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/* chi_squared_test.hpp header file
*
* Copyright Steven Watanabe 2010
* Distributed under the Boost Software License, Version 1.0. (See
* accompanying file LICENSE_1_0.txt or copy at
* http://www.boost.org/LICENSE_1_0.txt)
*
* $Id: chi_squared_test.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
*
*/
#ifndef BOOST_RANDOM_TEST_CHI_SQUARED_TEST_HPP_INCLUDED
#define BOOST_RANDOM_TEST_CHI_SQUARED_TEST_HPP_INCLUDED
#include <vector>
#include <boost/math/special_functions/pow.hpp>
#include <boost/math/distributions/chi_squared.hpp>
// This only works for discrete distributions with fixed
// upper and lower bounds.
template<class IntType>
struct chi_squared_collector {
static const IntType cutoff = 5;
chi_squared_collector()
: chi_squared(0),
variables(0),
prev_actual(0),
prev_expected(0),
current_actual(0),
current_expected(0)
{}
void operator()(IntType actual, double expected) {
current_actual += actual;
current_expected += expected;
if(current_expected >= cutoff) {
if(prev_expected != 0) {
update(prev_actual, prev_expected);
}
prev_actual = current_actual;
prev_expected = current_expected;
current_actual = 0;
current_expected = 0;
}
}
void update(IntType actual, double expected) {
chi_squared += boost::math::pow<2>(actual - expected) / expected;
++variables;
}
double cdf() {
if(prev_expected != 0) {
update(prev_actual + current_actual, prev_expected + current_expected);
prev_actual = 0;
prev_expected = 0;
current_actual = 0;
current_expected = 0;
}
if(variables <= 1) {
return 0;
} else {
return boost::math::cdf(boost::math::chi_squared(variables - 1), chi_squared);
}
}
double chi_squared;
std::size_t variables;
IntType prev_actual;
double prev_expected;
IntType current_actual;
double current_expected;
};
template<class IntType>
double chi_squared_test(const std::vector<IntType>& results, const std::vector<double>& probabilities, IntType iterations) {
chi_squared_collector<IntType> calc;
for(std::size_t i = 0; i < results.size(); ++i) {
calc(results[i], iterations * probabilities[i]);
}
return calc.cdf();
}
#endif
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