C++ (Cpp) Gaussian::integrate Examples

Example #1

File: unittest.cpp Project: bfisch02/csax_cpp

void testDifferentialEntropy(){
  std::cout << "Testing Differential Entropy." << std::endl;
  
  fracfloat_t samples[DE_TEST_SIZE];
  
  std::default_random_engine generator;
  std::normal_distribution<fracfloat_t> distributions[DISTSIZE];
  
  distributions[0] = std::normal_distribution<fracfloat_t>(0.0,1.0);
  distributions[1] = std::normal_distribution<fracfloat_t>(0.1,4.0);
  distributions[2] = std::normal_distribution<fracfloat_t>(2.0,1.0);
  distributions[3] = std::normal_distribution<fracfloat_t>(5.0,8.0);
  
  
  for(unsigned i = 0; i < DE_TEST_SIZE; i++){
    samples[i] = distributions[i % DISTSIZE](generator);
  }
  
  Gaussian g = Gaussian(samples, DE_TEST_SIZE);
  MultiGaussian mg = MultiGaussian::fitGaussianKernel(samples, DE_TEST_SIZE, (unsigned)sqrt(DE_TEST_SIZE));
  
  fracfloat_t supportStart = min<fracfloat_t>(samples, DE_TEST_SIZE) * 2;
  fracfloat_t supportEnd = max<fracfloat_t>(samples, DE_TEST_SIZE) * 2;
  
  std::cout << "Gaussian: " << g << std::endl;
  std::cout << "Multi Gaussian: " << mg << std::endl;
  
  std::cout << "Integral gaussian approximation: " << g.integrate(supportStart, supportEnd, 1000) << std::endl;
  std::cout << "Integral multigaussian approximation: " << mg.integrate(supportStart, supportEnd, 1000) << std::endl;
  std::cout << "Integral 10: " << mg.approximateDifferentialEntropyFromIntegral(supportStart, supportEnd, 10) << std::endl;
  std::cout << "Integral 100: " << mg.approximateDifferentialEntropyFromIntegral(supportStart, supportEnd, 100) << std::endl;
  std::cout << "Integral 1000: " << mg.approximateDifferentialEntropyFromIntegral(supportStart, supportEnd, 1000) << std::endl;
  std::cout << "Distribution Trick:      " << mg.approximateDifferentialEntropyFromSamples(Array<fracfloat_t>(samples, DE_TEST_SIZE / 1)) << std::endl;
  std::cout << "Distribution Trick 1/2:  " << mg.approximateDifferentialEntropyFromSamples(Array<fracfloat_t>(samples, DE_TEST_SIZE / 2)) << std::endl;
  std::cout << "Distribution Trick 1/4:  " << mg.approximateDifferentialEntropyFromSamples(Array<fracfloat_t>(samples, DE_TEST_SIZE / 4)) << std::endl;
  std::cout << "Distribution Trick 1/8:  " << mg.approximateDifferentialEntropyFromSamples(Array<fracfloat_t>(samples, DE_TEST_SIZE / 8)) << std::endl;
  std::cout << "Distribution Trick 1/16: " << mg.approximateDifferentialEntropyFromSamples(Array<fracfloat_t>(samples, DE_TEST_SIZE / 16)) << std::endl;
  
}