libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp

   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
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  25 // produce an executable, this file does not by itself cause the
  26 // resulting executable to be covered by the GNU General Public
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  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
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  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