source: trunk/yat/normalizer/Gauss.h @ 2154

#ifndef _theplu_yat_normalizer_gauss_
#define _theplu_yat_normalizer_gauss_

// $Id: Gauss.h 2154 2010-01-17 22:21:29Z peter $

/*
  Copyright (C) 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "Spearman.h"
#include "yat/utility/iterator_traits.h"

#include <boost/concept_check.hpp>

#include <gsl/gsl_cdf.h>

#include <iterator>

namespace theplu {
namespace yat {
namespace normalizer {

  /**
     \brief Gaussian Normalizer

     After normalization the range will follow a standard Gaussian
     distribution (mean zero and unity variance).
     
     The range is first rank normalized using Spearman, after which
     each element is between 0 and unity. Second each element is
     replaced by inverse cumulative standard Gaussian distribution.
     
     \since New in yat 0.5
   */
  class Gauss
  {
  public:
    /**
       It is possible to centralize a range "in place"; it is
       permissible for the iterators \a first and \a result to be the
       same.

       Type requirements:
       - ForwardIterator must be a \forward_iterator and a \ref
       concept_data_iterator. 
       - RandomAccessIterator must be a mutable \random_access_iterator
         and a \ref concept_data_iterator.

       \see gsl_cdf_ugaussian_Pinv
     */
    template<typename RandomAccessIter1, typename RandomAccessIter2>
    void operator()(RandomAccessIter1 first, RandomAccessIter1 last,
                    RandomAccessIter2 result) const
    {
      BOOST_CONCEPT_ASSERT((boost::RandomAccessIterator<RandomAccessIter1>));
      BOOST_CONCEPT_ASSERT((boost::Mutable_RandomAccessIterator<RandomAccessIter2>));
      Spearman spearman;
      spearman(first, last, result);
      RandomAccessIter2 end = result + std::distance(first, last);
      utility::iterator_traits<RandomAccessIter2> trait;
      while (result != end) {
        trait.data(result) = gsl_cdf_ugaussian_Pinv(trait.data(result));
        ++result;
      }
    }


  private:
  };

}}} // end of namespace normalizer, yat and thep
#endif