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#pragma once
#ifndef CATA_TESTS_TEST_STATISTICS_H
#define CATA_TESTS_TEST_STATISTICS_H
#include <algorithm>
#include <cmath>
#include <iosfwd>
#include <limits>
#include <type_traits>
#include <vector>
#include "cata_catch.h"
// Z-value for confidence interval
constexpr double Z95 = 1.96;
constexpr double Z99 = 2.576;
constexpr double Z99_9 = 3.291;
constexpr double Z99_99 = 3.891;
constexpr double Z99_999 = 4.5;
constexpr double Z99_999_9 = 5.0;
// Useful to specify a range using midpoint +/- ε which is easier to parse how
// wide a range actually is vs just upper and lower
struct epsilon_threshold {
double midpoint;
double epsilon;
};
// Upper/lower bound threshold useful for asymmetric thresholds
struct upper_lower_threshold {
double lower_thresh;
double upper_thresh;
};
// we cache the margin of error so when adding a new value we must invalidate
// it so it gets calculated a again
constexpr double invalid_err = -1;
template<typename T>
class statistics
{
private:
int _types;
int _n;
double _sum;
mutable double _error;
const double Z_;
const double Zsq_;
T _max;
T _min;
std::vector< T > samples;
public:
explicit statistics( const double Z = Z99_9 ) :
_types( 0 ), _n( 0 ), _sum( 0 ), _error( invalid_err ),
Z_( Z ), Zsq_( Z * Z ), _max( std::numeric_limits<T>::min() ),
_min( std::numeric_limits<T>::max() ) {}
void new_type() {
_types++;
}
void add( T new_val ) {
_error = invalid_err;
_n++;
_sum += new_val;
_max = std::max( _max, new_val );
_min = std::min( _min, new_val );
samples.push_back( new_val );
}
// Adjusted Wald error is only valid for a discrete binary test. Note
// because error takes into account population, it is only valid to
// test against the upper/lower bound.
//
// The goal here is to get the most accurate statistics about the
// smallest sample size feasible. The tests end up getting run many
// times over a short period, so any real issue may sometimes get a
// false positive, but over a series of runs will get shaken out in an
// obvious way.
//
// Outside of this class, this should only be used for debugging
// purposes.
template<typename U = T>
std::enable_if_t< std::is_same_v< U, bool >, double >
margin_of_error() const {
if( _error != invalid_err ) {
return _error;
}
// Implementation of outline from https://measuringu.com/ci-five-steps/
const double adj_numerator = ( Zsq_ / 2 ) + _sum;
const double adj_denominator = Zsq_ + _n;
const double adj_proportion = adj_numerator / adj_denominator;
const double a = adj_proportion * ( 1.0 - adj_proportion );
const double b = a / adj_denominator;
const double c = std::sqrt( b );
_error = c * Z_;
return _error;
}
// Standard error is intended to be used with continuous data samples.
// We're using an approximation here so it is only appropriate to use
// the upper/lower bound to test for reasons similar to adjusted Wald
// error.
// Outside of this class, this should only be used for debugging purposes.
// https://measuringu.com/ci-five-steps/
template<typename U = T>
std::enable_if_t < ! std::is_same_v< U, bool >, double >
margin_of_error() const {
if( _error != invalid_err ) {
return _error;
}
const double std_err = stddev() / std::sqrt( _n );
_error = std_err * Z_;
return _error;
}
/** Use to continue testing until we are sure whether the result is
* inside or outside the target.
*
* Returns true if the confidence interval partially overlaps the target region.
*/
bool uncertain_about( const epsilon_threshold &t ) const {
return !test_threshold( t ) && // Inside target
t.midpoint - t.epsilon < upper() && // Below target
t.midpoint + t.epsilon > lower(); // Above target
}
bool test_threshold( const epsilon_threshold &t ) const {
return ( t.midpoint - t.epsilon ) < lower() &&
( t.midpoint + t.epsilon ) > upper();
}
bool test_threshold( const upper_lower_threshold &t ) const {
return t.lower_thresh < lower() && t.upper_thresh > upper();
}
double upper() const {
double result = avg() + margin_of_error();
if( std::is_same<T, bool>::value ) {
result = std::min( result, 1.0 );
}
return result;
}
double lower() const {
double result = avg() - margin_of_error();
if( std::is_same<T, bool>::value ) {
result = std::max( result, 0.0 );
}
return result;
}
// Test if some value is a member of the confidence interval of the
// sample
bool test_confidence_interval( const double v ) const {
return is_within_epsilon( v, margin_of_error() );
}
bool is_within_epsilon( const double v, const double epsilon ) const {
const double average = avg();
return( average + epsilon > v ) &&
( average - epsilon < v );
}
// Theoretically a one-pass formula is more efficient, however because
// we keep handles onto _sum and _n as class members and calculate them
// on the fly, a one-pass formula is unnecessary because we're already
// one pass here. It may not obvious that even though we're calling
// the 'average()' function that's what is happening.
double variance( const bool sample_variance = true ) const {
double average = avg();
double sigma_acc = 0;
for( const T v : samples ) {
const double diff = v - average;
sigma_acc += diff * diff;
}
if( sample_variance ) {
return sigma_acc / static_cast<double>( _n - 1 );
}
return sigma_acc / static_cast<double>( _n );
}
// We should only be interested in the sample deviation most of the
// time because we can always get more samples. The way we use tests,
// we attempt to use the sample data to generalize about the
// population.
double stddev( const bool sample_deviation = true ) const {
return std::sqrt( variance( sample_deviation ) );
}
int types() const {
return _types;
}
double sum() const {
return _sum;
}
T max() const {
return _max;
}
T min() const {
return _min;
}
double avg() const {
return _sum / static_cast<double>( _n );
}
int n() const {
return _n;
}
const std::vector<T> &get_samples() const {
return samples;
}
};
class BinomialMatcher : public Catch::MatcherBase<int>
{
public:
BinomialMatcher( int num_samples, double p, double max_deviation );
bool match( const int &obs ) const override;
std::string describe() const override;
private:
int num_samples_;
double p_;
double max_deviation_;
double expected_;
double margin_;
};
// Can be used to test that a value is a plausible observation from a binomial
// distribution. Uses a normal approximation to the binomial, and permits a
// deviation up to max_deviation (measured in standard deviations).
inline BinomialMatcher IsBinomialObservation(
const int num_samples, const double p, const double max_deviation = Z99_999 )
{
return BinomialMatcher( num_samples, p, max_deviation );
}
#endif // CATA_TESTS_TEST_STATISTICS_H
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