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

// $Id: utility.cc 782 2007-03-05 21:17:31Z jari $

/*
  Copyright (C) The authors contributing to this file.

  This file is part of the yat library, http://lev.thep.lu.se/trac/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 2 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  02111-1307, USA.
*/

#include "utility.h"

#include <gsl/gsl_randist.h>
#include <gsl/gsl_statistics_double.h>

namespace theplu {
namespace yat {
namespace statistics {  

  double cdf_hypergeometric_P(u_int k, u_int n1, u_int n2, u_int t)
  {
    double p=0;
    for (u_int i=0; i<=k; i++)
      p+= gsl_ran_hypergeometric_pdf(i, n1, n2, t);
    return p;
  }

  double kurtosis(const utility::vector& v)
  {
    const gsl_vector* gvp=v.gsl_vector_p();
    return gsl_stats_kurtosis(gvp->data,gvp->stride,gvp->size);
  }

  double mad(const utility::vector& vec, const bool sorted)
  {
    double m = median(vec, sorted);
    std::vector<double> ad;
    ad.reserve(vec.size());
    for (size_t i = 0; i<vec.size(); ++i)
      ad.push_back(fabs(vec[i]-m));
    std::sort(ad.begin(), ad.end());
    return median(ad,true);
  }
  

  double median(const utility::vector& vec, const bool sorted)
  {
    if (!sorted){
      utility::vector vec_copy(vec);
      utility::sort(vec_copy);
      return gsl_stats_median_from_sorted_data (vec_copy.gsl_vector_p()->data, 
                                                vec_copy.gsl_vector_p()->stride,
                                                vec_copy.gsl_vector_p()->size);
    }
    return gsl_stats_median_from_sorted_data (vec.gsl_vector_p()->data, 
                                              vec.gsl_vector_p()->stride,
                                              vec.gsl_vector_p()->size);
  }

  double percentile(const utility::vector& vec, const double p, 
                    const bool sorted)
  {
    if (!sorted){
      utility::vector vec_c(vec);
      utility::sort(vec_c);
      return gsl_stats_quantile_from_sorted_data(vec_c.gsl_vector_p()->data,
                                                 vec_c.gsl_vector_p()->stride,
                                                 vec_c.gsl_vector_p()->size,
                                                 p);
    }
    return gsl_stats_quantile_from_sorted_data (vec.gsl_vector_p()->data, 
                                              vec.gsl_vector_p()->stride,
                                              vec.gsl_vector_p()->size,
                                              p);
  }

  double skewness(const utility::vector& v)
  {
    const gsl_vector* gvp=v.gsl_vector_p();
    return gsl_stats_skew(gvp->data,gvp->stride,gvp->size);
  }

}}} // of namespace statistics, yat, and theplu