durk
240ed6f0b1
- Added a SampleStatistic class (from the old deprecated libg++) library. - Make time statistics and printing conditionable - Added an interface function to switch time stamp collection and printing on and off from the application (defaults to off).
153 lines
3.3 KiB
C++
153 lines
3.3 KiB
C++
// This may look like C code, but it is really -*- C++ -*-
|
|
/*
|
|
Copyright (C) 1988 Free Software Foundation
|
|
written by Dirk Grunwald (grunwald@cs.uiuc.edu)
|
|
|
|
This file is part of the GNU C++ Library. This library is free
|
|
software; you can redistribute it and/or modify it under the terms of
|
|
the GNU Library General Public License as published by the Free
|
|
Software Foundation; either version 2 of the License, 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 Library General Public License for more details.
|
|
You should have received a copy of the GNU Library General Public
|
|
License along with this library; if not, write to the Free Software
|
|
Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
|
|
*/
|
|
#ifdef __GNUG__
|
|
#pragma implementation
|
|
#endif
|
|
|
|
#include <math.h>
|
|
|
|
#ifndef HUGE_VAL
|
|
#ifdef HUGE
|
|
#define HUGE_VAL HUGE
|
|
#else
|
|
#include <float.h>
|
|
#define HUGE_VAL DBL_MAX
|
|
#endif
|
|
#endif
|
|
|
|
|
|
#include <iostream>
|
|
#include <fstream>
|
|
#include <simgear/debug/logstream.hxx>
|
|
#include "SGSmplstat.hxx"
|
|
|
|
|
|
void SampleStatistic::error (const char *msg)
|
|
{
|
|
SG_LOG(SG_GENERAL, SG_ALERT, msg);
|
|
}
|
|
|
|
// t-distribution: given p-value and degrees of freedom, return t-value
|
|
// adapted from Peizer & Pratt JASA, vol63, p1416
|
|
|
|
double tval (double p, int df)
|
|
{
|
|
double t;
|
|
int positive = p >= 0.5;
|
|
p = (positive) ? 1.0 - p : p;
|
|
if (p <= 0.0 || df <= 0)
|
|
t = HUGE_VAL;
|
|
else if (p == 0.5)
|
|
t = 0.0;
|
|
else if (df == 1)
|
|
t = 1.0 / tan ((p + p) * 1.57079633);
|
|
else if (df == 2)
|
|
t = sqrt (1.0 / ((p + p) * (1.0 - p)) - 2.0);
|
|
else
|
|
{
|
|
double ddf = df;
|
|
double a = sqrt (log (1.0 / (p * p)));
|
|
double aa = a * a;
|
|
a = a - ((2.515517 + (0.802853 * a) + (0.010328 * aa)) /
|
|
(1.0 + (1.432788 * a) + (0.189269 * aa) +
|
|
(0.001308 * aa * a)));
|
|
t = ddf - 0.666666667 + 1.0 / (10.0 * ddf);
|
|
t = sqrt (ddf * (exp (a * a * (ddf - 0.833333333) / (t * t)) - 1.0));
|
|
}
|
|
return (positive) ? t : -t;
|
|
}
|
|
|
|
void SampleStatistic::reset ()
|
|
{
|
|
n = 0;
|
|
x = x2 = 0.0;
|
|
maxValue = -HUGE_VAL;
|
|
minValue = HUGE_VAL;
|
|
}
|
|
|
|
void SampleStatistic::operator += (double value)
|
|
{
|
|
n += 1;
|
|
x += value;
|
|
x2 += (value * value);
|
|
if (minValue > value)
|
|
minValue = value;
|
|
if (maxValue < value)
|
|
maxValue = value;
|
|
}
|
|
|
|
double SampleStatistic::mean () const
|
|
{
|
|
if (n > 0)
|
|
{
|
|
return (x / n);
|
|
}
|
|
else
|
|
{
|
|
return (0.0);
|
|
}
|
|
}
|
|
|
|
double SampleStatistic::var () const
|
|
{
|
|
if (n > 1)
|
|
{
|
|
return ((x2 - ((x * x) / n)) / (n - 1));
|
|
}
|
|
else
|
|
{
|
|
return (0.0);
|
|
}
|
|
}
|
|
|
|
double SampleStatistic::stdDev () const
|
|
{
|
|
if (n <= 0 || this->var () <= 0)
|
|
{
|
|
return (0);
|
|
}
|
|
else
|
|
{
|
|
return ((double) sqrt (var ()));
|
|
}
|
|
}
|
|
|
|
double SampleStatistic::confidence (int interval) const
|
|
{
|
|
int df = n - 1;
|
|
if (df <= 0)
|
|
return HUGE_VAL;
|
|
double t = tval (double (100 + interval) * 0.005, df);
|
|
if (t == HUGE_VAL)
|
|
return t;
|
|
else
|
|
return (t * stdDev ()) / sqrt (double (n));
|
|
}
|
|
|
|
double SampleStatistic::confidence (double p_value) const
|
|
{
|
|
int df = n - 1;
|
|
if (df <= 0)
|
|
return HUGE_VAL;
|
|
double t = tval ((1.0 + p_value) * 0.5, df);
|
|
if (t == HUGE_VAL)
|
|
return t;
|
|
else
|
|
return (t * stdDev ()) / sqrt (double (n));
|
|
}
|