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Diffstat (limited to 'libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp')
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1 files changed, 98 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 00000000000..5fa4607f2d2 --- /dev/null +++ b/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp @@ -0,0 +1,98 @@ +// -*- C++ -*- + +// Copyright (C) 2005, 2006 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 2, 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 COPYING. If not, write to +// the Free Software Foundation, 59 Temple Place - Suite 330, Boston, +// MA 02111-1307, USA. + +// As a special exception, you may use this file as part of a free +// software library without restriction. Specifically, if other files +// instantiate templates or use macros or inline functions from this +// file, or you compile this file and link it with other files to +// produce an executable, this file does not by itself cause the +// resulting executable to be covered by the GNU General Public +// License. This exception does not however invalidate any other +// reasons why the executable file might be covered by the GNU General +// Public License. + +// 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 pb_ds +{ + + 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 pb_ds + +#endif // #ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP + |