| // -*- C++ -*- |
| |
| // Copyright (C) 2005, 2006 Free Software Foundation, Inc. |
| // |
| // This file is part of the GNU ISO C++ Library. This library is free |
| // software; you can redistribute it and/or modify it under the terms |
| // of the GNU General Public License as published by the Free Software |
| // Foundation; either version 2, or (at your option) any later |
| // version. |
| |
| // This library is distributed in the hope that it will be useful, but |
| // WITHOUT ANY WARRANTY; without even the implied warranty of |
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
| // General Public License for more details. |
| |
| // You should have received a copy of the GNU General Public License |
| // along with this library; see the file COPYING. If not, write to |
| // the Free Software Foundation, 59 Temple Place - Suite 330, Boston, |
| // MA 02111-1307, USA. |
| |
| // As a special exception, you may use this file as part of a free |
| // software library without restriction. Specifically, if other files |
| // instantiate templates or use macros or inline functions from this |
| // file, or you compile this file and link it with other files to |
| // produce an executable, this file does not by itself cause the |
| // resulting executable to be covered by the GNU General Public |
| // License. This exception does not however invalidate any other |
| // reasons why the executable file might be covered by the GNU General |
| // Public License. |
| |
| // Copyright (C) 2004 Ami Tavory and Vladimir Dreizin, IBM-HRL. |
| |
| // Permission to use, copy, modify, sell, and distribute this software |
| // is hereby granted without fee, provided that the above copyright |
| // notice appears in all copies, and that both that copyright notice |
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| // purpose. It is provided "as is" without express or implied |
| // warranty. |
| |
| /** |
| * @file sample_mean_confidence_checker.hpp |
| * Contains a function for checking the confidence of a sample mean |
| */ |
| |
| #ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP |
| #define PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP |
| |
| #include <list> |
| #include <numeric> |
| #include <math.h> |
| |
| namespace pb_ds |
| { |
| namespace test |
| { |
| namespace detail |
| { |
| /* |
| * Checks that a sample mean sm is in the relative interval |
| * relative_interval of a true mean (assuming i.i.d. samples), |
| * given a sample variance sv taken over num_samples samples, |
| * with confidence ~ 0.95. |
| * |
| * See "Probability, Random Variables, and Stochastic Processes" |
| * (Third edition) Athanasios Papoulis, Chapter 9. |
| */ |
| template<typename Value_Type> |
| bool |
| sample_mean_confidence_checker(Value_Type sm, Value_Type sv, |
| std::size_t num_samples, |
| double relative_interval) |
| { |
| enum |
| { |
| // Ensures that the student-t distribution is approximately normal. |
| min_num_samples = 30 |
| }; |
| |
| if (num_samples < min_num_samples) |
| return (false); |
| |
| // This is z_u (normal-dist percentile) for u = 0.975. |
| const Value_Type z = 1.976; |
| |
| return (sv / ::sqrt(double(num_samples)) <= relative_interval * sm / z); |
| } |
| } // namespace detail |
| } // namespace test |
| } // namespace pb_ds |
| |
| #endif |
| |