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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 | ||
54 | namespace 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 |