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Diffstat (limited to 'third_party/abseil_cpp/absl/random/internal/distribution_test_util.h')
| -rw-r--r-- | third_party/abseil_cpp/absl/random/internal/distribution_test_util.h | 113 |
1 files changed, 0 insertions, 113 deletions
diff --git a/third_party/abseil_cpp/absl/random/internal/distribution_test_util.h b/third_party/abseil_cpp/absl/random/internal/distribution_test_util.h deleted file mode 100644 index 6d94cf6c97..0000000000 --- a/third_party/abseil_cpp/absl/random/internal/distribution_test_util.h +++ /dev/null @@ -1,113 +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_DISTRIBUTION_TEST_UTIL_H_ -#define ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_ - -#include <cstddef> -#include <iostream> -#include <vector> - -#include "absl/strings/string_view.h" -#include "absl/types/span.h" - -// NOTE: The functions in this file are test only, and are should not be used in -// non-test code. - -namespace absl { -ABSL_NAMESPACE_BEGIN -namespace random_internal { - -// http://webspace.ship.edu/pgmarr/Geo441/Lectures/Lec%205%20-%20Normality%20Testing.pdf - -// Compute the 1st to 4th standard moments: -// mean, variance, skewness, and kurtosis. -// http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm -struct DistributionMoments { - size_t n = 0; - double mean = 0.0; - double variance = 0.0; - double skewness = 0.0; - double kurtosis = 0.0; -}; -DistributionMoments ComputeDistributionMoments( - absl::Span<const double> data_points); - -std::ostream& operator<<(std::ostream& os, const DistributionMoments& moments); - -// Computes the Z-score for a set of data with the given distribution moments -// compared against `expected_mean`. -double ZScore(double expected_mean, const DistributionMoments& moments); - -// Returns the probability of success required for a single trial to ensure that -// after `num_trials` trials, the probability of at least one failure is no more -// than `p_fail`. -double RequiredSuccessProbability(double p_fail, int num_trials); - -// Computes the maximum distance from the mean tolerable, for Z-Tests that are -// expected to pass with `acceptance_probability`. Will terminate if the -// resulting tolerance is zero (due to passing in 0.0 for -// `acceptance_probability` or rounding errors). -// -// For example, -// MaxErrorTolerance(0.001) = 0.0 -// MaxErrorTolerance(0.5) = ~0.47 -// MaxErrorTolerance(1.0) = inf -double MaxErrorTolerance(double acceptance_probability); - -// Approximation to inverse of the Error Function in double precision. -// (http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf) -double erfinv(double x); - -// Beta(p, q) = Gamma(p) * Gamma(q) / Gamma(p+q) -double beta(double p, double q); - -// The inverse of the normal survival function. -double InverseNormalSurvival(double x); - -// Returns whether actual is "near" expected, based on the bound. -bool Near(absl::string_view msg, double actual, double expected, double bound); - -// Implements the incomplete regularized beta function, AS63, BETAIN. -// https://www.jstor.org/stable/2346797 -// -// BetaIncomplete(x, p, q), where -// `x` is the value of the upper limit -// `p` is beta parameter p, `q` is beta parameter q. -// -// NOTE: This is a test-only function which is only accurate to within, at most, -// 1e-13 of the actual value. -// -double BetaIncomplete(double x, double p, double q); - -// Implements the inverse of the incomplete regularized beta function, AS109, -// XINBTA. -// https://www.jstor.org/stable/2346798 -// https://www.jstor.org/stable/2346887 -// -// BetaIncompleteInv(p, q, beta, alhpa) -// `p` is beta parameter p, `q` is beta parameter q. -// `alpha` is the value of the lower tail area. -// -// NOTE: This is a test-only function and, when successful, is only accurate to -// within ~1e-6 of the actual value; there are some cases where it diverges from -// the actual value by much more than that. The function uses Newton's method, -// and thus the runtime is highly variable. -double BetaIncompleteInv(double p, double q, double alpha); - -} // namespace random_internal -ABSL_NAMESPACE_END -} // namespace absl - -#endif // ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_ |