { + enum + { + // Ensures that the student-t distribution is approximately normal. + min_num_samples = 30 + }; + + if (num_samples < min_num_samples) + return (false); + + // This is z_u (normal-dist percentile) for u = 0.975. + const Value_Type z = 1.976; + + return (sv / ::sqrt(double(num_samples)) <= relative_interval * sm / z); + } + } // namespace detail + } // namespace test +} // namespace __gnu_pbds + +#endif + |