1 | #ifndef _theplu_yat_statistics_percentiler_ |
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2 | #define _theplu_yat_statistics_percentiler_ |
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3 | |
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4 | // $Id: Percentiler.h 1404 2008-08-07 22:47:18Z peter $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2008 Peter Johansson |
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8 | |
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9 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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10 | |
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11 | The yat library is free software; you can redistribute it and/or |
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12 | modify it under the terms of the GNU General Public License as |
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13 | published by the Free Software Foundation; either version 2 of the |
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14 | License, or (at your option) any later version. |
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15 | |
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16 | The yat library is distributed in the hope that it will be useful, |
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17 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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18 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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19 | General Public License for more details. |
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20 | |
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21 | You should have received a copy of the GNU General Public License |
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22 | along with this program; if not, write to the Free Software |
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23 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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24 | 02111-1307, USA. |
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25 | */ |
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26 | |
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27 | #include "yat/utility/DataWeight.h" |
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28 | #include "yat/utility/iterator_traits.h" |
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29 | #include "yat/utility/yat_assert.h" |
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30 | #include "yat/utility/WeightIterator.h" |
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31 | |
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32 | #include <algorithm> |
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33 | #include <cassert> |
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34 | #include <cmath> |
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35 | #include <numeric> |
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36 | #include <stdexcept> |
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37 | #include <vector> |
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38 | |
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39 | #include <iostream> |
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40 | |
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41 | namespace theplu { |
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42 | namespace yat { |
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43 | namespace statistics { |
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44 | |
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45 | /** |
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46 | \brief Functor to calculate percentile of a range |
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47 | |
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48 | \since New in yat 0.5 |
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49 | */ |
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50 | class Percentiler |
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51 | { |
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52 | public: |
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53 | /** |
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54 | \param perc percentile to calculate [0,100]. Defaule value is |
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55 | 50, which implies class will calculate median. |
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56 | \param sorted if true class assumes that ranges are already |
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57 | sorted, if false the range will copied to a new range which is |
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58 | sorted. |
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59 | */ |
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60 | Percentiler(double perc=50, bool sorted=false); |
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61 | |
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62 | /** |
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63 | Function is a non-mutable function, i.e., \a first and \a last |
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64 | can be const_iterators. |
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65 | |
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66 | \return percentile of range |
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67 | */ |
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68 | template<typename RandomAccessIterator> |
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69 | double operator()(RandomAccessIterator first, |
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70 | RandomAccessIterator last) const |
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71 | { |
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72 | return calculate(first, last, sorted_, |
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73 | typename utility::weighted_iterator_traits<RandomAccessIterator>::type()); |
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74 | } |
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75 | private: |
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76 | double perc_; |
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77 | bool sorted_; |
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78 | |
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79 | // unweighted version |
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80 | template<typename RandomAccessIterator> |
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81 | double calculate(RandomAccessIterator first, RandomAccessIterator last, |
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82 | bool sorted, utility::unweighted_iterator_tag tag) const; |
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83 | |
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84 | // weighted version |
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85 | template<typename RandomAccessIterator> |
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86 | double calculate(RandomAccessIterator first, RandomAccessIterator last, |
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87 | bool sorted, utility::weighted_iterator_tag tag) const; |
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88 | |
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89 | // using compiler generated copy |
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90 | //Percentiler(const Percentiler&); |
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91 | //Percentiler& operator=(const Percentiler&); |
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92 | |
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93 | }; |
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94 | |
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95 | // template implementations |
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96 | // ///////////////////////// |
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97 | |
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98 | // unweighted version |
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99 | template<typename RandomAccessIterator> |
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100 | double |
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101 | Percentiler::calculate(RandomAccessIterator first, |
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102 | RandomAccessIterator last, |
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103 | bool sorted, |
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104 | utility::unweighted_iterator_tag tag) const |
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105 | { |
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106 | // range is one value only is a special case |
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107 | if (first+1 == last) |
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108 | return utility::iterator_traits<RandomAccessIterator>().data(first); |
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109 | if (sorted) { |
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110 | size_t n = last - first; |
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111 | // have to take care of this special case |
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112 | if (perc_>= 100.0 - 50.0/n) |
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113 | return *(--last); |
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114 | if (perc_<= 50.0/n) |
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115 | return *first; |
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116 | double j = n * (perc_-50.0/n) / 100.0; |
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117 | int i = static_cast<int>(j); |
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118 | return (1-j+floor(j))*first[i] + (j-floor(j))*first[i+1]; |
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119 | } |
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120 | |
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121 | std::vector<double> v_copy; |
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122 | v_copy.reserve(std::distance(first,last)); |
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123 | std::copy(first, last, std::back_inserter(v_copy)); |
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124 | std::sort(v_copy.begin(), v_copy.end()); |
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125 | return calculate(v_copy.begin(), v_copy.end(), true, tag); |
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126 | } |
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127 | |
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128 | |
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129 | // weighted version |
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130 | template<typename RandomAccessIterator> |
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131 | double Percentiler::calculate(RandomAccessIterator first, |
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132 | RandomAccessIterator last, |
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133 | bool sorted, |
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134 | utility::weighted_iterator_tag tag) const |
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135 | { |
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136 | if (sorted) { |
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137 | utility::iterator_traits<RandomAccessIterator> trait; |
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138 | std::vector<double> accum_w; |
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139 | accum_w.reserve(last-first); |
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140 | std::partial_sum(weight_iterator(first), |
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141 | weight_iterator(last), |
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142 | std::back_inserter(accum_w)); |
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143 | |
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144 | double sum_w=0; |
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145 | double w_bound=perc_/100.0*accum_w.back(); |
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146 | RandomAccessIterator upper(first); |
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147 | while (sum_w + 0.5*trait.weight(upper) < w_bound) { |
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148 | sum_w += trait.weight(upper); |
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149 | ++upper; |
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150 | } |
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151 | if (upper==last) |
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152 | return trait.data(--last); |
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153 | if (sum_w==0.0) { |
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154 | while (first!=last) |
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155 | if (trait.weight(first)) |
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156 | return trait.data(first); |
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157 | // all weights zero, hmm |
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158 | return 0; |
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159 | } |
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160 | // lower should have non-zero weight |
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161 | // and (lower, upper) should have zero weights |
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162 | RandomAccessIterator lower=upper-1; |
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163 | while (trait.weight(lower)==0) |
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164 | --lower; |
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165 | |
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166 | double p1=100.0/accum_w.back()*(sum_w + 0.5*trait.weight(upper)); |
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167 | double p0=100.0/accum_w.back()*(sum_w - 0.5*trait.weight(lower)); |
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168 | double alpha = (perc_-p0)/(p1-p0); |
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169 | utility::yat_assert<std::runtime_error>(alpha<=1.0, |
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170 | "Percentile: alpha out of bounds"); |
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171 | return trait.data(lower)+alpha*(trait.data(upper)-trait.data(lower)); |
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172 | } |
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173 | |
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174 | std::vector<utility::DataWeight> v_copy; |
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175 | v_copy.reserve(last-first); |
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176 | std::copy(first, last, std::back_inserter(v_copy)); |
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177 | std::sort(v_copy.begin(), v_copy.end()); |
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178 | return calculate(v_copy.begin(), v_copy.end(), true, tag); |
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179 | } |
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180 | |
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181 | |
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182 | }}} // of namespace statistics, yat, and theplu |
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183 | |
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184 | #endif |
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