diff options
author | Vincent Ambo <mail@tazj.in> | 2022-02-07T23·05+0300 |
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committer | clbot <clbot@tvl.fyi> | 2022-02-07T23·09+0000 |
commit | 5aa5d282eac56a21e74611c1cdbaa97bb5db2dca (patch) | |
tree | 8cc5dce8157a1470ff76719dd15d65f648a05522 /third_party/abseil_cpp/absl/random/internal/chi_square.cc | |
parent | a25675804c4f429fab5ee5201fe25e89865dfd13 (diff) |
chore(3p/abseil_cpp): unvendor abseil_cpp r/3786
we weren't actually using these sources anymore, okay? Change-Id: If701571d9716de308d3512e1eb22c35db0877a66 Reviewed-on: https://cl.tvl.fyi/c/depot/+/5248 Tested-by: BuildkiteCI Reviewed-by: grfn <grfn@gws.fyi> Autosubmit: tazjin <tazjin@tvl.su>
Diffstat (limited to 'third_party/abseil_cpp/absl/random/internal/chi_square.cc')
-rw-r--r-- | third_party/abseil_cpp/absl/random/internal/chi_square.cc | 232 |
1 files changed, 0 insertions, 232 deletions
diff --git a/third_party/abseil_cpp/absl/random/internal/chi_square.cc b/third_party/abseil_cpp/absl/random/internal/chi_square.cc deleted file mode 100644 index 640d48cea6f4..000000000000 --- a/third_party/abseil_cpp/absl/random/internal/chi_square.cc +++ /dev/null @@ -1,232 +0,0 @@ -// 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. - -#include "absl/random/internal/chi_square.h" - -#include <cmath> - -#include "absl/random/internal/distribution_test_util.h" - -namespace absl { -ABSL_NAMESPACE_BEGIN -namespace random_internal { -namespace { - -#if defined(__EMSCRIPTEN__) -// Workaround __EMSCRIPTEN__ error: llvm_fma_f64 not found. -inline double fma(double x, double y, double z) { - return (x * y) + z; -} -#endif - -// Use Horner's method to evaluate a polynomial. -template <typename T, unsigned N> -inline T EvaluatePolynomial(T x, const T (&poly)[N]) { -#if !defined(__EMSCRIPTEN__) - using std::fma; -#endif - T p = poly[N - 1]; - for (unsigned i = 2; i <= N; i++) { - p = fma(p, x, poly[N - i]); - } - return p; -} - -static constexpr int kLargeDOF = 150; - -// Returns the probability of a normal z-value. -// -// Adapted from the POZ function in: -// Ibbetson D, Algorithm 209 -// Collected Algorithms of the CACM 1963 p. 616 -// -double POZ(double z) { - static constexpr double kP1[] = { - 0.797884560593, -0.531923007300, 0.319152932694, - -0.151968751364, 0.059054035642, -0.019198292004, - 0.005198775019, -0.001075204047, 0.000124818987, - }; - static constexpr double kP2[] = { - 0.999936657524, 0.000535310849, -0.002141268741, 0.005353579108, - -0.009279453341, 0.011630447319, -0.010557625006, 0.006549791214, - -0.002034254874, -0.000794620820, 0.001390604284, -0.000676904986, - -0.000019538132, 0.000152529290, -0.000045255659, - }; - - const double kZMax = 6.0; // Maximum meaningful z-value. - if (z == 0.0) { - return 0.5; - } - double x; - double y = 0.5 * std::fabs(z); - if (y >= (kZMax * 0.5)) { - x = 1.0; - } else if (y < 1.0) { - double w = y * y; - x = EvaluatePolynomial(w, kP1) * y * 2.0; - } else { - y -= 2.0; - x = EvaluatePolynomial(y, kP2); - } - return z > 0.0 ? ((x + 1.0) * 0.5) : ((1.0 - x) * 0.5); -} - -// Approximates the survival function of the normal distribution. -// -// Algorithm 26.2.18, from: -// [Abramowitz and Stegun, Handbook of Mathematical Functions,p.932] -// http://people.math.sfu.ca/~cbm/aands/abramowitz_and_stegun.pdf -// -double normal_survival(double z) { - // Maybe replace with the alternate formulation. - // 0.5 * erfc((x - mean)/(sqrt(2) * sigma)) - static constexpr double kR[] = { - 1.0, 0.196854, 0.115194, 0.000344, 0.019527, - }; - double r = EvaluatePolynomial(z, kR); - r *= r; - return 0.5 / (r * r); -} - -} // namespace - -// Calculates the critical chi-square value given degrees-of-freedom and a -// p-value, usually using bisection. Also known by the name CRITCHI. -double ChiSquareValue(int dof, double p) { - static constexpr double kChiEpsilon = - 0.000001; // Accuracy of the approximation. - static constexpr double kChiMax = - 99999.0; // Maximum chi-squared value. - - const double p_value = 1.0 - p; - if (dof < 1 || p_value > 1.0) { - return 0.0; - } - - if (dof > kLargeDOF) { - // For large degrees of freedom, use the normal approximation by - // Wilson, E. B. and Hilferty, M. M. (1931) - // chi^2 - mean - // Z = -------------- - // stddev - const double z = InverseNormalSurvival(p_value); - const double mean = 1 - 2.0 / (9 * dof); - const double variance = 2.0 / (9 * dof); - // Cannot use this method if the variance is 0. - if (variance != 0) { - return std::pow(z * std::sqrt(variance) + mean, 3.0) * dof; - } - } - - if (p_value <= 0.0) return kChiMax; - - // Otherwise search for the p value by bisection - double min_chisq = 0.0; - double max_chisq = kChiMax; - double current = dof / std::sqrt(p_value); - while ((max_chisq - min_chisq) > kChiEpsilon) { - if (ChiSquarePValue(current, dof) < p_value) { - max_chisq = current; - } else { - min_chisq = current; - } - current = (max_chisq + min_chisq) * 0.5; - } - return current; -} - -// Calculates the p-value (probability) of a given chi-square value -// and degrees of freedom. -// -// Adapted from the POCHISQ function from: -// Hill, I. D. and Pike, M. C. Algorithm 299 -// Collected Algorithms of the CACM 1963 p. 243 -// -double ChiSquarePValue(double chi_square, int dof) { - static constexpr double kLogSqrtPi = - 0.5723649429247000870717135; // Log[Sqrt[Pi]] - static constexpr double kInverseSqrtPi = - 0.5641895835477562869480795; // 1/(Sqrt[Pi]) - - // For large degrees of freedom, use the normal approximation by - // Wilson, E. B. and Hilferty, M. M. (1931) - // Via Wikipedia: - // By the Central Limit Theorem, because the chi-square distribution is the - // sum of k independent random variables with finite mean and variance, it - // converges to a normal distribution for large k. - if (dof > kLargeDOF) { - // Re-scale everything. - const double chi_square_scaled = std::pow(chi_square / dof, 1.0 / 3); - const double mean = 1 - 2.0 / (9 * dof); - const double variance = 2.0 / (9 * dof); - // If variance is 0, this method cannot be used. - if (variance != 0) { - const double z = (chi_square_scaled - mean) / std::sqrt(variance); - if (z > 0) { - return normal_survival(z); - } else if (z < 0) { - return 1.0 - normal_survival(-z); - } else { - return 0.5; - } - } - } - - // The chi square function is >= 0 for any degrees of freedom. - // In other words, probability that the chi square function >= 0 is 1. - if (chi_square <= 0.0) return 1.0; - - // If the degrees of freedom is zero, the chi square function is always 0 by - // definition. In other words, the probability that the chi square function - // is > 0 is zero (chi square values <= 0 have been filtered above). - if (dof < 1) return 0; - - auto capped_exp = [](double x) { return x < -20 ? 0.0 : std::exp(x); }; - static constexpr double kBigX = 20; - - double a = 0.5 * chi_square; - const bool even = !(dof & 1); // True if dof is an even number. - const double y = capped_exp(-a); - double s = even ? y : (2.0 * POZ(-std::sqrt(chi_square))); - - if (dof <= 2) { - return s; - } - - chi_square = 0.5 * (dof - 1.0); - double z = (even ? 1.0 : 0.5); - if (a > kBigX) { - double e = (even ? 0.0 : kLogSqrtPi); - double c = std::log(a); - while (z <= chi_square) { - e = std::log(z) + e; - s += capped_exp(c * z - a - e); - z += 1.0; - } - return s; - } - - double e = (even ? 1.0 : (kInverseSqrtPi / std::sqrt(a))); - double c = 0.0; - while (z <= chi_square) { - e = e * (a / z); - c = c + e; - z += 1.0; - } - return c * y + s; -} - -} // namespace random_internal -ABSL_NAMESPACE_END -} // namespace absl |