[Boost-commit] svn:boost r58168 - in sandbox/statistics/adaptive_rejection_sampling: boost/ars/function boost/ars/test libs/ars libs/ars/doc libs/ars/example

Subject: [Boost-commit] svn:boost r58168 - in sandbox/statistics/adaptive_rejection_sampling: boost/ars/function boost/ars/test libs/ars libs/ars/doc libs/ars/example
From: erwann.rogard_at_[hidden]
Date: 2009-12-05 20:14:38

Author: e_r
Date: 2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
New Revision: 58168
URL: http://svn.boost.org/trac/boost/changeset/58168

Log:
m
Text files modified: 
   sandbox/statistics/adaptive_rejection_sampling/boost/ars/function/adaptor.hpp             |     4 +-                                      
   sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp      |     9 ++--                                    
   sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp   |    70 +++++++++++++++++++++++++++------------ 
   sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt                    |     1                                         
   sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp |     5 +-                                      
   sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp                          |     2                                         
   6 files changed, 58 insertions(+), 33 deletions(-)

Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/function/adaptor.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/function/adaptor.hpp	(original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/function/adaptor.hpp	2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
@@ -53,12 +53,12 @@
         value_type& log_pdf,
         value_type& dlog_pdf
     )const{
-        log_pdf = statistics::detail::log_unnormalized_pdf(
+        log_pdf = log_unnormalized_pdf(
             this->distribution(),
             x
         );
             
-        dlog_pdf = statistics::detail::derivative_log_unnormalized_pdf(
+        dlog_pdf = derivative_log_unnormalized_pdf(
             this->distribution(),
             x
         );

Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp	(original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/gamma_distribution.hpp	2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
@@ -11,7 +11,6 @@
 #include <string>
 #include <boost/random/mersenne_twister.hpp>
 #include <boost/statistics/detail/distribution_toolkit/distributions/gamma/include.hpp>
-#include <boost/statistics/detail/distribution_toolkit/data/generate_n_sample_cdf.hpp>
 #include <boost/ars/test/standard_distribution.hpp>
 
 namespace boost{
@@ -58,10 +57,10 @@
         init_0,                 
         init_1, 
         urng,   
-        n1,    // 1e2
-        n2,    // 10
-        n3,    // 1
-        n4,    // 10
+        n1,    
+        n2,    
+        n3,    
+        n4,    
         n_max_reject,
         out
     );

Modified: sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp	(original)
+++ sandbox/statistics/adaptive_rejection_sampling/boost/ars/test/standard_distribution.hpp	2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
@@ -20,13 +20,22 @@
 #include <boost/static_assert.hpp>
 #include <boost/format.hpp>
 #include <boost/range.hpp>
+#include <boost/lambda/lambda.hpp>
+#include <boost/lambda/bind.hpp>
 #include <boost/numeric/conversion/converter.hpp>
 #include <boost/iterator/counting_iterator.hpp>
 #include <boost/assign/std/vector.hpp>
 
+#include <boost/fusion/include/make_map.hpp>
+#include <boost/fusion/include/at_key.hpp>
+
+#include <boost/statistics/detail/distribution_common/meta/random/generator.hpp>
+#include <boost/statistics/detail/distribution_common/meta/value.hpp>
+#include <boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp>
+
 #include <boost/random/mersenne_twister.hpp>
 #include <boost/random/variate_generator.hpp>
-#include <boost/random/normal_distribution.hpp>
+//#include <boost/random/normal_distribution.hpp>
 #include <boost/random/ref_distribution.hpp>
 
 //#include <boost/ars/functional/standard_distribution.hpp>
@@ -35,8 +44,6 @@
 #include <boost/ars/proposal_sampler.hpp>
 #include <boost/ars/sampler.hpp>
 
-#include <boost/statistics/detail/distribution_toolkit/data/sample_cdf.hpp>
-
 namespace boost{
 namespace statistics{
 namespace detail{
@@ -67,9 +74,10 @@
     using namespace boost;
     using namespace math;
     using namespace assign;
+    namespace dist = boost::statistics::detail::distribution;
     typedef std::string                                     str_;
     typedef std::runtime_error                              err_;
-    typedef typename D::value_type                          val_;
+    typedef typename dist::meta::value<D>::type 			val_;
     typedef std::vector<val_>                               vals_;
 
     typedef ars::function::adaptor<D>                       fun_t;
@@ -78,37 +86,55 @@
     typedef random::ref_distribution<ars_&>                 ref_ars_;
     typedef variate_generator<U&,ref_ars_>                  vg_ars_;
 
-    typedef statistics::detail::distribution::toolkit::sample_cdf<val_> sc_;
-
+    typedef boost::mpl::int_<0>							key1_;
+    typedef boost::mpl::int_<1>							key2_;
+    typedef typename boost::fusion::result_of::make_map<
+    	key1_,key2_,val_,val_
+    >::type data_;
+    typedef non_parametric::kolmogorov_smirnov::statistic<val_,key1_,key2_> ks_;
+    typedef std::vector<data_> dataset_;
+    dataset_ dataset;
+    ks_ ks;
     ars_ ars;
     ars.set_function(x_min, x_max, fun_t(mdist));
-
-    sc_ sc;
-
     {
-        format f(
-            "ars initialized every %1% with init_0 = %2% and init_1 = %3%"
-        );
+    	static const str_ str 
+        	= "ars initialized every %1% with init_0 = %2% and init_1 = %3%";
+        format f(str);
         f%n3%init_0%init_1;
         os << f.str() << std::endl;
-        os << "(Kolmogorov-statistic, # rejections per draw): " << std::endl;
+        os << description(mdist) << std::endl;
+        {
+        	format f("(%1%,%2%)");
+            f%ks.description_header%"rejection rate";
+        	os 
+        		<< f.str() 
+        		<< std::endl;
+        }
     }
     long unsigned n_reject;
     try{
         for(unsigned i1 = 0; i1<n1; i1++){
-            sc.clear();
+            dataset.clear();
             n_reject = 0;
+
             for(unsigned i2 = 0; i2<n2; i2++){
                 try{
                     ars.initialize(init_0,init_1);
                     vg_ars_ vg_ars(urng,ref_ars_(ars)); 
-                    boost::generate_n(
-                        sc,
-                        n3,
-                        vg_ars,
-                        mdist
-                    );
-                    // Withos ref_s_, n would be reset to 0
+            		dataset.reserve(dataset.size()+n3);
+                    for(unsigned i = 0; i<n3; i++)
+                    {
+						val_ x = vg_ars();
+                    	dataset.push_back(
+							boost::fusion::make_map<key1_,key2_>(
+                            	x,
+                                cdf(mdist,x)
+                            )                        
+                        );
+                    }
+            		ks(boost::begin(dataset),boost::end(dataset));
+                    // Without ref_s_, n would be reset to 0
                     n_reject += (
                         (vg_ars.distribution()).distribution()
                     ).n_reject();
@@ -122,7 +148,7 @@
                 = static_cast<val_>(n_reject)/static_cast<val_>(n3*n2);
             os 
                 << '(' 
-                << sc
+                << ks.description()
                 << ','
                 << rate 
                 << ')'

Modified: sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt	(original)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/doc/readme.txt	2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
@@ -31,6 +31,7 @@
 
 [ History ]
 
+Dec 4	2009 : misc changes due to updated dependencies
 Sept    2009 : standard_distribution.hpp modified due to changes described in
  sandbox/distribution_toolkit's history.
 July    2009 : Previous package superseded by adaptive_rejection_sampling

Modified: sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp	(original)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/example/standard_distribution.cpp	2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
@@ -8,7 +8,6 @@
 #include <iostream>
 #include <boost/statistics/detail/distribution_toolkit/distributions/gamma/include.hpp>
 #include <boost/statistics/detail/distribution_toolkit/distributions/normal/include.hpp>
-#include <boost/statistics/detail/distribution_toolkit/fwd_math/cdf.hpp>
 #include <boost/ars/test/gamma_distribution.hpp>
 #include <boost/ars/test/normal_distribution.hpp>
 #include <libs/ars/example/standard_distribution.h>
@@ -27,10 +26,10 @@
 
     typedef double value_;
 
-    const unsigned n1 = 6e0;    // # loops
+    const unsigned n1 = 1e1;    // # loops
     const unsigned n2 = 1e1;   // # subsamples on first loop  
     const unsigned n3 = 1e0;   // size of subsample 
-    const unsigned n4 = 1e1;   // At each loop, n2 *= n4
+    const unsigned n4 = 2e0;   // At each loop, n2 *= n4
     const unsigned max_n_reject = 10;
 
     // The initial values are chosen to test the robustness of the

Modified: sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp
==============================================================================
--- sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp	(original)
+++ sandbox/statistics/adaptive_rejection_sampling/libs/ars/main.cpp	2009-12-05 20:14:38 EST (Sat, 05 Dec 2009)
@@ -11,7 +11,7 @@
 
 int main(){
 
-    example_search_reflection(std::cout);
+    //example_search_reflection(std::cout);
     example_standard_distribution(std::cout);
 
     return 0;