| /third_party/typescript/tests/baselines/reference/ |
| D | variance.symbols | 1 === tests/cases/conformance/types/conditional/variance.ts ===
7 >Foo : Symbol(Foo, Decl(variance.ts, 0, 0))
8 >T : Symbol(T, Decl(variance.ts, 4, 14))
11 >prop : Symbol(Foo.prop, Decl(variance.ts, 4, 18))
12 >T : Symbol(T, Decl(variance.ts, 4, 14))
16 >foo : Symbol(foo, Decl(variance.ts, 8, 5))
17 >prop : Symbol(prop, Decl(variance.ts, 8, 13))
20 >x : Symbol(x, Decl(variance.ts, 9, 5))
21 >Foo : Symbol(Foo, Decl(variance.ts, 0, 0))
22 >foo : Symbol(foo, Decl(variance.ts, 8, 5))
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| /third_party/boost/boost/accumulators/statistics/ |
| D | variance.hpp | 96 : variance(numeric::fdiv(args[sample | Sample()], numeric::one<std::size_t>::value)) in variance_impl()
109 this->variance = in operator ()()
110 numeric::fdiv(this->variance * (cnt - 1), cnt) in operator ()()
117 return this->variance; in result()
124 ar & variance; in serialize() local
128 result_type variance; member
147 struct variance struct
163 extractor<tag::variance> const variance = {}; variable
166 BOOST_ACCUMULATORS_IGNORE_GLOBAL(variance)
170 using extract::variance;
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| D | error_of_mean.hpp | 40 extractor<Variance> const variance = {}; in result() local
41 return sqrt(numeric::fdiv(variance(args), count(args) - 1)); in result()
63 : depends_on<variance, count>
67 typedef accumulators::impl::error_of_mean_impl<mpl::_1, variance> impl;
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| /third_party/boost/libs/accumulators/test/ |
| D | variance.cpp | 34 accumulator_set<int, stats<tag::variance(lazy)> > acc1; in test_stat()
45 BOOST_CHECK_CLOSE(2., variance(acc1), 1e-5); in test_stat()
48 accumulator_set<int, stats<tag::variance> > acc2; in test_stat()
58 BOOST_CHECK_CLOSE(2., variance(acc2), 1e-5); in test_stat()
69 accumulator_set<int, stats<tag::variance(lazy)> > acc1; in test_persistency()
70 accumulator_set<int, stats<tag::variance> > acc2; in test_persistency()
81 BOOST_CHECK_CLOSE(2., variance(acc2), epsilon); in test_persistency()
82 BOOST_CHECK_CLOSE(2., variance(acc1), epsilon); in test_persistency()
87 accumulator_set<int, stats<tag::variance(lazy)> > acc1; in test_persistency()
88 accumulator_set<int, stats<tag::variance> > acc2; in test_persistency()
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| /third_party/boost/libs/math/example/ |
| D | inverse_chi_squared_find_df_example.cpp | 48 double variance = 1.; // true variance in main() local
53 << ", variance = " << variance << ", ratio = " << diff/variance in main()
57 inverse_chi_square_df_estimator<> a_df(alpha, beta, variance, diff); in main()
72 double df = inverse_chi_squared::find_degrees_of_freedom(diff, alpha, beta, variance, 100); in main()
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| /third_party/skia/third_party/externals/abseil-cpp/absl/random/internal/ |
| D | distribution_test_util_test.cc | 162 m.variance = 1; in TEST()
167 m.variance = 1; in TEST()
172 m.variance = 100; in TEST()
180 m.variance = 1; in TEST()
185 m.variance = 1; in TEST()
190 m.variance = 100; in TEST()
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| D | chi_square.cc | 125 const double variance = 2.0 / (9 * dof); in ChiSquareValue() local
127 if (variance != 0) { in ChiSquareValue()
128 return std::pow(z * std::sqrt(variance) + mean, 3.0) * dof; in ChiSquareValue()
172 const double variance = 2.0 / (9 * dof); in ChiSquarePValue() local
174 if (variance != 0) { in ChiSquarePValue()
175 const double z = (chi_square_scaled - mean) / std::sqrt(variance); in ChiSquarePValue()
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| /third_party/abseil-cpp/absl/random/internal/ |
| D | distribution_test_util_test.cc | 162 m.variance = 1; in TEST()
167 m.variance = 1; in TEST()
172 m.variance = 100; in TEST()
180 m.variance = 1; in TEST()
185 m.variance = 1; in TEST()
190 m.variance = 100; in TEST()
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| D | chi_square.cc | 125 const double variance = 2.0 / (9 * dof); in ChiSquareValue() local
127 if (variance != 0) { in ChiSquareValue()
128 return std::pow(z * std::sqrt(variance) + mean, 3.0) * dof; in ChiSquareValue()
172 const double variance = 2.0 / (9 * dof); in ChiSquarePValue() local
174 if (variance != 0) { in ChiSquarePValue()
175 const double z = (chi_square_scaled - mean) / std::sqrt(variance); in ChiSquarePValue()
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| /third_party/boost/libs/histogram/test/ |
| D | accumulators_test.cpp | 47 BOOST_TEST_EQ(w.variance(), 1); in main()
53 BOOST_TEST_EQ(w.variance(), 5); in main()
59 BOOST_TEST_EQ(w.variance(), 7); in main()
93 BOOST_TEST_EQ(a.variance(), 30); in main()
107 BOOST_TEST_EQ(b.variance(), 30); in main()
114 BOOST_TEST_IS_CLOSE(c.variance(), 25.714, 1e-3); in main()
143 BOOST_TEST_IS_CLOSE(a.variance(), 0.8, 1e-3); in main()
154 BOOST_TEST_IS_CLOSE(b.variance(), 0.615, 1e-3); in main()
209 BOOST_TEST_EQ(w.variance(), 2e200); in main()
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| D | histogram_test.cpp | 246 BOOST_TEST_EQ(algorithm::sum(h).variance(), 7.25); in run_tests()
249 BOOST_TEST_EQ(h[-1].variance(), 1); in run_tests()
251 BOOST_TEST_EQ(h[0].variance(), 1.25); in run_tests()
253 BOOST_TEST_EQ(h[1].variance(), 1); in run_tests()
255 BOOST_TEST_EQ(h[2].variance(), 4); in run_tests()
271 BOOST_TEST_EQ(h[0].variance(), 1); in run_tests()
274 BOOST_TEST_EQ(h[1].variance(), 1); in run_tests()
340 BOOST_TEST_EQ(algorithm::sum(h).variance(), 150); in run_tests()
358 BOOST_TEST_EQ(h.at(-1, 0).variance(), 0); in run_tests()
359 BOOST_TEST_EQ(h.at(-1, 1).variance(), 49); in run_tests()
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| D | accumulators_weighted_sum_test.cpp | 32 BOOST_TEST_EQ(w.variance(), 1); in main()
38 BOOST_TEST_EQ(w.variance(), 5); in main()
44 BOOST_TEST_EQ(w.variance(), 7); in main()
76 BOOST_TEST_EQ(w.variance(), 2e200); in main()
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| D | accumulators_mean_test.cpp | 32 BOOST_TEST_EQ(a.variance(), 30); in main()
46 BOOST_TEST_EQ(b.variance(), 30); in main()
53 BOOST_TEST_IS_CLOSE(c.variance(), 25.714, 1e-3); in main()
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| D | histogram_operators_test.cpp | 163 BOOST_TEST_EQ(a.at(0).variance(), 1); in run_tests()
165 BOOST_TEST_EQ(b.at(1).variance(), 9); in run_tests()
169 BOOST_TEST_EQ(c.at(0).variance(), 1); in run_tests()
171 BOOST_TEST_EQ(c.at(1).variance(), 9); in run_tests()
175 BOOST_TEST_EQ(d.at(0).variance(), 1); in run_tests()
177 BOOST_TEST_EQ(d.at(1).variance(), 9); in run_tests()
185 BOOST_TEST_EQ(d.at(0).variance(), 3); in run_tests()
187 BOOST_TEST_EQ(d.at(1).variance(), 11); in run_tests()
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| /third_party/boost/libs/math/doc/distributions/ |
| D | beta.qbk | 28 // Parameter estimators of alpha or beta from mean and variance.
31 RealType variance); // Expected value of variance.
35 RealType variance); // Expected value of variance.
139 from presumed-known mean and variance.
153 RealType variance); // Expected value of variance.
156 beta distribution with mean /mean/ and variance /variance/.
160 RealType variance); // Expected value of variance.
163 beta distribution with mean /mean/ and variance /variance/.
239 [[variance][`a * b / (a+b)^2 * (a + b + 1)`]]
245 [[alpha (from mean and variance)][`mean * (( (mean * (1 - mean)) / variance)- 1)`]]
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| D | chi_squared.qbk | 70 RealType variance,
74 variance in a Chi-Squared test for equal standard deviations.
77 [[difference_from_variance][The difference from the assumed nominal variance
82 [[variance][The nominal variance being tested against.]]
91 whether they are testing for a variance greater than a nominal value (positive
92 /difference_from_variance/) or testing for a variance less than a nominal value
94 a requirement that `variance + difference_from_variance > 0`, since no sample
95 can have a negative variance!
139 [[variance][2v]]
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| /third_party/boost/boost/math/distributions/ |
| D | beta.hpp | 135 …inline bool check_variance(const char* function, const RealType& variance, RealType* result, const… in check_variance() argument
137 if(!(boost::math::isfinite)(variance) || (variance <= 0)) in check_variance()
141 "variance argument is %1%, but must be > 0 !", variance, pol); in check_variance()
187 RealType variance) // Expected value of variance. in find_alpha() argument
194 && beta_detail::check_variance(function, variance, &result, Policy()) in find_alpha()
200 return mean * (( (mean * (1 - mean)) / variance)- 1); in find_alpha()
205 RealType variance) // Expected value of variance. in find_beta() argument
213 beta_detail::check_variance(function, variance, &result, Policy()) in find_beta()
219 return (1 - mean) * (((mean * (1 - mean)) /variance)-1); in find_beta()
296 inline RealType variance(const beta_distribution<RealType, Policy>& dist) in variance() function
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| /third_party/boost/libs/math/test/ |
| D | test_students_t.cpp | 572 BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(nan)), std::domain_error); in test_spots()
574 BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(-1)), std::domain_error); in test_spots()
575 BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(0)), std::domain_error); in test_spots()
576 BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(1)), std::domain_error); in test_spots()
577 …BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(static_cast<RealType>(1.99999L))… in test_spots()
578 …BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(static_cast<RealType>(1.99999L))… in test_spots()
579 …BOOST_MATH_CHECK_THROW(variance(students_t_distribution<RealType>(2)), std::domain_error); // df =… in test_spots()
580 BOOST_CHECK_EQUAL(variance(students_t_distribution<RealType>(2.5)), 5); // OK. in test_spots()
581 BOOST_CHECK_EQUAL(variance(students_t_distribution<RealType>(3)), 3); // OK. in test_spots()
582 BOOST_CHECK_EQUAL(variance(students_t_distribution<RealType>(inf)), 1); // OK. in test_spots()
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| D | test_weibull.cpp | 273 variance(dist) in test_spots()
278 , sqrt(variance(dist)), tolerance); in test_spots()
302 …1 + 3/dist.shape()) * pow(dist.scale(), RealType(3)) - 3 * mean(dist) * variance(dist) - pow(mean(… in test_spots()
312 - 3 * variance(dist) * variance(dist) in test_spots()
313 - 4 * skewness(dist) * variance(dist) * standard_deviation(dist) * mean(dist) in test_spots()
314 - 6 * variance(dist) * mean(dist) * mean(dist) in test_spots()
315 - pow(mean(dist), RealType(4))) / (variance(dist) * variance(dist)), in test_spots()
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| /third_party/boost/boost/histogram/accumulators/ |
| D | weighted_sum.hpp | 33 : weighted_sum(s.value(), s.variance()) {} in weighted_sum()
36 weighted_sum(const_reference value, const_reference variance) noexcept in weighted_sum() argument
37 : sum_of_weights_(value), sum_of_weights_squared_(variance) {} in weighted_sum()
79 const_reference variance() const noexcept { return sum_of_weights_squared_; } in variance() function in boost::histogram::accumulators::weighted_sum
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| /third_party/ffmpeg/libavfilter/ |
| D | vf_palettegen.c | 43 int64_t variance; // overall variance of the box (how much the colors are spread) member
162 if (box->variance == -1) { in get_next_box_id_to_split()
163 int64_t variance = 0; in get_next_box_id_to_split() local
167 variance += diff(ref->color, box->color) * ref->count; in get_next_box_id_to_split()
169 box->variance = variance; in get_next_box_id_to_split()
171 if (box->variance > max_variance) { in get_next_box_id_to_split()
173 max_variance = box->variance; in get_next_box_id_to_split()
176 box->variance = -1; in get_next_box_id_to_split()
225 box->variance = -1; in split_box()
226 new_box->variance = -1; in split_box()
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| /third_party/boost/libs/compute/test/ |
| D | test_transform_reduce.cpp | 94 float variance = sum / vector.size(); in BOOST_AUTO_TEST_CASE() local
95 BOOST_CHECK_CLOSE(variance, 8.25f, 1e-4); in BOOST_AUTO_TEST_CASE()
97 float std_dev = std::sqrt(variance); in BOOST_AUTO_TEST_CASE()
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| D | test_normal_distribution.cpp | 76 accumulator_set<float, stats<tag::variance> > acc = in BOOST_AUTO_TEST_CASE()
77 accumulate_statistics<stats<tag::variance> >(vec, queue); in BOOST_AUTO_TEST_CASE()
81 BOOST_CHECK_CLOSE(std::sqrt(variance(acc)), 2.f, 0.5f); in BOOST_AUTO_TEST_CASE()
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| /third_party/boost/libs/math/dot_net_example/boost_math/ |
| D | boost_math.h | 43 virtual double variance()const = 0;
82 virtual double variance()const in variance() function
84 return boost::math::variance(m_dist); in variance()
187 double variance() in variance() function
190 return pimpl->variance(); in variance()
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| /third_party/boost/libs/histogram/examples/ |
| D | guide_fill_weighted_histogram.cpp | 31 assert(h[0].variance() == 1 * 1 + 2 * 2 + 5 * 5); in main()
33 assert(h[1].variance() == 3 * 3 + 4 * 4 + 6 * 6); in main()
|