Changeset 3917

Timestamp:

May 31, 2020, 7:26:09 AM (3 years ago)

Author:

Peter

Message:

allow user to define stop condition

Location:

trunk/yat/statistics

Files:

• Makefile.am (modified) (1 diff)
• TukeyBiweightEstimator.cc (added)
• TukeyBiweightEstimator.h (modified) (6 diffs)

trunk/yat/statistics/Makefile.am

@@ -40 +40 @@
   yat/statistics/SAMScore.cc yat/statistics/Score.cc \
   yat/statistics/Smoother.cc yat/statistics/SNRScore.cc \
-  yat/statistics/Spearman.cc yat/statistics/tScore.cc \
+  yat/statistics/Spearman.cc \
+  yat/statistics/TukeyBiweightEstimator.cc \
+  yat/statistics/tScore.cc \
   yat/statistics/tTest.cc \
   yat/statistics/utility.cc yat/statistics/VectorFunction.cc \

trunk/yat/statistics/TukeyBiweightEstimator.h

@@ -65 +65 @@
   {
   public:
+    /**
+       \since New in yat 0.18
+     */
+    class Stopper
+    {
+    public:
+      /**
+         Default constructor sets max epochs to 1000
+       */
+      Stopper(size_t max_epochs=1000);
+      /**
+         \return true if \a current is sufficiently close to \a previous
+       */
+      virtual bool operator()(double current, double previous) const=0;
+    protected:
+      /// \return number of epochs
+      size_t epochs(void) const;
+      /// \return number of max epochs
+      size_t max_epochs(void) const;
+    private:
+      size_t epochs_;
+      size_t max_epochs_;
+      friend TukeyBiweightEstimator;
+      bool stop(double current, double previous);
+    };
+
     /**
        \brief Constructor
@@ -91 +117 @@
                       RandomAccessIterator last) const;
 
+    /**
+       \since New in yat 0.18
+     */
+    template<typename RandomAccessIterator>
+    double operator()(RandomAccessIterator first,
+                      RandomAccessIterator last,
+                      Stopper& stopper) const;
+
   private:
     double cutoff_;
@@ -97 +131 @@
     template<typename RandomAccessIterator>
     double estimate(RandomAccessIterator first,
-                    RandomAccessIterator last) const;
+                    RandomAccessIterator last,
+                    Stopper& stopper) const;
 
     template<typename InputIterator>
     double estimate(InputIterator first, InputIterator last,
                     double center, double spread) const;
+
+    class DefaultStopper : public Stopper
+    {
+    public:
+      bool operator()(double current, double previous) const;
+    };
   };
+
 
   template<typename RandomAccessIterator>
   double TukeyBiweightEstimator::operator()(RandomAccessIterator first,
                                             RandomAccessIterator last) const
+  {
+    TukeyBiweightEstimator::DefaultStopper stopper;
+    return (*this)(first, last, stopper);
+  }
+
+
+  template<typename RandomAccessIterator>
+  double
+  TukeyBiweightEstimator::operator()(RandomAccessIterator first,
+                                     RandomAccessIterator last,
+                                     TukeyBiweightEstimator::Stopper& stopper) const
   {
     using boost_concepts::RandomAccessTraversal;
@@ -114 +167 @@
 
     if (sorted_)
-      return estimate(first, last);
+      return estimate(first, last, stopper);
 
     // if not sorted, create a sorted copy
@@ -120 +173 @@
     std::vector<typename traits::value_type> vec(first, last);
     std::sort(vec.begin(), vec.end());
-    return estimate(vec.begin(), vec.end());
+    return estimate(vec.begin(), vec.end(), stopper);
   }
 
 
   template<typename RandomAccessIterator>
-  double TukeyBiweightEstimator::estimate(RandomAccessIterator first,
-                                          RandomAccessIterator last) const
+  double
+  TukeyBiweightEstimator::estimate(RandomAccessIterator first,
+                                   RandomAccessIterator last,
+                                   TukeyBiweightEstimator::Stopper& stopper) const
   {
     const double scale = mad(first, last, true);
@@ -136 +191 @@
       return m;
     double m0 = m+1.0;
-    size_t epoch = 0;
-    // FIXME: let user define convergence requirement
-    while (m!=m0) {
+    while (!stopper.stop(m, m0)) {
       m0 = m;
       m = estimate(first, last, m, scale);
-      ++epoch;
-      // FIXME: let user define maximal epochs
-      if (epoch>1000)
-        utility::runtime_error("TukeyBiweightIterator: too many epochs");
     }
     return m;