mirror of
https://github.com/saitohirga/WSJT-X.git
synced 2025-11-04 05:50:31 -05:00
166 lines
7.2 KiB
C++
166 lines
7.2 KiB
C++
// 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
|
|
|
|
*/
|
|
|
|
|
|
|