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Diffstat (limited to 'third_party/abseil_cpp/absl/random/internal/chi_square.h')
| -rw-r--r-- | third_party/abseil_cpp/absl/random/internal/chi_square.h | 89 |
1 files changed, 0 insertions, 89 deletions
diff --git a/third_party/abseil_cpp/absl/random/internal/chi_square.h b/third_party/abseil_cpp/absl/random/internal/chi_square.h deleted file mode 100644 index 07f4fbe522..0000000000 --- a/third_party/abseil_cpp/absl/random/internal/chi_square.h +++ /dev/null @@ -1,89 +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. - -#ifndef ABSL_RANDOM_INTERNAL_CHI_SQUARE_H_ -#define ABSL_RANDOM_INTERNAL_CHI_SQUARE_H_ - -// The chi-square statistic. -// -// Useful for evaluating if `D` independent random variables are behaving as -// expected, or if two distributions are similar. (`D` is the degrees of -// freedom). -// -// Each bucket should have an expected count of 10 or more for the chi square to -// be meaningful. - -#include <cassert> - -#include "absl/base/config.h" - -namespace absl { -ABSL_NAMESPACE_BEGIN -namespace random_internal { - -constexpr const char kChiSquared[] = "chi-squared"; - -// Returns the measured chi square value, using a single expected value. This -// assumes that the values in [begin, end) are uniformly distributed. -template <typename Iterator> -double ChiSquareWithExpected(Iterator begin, Iterator end, double expected) { - // Compute the sum and the number of buckets. - assert(expected >= 10); // require at least 10 samples per bucket. - double chi_square = 0; - for (auto it = begin; it != end; it++) { - double d = static_cast<double>(*it) - expected; - chi_square += d * d; - } - chi_square = chi_square / expected; - return chi_square; -} - -// Returns the measured chi square value, taking the actual value of each bucket -// from the first set of iterators, and the expected value of each bucket from -// the second set of iterators. -template <typename Iterator, typename Expected> -double ChiSquare(Iterator it, Iterator end, Expected eit, Expected eend) { - double chi_square = 0; - for (; it != end && eit != eend; ++it, ++eit) { - if (*it > 0) { - assert(*eit > 0); - } - double e = static_cast<double>(*eit); - double d = static_cast<double>(*it - *eit); - if (d != 0) { - assert(e > 0); - chi_square += (d * d) / e; - } - } - assert(it == end && eit == eend); - return chi_square; -} - -// ====================================================================== -// The following methods can be used for an arbitrary significance level. -// - -// Calculates critical chi-square values to produce the given p-value using a -// bisection search for a value within epsilon, relying on the monotonicity of -// ChiSquarePValue(). -double ChiSquareValue(int dof, double p); - -// Calculates the p-value (probability) of a given chi-square value. -double ChiSquarePValue(double chi_square, int dof); - -} // namespace random_internal -ABSL_NAMESPACE_END -} // namespace absl - -#endif // ABSL_RANDOM_INTERNAL_CHI_SQUARE_H_ |