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Diffstat (limited to 'libstdc++-v3/testsuite/util/statistic')
4 files changed, 332 insertions, 0 deletions
diff --git a/libstdc++-v3/testsuite/util/statistic/result_recorder.hpp b/libstdc++-v3/testsuite/util/statistic/result_recorder.hpp new file mode 100644 index 000000000..fd638e22e --- /dev/null +++ b/libstdc++-v3/testsuite/util/statistic/result_recorder.hpp @@ -0,0 +1,98 @@ +// -*- 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 result_recorder.hpp + * Contains a class for recording results + */ + +#ifndef PB_DS_RES_RECORDER_HPP +#define PB_DS_RES_RECORDER_HPP + +#include <statistic/sample_mean.hpp> +#include <statistic/sample_variance.hpp> +#include <statistic/sample_mean_confidence_checker.hpp> + +namespace __gnu_pbds +{ + namespace test + { + namespace detail + { + /* + * Records results until the probability that the sample mean is 10% away + * from the true mean is ~ 0.05. + */ + template<typename Value_Type> + class result_recorder + { + public: + typedef Value_Type value_type; + + result_recorder() + : m_sample_mean(value_type()), m_sample_var(value_type()) + { } + + bool + add_result(value_type res); + + inline value_type + get_sample_mean() const + { return m_sample_mean; } + + private: + typedef std::list<value_type> list_type; + + list_type m_l; + value_type m_sample_mean; + value_type m_sample_var; + }; + + + template<typename Value_Type> + bool + result_recorder<Value_Type>:: + add_result(value_type res) + { + m_l.push_back(res); + m_sample_mean = sample_mean(m_l.begin(), m_l.end()); + m_sample_var = sample_variance(m_l.begin(), m_l.end(), m_sample_mean); + + size_t dist = std::distance(m_l.begin(), m_l.end()); + return sample_mean_confidence_checker(m_sample_mean, m_sample_var, + dist, 0.1); + } + } // namespace detail + } // namespace test +} // namespace __gnu_pbds + +#endif + diff --git a/libstdc++-v3/testsuite/util/statistic/sample_mean.hpp b/libstdc++-v3/testsuite/util/statistic/sample_mean.hpp new file mode 100644 index 000000000..8dfdab8e2 --- /dev/null +++ b/libstdc++-v3/testsuite/util/statistic/sample_mean.hpp @@ -0,0 +1,69 @@ +// -*- 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.hpp + * Contains a function for calculating a sample mean + */ + +#ifndef PB_DS_SAMPLE_MEAN_HPP +#define PB_DS_SAMPLE_MEAN_HPP + +#include <list> +#include <numeric> +#include <math.h> +#include <iterator> + +namespace __gnu_pbds +{ + namespace test + { + namespace detail + { +#define PB_DS_VTYPE typename std::iterator_traits<It>::value_type + + template<typename It> + PB_DS_VTYPE + sample_mean(It b, It e) + { + const PB_DS_VTYPE total = std::accumulate(b, e, PB_DS_VTYPE(0)); + const size_t num = std::distance(b, e); + return total / num; + } + +#undef PB_DS_VTYPE + + } // namespace detail + } // namespace test +} // namespace __gnu_pbds + +#endif + 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 + diff --git a/libstdc++-v3/testsuite/util/statistic/sample_variance.hpp b/libstdc++-v3/testsuite/util/statistic/sample_variance.hpp new file mode 100644 index 000000000..ed61d0b05 --- /dev/null +++ b/libstdc++-v3/testsuite/util/statistic/sample_variance.hpp @@ -0,0 +1,81 @@ +// -*- 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_variance.hpp + * Contains a function for calculating a sample variance + */ + +#ifndef PB_DS_SAMPLE_VAR_HPP +#define PB_DS_SAMPLE_VAR_HPP + +#include <list> +#include <numeric> +#include <math.h> +#include <iterator> + +namespace __gnu_pbds +{ + namespace test + { + namespace detail + { +#define PB_DS_VTYPE typename std::iterator_traits<It>::value_type + + template<typename It> + PB_DS_VTYPE + sample_variance(It b, It e, PB_DS_VTYPE sm) + { + PB_DS_VTYPE ss = 0; + size_t num_res = 0; + + while (b != e) + { + const PB_DS_VTYPE d =* b - sm; + ss += d* d; + ++num_res; + ++b; + } + + if (num_res == 1) + return 0; + + return ::sqrt(ss / (num_res - 1)); + } + +#undef PB_DS_VTYPE + + } // namespace detail + } // namespace test +} // namespace __gnu_pbds + +#endif + |