1 | #ifndef _theplu_yat_normalizer_z_score_ |
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2 | #define _theplu_yat_normalizer_z_score_ |
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3 | |
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4 | // $Id: Zscore.h 2202 2010-02-21 18:39:13Z peter $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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8 | Copyright (C) 2009, 2010 Peter Johansson |
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9 | |
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10 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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11 | |
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12 | The yat library is free software; you can redistribute it and/or |
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13 | modify it under the terms of the GNU General Public License as |
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14 | published by the Free Software Foundation; either version 3 of the |
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15 | License, or (at your option) any later version. |
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16 | |
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17 | The yat library is distributed in the hope that it will be useful, |
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18 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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19 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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20 | General Public License for more details. |
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21 | |
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22 | You should have received a copy of the GNU General Public License |
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23 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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24 | */ |
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25 | |
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26 | #include "utility.h" |
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27 | |
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28 | #include "yat/statistics/Averager.h" |
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29 | #include "yat/statistics/AveragerWeighted.h" |
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30 | |
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31 | #include "yat/utility/iterator_traits.h" |
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32 | |
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33 | #include <boost/concept_check.hpp> |
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34 | |
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35 | namespace theplu { |
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36 | namespace yat { |
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37 | namespace normalizer { |
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38 | |
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39 | /** |
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40 | \brief Zero mean and unity variance |
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41 | |
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42 | Shift and scale the values in a range as: \f$ y_i = |
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43 | \frac{x_i-m}{s} \f$ where \a m is the mean and \a s is the |
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44 | standard deviation. After normalization, the range will have zero |
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45 | mean and unity variance. |
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46 | |
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47 | \since New in yat 0.5 |
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48 | */ |
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49 | class Zscore |
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50 | { |
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51 | public: |
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52 | /** |
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53 | The element in range [result, result + (last-first)) is |
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54 | calculated as result[i] = (first[i] - m) / s where m and std |
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55 | are the mean and standard deviation, respectively, of the range |
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56 | [first, last). |
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57 | |
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58 | It is possible to centralize a range "in place"; it is |
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59 | permissible for the iterators \a first and \a result to be the |
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60 | same. \see std::transform |
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61 | */ |
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62 | template<class ForwardIter1, class ForwardIter2> |
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63 | void operator()(ForwardIter1 first, ForwardIter1 last, |
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64 | ForwardIter2 result) const |
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65 | { |
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66 | typename utility::weighted_if_any2<ForwardIter1, ForwardIter2>::type tag; |
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67 | normalize(first, last, result, tag); |
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68 | } |
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69 | |
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70 | private: |
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71 | template<class ForwardIterator, class OutputIterator> |
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72 | void normalize(ForwardIterator first, ForwardIterator last, |
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73 | OutputIterator result, |
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74 | utility::unweighted_iterator_tag tag) const |
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75 | { |
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76 | // we requre forward iterator since we iterate through the range |
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77 | // multiple times. |
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78 | BOOST_CONCEPT_ASSERT((boost::ForwardIterator<ForwardIterator>)); |
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79 | BOOST_CONCEPT_ASSERT((boost::OutputIterator<OutputIterator, double>)); |
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80 | statistics::Averager a; |
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81 | add(a, first, last); |
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82 | double m = a.mean(); |
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83 | double std = a.std(); |
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84 | while (first!=last) { |
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85 | *result = (*first - m) / std; |
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86 | ++first; |
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87 | ++result; |
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88 | } |
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89 | } |
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90 | |
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91 | template<class ForwardIter1, class ForwardIter2> |
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92 | void normalize(ForwardIter1 first, ForwardIter1 last, ForwardIter2 result, |
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93 | utility::weighted_iterator_tag tag) const |
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94 | { |
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95 | // we requre forward iterator since we iterate through the range |
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96 | // multiple times. |
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97 | BOOST_CONCEPT_ASSERT((boost::ForwardIterator<ForwardIter1>)); |
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98 | BOOST_CONCEPT_ASSERT((boost::Mutable_ForwardIterator<ForwardIter2>)); |
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99 | detail::copy_weight_if_weighted(first, last, result); |
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100 | statistics::AveragerWeighted a; |
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101 | add(a, first, last); |
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102 | double m = a.mean(); |
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103 | double std = a.std(); |
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104 | utility::iterator_traits<ForwardIter1> in_trait; |
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105 | utility::iterator_traits<ForwardIter2> out_trait; |
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106 | while (first!=last) { |
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107 | out_trait.data(result) = (in_trait.data(first) - m) / std; |
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108 | ++first; |
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109 | ++result; |
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110 | } |
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111 | } |
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112 | }; |
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113 | |
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114 | }}} // end of namespace normalizer, yat and thep |
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115 | #endif |
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