source: trunk/yat/statistics/utility.cc @ 676

Last change on this file since 676 was 675, checked in by Jari Häkkinen, 15 years ago

References #83. Changing project name to yat. Compilation will fail in this revision.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 2.5 KB
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1// $Id: utility.cc 675 2006-10-10 12:08:45Z jari $
2
3/*
4  Copyright (C) The authors contributing to this file.
5
6  This file is part of the yat library, http://lev.thep.lu.se/trac/yat
7
8  The yat library is free software; you can redistribute it and/or
9  modify it under the terms of the GNU General Public License as
10  published by the Free Software Foundation; either version 2 of the
11  License, or (at your option) any later version.
12
13  The yat library is distributed in the hope that it will be useful,
14  but WITHOUT ANY WARRANTY; without even the implied warranty of
15  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16  General Public License for more details.
17
18  You should have received a copy of the GNU General Public License
19  along with this program; if not, write to the Free Software
20  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
21  02111-1307, USA.
22*/
23
24#include "yat/statistics/utility.h"
25
26#include <gsl/gsl_randist.h>
27#include <gsl/gsl_statistics_double.h>
28
29namespace theplu {
30namespace statistics { 
31
32  double cdf_hypergeometric_P(u_int k, u_int n1, u_int n2, u_int t)
33  {
34    double p=0;
35    for (u_int i=0; i<=k; i++)
36      p+= gsl_ran_hypergeometric_pdf(i, n1, n2, t);
37    return p;
38  }
39
40  double mad(const utility::vector& vec, const bool sorted)
41  {
42    double m = median(vec, sorted);
43    std::vector<double> ad;
44    ad.reserve(vec.size());
45    for (size_t i = 0; i<vec.size(); ++i)
46      ad.push_back(fabs(vec[i]-m));
47    std::sort(ad.begin(), ad.end());
48    return median(ad,true);
49  }
50 
51
52  double median(const utility::vector& vec, const bool sorted)
53  {
54    if (!sorted){
55      utility::vector vec_copy(vec);
56      vec_copy.sort();
57      return gsl_stats_median_from_sorted_data (vec_copy.gsl_vector_p()->data, 
58                                                vec_copy.gsl_vector_p()->stride,
59                                                vec_copy.gsl_vector_p()->size);
60    }
61    return gsl_stats_median_from_sorted_data (vec.gsl_vector_p()->data, 
62                                              vec.gsl_vector_p()->stride,
63                                              vec.gsl_vector_p()->size);
64  }
65
66  double percentile(const utility::vector& vec, const double p, 
67                    const bool sorted)
68  {
69    if (!sorted){
70      utility::vector vec_c(vec);
71      vec_c.sort();
72      return gsl_stats_quantile_from_sorted_data(vec_c.gsl_vector_p()->data,
73                                                 vec_c.gsl_vector_p()->stride,
74                                                 vec_c.gsl_vector_p()->size,
75                                                 p);
76    }
77    return gsl_stats_quantile_from_sorted_data (vec.gsl_vector_p()->data, 
78                                              vec.gsl_vector_p()->stride,
79                                              vec.gsl_vector_p()->size,
80                                              p);
81  }
82
83}} // of namespace statistics and namespace theplu
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