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authorGravatar Abseil Team <absl-team@google.com>2019-06-21 13:11:42 -0700
committerGravatar Gennadiy Rozental <rogeeff@google.com>2019-06-21 16:18:10 -0400
commite9324d926a9189e222741fce6e676f0944661a72 (patch)
treea08568a709940c376454da34c9d8aac021378e5f /absl/random/internal/chi_square.h
parent43ef2148c0936ebf7cb4be6b19927a9d9d145b8f (diff)
Export of internal Abseil changes.
-- 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 by Laramie Leavitt <lar@google.com>: Internal change. PiperOrigin-RevId: 254454546 -- ff8f9bafaefc26d451f576ea4a06d150aed63f6f by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254451562 -- deefc5b651b479ce36f0b4ef203e119c0c8936f2 by CJ Johnson <johnsoncj@google.com>: Account for subtracting unsigned values from the size of InlinedVector PiperOrigin-RevId: 254450625 -- 3c677316a27bcadc17e41957c809ca472d5fef14 by Andy Soffer <asoffer@google.com>: Add C++17's std::make_from_tuple to absl/utility/utility.h PiperOrigin-RevId: 254411573 -- 4ee3536a918830eeec402a28fc31a62c7c90b940 by CJ Johnson <johnsoncj@google.com>: Adds benchmark for the rest of the InlinedVector public API PiperOrigin-RevId: 254408378 -- e5a21a00700ee83498ff1efbf649169756463ee4 by CJ Johnson <johnsoncj@google.com>: Updates the definition of InlinedVector::shrink_to_fit() to be exception safe and adds exception safety tests for it. PiperOrigin-RevId: 254401387 -- 2ea82e72b86d82d78b4e4712a63a55981b53c64b by Laramie Leavitt <lar@google.com>: Use absl::InsecureBitGen in place of std::mt19937 in tests absl/random/...distribution_test.cc PiperOrigin-RevId: 254289444 -- fa099e02c413a7ffda732415e8105cad26a90337 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254286334 -- ce34b7f36933b30cfa35b9c9a5697a792b5666e4 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254273059 -- 6f9c473da7c2090c2e85a37c5f00622e8a912a89 by Jorg Brown <jorg@google.com>: Change absl::container_internal::CompressedTuple to instantiate its internal Storage class with the name of the type it's holding, rather than the name of the Tuple. This is not an externally-visible change, other than less compiler memory is used and less debug information is generated. PiperOrigin-RevId: 254269285 -- 8bd3c186bf2fc0c55d8a2dd6f28a5327502c9fba by Andy Soffer <asoffer@google.com>: Adding short-hand IntervalClosed for IntervalClosedClosed and IntervalOpen for IntervalOpenOpen. PiperOrigin-RevId: 254252419 -- ea957f99b6a04fccd42aa05605605f3b44b1ecfd by Abseil Team <absl-team@google.com>: Do not directly use __SIZEOF_INT128__. In order to avoid linker errors when building with clang-cl (__fixunsdfti, __udivti3 and __fixunssfti are undefined), this CL uses ABSL_HAVE_INTRINSIC_INT128 which is not defined for clang-cl. PiperOrigin-RevId: 254250739 -- 89ab385cd26b34d64130bce856253aaba96d2345 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254242321 -- cffc793d93eca6d6bdf7de733847b6ab4a255ae9 by CJ Johnson <johnsoncj@google.com>: Adds benchmark for InlinedVector::reserve(size_type) PiperOrigin-RevId: 254199226 -- c90c7a9fa3c8f0c9d5114036979548b055ea2f2a by Gennadiy Rozental <rogeeff@google.com>: Import of CCTZ from GitHub. PiperOrigin-RevId: 254072387 -- c4c388beae016c9570ab54ffa1d52660e4a85b7b by Laramie Leavitt <lar@google.com>: Internal cleanup. PiperOrigin-RevId: 254062381 -- d3c992e221cc74e5372d0c8fa410170b6a43c062 by Tom Manshreck <shreck@google.com>: Update distributions.h to Abseil standards PiperOrigin-RevId: 254054946 -- d15ad0035c34ef11b14fadc5a4a2d3ec415f5518 by CJ Johnson <johnsoncj@google.com>: Removes functions with only one caller from the implementation details of InlinedVector by manually inlining the definitions PiperOrigin-RevId: 254005427 -- 2f37e807efc3a8ef1f4b539bdd379917d4151520 by Andy Soffer <asoffer@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253999861 -- 24ed1694b6430791d781ed533a8f8ccf6cac5856 by CJ Johnson <johnsoncj@google.com>: Updates the definition of InlinedVector::assign(...)/InlinedVector::operator=(...) to new, exception-safe implementations with exception safety tests to boot PiperOrigin-RevId: 253993691 -- 5613d95f5a7e34a535cfaeadce801441e990843e by CJ Johnson <johnsoncj@google.com>: Adds benchmarks for InlinedVector::shrink_to_fit() PiperOrigin-RevId: 253989647 -- 2a96ddfdac40bbb8cb6a7f1aeab90917067c6e63 by Abseil Team <absl-team@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253927497 -- bf1aff8fc9ffa921ad74643e9525ecf25b0d8dc1 by Andy Soffer <asoffer@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253920512 -- bfc03f4a3dcda3cf3a4b84bdb84cda24e3394f41 by Laramie Leavitt <lar@google.com>: Internal change. PiperOrigin-RevId: 253886486 -- 05036cfcc078ca7c5f581a00dfb0daed568cbb69 by Eric Fiselier <ericwf@google.com>: Don't include `winsock2.h` because it drags in `windows.h` and friends, and they define awful macros like OPAQUE, ERROR, and more. This has the potential to break abseil users. Instead we only forward declare `timeval` and require Windows users include `winsock2.h` themselves. This is both inconsistent and poor QoI, but so including 'windows.h' is bad too. PiperOrigin-RevId: 253852615 GitOrigin-RevId: 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 Change-Id: Icd6aff87da26f29ec8915da856f051129987cef6
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diff --git a/absl/random/internal/chi_square.h b/absl/random/internal/chi_square.h
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+// Copyright 2017 The Abseil Authors.
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+//
+// https://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+
+#ifndef ABSL_RANDOM_INTERNAL_CHI_SQUARE_H_
+#define ABSL_RANDOM_INTERNAL_CHI_SQUARE_H_
+
+// The chi-square statistic.
+//
+// Useful for evaluating if `D` independent random variables are behaving as
+// expected, or if two distributions are similar. (`D` is the degrees of
+// freedom).
+//
+// Each bucket should have an expected count of 10 or more for the chi square to
+// be meaningful.
+
+#include <cassert>
+
+namespace absl {
+namespace random_internal {
+
+constexpr const char kChiSquared[] = "chi-squared";
+
+// Returns the measured chi square value, using a single expected value. This
+// assumes that the values in [begin, end) are uniformly distributed.
+template <typename Iterator>
+double ChiSquareWithExpected(Iterator begin, Iterator end, double expected) {
+ // Compute the sum and the number of buckets.
+ assert(expected >= 10); // require at least 10 samples per bucket.
+ double chi_square = 0;
+ for (auto it = begin; it != end; it++) {
+ double d = static_cast<double>(*it) - expected;
+ chi_square += d * d;
+ }
+ chi_square = chi_square / expected;
+ return chi_square;
+}
+
+// Returns the measured chi square value, taking the actual value of each bucket
+// from the first set of iterators, and the expected value of each bucket from
+// the second set of iterators.
+template <typename Iterator, typename Expected>
+double ChiSquare(Iterator it, Iterator end, Expected eit, Expected eend) {
+ double chi_square = 0;
+ for (; it != end && eit != eend; ++it, ++eit) {
+ if (*it > 0) {
+ assert(*eit > 0);
+ }
+ double e = static_cast<double>(*eit);
+ double d = static_cast<double>(*it - *eit);
+ if (d != 0) {
+ assert(e > 0);
+ chi_square += (d * d) / e;
+ }
+ }
+ assert(it == end && eit == eend);
+ return chi_square;
+}
+
+// ======================================================================
+// The following methods can be used for an arbitrary significance level.
+//
+
+// Calculates critical chi-square values to produce the given p-value using a
+// bisection search for a value within epsilon, relying on the monotonicity of
+// ChiSquarePValue().
+double ChiSquareValue(int dof, double p);
+
+// Calculates the p-value (probability) of a given chi-square value.
+double ChiSquarePValue(double chi_square, int dof);
+
+} // namespace random_internal
+} // namespace absl
+
+#endif // ABSL_RANDOM_INTERNAL_CHI_SQUARE_H_