[Boost-commit] svn:boost r55981 - in sandbox/statistics/importance_weights: boost/importance_weights/algorithm libs/importance_weights/src

Subject: [Boost-commit] svn:boost r55981 - in sandbox/statistics/importance_weights: boost/importance_weights/algorithm libs/importance_weights/src
From: erwann.rogard_at_[hidden]
Date: 2009-09-02 21:49:18

Author: e_r
Date: 2009-09-02 21:49:17 EDT (Wed, 02 Sep 2009)
New Revision: 55981
URL: http://svn.boost.org/trac/boost/changeset/55981

Log:
m
Text files modified: 
   sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp |     7 ++++++-                                 
   sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp       |    40 ++++++++++++++++++++++++----------------
   sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp                         |     2 +-                                      
   3 files changed, 31 insertions(+), 18 deletions(-)

Modified: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp
==============================================================================
--- sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp	(original)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/effective_sample_size.hpp	2009-09-02 21:49:17 EDT (Wed, 02 Sep 2009)
@@ -50,13 +50,18 @@
         static val_ one = static_cast<val_>(1);
 
         acc_ acc;
-        std::for_each(b_w,e_w, lambda::bind<void>(boost::ref(acc),lambda::_1));
+        std::for_each(
+            b_w,
+            e_w, 
+            lambda::bind<void>(boost::ref(acc),lambda::_1)
+        );
         val_ v = static_cast<val_>(
             boost::accumulators::variance(acc)
         );
         val_ c = static_cast<val_>(
             boost::accumulators::mean(acc)
         );
+        
         v /= (c*c);
 
         return one / (one + v);

Modified: sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp
==============================================================================
--- sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp	(original)
+++ sandbox/statistics/importance_weights/boost/importance_weights/algorithm/prepare_weights.hpp	2009-09-02 21:49:17 EDT (Wed, 02 Sep 2009)
@@ -9,10 +9,11 @@
 #define BOOST_IMPORTANCE_WEIGHTS_ALGORITHM_PREPARE_WEIGHTS_HPP_ER_2009
 #include <iterator>
 #include <functional>
+#include <boost/format.hpp>
 #include <boost/lambda/lambda.hpp>
 #include <boost/math/tools/precision.hpp>
-#include <boost/binary_op/algorithm/sort_on_head.hpp>
-#include <boost/non_param/algorithm/proportion_less_than.hpp>
+//#include <boost/binary_op/algorithm/sort_on_head.hpp>
+#include <boost/statistics/empirical_cdf/algorithm/proportion_less_than.hpp>
 #include <boost/importance_weights/algorithm/apply_exp_offset.hpp>
 #include <boost/importance_weights/algorithm/scale_to_finite_sum.hpp>
 #include <boost/importance_weights/algorithm/effective_sample_size.hpp>
@@ -45,7 +46,7 @@
         // [ Side effect ] 
         // 1) w <- exp(lw+offset)
         // 2) if needed, w <- w/c such that sum{w} < inf
-        // 3) Sorts [b_w,e_w) in decr order, and [b_p,e_p) accordingly
+        // Deprecated: 3) Sorts [b_w,e_w) in decr order, and [b_p,e_p) accordingly
         template<typename ItW,typename ItP>
         void operator()(
             ItW b_w,    // log( unnormalized weights )
@@ -68,14 +69,18 @@
     // Implementation
 
     template<typename T>
-    std::ostream& operator<<(std::ostream& out, 
-        const prepare_weights<T>& that){
-        out 
-            << '(' << that.offset
-            << ',' << that.scaling_factor
-            << ',' << that.pc_ess
-            << ',' << that.pc_lt_eps
-            << ')';
+    std::ostream& operator<<(
+        std::ostream& out, 
+        const prepare_weights<T>& that
+    ){
+        out << 
+            (
+                format("(%1%,%2%,%3%,%4%)")
+                % that.offset
+                % that.scaling_factor
+                % that.pc_ess
+                % that.pc_lt_eps
+            ).str();
         return out;
     }
 
@@ -119,13 +124,14 @@
             max_log
         );
 
+        // Deprecated because of discrete_distribution (see importance_sampling)
         // crucial that this step precedes scale_to_finite_sum because
         // finiteness is not nec preserved by reordering (non associativity)
-        binary_op::sort_on_head_greater(
-            b_w,
-            e_w,
-            b_p
-        );  
+        //binary_op::sort_on_head_greater(
+        //    b_w,
+        //    e_w,
+        //    b_p
+        //);  
 
         // if max_log is small enough (which costs precision), this does not 
         // nothing i.e. scaling_factor = 1
@@ -146,6 +152,7 @@
         value_type n_lt_eps 
             = static_cast<value_type>( std::distance(i_lt_eps,e_w) );
         
+        
         // Increasing max_log should decrease this number
         pc_lt_eps = n_lt_eps / ( n_lt_eps + n_gt_eps ) ;
 
@@ -154,6 +161,7 @@
             b_w,
             e_w
         );
+        
     }
 
 }// importance_weights

Modified: sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp
==============================================================================
--- sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp	(original)
+++ sandbox/statistics/importance_weights/libs/importance_weights/src/main.cpp	2009-09-02 21:49:17 EDT (Wed, 02 Sep 2009)
@@ -12,7 +12,7 @@
 
     example_scale_to_finite_sum(std::cout);
 
-    // See package statistics/importance_sampling for more examples.
+    // See sandbox/statistics/importance_sampling for more examples.
 
     return 0;
 }