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[thirdparty/gcc.git] / libstdc++-v3 / testsuite / util / statistic / sample_mean_confidence_checker.hpp
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1// -*- C++ -*-
2
3// Copyright (C) 2005, 2006 Free Software Foundation, Inc.
4//
5// This file is part of the GNU ISO C++ Library. This library is free
6// software; you can redistribute it and/or modify it under the terms
7// of the GNU General Public License as published by the Free Software
8// Foundation; either version 2, or (at your option) any later
9// version.
10
11// This library is distributed in the hope that it will be useful, but
12// WITHOUT ANY WARRANTY; without even the implied warranty of
13// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14// General Public License for more details.
15
16// You should have received a copy of the GNU General Public License
17// along with this library; see the file COPYING. If not, write to
18// the Free Software Foundation, 59 Temple Place - Suite 330, Boston,
19// MA 02111-1307, USA.
20
21// As a special exception, you may use this file as part of a free
22// software library without restriction. Specifically, if other files
23// instantiate templates or use macros or inline functions from this
24// file, or you compile this file and link it with other files to
25// produce an executable, this file does not by itself cause the
26// resulting executable to be covered by the GNU General Public
27// License. This exception does not however invalidate any other
28// reasons why the executable file might be covered by the GNU General
29// Public License.
30
31// Copyright (C) 2004 Ami Tavory and Vladimir Dreizin, IBM-HRL.
32
33// Permission to use, copy, modify, sell, and distribute this software
34// is hereby granted without fee, provided that the above copyright
35// notice appears in all copies, and that both that copyright notice
36// and this permission notice appear in supporting documentation. None
37// of the above authors, nor IBM Haifa Research Laboratories, make any
38// representation about the suitability of this software for any
39// purpose. It is provided "as is" without express or implied
40// warranty.
41
42/**
43 * @file sample_mean_confidence_checker.hpp
44 * Contains a function for checking the confidence of a sample mean
45 */
46
47#ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP
48#define PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP
49
50#include <list>
51#include <numeric>
52#include <math.h>
53
54namespace pb_ds
55{
56
57 namespace test
58 {
59
60 namespace detail
61 {
62
63 /*
64 * Checks that a sample mean sm is in the relative interval
65 * relative_interval of a true mean (assuming i.i.d. samples),
66 * given a sample variance sv taken over num_samples samples,
67 * with confidence ~ 0.95.
68 *
69 * See "Probability, Random Variables, and Stochastic Processes" (Third edition)
70 * Athanasios Papoulis, Chapter 9.
71 */
72 template<typename Value_Type>
73 bool
74 sample_mean_confidence_checker(Value_Type sm, Value_Type sv, std::size_t num_samples, double relative_interval)
75 {
76 enum
77 {
78 // Ensures that the student-t distribution is approximately normal.
79 min_num_samples = 30
80 };
81
82 if (num_samples < min_num_samples)
83 return (false);
84
85 // This is z_u (normal-dist percentile) for u = 0.975.
86 const Value_Type z = 1.976;
87
88 return (sv / ::sqrt(double(num_samples)) <= relative_interval* sm / z);
89 }
90
91 } // namespace detail
92
93 } // namespace test
94
95} // namespace pb_ds
96
97#endif // #ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP
98