Changeset 1600 for trunk/yat

Timestamp:

Oct 27, 2008, 8:10:49 PM (12 years ago)

Author:

Peter

Message:

• Fixed bug that data disappeared because data internally was stored in a set (is now a multiset).
• Changed ordering of data, which implies that sign of signed_score is flipped.
• Added some tests for KolmogorovSmirnov?

Location:

trunk/yat/statistics

Files:

• KolmogorovSmirnov.cc (modified) (1 diff)
• KolmogorovSmirnov.h (modified) (1 diff)

trunk/yat/statistics/KolmogorovSmirnov.cc

@@ -61 +61 @@
     double res=0;
     double res2=0;
-    double s2 = score() * sqrt(sum_w1_*sum_w2_/(sum_w1_+sum_w2_));
-    s2 *= s2;
+    double s2 = score() * score() * sum_w1_*sum_w2_/(sum_w1_+sum_w2_);
     int sign = 1;
     for (size_t k = 1; k<100; ++k) {
-      res += sign * exp(-2.0 * k * k * s2);
+      res += sign * 2 * exp(-2.0 * k * k * s2);
       sign *= -1;
+      // ignore remaining terms as they are small
       if (res==res2)
         return res;

trunk/yat/statistics/KolmogorovSmirnov.h

@@ -99 +99 @@
     mutable double score_;
     typedef std::pair<std::pair<double,double>, bool> trip;
-    typedef std::set<trip, std::greater<trip> > data_w;
+    typedef std::multiset<trip> data_w;
     data_w data_;
     double sum_w1_;