source: trunk/yat/normalizer/Gauss.h @ 3330

Last change on this file since 3330 was 3330, checked in by Peter, 7 years ago

update copyright years

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1#ifndef _theplu_yat_normalizer_gauss_
2#define _theplu_yat_normalizer_gauss_
3
4// $Id: Gauss.h 3330 2014-10-14 08:03:25Z peter $
5
6/*
7  Copyright (C) 2008 Jari Häkkinen, Peter Johansson
8  Copyright (C) 2009, 2010, 2014 Peter Johansson
9
10  This file is part of the yat library, http://dev.thep.lu.se/yat
11
12  The yat library is free software; you can redistribute it and/or
13  modify it under the terms of the GNU General Public License as
14  published by the Free Software Foundation; either version 3 of the
15  License, or (at your option) any later version.
16
17  The yat library is distributed in the hope that it will be useful,
18  but WITHOUT ANY WARRANTY; without even the implied warranty of
19  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
20  General Public License for more details.
21
22  You should have received a copy of the GNU General Public License
23  along with yat. If not, see <http://www.gnu.org/licenses/>.
24*/
25
26#include "Spearman.h"
27#include "yat/utility/concept_check.h"
28#include "yat/utility/iterator_traits.h"
29
30#include <boost/concept_check.hpp>
31
32#include <gsl/gsl_cdf.h>
33
34#include <iterator>
35
36namespace theplu {
37namespace yat {
38namespace normalizer {
39
40  /**
41     \brief Gaussian Normalizer
42
43     After normalization the range will follow a standard Gaussian
44     distribution (mean zero and unity variance).
45
46     The range is first rank normalized using Spearman, after which
47     each element is between 0 and unity. Second each element is
48     replaced by inverse cumulative standard Gaussian distribution.
49
50     \since New in yat 0.5
51   */
52  class Gauss
53  {
54  public:
55    /**
56       It is possible to centralize a range "in place"; it is
57       permissible for the iterators \a first and \a result to be the
58       same.
59
60       Type Requirements:
61       - \c RandomAccessIter1 is \readable_iterator
62       - \c RandomAccessIter1 is \random_access_traversal_iterator
63       - \c RandomAccessIter1 is \ref concept_data_iterator
64       - \c RandomAccessIter2 is \readable_iterator
65       - \c RandomAccessIter2 is \writable_iterator
66       - \c RandomAccessIter2 is \random_access_traversal_iterator
67       - \c RandomAccessIter2 is \ref concept_data_iterator
68
69       \see gsl_cdf_ugaussian_Pinv
70     */
71    template<typename RandomAccessIter1, typename RandomAccessIter2>
72    void operator()(RandomAccessIter1 first, RandomAccessIter1 last,
73                    RandomAccessIter2 result) const
74    {
75      Spearman spearman;
76      spearman(first, last, result);
77      RandomAccessIter2 end = result + std::distance(first, last);
78      utility::iterator_traits<RandomAccessIter2> trait;
79      while (result != end) {
80        trait.data(result) = gsl_cdf_ugaussian_Pinv(trait.data(result));
81        ++result;
82      }
83    }
84
85
86  private:
87  };
88
89}}} // end of namespace normalizer, yat and thep
90#endif
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