source: trunk/yat/statistics/utility.cc @ 782

Last change on this file since 782 was 782, checked in by Jari Häkkinen, 15 years ago

Fixes #195.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 2.8 KB
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1// $Id: utility.cc 782 2007-03-05 21:17:31Z 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 "utility.h"
25
26#include <gsl/gsl_randist.h>
27#include <gsl/gsl_statistics_double.h>
28
29namespace theplu {
30namespace yat {
31namespace statistics { 
32
33  double cdf_hypergeometric_P(u_int k, u_int n1, u_int n2, u_int t)
34  {
35    double p=0;
36    for (u_int i=0; i<=k; i++)
37      p+= gsl_ran_hypergeometric_pdf(i, n1, n2, t);
38    return p;
39  }
40
41  double kurtosis(const utility::vector& v)
42  {
43    const gsl_vector* gvp=v.gsl_vector_p();
44    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
45  }
46
47  double mad(const utility::vector& vec, const bool sorted)
48  {
49    double m = median(vec, sorted);
50    std::vector<double> ad;
51    ad.reserve(vec.size());
52    for (size_t i = 0; i<vec.size(); ++i)
53      ad.push_back(fabs(vec[i]-m));
54    std::sort(ad.begin(), ad.end());
55    return median(ad,true);
56  }
57 
58
59  double median(const utility::vector& vec, const bool sorted)
60  {
61    if (!sorted){
62      utility::vector vec_copy(vec);
63      utility::sort(vec_copy);
64      return gsl_stats_median_from_sorted_data (vec_copy.gsl_vector_p()->data, 
65                                                vec_copy.gsl_vector_p()->stride,
66                                                vec_copy.gsl_vector_p()->size);
67    }
68    return gsl_stats_median_from_sorted_data (vec.gsl_vector_p()->data, 
69                                              vec.gsl_vector_p()->stride,
70                                              vec.gsl_vector_p()->size);
71  }
72
73  double percentile(const utility::vector& vec, const double p, 
74                    const bool sorted)
75  {
76    if (!sorted){
77      utility::vector vec_c(vec);
78      utility::sort(vec_c);
79      return gsl_stats_quantile_from_sorted_data(vec_c.gsl_vector_p()->data,
80                                                 vec_c.gsl_vector_p()->stride,
81                                                 vec_c.gsl_vector_p()->size,
82                                                 p);
83    }
84    return gsl_stats_quantile_from_sorted_data (vec.gsl_vector_p()->data, 
85                                              vec.gsl_vector_p()->stride,
86                                              vec.gsl_vector_p()->size,
87                                              p);
88  }
89
90  double skewness(const utility::vector& v)
91  {
92    const gsl_vector* gvp=v.gsl_vector_p();
93    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
94  }
95
96}}} // of namespace statistics, yat, and theplu
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