[Boost-commit] svn:boost r55645 - in sandbox/statistics/random: boost/random libs/random/example libs/random/src

Subject: [Boost-commit] svn:boost r55645 - in sandbox/statistics/random: boost/random libs/random/example libs/random/src
From: erwann.rogard_at_[hidden]
Date: 2009-08-17 22:27:39

Author: e_r
Date: 2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
New Revision: 55645
URL: http://svn.boost.org/trac/boost/changeset/55645

Log:
minor changes to /statistics
Added:
   sandbox/statistics/random/boost/random/discrete_distribution_sw_2009.hpp   (contents, props changed)
   sandbox/statistics/random/libs/random/example/
   sandbox/statistics/random/libs/random/example/categorical.cpp   (contents, props changed)
   sandbox/statistics/random/libs/random/example/categorical.h   (contents, props changed)
Text files modified: 
   sandbox/statistics/random/boost/random/categorical_distribution.hpp |     2 ++                                      
   sandbox/statistics/random/boost/random/students_t.hpp               |     5 +++--                                   
   sandbox/statistics/random/libs/random/src/main.cpp                  |     8 +++++---                                
   3 files changed, 10 insertions(+), 5 deletions(-)

Modified: sandbox/statistics/random/boost/random/categorical_distribution.hpp
==============================================================================
--- sandbox/statistics/random/boost/random/categorical_distribution.hpp	(original)
+++ sandbox/statistics/random/boost/random/categorical_distribution.hpp	2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
@@ -20,6 +20,8 @@
 namespace boost{
 namespace random{
 
+// See alternate implementation : discrete_distribution
+//
 // Usage:
 // typedef categorical_distribution<> rmult_;
 // typedef rmult_::value_type         value_type;

Added: sandbox/statistics/random/boost/random/discrete_distribution_sw_2009.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/boost/random/discrete_distribution_sw_2009.hpp	2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
@@ -0,0 +1,98 @@
+// discrete_distribution.hpp
+//
+// Copyright (c) 2009
+// Steven Watanabe
+//
+// 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_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED
+
+#include <vector>
+#include <cassert>
+#include <limits>
+#include <numeric>
+#include <utility>
+
+#include <boost/range.hpp>
+#include <boost/random/uniform_int.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/variate_generator.hpp>
+
+namespace boost {
+namespace random {
+
+template<class IntType, class WeightType>
+class discrete_distribution {
+public:
+    typedef WeightType input_type;
+    typedef IntType result_type;
+
+    template<class Iter>
+    discrete_distribution(Iter begin, Iter end) : weights(begin, end), data(weights.size()) {
+        std::size_t size = weights.size();
+        //assert(size <= (std::numeric_limits<IntType>::max)());
+        std::vector<std::pair<WeightType, IntType> > below_average;
+        std::vector<std::pair<WeightType, IntType> > above_average;
+        WeightType weight_sum = std::accumulate(weights.begin(), weights.end(), static_cast<WeightType>(0));
+        WeightType weight_average = weight_sum / size;
+        for(std::size_t i = 0; i < size; ++i) {
+            if(weights[i] < weight_average) {
+                below_average.push_back(std::make_pair(weights[i] / weight_average, static_cast<IntType>(i)));
+            } else {
+                above_average.push_back(std::make_pair(weights[i] / weight_average, static_cast<IntType>(i)));
+            }
+        }
+        typedef typename range_iterator< 
+            std::vector<
+                std::pair<WeightType, IntType> 
+            >
+        >::type iter_;
+            iter_ b_iter = below_average.begin();
+            iter_ b_end = below_average.end();
+            iter_ a_iter = above_average.begin();
+            iter_ a_end = above_average.end();
+        while(b_iter != b_end && a_iter != a_end) {
+            data[b_iter->second] = std::make_pair(b_iter->first, a_iter->second);
+            a_iter->first -= (1 - b_iter->first);
+            if(a_iter->first < 1) {
+                *b_iter = *a_iter++;
+            } else {
+                ++b_iter;
+            }
+        }
+        for(; b_iter != b_end; ++b_iter) {
+            data[b_iter->second].first = 1;
+        }
+        for(; a_iter != a_end; ++a_iter) {
+            data[a_iter->second].first = 1;
+        }
+    }
+    template<class Engine>
+    IntType operator()(Engine& eng) const {
+        assert(!data.empty());
+        boost::variate_generator<Engine&, boost::uniform_01<WeightType> > real_gen(eng, boost::uniform_01<WeightType>());
+        WeightType test = real_gen() * data.size();
+        IntType result = static_cast<IntType>(test);
+        if(test - result < data[result].first) {
+            return result;
+        } else {
+            return(data[result].second);
+        }
+    }
+    
+    result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
+    result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return static_cast<result_type>(weights.size() - 1); }
+private:
+    std::vector<WeightType> weights;
+    std::vector<std::pair<WeightType, IntType> > data;
+};
+
+}
+}
+
+#endif
+
+

Modified: sandbox/statistics/random/boost/random/students_t.hpp
==============================================================================
--- sandbox/statistics/random/boost/random/students_t.hpp	(original)
+++ sandbox/statistics/random/boost/random/students_t.hpp	2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
@@ -1,5 +1,5 @@
 //////////////////////////////////////////////////////////////////////////////
-// random::students_t_distribution.hpp                                                   //
+// random::students_t_distribution.hpp                                      //
 //                                                                          //
 //                                                                          //
 //  (C) Copyright 2009 Erwann Rogard                                        //
@@ -16,10 +16,11 @@
 #include <boost/random/variate_generator.hpp>
 #include <boost/random/normal_distribution.hpp>
 #include <boost/random/chi_squared.hpp>
+
 namespace boost{
 namespace random{
 
-    // Samples from a location-scale distribution
+    // Samples from a students_t distribution
     template<typename T>
     class students_t_distribution{
             typedef boost::normal_distribution<T>           nd_;

Added: sandbox/statistics/random/libs/random/example/categorical.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/libs/random/example/categorical.cpp	2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
@@ -0,0 +1,81 @@
+#include <algorithm>
+#include <boost/timer.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/chi_squared.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/categorical_distribution.hpp>
+#include <boost/random/discrete_distribution_sw_2009.hpp>
+#include <boost/binary_op/algorithm/sort_on_head.hpp>
+
+void example_categorical(std::ostream& out){
+
+    using namespace boost;
+    typedef double              val_;
+    typedef std::vector<val_>   vals_;
+
+    typedef mt19937                                             urng_;
+    typedef boost::random::chi_squared_distribution<val_>       rdist_;
+    typedef boost::variate_generator<urng_&,rdist_>             vg_;
+    typedef boost::random::categorical_distribution<>           cat_dist_;
+    typedef range_size<vals_>::type                             size_;
+    typedef boost::random::discrete_distribution<
+        cat_dist_::result_type,
+        val_
+    > discr_dist_;
+    
+    const val_ df = 4.0;
+    const size_ n = 1e4;
+    const size_ m = 1e5;
+    
+    vals_ weights; weights.reserve(n);
+    vals_ values(n);
+    urng_ urng;
+    rdist_ rdist( df );
+    vg_ vg( urng, rdist);
+    std::generate_n(
+        std::back_inserter(weights),
+        n,
+        vg
+    );
+    vals_ sorted_weights = weights;
+
+    timer t;
+ 
+    out << ( format("--initialize, n = %1%")%n ).str() << std::endl;   
+    out << "categorical : ";
+    t.restart();
+    binary_op::sort_on_head_greater(
+        boost::begin(weights),
+        boost::end(weights),
+        boost::begin(values)
+    );
+    cat_dist_ cat_dist(sorted_weights);
+    out << (format("t = %1%")%t.elapsed()).str();
+
+    t.restart();
+    out << std::endl << "discrete : ";
+    discr_dist_ discr(
+        boost::begin(weights),
+        boost::end(weights)
+    );
+    out << (format("t = %1%")%t.elapsed()).str();
+
+    out << std::endl << ( format("--sample, m = %1%")%m ).str() << std::endl;   
+    out << "categorical : ";
+    t.restart();
+    for(unsigned i = 0; i<m; i++){
+        cat_dist(urng);
+    }
+    out << (format("t = %1%")%t.elapsed()).str();
+ 
+    out << std::endl << "discrete : ";
+    t.restart();
+    for(unsigned i = 0; i<m; i++){
+        cat_dist(urng);
+    }
+    out << (format("t = %1%")%t.elapsed()).str();
+
+
+}
+
+

Added: sandbox/statistics/random/libs/random/example/categorical.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/random/libs/random/example/categorical.h	2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
@@ -0,0 +1,17 @@
+//////////////////////////////////////////////////////////////////////////////
+// random::students_t_distribution.hpp                                      //
+//                                                                          //
+//                                                                          //
+//  (C) Copyright 2009 Erwann Rogard                                        //
+//  Use, modification and distribution are subject to 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 LIBS_RANDOM_EXAMPLE_CATEGORICAL_HPP_ER_2009
+#define LIBS_RANDOM_EXAMPLE_CATEGORICAL_HPP_ER_2009
+#include <iostream>
+    
+void example_categorical(std::ostream& out);
+
+#endif
+

Modified: sandbox/statistics/random/libs/random/src/main.cpp
==============================================================================
--- sandbox/statistics/random/libs/random/src/main.cpp	(original)
+++ sandbox/statistics/random/libs/random/src/main.cpp	2009-08-17 22:27:38 EDT (Mon, 17 Aug 2009)
@@ -1,10 +1,12 @@
-
-#include <boost/random/include.hpp>
+#include <iostream>
+#include <libs/random/example/categorical.h>
 
 int main(){
 
-    // Examples can be found in 
+    // Other examples are in 
     // sandbox/statistics/dist_random/libs/dist_random/example
+
+    example_categorical(std::cout);
     
     return 0;
 }