Make a common function for the Simpson integration stuff.

[foosball] / foosrank.cpp

diff --git a/foosrank.cpp b/foosrank.cpp
index bfcea1121f73745a61c36d6eed1bfc0b38dc6ba1..ba24d0254e69fc32a58f7deca9c08856dc5d6b39 100644 (file)
--- a/foosrank.cpp
+++ b/foosrank.cpp
@@ -19,6 +19,25 @@ double prob_score_real(int k, double a, double prodai, double kfac, double rd_no
 double prodai(int k, double a);
 double fac(int x);
 
+// Numerical integration using Simpson's rule
+template<class T>
+double simpson_integrate(const T &evaluator, double from, double to, double step)
+{
+       int n = int((to - from) / step + 0.5);
+       double h = (to - from) / n;
+       double sum = evaluator(from);
+
+       for (int i = 1; i < n; i += 2) {
+               sum += 4.0 * evaluator(from + i * h);
+       }
+       for (int i = 2; i < n; i += 2) {
+               sum += 2.0 * evaluator(from + i * h);
+       }
+       sum += evaluator(to);
+
+       return (h/3.0) * sum;
+}
+
 // probability of match ending k-a (k>a) when winnerR - loserR = RD
 //
 //   +inf  
@@ -45,8 +64,8 @@ double prob_score(int k, double a, double rd)
 // is already divided by 455.
 double prob_score_real(int k, double a, double prodai, double kfac, double rd_norm)
 {
-       double nom = prodai * pow(2.0, -rd_norm * a); 
-       double denom = kfac * pow(1.0 + pow(2.0, -rd_norm), k+a);
+       double nom = prodai * pow(2.0, rd_norm * a); 
+       double denom = kfac * pow(1.0 + pow(2.0, rd_norm), k+a);
        return nom/denom;
 }
 
@@ -86,7 +105,23 @@ double fac(int x)
 // Set the last parameter to 1.0 if player 1 won, or -1.0 if player 2 won.
 // In the latter case, ProbScore will be given (r1-r2) instead of (r2-r1).
 //
-static inline double evaluate_int_point(int k, double a, double prodai_precompute, double kfac_precompute, double r1, double mu2, double sigma2, double winfac, double x);
+class ProbScoreEvaluator {
+private:
+       int k;
+       double a;
+       double prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac;
+
+public:
+       ProbScoreEvaluator(int k, double a, double prodai_precompute, double kfac_precompute, double r1, double mu2, double sigma2, double winfac)
+               : k(k), a(a), prodai_precompute(prodai_precompute), kfac_precompute(kfac_precompute), r1(r1), mu2(mu2), sigma2(sigma2), winfac(winfac) {}
+       inline double operator() (double x) const
+       {
+               double probscore = prob_score_real(k, a, prodai_precompute, kfac_precompute, (x - r1)*winfac);
+               double z = (x - mu2)/sigma2;
+               double gaussian = exp(-(z*z/2.0));
+               return probscore * gaussian;
+       }
+};
 
 double opponent_rating_pdf(int k, double a, double r1, double mu2, double sigma2, double winfac)
 {
@@ -94,27 +129,7 @@ double opponent_rating_pdf(int k, double a, double r1, double mu2, double sigma2
        double kfac_precompute = fac(k-1);
        winfac /= rating_constant;
 
-       int n = int(3000.0 / int_step_size + 0.5);
-       double h = 3000.0 / double(n);
-       double sum = evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, 0.0);
-
-       for (int i = 1; i < n; i += 2) {
-               sum += 4.0 * evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, i * h);
-       }
-       for (int i = 2; i < n; i += 2) {
-               sum += 2.0 * evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, i * h);
-       }
-       sum += evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, 3000.0);
-
-       return (h/3.0) * sum;
-}
-
-static inline double evaluate_int_point(int k, double a, double prodai_precompute, double kfac_precompute, double r1, double mu2, double sigma2, double winfac, double x)
-{
-       double probscore = prob_score_real(k, a, prodai_precompute, kfac_precompute, (r1 - x)*winfac);
-       double z = (x - mu2)/sigma2;
-       double gaussian = exp(-(z*z/2.0));
-       return  probscore * gaussian;
+       return simpson_integrate(ProbScoreEvaluator(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac), 0.0, 3000.0, int_step_size);
 }
 
 // normalize the curve so we know that A ~= 1
@@ -401,14 +416,14 @@ int main(int argc, char **argv)
                        compute_new_rating(mu1, sigma1, mu2, sigma2, k, i, newmu1, newsigma1);
                        compute_new_rating(mu2, sigma2, mu1, sigma1, i, k, newmu2, newsigma2);
                        printf("%u-%u,%f,%+f,%+f\n",
-                               k, i, prob_score(k, i, mu1-mu2), newmu1-mu1, newmu2-mu2);
+                               k, i, prob_score(k, i, mu2-mu1), newmu1-mu1, newmu2-mu2);
                }
                for (int i = k; i --> 0; ) {
                        double newmu1, newmu2, newsigma1, newsigma2;
                        compute_new_rating(mu1, sigma1, mu2, sigma2, i, k, newmu1, newsigma1);
                        compute_new_rating(mu2, sigma2, mu1, sigma1, k, i, newmu2, newsigma2);
                        printf("%u-%u,%f,%+f,%+f\n",
-                               i, k, prob_score(k, i, mu2-mu1), newmu1-mu1, newmu2-mu2);
+                               i, k, prob_score(k, i, mu1-mu2), newmu1-mu1, newmu2-mu2);
                }
        }
 }