Adding upstream version 14.2.21.upstream/14.2.21upstream

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>

1 files changed, 165 insertions, 0 deletions

diff --git a/src/boost/libs/math/example/binomial_confidence_limits.cpp b/src/boost/libs/math/example/binomial_confidence_limits.cpp
new file mode 100644
index 00000000..56ab48c3
--- /dev/null
+++ b/src/boost/libs/math/example/binomial_confidence_limits.cpp
@@ -0,0 +1,165 @@
+// Copyright John Maddock 2006
+// Copyright Paul A. Bristow 2010
+
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifdef _MSC_VER
+#  pragma warning(disable: 4512) // assignment operator could not be generated.
+#  pragma warning(disable: 4510) // default constructor could not be generated.
+#  pragma warning(disable: 4610) // can never be instantiated - user defined constructor required.
+#endif
+
+#include <iostream>
+using std::cout; using std::endl;
+#include <iomanip>
+using std::fixed; using std::left; using std::right; using std::right; using std::setw;
+using std::setprecision;
+
+#include <boost/math/distributions/binomial.hpp>
+
+void confidence_limits_on_frequency(unsigned trials, unsigned successes)
+{
+   //
+   // trials = Total number of trials.
+   // successes = Total number of observed successes.
+   //
+   // Calculate confidence limits for an observed
+   // frequency of occurrence that follows a binomial distribution.
+   //
+   //using namespace std; // Avoid
+   // using namespace boost::math; // potential name ambiguity with std <random>
+   using boost::math::binomial_distribution;
+
+   // Print out general info:
+   cout <<
+      "___________________________________________\n"
+      "2-Sided Confidence Limits For Success Ratio\n"
+      "___________________________________________\n\n";
+   cout << setprecision(7);
+   cout << setw(40) << left << "Number of Observations" << "=  " << trials << "\n";
+   cout << setw(40) << left << "Number of successes" << "=  " << successes << "\n";
+   cout << setw(40) << left << "Sample frequency of occurrence" << "=  " << double(successes) / trials << "\n";
+   //
+   // Define a table of significance levels:
+   //
+   double alpha[] = { 0.5, 0.25, 0.1, 0.05, 0.01, 0.001, 0.0001, 0.00001 };
+   //
+   // Print table header:
+   //
+   cout << "\n\n"
+           "_______________________________________________________________________\n"
+           "Confidence        Lower CP       Upper CP       Lower JP       Upper JP\n"
+           " Value (%)        Limit          Limit          Limit          Limit\n"
+           "_______________________________________________________________________\n";
+   //
+   // Now print out the data for the table rows.
+   //
+   for(unsigned i = 0; i < sizeof(alpha)/sizeof(alpha[0]); ++i)
+   {
+      // Confidence value:
+      cout << fixed << setprecision(3) << setw(10) << right << 100 * (1-alpha[i]);
+      // Calculate Clopper Pearson bounds:
+      double l = binomial_distribution<>::find_lower_bound_on_p(trials, successes, alpha[i]/2);
+      double u = binomial_distribution<>::find_upper_bound_on_p(trials, successes, alpha[i]/2);
+      // Print Clopper Pearson Limits:
+      cout << fixed << setprecision(5) << setw(15) << right << l;
+      cout << fixed << setprecision(5) << setw(15) << right << u;
+      // Calculate Jeffreys Prior Bounds:
+      l = binomial_distribution<>::find_lower_bound_on_p(trials, successes, alpha[i]/2, binomial_distribution<>::jeffreys_prior_interval);
+      u = binomial_distribution<>::find_upper_bound_on_p(trials, successes, alpha[i]/2, binomial_distribution<>::jeffreys_prior_interval);
+      // Print Jeffreys Prior Limits:
+      cout << fixed << setprecision(5) << setw(15) << right << l;
+      cout << fixed << setprecision(5) << setw(15) << right << u << std::endl;
+   }
+   cout << endl;
+} // void confidence_limits_on_frequency()
+
+int main()
+{
+   confidence_limits_on_frequency(20, 4);
+   confidence_limits_on_frequency(200, 40);
+   confidence_limits_on_frequency(2000, 400);
+
+   return 0;
+} // int main()
+
+/*
+
+------ Build started: Project: binomial_confidence_limits, Configuration: Debug Win32 ------
+Compiling...
+binomial_confidence_limits.cpp
+Linking...
+Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\binomial_confidence_limits.exe"
+___________________________________________
+2-Sided Confidence Limits For Success Ratio
+___________________________________________
+
+Number of Observations                  =  20
+Number of successes                     =  4
+Sample frequency of occurrence          =  0.2
+
+
+_______________________________________________________________________
+Confidence        Lower CP       Upper CP       Lower JP       Upper JP
+ Value (%)        Limit          Limit          Limit          Limit
+_______________________________________________________________________
+    50.000        0.12840        0.29588        0.14974        0.26916
+    75.000        0.09775        0.34633        0.11653        0.31861
+    90.000        0.07135        0.40103        0.08734        0.37274
+    95.000        0.05733        0.43661        0.07152        0.40823
+    99.000        0.03576        0.50661        0.04655        0.47859
+    99.900        0.01905        0.58632        0.02634        0.55960
+    99.990        0.01042        0.64997        0.01530        0.62495
+    99.999        0.00577        0.70216        0.00901        0.67897
+
+___________________________________________
+2-Sided Confidence Limits For Success Ratio
+___________________________________________
+
+Number of Observations                  =  200
+Number of successes                     =  40
+Sample frequency of occurrence          =  0.2000000
+
+
+_______________________________________________________________________
+Confidence        Lower CP       Upper CP       Lower JP       Upper JP
+ Value (%)        Limit          Limit          Limit          Limit
+_______________________________________________________________________
+    50.000        0.17949        0.22259        0.18190        0.22001
+    75.000        0.16701        0.23693        0.16934        0.23429
+    90.000        0.15455        0.25225        0.15681        0.24956
+    95.000        0.14689        0.26223        0.14910        0.25951
+    99.000        0.13257        0.28218        0.13468        0.27940
+    99.900        0.11703        0.30601        0.11902        0.30318
+    99.990        0.10489        0.32652        0.10677        0.32366
+    99.999        0.09492        0.34485        0.09670        0.34197
+
+___________________________________________
+2-Sided Confidence Limits For Success Ratio
+___________________________________________
+
+Number of Observations                  =  2000
+Number of successes                     =  400
+Sample frequency of occurrence          =  0.2000000
+
+
+_______________________________________________________________________
+Confidence        Lower CP       Upper CP       Lower JP       Upper JP
+ Value (%)        Limit          Limit          Limit          Limit
+_______________________________________________________________________
+    50.000        0.19382        0.20638        0.19406        0.20613
+    75.000        0.18965        0.21072        0.18990        0.21047
+    90.000        0.18537        0.21528        0.18561        0.21503
+    95.000        0.18267        0.21821        0.18291        0.21796
+    99.000        0.17745        0.22400        0.17769        0.22374
+    99.900        0.17150        0.23079        0.17173        0.23053
+    99.990        0.16658        0.23657        0.16681        0.23631
+    99.999        0.16233        0.24169        0.16256        0.24143
+
+*/
+
+
+