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Subject: [Boost-commit] svn:boost r56813 - in sandbox/statistics/non_parametric: . boost boost/statistics boost/statistics/detail boost/statistics/detail/non_parametric boost/statistics/detail/non_parametric/kolmogorov_smirnov libs libs/statistics libs/statistics/detail libs/statistics/detail/non_parametric libs/statistics/detail/non_parametric/doc
From: erwann.rogard_at_[hidden]
Date: 2009-10-13 22:04:18

Author: e_r
Date: 2009-10-13 22:04:17 EDT (Tue, 13 Oct 2009)
New Revision: 56813
URL: http://svn.boost.org/trac/boost/changeset/56813

Log:
a
Added:
   sandbox/statistics/non_parametric/
   sandbox/statistics/non_parametric/boost/
   sandbox/statistics/non_parametric/boost/statistics/
   sandbox/statistics/non_parametric/boost/statistics/detail/
   sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/
   sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/
   sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp (contents, props changed)
   sandbox/statistics/non_parametric/libs/
   sandbox/statistics/non_parametric/libs/statistics/
   sandbox/statistics/non_parametric/libs/statistics/detail/
   sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/
   sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/doc/
   sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/doc/readme.txt (contents, props changed)

Added: sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp 2009-10-13 22:04:17 EDT (Tue, 13 Oct 2009)
@@ -0,0 +1,109 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_parametric::kolmogorov_smirnov::statistics.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 BOOST_STATISTICS_DETAIL_NON_PARAMETRIC_KOLMOGOROV_SMIRNOV_STATISTIC_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_NON_PARAMETRIC_KOLMOGOROV_SMIRNOV_STATISTIC_HPP_ER_2009
+#include <string>
+#include <boost/format.hpp>
+#include <ext/algorithm>
+#include <boost/range.hpp>
+#include <boost/iterator/iterator_traits.hpp>
+
+#include <boost/fusion/sequence/intrinsic/at_key.hpp>
+#include <boost/fusion/include/at_key.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace non_parametric{
+namespace kolmogorov_smirnov{
+
+ // This statistics has to be a applied to a range each elements of which is
+ // of type fusion::map and whose (x,cdf(x)) components are identified by
+ // key Kx and Kcdf, respectively
+ //
+ // Warning: ignores combos (don't use it for discrete distributions)
+ template<typename T,typename Kx,typename Kcdf>
+ class statistic{
+ typedef Kx key1_;
+ typedef Kcdf key2_;
+ typedef std::string str_;
+ public:
+
+ typedef std::size_t size_type;
+
+ typedef T result_type;
+
+ // Side effect: sorts the range by x
+ template<typename It>
+ result_type
+ operator()(It b,It e)const{
+ typedef T val_;
+ std::sort(
+ b,
+ e,
+ less_than()
+ );
+
+ val_ m1 = static_cast<val_>(0);
+ size_type i = 1;
+ this->n_ = static_cast<size_type>(
+ std::distance(b,e)
+ );
+
+ while(b<e){
+ val_ ecdf = static_cast<val_>(i)/static_cast<val_>(this->n());
+ val_ cdf = boost::fusion::at_key<key2_>(*b);
+ val_ m2 = (cdf > ecdf)?(cdf - ecdf) : (ecdf - cdf);
+ if(m2 > m1){ m1 = m2; }
+ ++b;
+ ++i;
+ }
+ this->s_ = m1;
+ return m1;
+ }
+
+ const size_type& n()const{ return this->n_; }
+ const result_type s()const{ return this->s_; }
+
+ static const str_ description_header;
+ str_ description()const
+ {
+ return (
+ boost::format(
+ "(%1%,%2%)"
+ )%this->n()%this->s()
+ ).str();
+ }
+
+ private:
+ struct less_than{
+ less_than(){}
+ typedef bool result_type;
+ template<typename M>
+ bool operator()(const M& m1,const M& m2)const{
+ return ( boost::fusion::at_key<key1_>(m1)
+ < boost::fusion::at_key<key1_>(m2)
+ );
+ }
+ };
+ mutable result_type s_;
+ mutable size_type n_;
+ };
+ template<typename T,typename Kx,typename Kcdf>
+ const std::string
+ statistic<T,Kx,Kcdf>::description_header = "kolmogorov_smirnov(n,s)";
+
+}// kolmogorov_smirnov
+}// non_parametric
+}// detail
+}// statistics
+}// boost
+
+
+#endif
\ No newline at end of file

Added: sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/doc/readme.txt
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/doc/readme.txt 2009-10-13 22:04:17 EDT (Tue, 13 Oct 2009)
@@ -0,0 +1,50 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_parametric::doc::readme //
+// //
+// (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) //
+//////////////////////////////////////////////////////////////////////////////
+
+[ Contact ]
+
+I welcome feedback including bug reports at erwann.rogard_at_[hidden]
+
+[ Overview ]
+
+ C++ class for non-parametric estimation.
+
+[ Design ]
+
+ The argument(s) passed to a statistic has to be a type that is an instance
+ of fusion::map i.e. its elements, say x and y are identified by two keys,
+ k1 and k2, respectively.
+
+ If the data is not of this type, for example, if x and y are stored in
+ separate containers, a combination of zip_iterator and transform_iterator
+ can achieve the requirement.
+
+ This approach is not less general, but somewhat more straightforward
+ than leaving the type unspecified but specifying extractor functions for x
+ and y.
+
+[ Compiler ]
+
+ gcc version i686-apple-darwin9-gcc-4.0.1 (GCC) 4.0.1
+
+[ Dependencies ]
+
+ /boost_1_40_0
+
+[ History]
+
+ October 11th 2009. First version. Implementation of kolmogorov_smirnov
+ transfered from distribution_toolkit
+
+
+
+
+
+
+
\ No newline at end of file

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