diff options
author | Abseil Team <absl-team@google.com> | 2019-06-21 13:11:42 -0700 |
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committer | Gennadiy Rozental <rogeeff@google.com> | 2019-06-21 16:18:10 -0400 |
commit | e9324d926a9189e222741fce6e676f0944661a72 (patch) | |
tree | a08568a709940c376454da34c9d8aac021378e5f /absl/random/internal/chi_square.h | |
parent | 43ef2148c0936ebf7cb4be6b19927a9d9d145b8f (diff) |
Export of internal Abseil changes.
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7a6ff16a85beb730c172d5d25cf1b5e1be885c56 by Laramie Leavitt <lar@google.com>:
Internal change.
PiperOrigin-RevId: 254454546
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ff8f9bafaefc26d451f576ea4a06d150aed63f6f by Andy Soffer <asoffer@google.com>:
Internal changes
PiperOrigin-RevId: 254451562
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deefc5b651b479ce36f0b4ef203e119c0c8936f2 by CJ Johnson <johnsoncj@google.com>:
Account for subtracting unsigned values from the size of InlinedVector
PiperOrigin-RevId: 254450625
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3c677316a27bcadc17e41957c809ca472d5fef14 by Andy Soffer <asoffer@google.com>:
Add C++17's std::make_from_tuple to absl/utility/utility.h
PiperOrigin-RevId: 254411573
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4ee3536a918830eeec402a28fc31a62c7c90b940 by CJ Johnson <johnsoncj@google.com>:
Adds benchmark for the rest of the InlinedVector public API
PiperOrigin-RevId: 254408378
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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
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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
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fa099e02c413a7ffda732415e8105cad26a90337 by Andy Soffer <asoffer@google.com>:
Internal changes
PiperOrigin-RevId: 254286334
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ce34b7f36933b30cfa35b9c9a5697a792b5666e4 by Andy Soffer <asoffer@google.com>:
Internal changes
PiperOrigin-RevId: 254273059
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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
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8bd3c186bf2fc0c55d8a2dd6f28a5327502c9fba by Andy Soffer <asoffer@google.com>:
Adding short-hand IntervalClosed for IntervalClosedClosed and IntervalOpen for
IntervalOpenOpen.
PiperOrigin-RevId: 254252419
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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
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89ab385cd26b34d64130bce856253aaba96d2345 by Andy Soffer <asoffer@google.com>:
Internal changes
PiperOrigin-RevId: 254242321
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cffc793d93eca6d6bdf7de733847b6ab4a255ae9 by CJ Johnson <johnsoncj@google.com>:
Adds benchmark for InlinedVector::reserve(size_type)
PiperOrigin-RevId: 254199226
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c90c7a9fa3c8f0c9d5114036979548b055ea2f2a by Gennadiy Rozental <rogeeff@google.com>:
Import of CCTZ from GitHub.
PiperOrigin-RevId: 254072387
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c4c388beae016c9570ab54ffa1d52660e4a85b7b by Laramie Leavitt <lar@google.com>:
Internal cleanup.
PiperOrigin-RevId: 254062381
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d3c992e221cc74e5372d0c8fa410170b6a43c062 by Tom Manshreck <shreck@google.com>:
Update distributions.h to Abseil standards
PiperOrigin-RevId: 254054946
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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
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2f37e807efc3a8ef1f4b539bdd379917d4151520 by Andy Soffer <asoffer@google.com>:
Initial release of Abseil Random
PiperOrigin-RevId: 253999861
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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
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5613d95f5a7e34a535cfaeadce801441e990843e by CJ Johnson <johnsoncj@google.com>:
Adds benchmarks for InlinedVector::shrink_to_fit()
PiperOrigin-RevId: 253989647
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2a96ddfdac40bbb8cb6a7f1aeab90917067c6e63 by Abseil Team <absl-team@google.com>:
Initial release of Abseil Random
PiperOrigin-RevId: 253927497
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bf1aff8fc9ffa921ad74643e9525ecf25b0d8dc1 by Andy Soffer <asoffer@google.com>:
Initial release of Abseil Random
PiperOrigin-RevId: 253920512
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bfc03f4a3dcda3cf3a4b84bdb84cda24e3394f41 by Laramie Leavitt <lar@google.com>:
Internal change.
PiperOrigin-RevId: 253886486
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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
Diffstat (limited to 'absl/random/internal/chi_square.h')
-rw-r--r-- | absl/random/internal/chi_square.h | 85 |
1 files changed, 85 insertions, 0 deletions
diff --git a/absl/random/internal/chi_square.h b/absl/random/internal/chi_square.h new file mode 100644 index 00000000..fa8646f2 --- /dev/null +++ b/absl/random/internal/chi_square.h @@ -0,0 +1,85 @@ +// 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_ |