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#ifndef SGT_H
#define SGT_H
// Simple Good-Turing estimation
//
// Copyright (c) David Elworthy 2004.
// A class for implementing simple Good-Turing re-estimation, as described by
// Geoff Sampson in the book Empirical Linguistics (2001), and on the web at
// http://www.grsampson.net/RGoodTur.html. The code here is a C++ adaptation
// of the published code by Sampson and Gale, with the bug fix issued in
// 2000. It is encapsulated as a class to allow it to be incorporated into
// other programs. An additional coding change is that the data can be
// presented in any order, whereas the original code required the data to be
// in ascending order.
//
// Copyright (c) David Elworthy 2004.
// All rights reserved.
//
// Redistribution and use in source and binary forms for any purpose, with or
// without modification, are permitted provided that the following conditions
// are met:
//
// 1. Redistributions of source code must retain the above copyright notice,
// this list of conditions, and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions, and the disclaimer that follows
// these conditions in the documentation and/or other materials
// provided with the distribution.
//
// THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
// WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
// MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
// NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
// TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// You may contact me at david@friendlymoose.com.
#include <map>
#include <vector>
#include <cmath>
using namespace std;
// Simple Good-Turing class.
// To use the class, create an SGT object and data to it by calling add() with
// each data point. A data point consists of the observed value and the
// frequency of the the observation (what Sampson and Gale refer to as the
// frequency, and the frequency of the the frequency). When you have added all
// the data points call analyse(). You can then call estimate() with an
// observed value as argument to get the estimated frequency for that value,
// or call iterate() to iterate over the data points. There is one special
// case to estimate(). If called with an argument of zero, it delivers the
// estimated frequency for unseen events. This is not delivered from pair().
// To get back from the estimate value to the smoothed value of the
// observation, multiply by total();
//
// In the original Sampson and Gale version, the observation was an integer.
// For this version, we make the code be a template over the observation type.
// However, it must always be some suitable numeric type, such as int or double.
//
// The code is implemented using the Standard Template Library (STL).
template <class ObsType> class SGT
{
private:
// Data block, holding the frequency and estimate. The estimate is set up
// by analyse().
struct Data
{
Data(unsigned int f) : freq(f), estimate(0) {}
unsigned int freq;
double estimate;
};
// Internal representation, as a map from observations to frequencies.
// After calling analyse(), it provides the estimates as well.
typedef map<ObsType, Data, less<ObsType> > DataMap;
// Minimum number of data points for a valid analysis
#ifdef _WIN32
#define MinInput (5)
#else
static const unsigned int MinInput = 5;
#endif
template <class T> double sq(T d) { return ((double) d)*d; }
double smoothed(ObsType i, double intercept, double slope)
{ return (exp(intercept + slope * log((double) i))); }
public:
// Iterator type for iterate();
typedef typename DataMap::const_iterator iterator;
// Construct a SGT object.
SGT() : totalObs(0) {}
// Destroy SGT object.
~SGT() {}
// Add a data point.
// If an observation with the same value has already been supplied, this adds
// to its frequency.
void add(ObsType observation, unsigned int frequency)
{
typename DataMap::iterator i = data.find(observation);
if (i == data.end())
data.insert(make_pair(observation, Data(frequency)));
else
(*i).second.freq += frequency;
totalObs += observation * frequency;
}
// Get total number of observations (= sum of obs*freq)
ObsType total() const { return totalObs; }
// Analyse the data.
// Returns false if there is not enough data for a valid analysis.
// In this case, the estimate is set to the original value.
bool analyse()
{
if (data.size() < MinInput)
return false;
// The code which follows is based on S and G's analyseInput()
ObsType bigN = 0;
unsigned int rows = data.size();
// j could be declared in each for statement, but has to be here for
// Visual C++, which disobeys the ANSI standard on variable scope.
typename DataMap::iterator j;
for (j = data.begin(); j != data.end(); ++j)
bigN += (*j).first * (*j).second.freq;
// Find the frequency for observation of value 1, if any
iterator row1 = row(1, data.begin());
PZero = (row1 == data.end()) ? 0 : (*row1).second.freq / (double) bigN;
// Set up internal arrays
vector<double> log_obs(rows);
vector<double> log_Z(rows);
vector<double> rStar(rows);
double XYs = 0, Xsquares = 0, meanX = 0, meanY = 0;
ObsType prevObs = 0;
unsigned int r = 0;
for (j = data.begin(); j != data.end(); ++r)
{
ObsType obs = (*j).first;
Data &d = (*j).second;
double k = (++j == data.end())
? (double) (2 * obs - prevObs) : (double) (*j).first;
double Z = 2 * d.freq / (k - prevObs);
log_obs[r] = log((double) obs);
log_Z[r] = log(Z);
meanX += log_obs[r];
meanY += log_Z[r];
prevObs = obs;
}
// Find the line with the best fit.
meanX /= rows;
meanY /= rows;
for (r = 0; r < rows; ++r)
{
XYs += (log_obs[r] - meanX) * (log_Z[r] - meanY);
Xsquares += sq(log_obs[r] - meanX);
}
double slope = XYs / Xsquares;
double intercept = meanY - slope * meanX;
// Now construct the estimates smoothing using the fitted line.
bool indiffValsSeen = false;
for (j = data.begin(), r = 0; j != data.end(); ++j, ++r)
{
ObsType obs = (*j).first;
Data &d = (*j).second;
ObsType obs1 = obs + 1;
double y = obs1 * smoothed(obs1, intercept, slope)
/ smoothed(obs, intercept, slope);
iterator nextRow = row(obs1, j);
if (nextRow == data.end())
{
indiffValsSeen = true;
}
else if (!indiffValsSeen)
{
unsigned int next_n = (*nextRow).second.freq;
unsigned int freq = d.freq;
double x = obs1 * next_n / (double) freq;
if (fabs(x - y) <= 1.96 * sqrt(sq(obs1) * next_n
/ (sq(freq)) * (1 + next_n / (double) freq)))
{
indiffValsSeen = true;
}
else
{
rStar[r] = x;
}
}
if (indiffValsSeen)
{
rStar[r] = y;
}
}
double bigNprime = 0.0;
for (j = data.begin(), r = 0; j != data.end(); ++j, ++r)
bigNprime += (*j).second.freq * rStar[r];
for (j = data.begin(), r = 0; j != data.end(); ++j, ++r)
(*j).second.estimate = (1 - PZero) * rStar[r] / bigNprime;
return true;
}
// Analyze the data.
// This just calls analyse(), and is included as a concession to speakers
// of debased dialects of English.
void analyze() { analyse(); }
// Get the estimate for an observation.
// If there was no such observation, return false.
// Otherwise return true and yield the estimate.
bool estimate(ObsType observation, double &estimate) const
{
if (observation == 0)
{
estimate = PZero;
return true;
}
iterator rownum = row(observation, data.begin());
if (rownum == data.end())
{
return false;
}
estimate = (*rownum).second.estimate;
return true;
}
// Get start and end iterators over the data map.
// You do not derefence these iterators directly, but instead used the
// access functions, obs, freq and estimate.
pair<iterator, iterator> iterate() const
{ return make_pair(data.begin(), data.end()); }
// Get the observation from an iterator.
ObsType obs(iterator i) const { return (*i).first; }
// Get the frequency from an iterator (as supplied by add).
unsigned int freq(iterator i) const { return (*i).second.freq; }
// Get the estimated relative frequency from an iterator.
double estimate(iterator i) const { return (*i).second.estimate; }
private:
// The data points
DataMap data;
// Zero estimate (only valid after a call to analyse()).
double PZero;
// Total number of observations
ObsType totalObs;
// Find the last row of the data which has a value equals to obs.
// If there is no such value, return data.end().
// start is a hint about where to start searching.
iterator row(ObsType obs, iterator start) const
{
iterator j = start;
while (j != data.end() && (*j).first < obs)
++j;
return ((j != data.end() && (*j).first == obs) ? j : data.end());
}
};
#endif //SGT_H
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