tvl-depot/absl/random/internal/distribution_test_util.h
Abseil Team 12bc53e031 Export of internal Abseil changes
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c99f979ad34f155fbeeea69b88bdc7458d89a21c by Derek Mauro <dmauro@google.com>:

Remove a floating point division by zero test.

This isn't testing behavior related to the library, and MSVC warns
about it in opt mode.

PiperOrigin-RevId: 285220804

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68b015491f0dbf1ab547994673281abd1f34cd4b by Gennadiy Rozental <rogeeff@google.com>:

This CL introduces following changes to the class FlagImpl:
* We eliminate the CommandLineFlagLocks struct. Instead callback guard and callback function are combined into a single CallbackData struct, while primary data lock is stored separately.
* CallbackData member of class FlagImpl is initially set to be nullptr and is only allocated and initialized when a flag's callback is being set. For most flags we do not pay for the extra space and extra absl::Mutex now.
* Primary data guard is stored in data_guard_ data member. This is a properly aligned character buffer of necessary size. During initialization of the flag we construct absl::Mutex in this space using placement new call.
* We now avoid extra value copy after successful attempt to parse value out of string. Instead we swap flag's current value with tentative value we just produced.

PiperOrigin-RevId: 285132636

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ed45d118fb818969eb13094cf7827c885dfc562c by Tom Manshreck <shreck@google.com>:

Change null-term* (and nul-term*) to NUL-term* in comments

PiperOrigin-RevId: 285036610

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729619017944db895ce8d6d29c1995aa2e5628a5 by Derek Mauro <dmauro@google.com>:

Use the Posix implementation of thread identity on MinGW.
Some versions of MinGW suffer from thread_local bugs.

PiperOrigin-RevId: 285022920

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39a25493503c76885bc3254c28f66a251c5b5bb0 by Greg Falcon <gfalcon@google.com>:

Implementation detail change.

Add further ABSL_NAMESPACE_BEGIN and _END annotation macros to files in Abseil.

PiperOrigin-RevId: 285012012
GitOrigin-RevId: c99f979ad34f155fbeeea69b88bdc7458d89a21c
Change-Id: I4c85d3704e45d11a9ac50d562f39640a6adbedc1
2019-12-12 15:37:13 -05:00

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// Copyright 2017 The Abseil Authors.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// https://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#ifndef ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_
#define ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_
#include <cstddef>
#include <iostream>
#include <vector>
#include "absl/strings/string_view.h"
#include "absl/types/span.h"
// NOTE: The functions in this file are test only, and are should not be used in
// non-test code.
namespace absl {
ABSL_NAMESPACE_BEGIN
namespace random_internal {
// http://webspace.ship.edu/pgmarr/Geo441/Lectures/Lec%205%20-%20Normality%20Testing.pdf
// Compute the 1st to 4th standard moments:
// mean, variance, skewness, and kurtosis.
// http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
struct DistributionMoments {
size_t n = 0;
double mean = 0.0;
double variance = 0.0;
double skewness = 0.0;
double kurtosis = 0.0;
};
DistributionMoments ComputeDistributionMoments(
absl::Span<const double> data_points);
std::ostream& operator<<(std::ostream& os, const DistributionMoments& moments);
// Computes the Z-score for a set of data with the given distribution moments
// compared against `expected_mean`.
double ZScore(double expected_mean, const DistributionMoments& moments);
// Returns the probability of success required for a single trial to ensure that
// after `num_trials` trials, the probability of at least one failure is no more
// than `p_fail`.
double RequiredSuccessProbability(double p_fail, int num_trials);
// Computes the maximum distance from the mean tolerable, for Z-Tests that are
// expected to pass with `acceptance_probability`. Will terminate if the
// resulting tolerance is zero (due to passing in 0.0 for
// `acceptance_probability` or rounding errors).
//
// For example,
// MaxErrorTolerance(0.001) = 0.0
// MaxErrorTolerance(0.5) = ~0.47
// MaxErrorTolerance(1.0) = inf
double MaxErrorTolerance(double acceptance_probability);
// Approximation to inverse of the Error Function in double precision.
// (http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf)
double erfinv(double x);
// Beta(p, q) = Gamma(p) * Gamma(q) / Gamma(p+q)
double beta(double p, double q);
// The inverse of the normal survival function.
double InverseNormalSurvival(double x);
// Returns whether actual is "near" expected, based on the bound.
bool Near(absl::string_view msg, double actual, double expected, double bound);
// Implements the incomplete regularized beta function, AS63, BETAIN.
// https://www.jstor.org/stable/2346797
//
// BetaIncomplete(x, p, q), where
// `x` is the value of the upper limit
// `p` is beta parameter p, `q` is beta parameter q.
//
// NOTE: This is a test-only function which is only accurate to within, at most,
// 1e-13 of the actual value.
//
double BetaIncomplete(double x, double p, double q);
// Implements the inverse of the incomplete regularized beta function, AS109,
// XINBTA.
// https://www.jstor.org/stable/2346798
// https://www.jstor.org/stable/2346887
//
// BetaIncompleteInv(p, q, beta, alhpa)
// `p` is beta parameter p, `q` is beta parameter q.
// `alpha` is the value of the lower tail area.
//
// NOTE: This is a test-only function and, when successful, is only accurate to
// within ~1e-6 of the actual value; there are some cases where it diverges from
// the actual value by much more than that. The function uses Newton's method,
// and thus the runtime is highly variable.
double BetaIncompleteInv(double p, double q, double alpha);
} // namespace random_internal
ABSL_NAMESPACE_END
} // namespace absl
#endif // ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_