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Subject: [Boost-commit] svn:boost r59172 - sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov
From: erwann.rogard_at_[hidden]
Date: 2010-01-20 18:21:50

Author: e_r
Date: 2010-01-20 18:21:49 EST (Wed, 20 Jan 2010)
New Revision: 59172
URL: http://svn.boost.org/trac/boost/changeset/59172

Log:
adding kolmogorov_smirnov accumulator
Added:
   sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp (contents, props changed)
   sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/statistic.hpp (contents, props changed)

Added: sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/kolmogorov_smirnov/check_convergence.hpp 2010-01-20 18:21:49 EST (Wed, 20 Jan 2010)
@@ -0,0 +1,154 @@
+//////////////////////////////////////////////////////////////////////////////
+// non_parametric::kolmogorov_smirnov::check_convergence.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_CHECK_CONVERGENCE_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_NON_PARAMETRIC_KOLMOGOROV_SMIRNOV_CHECK_CONVERGENCE_HPP_ER_2009
+
+#include <boost/mpl/copy.hpp>
+#include <boost/mpl/back_inserter.hpp>
+#include <boost/mpl/placeholders.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/parameters/accumulator.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/framework/accumulator_set.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+
+#include <boost/statistics/detail/non_parametric/empirical_distribution/kolmogorov_smirnov.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kolmogorov_smirnov{
+
+ template<
+ typename T1 = double,
+ typename MoreFeatures = boost::accumulators::stats<>
+ >
+ struct check_convergence{
+
+ typedef T1 value_type;
+ typedef kolmogorov_smirnov::tag::statistic<value_type> tag_;
+ typedef boost::accumulators::stats<tag_> state_;
+ typedef boost::mpl::push_back<boost::mpl::_,boost::mpl::_> op_;
+
+ typedef typename boost::mpl::copy<
+ MoreFeatures,boost::mpl::back_inserter< state_ >
+ >::type mpl_features;
+
+ public:
+
+ check_convergence(){}
+
+ template<typename D,typename G>
+ struct traits{
+ typedef typename D::value_type val_;
+ typedef typename G::distribution_type random_;
+ typedef typename random_::result_type sample_type;
+
+ typedef boost::accumulators::accumulator_set<
+ sample_type,
+ typename mpl_features::type
+ > acc_;
+ };
+
+ // Generates n_loops times (n,s) with n = sample size and s
+ // is a statistic that should converge to zero as n->inf if gen() is
+ // an iid sample from dist.
+ template<typename N1,typename N2,typename N3,typename D,typename G>
+ typename traits<D,G>::acc_
+ operator()(
+ N1 n_loops,
+ N2 n, // n *= n_factor at each loop
+ N3 n_factor,
+ const D& dist,
+ G& gen,
+ std::ostream& os
+ )const{
+ return (*this)(
+ boost::mpl::void_(),
+ n_loops,
+ n,
+ n_factor,
+ dist,
+ gen,
+ default_fun<D>(),
+ os
+ );
+ }
+
+ template<
+ typename Args,
+ typename N1,
+ typename N2,
+ typename N3,
+ typename D,
+ typename G,
+ typename F,
+ typename Out
+ >
+ typename traits<D,G>::acc_
+ operator()(
+ const Args& args,
+ N1 n_loops,
+ N2 n, // n *= n_factor at each loop
+ N3 n_factor,
+ const D& dist,
+ G& gen,
+ const F& fun,
+ Out& out
+ )const{
+ typedef traits<D,G> traits_;
+ typedef typename traits_::val_ val_;
+ typedef typename traits_::random_ random_;
+ typedef typename traits_::sample_type sample_type;
+ typedef typename traits_::acc_ acc_;
+
+ acc_ acc(args);
+
+ for(int i1 = 0; i1<n_loops; i1++){
+ for(int i2 = 0; i2< n; i2++){
+ sample_type x = gen();
+ acc(x);
+ } // grows sample by n
+
+ fun(acc,dist,out);
+ n *= n_factor;
+ }
+
+ return acc;
+ }
+
+ template<typename D>
+ struct default_fun{
+ default_fun(){}
+
+ template<typename AccSet>
+ void operator()(const AccSet& acc,const D& d,std::ostream& os)const{
+ value_type ks
+ = kolmogorov_smirnov::extract::statistic<value_type>(acc,d);
+ os
+ << '('
+ << boost::accumulators::extract::count(acc)
+ << ','
+ << ks
+ << ')'
+ << std::endl;
+ }
+ };
+
+ };
+
+}// kolmogorov_smirnov
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file

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 2010-01-20 18:21:49 EST (Wed, 20 Jan 2010)
@@ -0,0 +1,172 @@
+///////////////////////////////////////////////////////////////////////////////
+// kolmogorov_smirnov::statistic.hpp //
+// //
+// 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 BOOST_STATISTICS_DETAIL_KOLMOGOROV_SMIRNOV_STATISTIC_HPP_ER_2010
+#define BOOST_STATISTICS_DETAIL_KOLMOGOROV_SMIRNOV_STATISTIC_HPP_ER_2010
+#include <iostream> // tmp
+
+#include <boost/type_traits.hpp>
+#include <boost/range.hpp>
+
+#include <boost/mpl/placeholders.hpp>
+#include <boost/mpl/apply.hpp>
+#include <boost/mpl/if.hpp>
+
+#include <boost/foreach.hpp>
+#include <boost/parameter/binding.hpp>
+
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/parameters/accumulator.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/count.hpp>
+
+#include <boost/statistics/detail/non_parametric/empirical_distribution/count.hpp>
+#include <boost/statistics/detail/non_parametric/empirical_distribution/keyword/key.hpp> // TODO rename
+
+namespace boost {
+namespace statistics{
+namespace detail{
+namespace kolmogorov_smirnov{
+
+namespace impl{
+
+ // Usage :
+ // Let acc denote an accumulator with feature kolmogorov::tag::statistic,
+ // T1 result = extract::statistic(acc,dist);
+ //
+ // Warning : See empirical_distribution::impl::count
+ template<typename T,typename T1>
+ class statistic : public boost::accumulators::accumulator_base{
+
+ typedef std::size_t size_;
+ typedef boost::accumulators::dont_care dont_care_;
+
+ public:
+
+ statistic(dont_care_){};
+
+ typedef size_ size_type;
+ typedef T sample_type;
+ typedef T1 result_type;
+
+ void operator()(dont_care_)const{}
+
+ template<typename Args>
+ result_type result(const Args& args) const
+ {
+ typedef T1 val_;
+ typedef boost::accumulators::tag::accumulator tag_acc_;
+ typedef boost::accumulators::tag::count tag_n_;
+ typedef boost::statistics::detail::empirical_distribution
+ ::tag::ordered_sample tag_os_;
+ typedef boost::statistics::detail::kolmogorov_smirnov
+ ::tag::reference_distribution tag_dist_;
+
+ typedef boost::parameter::binding<Args,tag_acc_> bind1_;
+ typedef typename bind1_::type cref_acc_;
+ typedef boost::parameter::binding<Args,tag_dist_> bind2_;
+ typedef typename bind2_::type cref_dist_;
+ typedef typename boost::accumulators::detail
+ ::extractor_result<Args,tag_os_>::type ref_os_;
+ typedef typename boost::remove_const< //in case ref changed to cref
+ typename boost::remove_reference<
+ ref_os_
+ >::type
+ >::type os_;
+ typedef typename boost::range_reference<os_>::type ref_elem_;
+
+ cref_acc_ acc = args[boost::accumulators::accumulator];
+ cref_dist_ dist = args[
+ boost::statistics::detail
+ ::kolmogorov_smirnov::keyword::reference_distribution
+ ];
+ ref_os_ ref_os = boost::accumulators::extract_result<tag_os_>(acc);
+
+ val_ m1 = static_cast<val_>(0);
+ size_type i = 0;
+ size_type n = boost::accumulators::extract_result<tag_n_>(acc);
+
+ BOOST_FOREACH(ref_elem_ e,ref_os){
+ i += e.second;
+ val_ ecdf = static_cast<val_>(i) / static_cast<val_>(n);
+ val_ true_cdf = cdf(dist,e.first);
+ val_ m2
+ = (true_cdf > ecdf)?(true_cdf - ecdf) : (ecdf - true_cdf);
+ if(m2 > m1){ m1 = m2; }
+ }
+
+ return m1;
+ }
+ };
+
+}
+
+namespace tag
+{
+ template<typename T1 = double>
+ struct statistic
+ : boost::accumulators::depends_on<
+ statistics::detail::empirical_distribution::tag::ordered_sample,
+ boost::accumulators::tag::count
+ >
+ {
+ struct impl{
+ template<typename T,typename W>
+ struct apply{
+ typedef boost::statistics::detail::kolmogorov_smirnov
+ ::impl::statistic<T,T1> type;
+ };
+ };
+ };
+}
+
+namespace result_of{
+
+ template<typename T1,typename AccSet>
+ struct statistic{
+ typedef boost::statistics::detail
+ ::kolmogorov_smirnov::tag::statistic<T1> tag_;
+ typedef typename boost::accumulators::detail::extractor_result<
+ AccSet,
+ tag_
+ >::type type;
+ };
+
+}
+
+namespace extract
+{
+
+ template<typename T1,typename AccSet,typename D>
+ typename boost::statistics::detail::kolmogorov_smirnov
+ ::result_of::template statistic<T1,AccSet>::type
+ statistic(AccSet const& acc,const D& dist)
+ {
+ typedef boost::statistics::detail
+ ::kolmogorov_smirnov::tag::statistic<T1> the_tag;
+ return boost::accumulators::extract_result<the_tag>(
+ acc,
+ (
+ boost::statistics::detail::kolmogorov_smirnov
+ ::keyword::reference_distribution = dist
+ )
+ );
+ }
+
+}
+
+using extract::statistic;
+
+}// kolmogorov_smirnov
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file

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