Changeset 1422 for trunk/yat/statistics

Timestamp:

Aug 20, 2008, 8:43:09 PM (15 years ago)

Author:

Peter

Message:

docs - fixes #366

File:

• trunk/yat/statistics/Percentiler.h (modified) (2 diffs)

trunk/yat/statistics/Percentiler.h

@@ -52 +52 @@
   public:
     /**
-       \param perc percentile to calculate [0,100]. Defaule value is
+       \param perc percentile to calculate [0,100]. Default value is
        50, which implies class will calculate median.
        \param sorted if true class assumes that ranges are already
@@ -63 +63 @@
        Function is a non-mutable function, i.e., \a first and \a last
        can be const_iterators.
+
+       The \a Nth percentile is defined such that, for example, when
+       having four numbers \f$ 0.69 < 1.41 < 3.14 < 28 \f$, the \a Nth
+       percentile is:
+
+       - \f$ 0.69 \f$ if \f$ N < 25 \f$
+       - \f$ (0.69+1.41)/2 \f$ if \f$ N=25 \f$
+       - \f$ 1.41 \f$ if \f$ 25 < N < 50 \f$
+       - \f$ (1.41+3.14)/2 \f$ if \f$ N=50 \f$
+       - \f$ 3.14 \f$ if \f$ 50 < N < 75 \f$
+       - \f$ (3.14+28)/2 \f$ if \f$ N=75 \f$
+       - \f$ 28 \f$ if \f$ 75 < N \f$
+
+       Similarily, if we have a weighted range \f$ x_0=0.69, w_0=1 ;
+       x_1=1.41, w_1=0 ; x_2=3.14, w_2=0.5 ; x_3=28, w_3=0.5 \f$, we
+       calculate the accumulated normalized weight \f$ S_k = \frac
+       {100}{\sum w_i}\sum_{i=0}^k w_i \f$ and the percentile is
+
+       - \f$ 0.69 \f$ if \f$ N < S_0 \f$
+       - \f$ (0.69+3.14)/2 \f$ if \f$ N=S_0  \f$
+       - \f$ 3.14 \f$ if \f$ S_0 < N < S_2 \f$
+       - \f$ (3.14+28)/2 \f$ if \f$ N=S_2 \f$
+       - \f$ 28 \f$ if \f$ S_2 < N \f$
+       
+       Note, that data point with weight zero is completely ignored. 
 
        \return percentile of range