[Boost-commit] svn:boost r50220 - in trunk/doc/test: . gold

Subject: [Boost-commit] svn:boost r50220 - in trunk/doc/test: . gold
From: john_at_[hidden]
Date: 2008-12-09 07:09:57

Author: johnmaddock
Date: 2008-12-09 07:09:56 EST (Tue, 09 Dec 2008)
New Revision: 50220
URL: http://svn.boost.org/trac/boost/changeset/50220

Log:
Made test case self contained and added start of "gold standard" reference build.
Added:
   trunk/doc/test/gold/   (props changed)
      - copied from r50136, /trunk/doc/test/html/
   trunk/doc/test/weighted_tail_quantile.hpp   (contents, props changed)
Text files modified: 
   trunk/doc/test/Jamfile.v2 |     5 +++--                                   
   1 files changed, 3 insertions(+), 2 deletions(-)

Modified: trunk/doc/test/Jamfile.v2
==============================================================================
--- trunk/doc/test/Jamfile.v2	(original)
+++ trunk/doc/test/Jamfile.v2	2008-12-09 07:09:56 EST (Tue, 09 Dec 2008)
@@ -73,7 +73,7 @@
 # generate .png images for the LaTeX formulas embedded in the doc comments.
 doxygen statsdoc.html
     :
-        ../../boost/accumulators/statistics/weighted_tail_quantile.hpp
+        weighted_tail_quantile.hpp
     :
         <dependency>latex.check
         <dependency>dvips.check
@@ -115,7 +115,7 @@
 
 doxygen statsdoc
     :
-        ../../boost/accumulators/statistics/weighted_tail_quantile.hpp
+        weighted_tail_quantile.hpp
     :
         <doxygen:param>EXTRACT_ALL=YES
         <doxygen:param>"PREDEFINED=\"BOOST_ACCUMULATORS_DOXYGEN_INVOKED=1\" \\
@@ -155,6 +155,7 @@
         <xsl:param>toc.section.depth=2
         <xsl:param>chunk.section.depth=1
         <xsl:param>boost.root=../../..
+        <format>html:<xsl:param>callout.graphics.path=../../src/images/callouts/
         <xsl:param>boost.libraries=../../../libs/libraries.htm
         <xsl:param>navig.graphics=1
         <xsl:param>html.stylesheet=../../../doc/html/boostbook.css

Added: trunk/doc/test/weighted_tail_quantile.hpp
==============================================================================
--- (empty file)
+++ trunk/doc/test/weighted_tail_quantile.hpp	2008-12-09 07:09:56 EST (Tue, 09 Dec 2008)
@@ -0,0 +1,144 @@
+///////////////////////////////////////////////////////////////////////////////
+// weighted_tail_quantile.hpp
+//
+//  Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
+//  Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
+#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
+
+#include <vector>
+#include <limits>
+#include <functional>
+#include <sstream>
+#include <stdexcept>
+#include <boost/throw_exception.hpp>
+#include <boost/parameter/keyword.hpp>
+#include <boost/mpl/placeholders.hpp>
+#include <boost/mpl/if.hpp>
+#include <boost/type_traits/is_same.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/tail.hpp>
+#include <boost/accumulators/statistics/tail_quantile.hpp>
+#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
+
+#ifdef _MSC_VER
+# pragma warning(push)
+# pragma warning(disable: 4127) // conditional expression is constant
+#endif
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+    ///////////////////////////////////////////////////////////////////////////////
+    // weighted_tail_quantile_impl
+    //  Tail quantile estimation based on order statistics of weighted samples
+    /**
+        @brief Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)
+
+        An estimator \f$\hat{q}\f$ of tail quantiles with level \f$\alpha\f$ based on order statistics
+        \f$X_{1:n} \leq X_{2:n} \leq\dots\leq X_{n:n}\f$ of weighted samples are given by \f$X_{\lambda:n}\f$ (left tail)
+        and \f$X_{\rho:n}\f$ (right tail), where
+
+            \f[
+                \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
+            \f]
+
+        and
+
+            \f[
+                \rho = \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\},
+            \f]
+
+        \f$n\f$ being the number of samples and \f$\bar{w}_n\f$ the sum of all weights.
+
+        @param quantile_probability
+    */
+    template<typename Sample, typename Weight, typename LeftRight>
+    struct weighted_tail_quantile_impl
+      : accumulator_base
+    {
+        typedef typename numeric::functional::average<Weight, std::size_t>::result_type float_type;
+        // for boost::result_of
+        typedef Sample result_type;
+
+        weighted_tail_quantile_impl(dont_care) {}
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            float_type threshold = sum_of_weights(args)
+                             * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
+
+            std::size_t n = 0;
+            Weight sum = Weight(0);
+
+            while (sum < threshold)
+            {
+                if (n < static_cast<std::size_t>(tail_weights(args).size()))
+                {
+                    sum += *(tail_weights(args).begin() + n);
+                    n++;
+                }
+                else
+                {
+                    if (std::numeric_limits<result_type>::has_quiet_NaN)
+                    {
+                        return std::numeric_limits<result_type>::quiet_NaN();
+                    }
+                    else
+                    {
+                        std::ostringstream msg;
+                        msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
+                        boost::throw_exception(std::runtime_error(msg.str()));
+                        return Sample(0);
+                    }
+                }
+            }
+
+            // Note that the cached samples of the left are sorted in ascending order,
+            // whereas the samples of the right tail are sorted in descending order
+            return *(boost::begin(tail(args)) + n - 1);
+        }
+    };
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::weighted_tail_quantile<>
+//
+namespace tag
+{
+    template<typename LeftRight>
+    struct weighted_tail_quantile
+      : depends_on<sum_of_weights, tail_weights<LeftRight> >
+    {
+        /// INTERNAL ONLY
+        typedef accumulators::impl::weighted_tail_quantile_impl<mpl::_1, mpl::_2, LeftRight> impl;
+    };
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::weighted_tail_quantile
+//
+namespace extract
+{
+    extractor<tag::quantile> const weighted_tail_quantile = {};
+}
+
+using extract::weighted_tail_quantile;
+
+}} // namespace boost::accumulators
+
+#ifdef _MSC_VER
+# pragma warning(pop)
+#endif
+
+#endif