removed EmpiricMeasures

mlmc/src/montecarlo/datastructure/EmpiricMeasures.cpp

-#include "EmpiricMeasures.hpp"
-#include "utility/Assertion.hpp"
-
-
-void Sums::Update(SampleSolution &fineSolution, SampleSolution &coarseSolution) {
-    Cost += fineSolution.Cost;
-    double Qf = fineSolution.Q;
-    double Qc = coarseSolution.Q;
-    double diffQ = Qf - Qc;
-    Q += Qf;
-    Q2 += Qf * Qf;
-    Q3 += Qf * Qf * Qf;
-    Q4 += Qf * Qf * Qf * Qf;
-    Y += diffQ;
-    Y2 += diffQ * diffQ;
-    Y3 += diffQ * diffQ * diffQ;
-    Y4 += diffQ * diffQ * diffQ * diffQ;
-}
-
-void Averages::Update(Sums sums, int M) {
-    Cost = sums.Cost / M;
-    Y = abs(sums.Y / M);
-    Y2 = sums.Y2 / M;
-    Y3 = sums.Y3 / M;
-    Y4 = sums.Y4 / M;
-    Q = abs(sums.Q / M);
-    Q2 = sums.Q2 / M;
-    Q3 = sums.Q3 / M;
-    Q4 = sums.Q4 / M;
-}
-
-void Variances::Update(Averages avgs) {
-    Y = fmax(avgs.Y2 - avgs.Y * avgs.Y, 1e-10);
-    Q = fmax(avgs.Q2 - avgs.Q * avgs.Q, 1e-10);
-}
-
-void Kurtosis::Update(Averages avgs, Variances vars) {
-    Q = (avgs.Q4 - 4.0 * avgs.Q3 * avgs.Q + 6.0 * avgs.Q2 * avgs.Q * avgs.Q -
-        3.0 * avgs.Q * avgs.Q * avgs.Q * avgs.Q) / vars.Q / vars.Q;
-    Y = (avgs.Y4 - 4.0 * avgs.Y3 * avgs.Y + 6.0 * avgs.Y2 * avgs.Y * avgs.Y -
-        3.0 * avgs.Y * avgs.Y * avgs.Y * avgs.Y) / vars.Y / vars.Y;
-    if (Y > 100.0) Warning("Kurtosis of Y above 100!")
-}
-
-

mlmc/src/montecarlo/datastructure/EmpiricMeasures.hpp

-#ifndef EMPIRICMEASURES_HPP
-#define EMPIRICMEASURES_HPP
-
-#include "basics/Sample.hpp"
-#include "Parallel.hpp"
-
-
-struct Sums {
-  double Q = 0.0;
-  double Q2 = 0.0;
-  double Q3 = 0.0;
-  double Q4 = 0.0;
-  double Y = 0.0;
-  double Y2 = 0.0;
-  double Y3 = 0.0;
-  double Y4 = 0.0;
-  double Cost = 0.0;
-
-//    Vector U; Todo; Also be careful with instabilities of difference
-//
-//    Vector V;
-
-  Sums() {};
-
-  Sums(double Q, double Q2, double Q3, double Q4,
-       double Y, double Y2, double Y3, double Y4, double Cost) :
-    Q(Q), Q2(Q2), Q3(Q3), Q4(Q4), Y(Y), Y2(Y2), Y3(Y3), Y4(Y4), Cost(Cost) {}
-
-  void Update(SampleSolution &fineSolution, SampleSolution &coarseSolution);
-
-  friend Logging &operator<<(Logging &s, const Sums &sums) {
-    return s << "Sum(Q)=" << sums.Q << " Sum(Q^2)=" << sums.Q2
-             << " Sum(Q^3)=" << sums.Q3 << " Sum(Q^4)=" << sums.Q4 << endl
-             << "Sum(Y)=" << sums.Y << " Sum(Y^2)=" << sums.Y2
-             << " Sum(Y^3)=" << sums.Y3 << " Sum(Y^4)=" << sums.Y4 << endl;
-  }
-};
-
-struct Averages {
-  double Q = 0.0;
-  double Q2 = 0.0;
-  double Q3 = 0.0;
-  double Q4 = 0.0;
-  double Y = 0.0;
-  double Y2 = 0.0;
-  double Y3 = 0.0;
-  double Y4 = 0.0;
-  double Cost = 0.0;
-
-  Averages() {};
-
-  Averages(double Q, double Q2, double Q3, double Q4,
-           double Y, double Y2, double Y3, double Y4, double Cost) :
-    Q(Q), Q2(Q2), Q3(Q3), Q4(Q4), Y(Y), Y2(Y2), Y3(Y3), Y4(Y4), Cost(Cost) {}
-
-  void Update(Sums sums, int M);
-
-  friend Logging &operator<<(Logging &s, const Averages &avgs) {
-    return s << "|E[Q]|=" << avgs.Q << " |E[Y]|=" << avgs.Y << endl;
-  }
-};
-
-struct Variances {
-  double Q = 0.0;
-  double Y = 0.0;
-
-  Variances() {};
-
-  Variances(double Q, double Y) : Q(Q), Y(Y) {}
-
-  void Update(Averages avgs);
-
-  friend Logging &operator<<(Logging &s, const Variances &vars) {
-    return s << "V[Q]=" << vars.Q << " V[Y]=" << vars.Y << endl;
-  }
-};
-
-struct Kurtosis {
-  double Q = 0.0;
-  double Y = 0.0;
-
-  void Update(Averages avgs, Variances vars);
-
-  friend Logging &operator<<(Logging &s, const Kurtosis &kurtosis) {
-    return s << "K[Q]=" << kurtosis.Q << " K[Y]=" << kurtosis.Y << endl;
-  }
-};
-
-#endif //EMPIRICMEASURES_HPP