Imported gcc-4.4.3

[msp430-gcc.git] / libstdc++-v3 / testsuite / util / statistic / sample_mean_confidence_checker.hpp

diff --git a/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp b/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp
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+++ b/libstdc++-v3/testsuite/util/statistic/sample_mean_confidence_checker.hpp
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+// -*- C++ -*-
+
+// Copyright (C) 2005, 2006, 2009 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 3, 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 COPYING3.  If not see
+// <http://www.gnu.org/licenses/>.
+
+
+// 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
+// and this permission notice appear in supporting documentation. None
+// of the above authors, nor IBM Haifa Research Laboratories, make any
+// representation about the suitability of this software for any
+// 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 __gnu_pbds
+{
+  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 __gnu_pbds
+
+#endif 
+