diff src/statistics.hpp @ 0:add35537fdbb tip

Initial import

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/statistics.hpp	Thu Aug 25 11:05:55 2011 +0100
@@ -0,0 +1,139 @@
+//  Copyright 2011, Ian Hobson.
+//
+//  This file is part of gpsynth.
+//
+//  gpsynth 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 of the License, or
+//  (at your option) any later version.
+//
+//  gpsynth 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 gpsynth in the file COPYING. 
+//  If not, see http://www.gnu.org/licenses/.
+
+// Some useful stats functions
+
+#pragma once
+
+#include "range.hpp"
+#include "std_ex.hpp"
+
+#include <algorithm>
+#include <iterator>
+#include <numeric>
+#include <sstream>
+#include <stdexcept>
+
+namespace stats {
+
+// Sum
+template<typename Iterator>
+typename std::iterator_traits<Iterator>::value_type Sum(Iterator start,
+                                                        Iterator end) {
+  typename std::iterator_traits<Iterator>::value_type initializer(0);
+  return std::accumulate(start, end, initializer);
+}
+
+// Sum - container
+template<typename Container>
+typename Container::value_type Sum(const Container& container) {
+  return Sum(container.begin(), container.end());
+}
+
+// Mean
+template<typename Iterator>
+typename std::iterator_traits<Iterator>::value_type Mean(Iterator start,
+                                                         Iterator end) {
+  return Sum(start, end) / std::distance(start, end);
+}
+
+// Mean - container
+template<typename Container>
+typename Container::value_type Mean(const Container& container) {
+  return Mean(container.begin(), container.end());
+}
+
+// measures the MSE between a range and a target
+template<typename Iterator1, typename Iterator2>
+typename std::iterator_traits<Iterator1>::value_type 
+MeanSquaredError(Iterator1 start1, Iterator1 end1, Iterator2 start2) {
+  typedef typename std::iterator_traits<Iterator1>::value_type Value;
+  Value n = std::distance(start1, end1);
+  Value error(0);
+  while (start1 != end1) {
+    error += std::pow(*start1 - *start2, Value(2));
+    ++start1;
+    ++start2;
+  }
+  return error / n;
+}
+
+// MeanSquaredError - container adaptor
+template<typename Container>
+typename Container::value_type MeanSquaredError(const Container& x,
+                                                const Container& y) {
+  return MeanSquaredError(x.begin(), x.end(), y.begin());
+}
+
+// root mean square error
+template<typename Iterator1, typename Iterator2>
+double RMSE(Iterator1 start, Iterator1 end, Iterator2 target) {
+  return std::sqrt(MeanSquaredError(start, end, target));
+}
+
+// normalized root mean square error, using precomputed minima and maxima
+template<typename Iterator1, typename Iterator2, typename T>
+T NRMSE(Iterator1 start, Iterator1 end, Iterator2 target,
+        const stdx::Range<T>& range1, const stdx::Range<T>& range2) {
+  T range = std::max(range1.Maximum(), range2.Maximum())
+            - std::min(range1.Minimum(), range2.Minimum());
+  return RMSE(start, end, target) / range;
+}
+
+// Takes a set of numbers with sum <= 1 which define a distribution.
+// operator() returns index chosen randomly with distribution defined by the
+// provided probabilites.
+// if the probabilites have sum < 1 then the difference is taken to imply a 
+// single additional index
+// e.g. given:
+// ProbabilitySelector selector(boost::assign::list_of(0.1)(0.8));
+// selector() will yield 
+// '0' 10%,
+// '1' 80%,
+// '2' 10%
+class ProbabilitySelector {
+  std::vector<double> boundaries_;
+  
+public:
+  ProbabilitySelector() {}
+  ProbabilitySelector(const std::vector<double>& probabilities)
+  {
+    SetProbabilities(probabilities);
+  }
+  
+  void SetProbabilities(const std::vector<double>& probabilities) {
+    if (std::count_if(probabilities.begin(), probabilities.end(),
+                      stdx::LessThan<double>(0.0))) {
+      throw std::runtime_error("ProbabilitySelector: negative value found");
+    }
+    // assign range boundaries
+    std::partial_sum(probabilities.begin(), probabilities.end(), 
+                     std::back_inserter(boundaries_));
+  }
+  
+  std::size_t operator()() const {
+    double random = rand() / static_cast<double>(RAND_MAX);
+    std::vector<double>::const_iterator index;
+    index = std::upper_bound(boundaries_.begin(), boundaries_.end(), random);
+    return std::distance(boundaries_.begin(), index);
+  }
+  
+  bool Initialized() const { return !boundaries_.empty(); }
+};
+
+} // stats namespace