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.
+Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <math.h>
void SampleStatistic::error (const char *msg)
{
- SG_LOG(SG_GENERAL, SG_ALERT, msg);
+ SG_LOG(SG_GENERAL, SG_ALERT, msg);
}
// t-distribution: given p-value and degrees of freedom, return t-value
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 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));
+ 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;
+ return (positive) ? t : -t;
}
void SampleStatistic::reset ()
{
- n = 0;
- x = x2 = 0.0;
- maxValue = -HUGE_VAL;
- minValue = HUGE_VAL;
+ n = 0;
+ x = x2 = 0.0;
+ totalTime = 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;
+ n += 1;
+ x += value;
+ totalTime += value;
+ cumulativeTime += value;
+ x2 += (value * value);
+
+ if (minValue > value)
+ minValue = value;
+
+ if (maxValue < value)
+ maxValue = value;
}
double SampleStatistic::mean () const
{
- if (n > 0)
+ if (n > 0)
{
return (x / n);
}
- else
+ else
{
return (0.0);
}
double SampleStatistic::var () const
{
- if (n > 1)
+ if (n > 1)
{
- return ((x2 - ((x * x) / n)) / (n - 1));
+ return ((x2 - ((x * x) / n)) / (n - 1));
}
- else
+ else
{
- return (0.0);
+ return (0.0);
}
}
double SampleStatistic::stdDev () const
{
- if (n <= 0 || this->var () <= 0)
+ if (n <= 0 || this->var () <= 0)
{
return (0);
}
- else
+ 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));
+ 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));
+ 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));
}