[Boost-commit] svn:boost r59020 - sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example

Subject: [Boost-commit] svn:boost r59020 - sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example
From: erwann.rogard_at_[hidden]
Date: 2010-01-14 21:57:50

Author: e_r
Date: 2010-01-14 21:57:50 EST (Thu, 14 Jan 2010)
New Revision: 59020
URL: http://svn.boost.org/trac/boost/changeset/59020

Log:
m
Added:
   sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.cpp   (contents, props changed)
   sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.h   (contents, props changed)

Added: sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.cpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.cpp	2010-01-14 21:57:50 EST (Thu, 14 Jan 2010)
@@ -0,0 +1,118 @@
+///////////////////////////////////////////////////////////////////////////////
+// non_parametric::kolmogorov_smirnov.cpp     						     	 //
+//                                                                           //
+//  Copyright 2010 Erwann Rogard. 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)         //
+///////////////////////////////////////////////////////////////////////////////
+#include <vector>
+#include <algorithm>
+#include <iterator>
+
+#include <boost/mpl/int.hpp>
+
+#include <boost/typeof/typeof.hpp>
+#include <boost/range.hpp>
+
+#include <boost/assign/std/vector.hpp>
+#include <boost/format.hpp>
+#include <boost/foreach.hpp>
+
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+
+#include <boost/math/distributions/poisson.hpp>
+#include <boost/random/poisson_distribution.hpp>
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/variate_generator.hpp>
+
+#include <boost/statistics/detail/non_parametric/empirical_distribution/frequency.hpp>
+#include <boost/statistics/detail/non_parametric/kolmogorov_smirnov/frequency_adaptor.hpp>
+#include <boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp>
+#include <libs/statistics/detail/non_parametric/example/frequency_int.h>
+
+void example_kolmogorov_smirnov(std::ostream& os)
+{
+
+	os << "-> example_kolmogorov_smirnov" << std::endl;
+
+	// This example illustrates kolmogorov smirnov for a discrete distribution
+    // (hence the presence of non-negligeable combos)
+
+	namespace np = boost::statistics::detail::non_parametric;
+
+	typedef double val_;
+    typedef int int_;
+	const val_ mean = 1;
+	const int_ n = 10 * 10;
+
+	typedef boost::math::poisson_distribution<> dist_;
+    typedef boost::poisson_distribution<> random_;
+    typedef boost::mt19937 urng_;
+    typedef boost::variate_generator<urng_&,random_> vg_;
+	typedef std::vector<val_> vals_;
+	namespace ed = boost::statistics::detail::empirical_distribution;
+
+    typedef ed::tag::frequency<false> tag_freq_;
+    typedef ed::tag::frequency<true> tag_cum_freq_;
+    
+	typedef boost::accumulators::accumulator_set<
+    	int_,
+        boost::accumulators::stats<tag_freq_,tag_cum_freq_>
+    > acc_;
+
+	typedef boost::mpl::int_<0> k_x_;
+	typedef boost::mpl::int_<1> k_cdf_;
+	typedef boost::mpl::int_<2> k_cnt_;
+
+	typedef np::kolmogorov_smirnov::statistic<val_,k_x_,k_cdf_,k_cnt_> ks_;
+    typedef np::frequency_adaptor<k_x_,k_cdf_,k_cnt_,int_,val_> adaptor_;
+    typedef adaptor_::type elem_;
+    typedef std::vector<elem_> elems_;
+    
+	urng_ urng;
+	vals_ random_sample;
+	std::generate_n(
+    	std::back_inserter(random_sample),
+        n,
+    	vg_(urng,random_(mean))
+	);        
+    
+    dist_ dist(mean);
+	elems_ adapted_sample;
+
+	{
+		acc_ acc = std::for_each(
+    		boost::begin(random_sample),
+        	boost::end(random_sample),
+        	acc_()
+    	);
+		BOOST_AUTO(
+    		tmp,
+			adaptor_::call(acc,dist)
+    	);
+        // A physical copy is necessary because ks(b,e) sorts [b,e)
+		std::copy(
+        	boost::begin(tmp),
+        	boost::end(tmp),
+            std::back_inserter(adapted_sample)
+        );
+        int_ nn = 0;
+        BOOST_FOREACH(const elem_& e,adapted_sample){
+        	 nn += boost::fusion::at_key<k_cnt_>(e);
+    	}
+		BOOST_ASSERT(nn == n);
+    }
+
+    ks_ ks;
+	ks(boost::begin(adapted_sample),boost::end(adapted_sample));
+
+	os 
+    	<< ks_::description_header << '('
+//        << ks.description() // boost::format bug
+        << ks.count() << ','
+        << ks.value() << ')'
+        << std::endl;	    
+
+	os << "<-" << std::endl;
+}
\ No newline at end of file

Added: sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.h
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_parametric/libs/statistics/detail/non_parametric/example/kolmogorov_smirnov.h	2010-01-14 21:57:50 EST (Thu, 14 Jan 2010)
@@ -0,0 +1,15 @@
+///////////////////////////////////////////////////////////////////////////////
+// non_parametric::kolmogorov_smirnov.h     						     	 //
+//                                                                           //
+//  Copyright 2010 Erwann Rogard. 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 LIBS_STATISTICS_DETAIL_NON_PARAMETRIC_KOLMOGOROV_SMIRNOV_HPP_ER_2010
+#define LIBS_STATISTICS_DETAIL_NON_PARAMETRIC_KOLMOGOROV_SMIRNOV_HPP_ER_2010
+
+void example_kolmogorov_smirnov(std::ostream& os);
+
+#endif
+
+