Minor integration tweaks.

diff --git a/foosrank.cpp b/foosrank.cpp
index 802464d6e4d81cd8eee49d7ee6c12ddb39bb78c1..b4f12dc927f2371e03769e2d279eb9fd0505c14c 100644 (file)
--- a/foosrank.cpp
+++ b/foosrank.cpp
@@ -400,13 +400,16 @@ static void compute_new_rating(double mu1, double sigma1, double mu2, double sig
        // Compute the overall probability of the given result, by integrating
        // the entire resulting pdf. Note that since we're actually evaluating
        // a double integral, we'll need to multiply by h² instead of h.
-       // (TODO: Use Simpson's rule here.)
+       // (For some reason, Simpson's rule gives markedly worse accuracy here.
+       // Probably related to h² somehow?)
        {
                double h = (curve.back().first - curve.front().first) / (curve.size() - 1);
                double sum = 0.0;
                for (unsigned i = 0; i < curve.size(); ++i) {
-                       sum += h * h * curve[i].second;
+                       sum += curve[i].second;
                }
+
+               sum *= h * h;
        
                // FFT convolution multiplication factor (FFTW computes unnormalized
                // transforms)
@@ -487,13 +490,17 @@ static void compute_new_double_rating(double mu1, double sigma1, double mu2, dou
        // the entire resulting pdf. Note that since we're actually evaluating
        // a triple integral, we'll need to multiply by 4h³ (no idea where the
        // 4 factor comes from, probably from the 0..6000 range somehow) instead
-       // of h. (TODO: Use Simpson's rule here.)
+       // of h.
+       // (TODO: Evaluate Simpson's rule here, although it's probably even worse
+       // than for the single case.)
        {
                double h = (newcurve.back().first - newcurve.front().first) / (newcurve.size() - 1);
                double sum = 0.0;
                for (unsigned i = 0; i < newcurve.size(); ++i) {
-                       sum += 4.0 * h * h * h * newcurve[i].second;
+                       sum += newcurve[i].second;
                }
+
+               sum *= 4.0 * h * h * h;
        
                // FFT convolution multiplication factor (FFTW computes unnormalized
                // transforms)