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

   1 // -*- C++ -*-
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   3 // Copyright (C) 2005, 2006 Free Software Foundation, Inc.
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   5 // This file is part of the GNU ISO C++ Library.  This library is free
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   7 // of the GNU General Public License as published by the Free Software
   8 // Foundation; either version 2, or (at your option) any later
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  13 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
  14 // General Public License for more details.
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  16 // You should have received a copy of the GNU General Public License
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  18 // the Free Software Foundation, 59 Temple Place - Suite 330, Boston,
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  21 // As a special exception, you may use this file as part of a free
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  30
  31 // Copyright (C) 2004 Ami Tavory and Vladimir Dreizin, IBM-HRL.
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  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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  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 __gnu_pbds
  55 {
  56   namespace test
  57   {
  58     namespace detail
  59     {
  60       /*
  61        * Checks that a sample mean sm is in the relative interval
  62        * relative_interval of a true mean (assuming i.i.d. samples),
  63        * given a sample variance sv taken over num_samples samples,
  64        * with confidence ~ 0.95.
  65        *
  66        * See "Probability, Random Variables, and Stochastic Processes"
  67        * (Third edition) Athanasios Papoulis, Chapter 9.
  68        */
  69       template<typename Value_Type>
  70       bool
  71       sample_mean_confidence_checker(Value_Type sm, Value_Type sv,
  72                                      std::size_t num_samples,
  73                                      double relative_interval)
  74       {
  75         enum
  76           {
  77             // Ensures that the student-t distribution is approximately normal.
  78             min_num_samples = 30
  79           };
  80
  81         if (num_samples < min_num_samples)
  82           return (false);
  83
  84         // This is z_u (normal-dist percentile) for u = 0.975.
  85         const Value_Type z = 1.976;
  86
  87         return (sv / ::sqrt(double(num_samples)) <= relative_interval * sm / z);
  88       }
  89     } // namespace detail
  90   } // namespace test
  91 } // namespace __gnu_pbds
  92
  93 #endif
  94