aGrUM 3.1.1
a C++ library for (probabilistic) graphical models
chiSquare.cpp
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40
41
48// =========================================================================
50
51#ifdef GUM_NO_INLINE
53#endif
54
56
57// =========================================================================
58
59
60// constants used by Gary Perlman for his code for computing chi2 critical
61// values
62
63namespace gum {
64
65 // ==========================================================================
67 // ==========================================================================
68 double ChiSquare::_probaZValue_(double z) {
69 // ++nbZt;
70
71 // z = std::round(z * std::pow(10, 3)) / std::pow(10, 3);
72 // if( ! _ZCache_.exists(z) ){
73
74 double y, x, w;
75
76 if (z == 0.0) x = 0.0;
77 else {
78 y = 0.5 * fabs(z);
79
80 if (y >= (_Z_MAX_ * 0.5)) x = 1.0;
81 else if (y < 1.0) {
82 w = y * y;
83 x = ((((((((0.000124818987 * w - 0.001075204047) * w + 0.005198775019) * w - 0.019198292004)
84 * w
85 + 0.059054035642)
86 * w
87 - 0.151968751364)
88 * w
89 + 0.319152932694)
90 * w
91 - 0.531923007300)
92 * w
93 + 0.797884560593)
94 * y * 2.0;
95 } else {
96 y -= 2.0;
97 x = (((((((((((((-0.000045255659 * y + 0.000152529290) * y - 0.000019538132) * y
98 - 0.000676904986)
99 * y
100 + 0.001390604284)
101 * y
102 - 0.000794620820)
103 * y
104 - 0.002034254874)
105 * y
106 + 0.006549791214)
107 * y
108 - 0.010557625006)
109 * y
110 + 0.011630447319)
111 * y
112 - 0.009279453341)
113 * y
114 + 0.005353579108)
115 * y
116 - 0.002141268741)
117 * y
118 + 0.000535310849)
119 * y
120 + 0.999936657524;
121 }
122 }
123
124 // _ZCache_.insert(z, ( z > 0.0 ? (( x + 1.0 ) * 0.5 ) : (( 1.0 - x )
125 // * 0.5 ) ) );
126 // } else {
127 // ++nbZ;
128 // }
129
130 // return _ZCache_[z];
131 return (z > 0.0 ? ((x + 1.0) * 0.5) : ((1.0 - x) * 0.5));
132 }
133
134 // ==========================================================================
136 // ==========================================================================
137 double ChiSquare::probaChi2(double x, Size df) {
138 double retVal = 0.0;
139 // ++nbChit;
140
141 // std::pair<double, unsigned long> conty(x, df);
142 // if( ! _chi2Cache_.exists(conty) ){
143
144 double a, y = 0, s;
145 double e, c, z;
146 int even; /* true if df is an even number */
147
148 if ((x <= 0.0) || (df < 1)) {
149 // _chi2Cache_.insert(conty,1.0);
150 retVal = 1.0;
151 } else {
152 a = 0.5 * x;
153
154 even = (2 * (df / 2)) == df;
155
156 if (df > 1) y = _exp_(-a);
157
158 s = (even ? y : (2.0 * _probaZValue_(-sqrt(x))));
159
160 if (df > 2) {
161 x = 0.5 * (df - 1.0);
162 z = (even ? 1.0 : 0.5);
163
164 if (a > _BIGX_) {
165 e = (even ? 0.0 : _LOG_SQRT_PI_);
166 c = log(a);
167
168 while (z <= x) {
169 e = log(z) + e;
170 s += _exp_(c * z - a - e);
171 z += 1.0;
172 }
173
174 // _chi2Cache_.insert(conty,s);
175 retVal = s;
176
177 } else {
178 e = (even ? 1.0 : (_I_SQRT_PI_ / sqrt(a)));
179 c = 0.0;
180
181 while (z <= x) {
182 e = e * (a / z);
183 c = c + e;
184 z += 1.0;
185 }
186
187 // _chi2Cache_.insert(conty,( c * y + s ));
188 retVal = (c * y + s);
189 }
190 } else {
191 // _chi2Cache_.insert(conty,s);
192 retVal = s;
193 }
194 }
195 // } else {
196 // ++nbChi;
197 // }
198 // std::cout << "Z avoid : " << nbZ << " / " << nbZt << ". Chi avoid :
199 // " << nbChi << " / " << nbChit << "." << std::endl;
200 // return _chi2Cache_[conty];
201 return retVal;
202 }
203
204} // End of namespace gum
205
206// HashTable<std::pair<double, unsigned long>, double> ChiSquare:: _chi2Cache_;
207// HashTable<double, double> ChiSquare:: _ZCache_;
208// Idx ChiSquare::nbZ = 0;
209// Idx ChiSquare::nbChi = 0;
210// Idx ChiSquare::nbZt = 0;
211// Idx ChiSquare::nbChit = 0;
Headers of the ChiSquare class.
static double probaChi2(double x, Size df)
computes the probability of chi2 value (used by the cache)
static double _probaZValue_(double z)
computes the probability of normal z value (used by the cache)
Definition chiSquare.cpp:68
static double _exp_(double x)
Required constant to compute the cdf.
static constexpr double _I_SQRT_PI_
1 / sqrt (pi)
Definition chiSquare.h:89
static constexpr double _Z_MAX_
Required constant to compute the cdf.
Definition chiSquare.h:77
static constexpr double _LOG_SQRT_PI_
log (sqrt (pi))
Definition chiSquare.h:86
static constexpr double _BIGX_
max value to represent exp (x)
Definition chiSquare.h:92
std::size_t Size
In aGrUM, hashed values are unsigned long int.
Definition types.h:74
Useful macros for maths.
gum is the global namespace for all aGrUM entities
Definition agrum.h:46