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Languguage OS 2
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Languguage OS II Version 10-94 (Knowledge Media)(1994).ISO
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libg_261.zip
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libg++
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SmplStat.cc
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1992-10-27
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// This may look like C code, but it is really -*- C++ -*-
/*
Copyright (C) 1988 Free Software Foundation
written by Dirk Grunwald (grunwald@cs.uiuc.edu)
This file is part of the GNU C++ Library. This library is free
software; you can redistribute it and/or modify it under the terms of
the GNU Library General Public License as published by the Free
Software Foundation; either version 2 of the License, or (at your
option) any later version. This library is distributed in the hope
that it will be useful, but WITHOUT ANY WARRANTY; without even the
implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
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, 675 Mass Ave, Cambridge, MA 02139, USA.
*/
#ifdef __GNUG__
#pragma implementation
#endif
#include <stream.h>
#include <SmplStat.h>
#include <math.h>
#ifndef HUGE_VAL
#ifdef HUGE
#define HUGE_VAL HUGE
#else
#include <float.h>
#define HUGE_VAL DBL_MAX
#endif
#endif
// error handling
void default_SampleStatistic_error_handler(const char* msg)
{
cerr << "Fatal SampleStatistic error. " << msg << "\n";
exit(1);
}
one_arg_error_handler_t SampleStatistic_error_handler = default_SampleStatistic_error_handler;
one_arg_error_handler_t set_SampleStatistic_error_handler(one_arg_error_handler_t f)
{
one_arg_error_handler_t old = SampleStatistic_error_handler;
SampleStatistic_error_handler = f;
return old;
}
void SampleStatistic::error(const char* msg)
{
(*SampleStatistic_error_handler)(msg);
}
// t-distribution: given p-value and degrees of freedom, return t-value
// adapted from Peizer & Pratt JASA, vol63, p1416
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 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;
}
void
SampleStatistic::reset()
{
n = 0; x = x2 = 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;
}
double
SampleStatistic::mean()
{
if ( n > 0) {
return (x / n);
}
else {
return ( 0.0 );
}
}
double
SampleStatistic::var()
{
if ( n > 1) {
return(( x2 - ((x * x) / n)) / ( n - 1));
}
else {
return ( 0.0 );
}
}
double
SampleStatistic::stdDev()
{
if ( n <= 0 || this -> var() <= 0) {
return(0);
} else {
return( (double) sqrt( var() ) );
}
}
double
SampleStatistic::confidence(int interval)
{
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)
{
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));
}