better variance computation, use Knuth online robust algorithm, add a test for variance computation
This commit is contained in:
parent
de201e1007
commit
2c2e9d0ca3
4 changed files with 98 additions and 39 deletions
38
edo/test/t-variance.cpp
Normal file
38
edo/test/t-variance.cpp
Normal file
|
|
@ -0,0 +1,38 @@
|
|||
|
||||
#include <iostream>
|
||||
#include <vector>
|
||||
|
||||
#include <eo>
|
||||
#include <es.h>
|
||||
#include <edo>
|
||||
|
||||
int main()
|
||||
{
|
||||
typedef eoReal<eoMinimizingFitness> Vec;
|
||||
|
||||
eoPop<Vec> pop;
|
||||
for( unsigned int i=1; i<7; ++i) {
|
||||
Vec indiv(1,i);
|
||||
pop.push_back( indiv );
|
||||
std::clog << indiv << " ";
|
||||
}
|
||||
std::clog << std::endl;
|
||||
|
||||
edoEstimatorNormalMono<Vec> estimator;
|
||||
|
||||
edoNormalMono<Vec> distrib = estimator(pop);
|
||||
|
||||
Vec ex_mean(1,3.5);
|
||||
Vec ex_var(1,17.5/6);
|
||||
Vec es_mean = distrib.mean();
|
||||
Vec es_var = distrib.variance();
|
||||
|
||||
std::cout << "expected mean=" << ex_mean << " variance=" << ex_var << std::endl;
|
||||
std::cout << "estimated mean=" << es_mean << " variance=" << es_var << std::endl;
|
||||
|
||||
for( unsigned int i=0; i<ex_mean.size(); ++i ) {
|
||||
assert( es_mean[i] == ex_mean[i] );
|
||||
assert( es_var[i] == ex_var[i] );
|
||||
}
|
||||
}
|
||||
|
||||
Reference in a new issue