Auxiliary data structure for running average, standard deviation and quantiles. More...

#include <JQuantile.hh>

Inheritance diagram for JTOOLS::JQuantile:

Public Types
enum	Quantile_t { forward_t = +1 , symmetric_t = 0 , backward_t = -1 }
	Options for evaluation of quantile. More...

Public Member Functions
	JQuantile (const JTitle &title="")
	Constructor.

template<class JElement_t , class JAllocator_t >
	JQuantile (const JTitle &title, const array_type< JElement_t, JAllocator_t > &buffer, const double w=1.0)
	Constructor.

void	reset ()
	Reset.

JQuantile &	add (const JQuantile &Q)
	Add quantile.

void	put (const double x, const double w=1.0)
	Put value.

template<class JElement_t , class JAllocator_t >
void	put (const array_type< JElement_t, JAllocator_t > &buffer, const double w=1.0)
	Put data.

double	getQuantile (const double Q, const Quantile_t option=forward_t) const
	Get quantile.

JStats &	add (const JStats &Q)
	Add stats.

long long int	getCount () const
	Get total count.

double	getTotal () const
	Get total weight.

double	getXmin () const
	Get minimum value.

double	getXmax () const
	Get maximum value.

double	getWmin () const
	Get minimum weight.

double	getWmax () const
	Get maximum weight.

double	getMean () const
	Get mean value.

double	getMean (const double value) const
	Get mean value.

double	getSTDev () const
	Get standard deviation.

double	getSTDev (const double value) const
	Get standard deviation.

double	getDeviation (const bool relative=true) const
	Get maximal deviation from average.

bool	hasAccuracy (const double precision) const
	Test relative accuracy.

std::ostream &	print (std::ostream &out, bool lpr=true) const
	Print stats.

const std::string &	getTitle () const
	Get title.

void	setTitle (const std::string &title)
	Set title.

JFirst_t &	mul (const JSecond_t &object)
	Multiply with object.

JFirst_t &	mul (const JSecond_t &object)
	Multiply with object.

Static Protected Member Functions
template<class T >
static double	getQuantile (T __begin, T __end, const double W)
	Get quantile.

Protected Attributes
std::multimap< double, double >	buffer

double	mean

double	sigma

double	total

long long int	count

double	xmin

double	xmax

double	wmin

double	wmax

std::string	title

Detailed Description

Auxiliary data structure for running average, standard deviation and quantiles.

Definition at line 38 of file JQuantile.hh.

Member Enumeration Documentation

◆ Quantile_t

enum JTOOLS::JQuantile::Quantile_t

Options for evaluation of quantile.

Enumerator
forward_t	forward
symmetric_t	symmatric
backward_t	backward

Definition at line 133 of file JQuantile.hh.

                    {
      forward_t    = +1,     //!< forward
      symmetric_t  =  0,     //!< symmatric
      backward_t   = -1      //!< backward
    };

Constructor & Destructor Documentation

◆ JQuantile() [1/2]

JTOOLS::JQuantile::JQuantile ( const JTitle & title = "" )

inline

Constructor.

Parameters

title title

Definition at line 47 of file JQuantile.hh.

                                            :
      JStats(title)
    {
      reset();
    }

◆ JQuantile() [2/2]

template<class JElement_t , class JAllocator_t >

JTOOLS::JQuantile::JQuantile	(	const JTitle &	title,
		const array_type< JElement_t, JAllocator_t > &	buffer,
		const double	w = 1.0 )

inline

Constructor.

Parameters

title	title
buffer	input data
w	weight

Definition at line 62 of file JQuantile.hh.

                                             :
      JStats(title)
    {
      reset();
 
      put(buffer, w);
    }

Member Function Documentation

◆ reset()

void JTOOLS::JQuantile::reset ( )

inline

Reset.

Definition at line 76 of file JQuantile.hh.

    {
      JStats::reset();
 
      buffer.clear();
    }

◆ add() [1/2]

JQuantile & JTOOLS::JQuantile::add ( const JQuantile & Q )

inline

Add quantile.

Parameters

Q quantile

Returns: this quantile

Definition at line 90 of file JQuantile.hh.

    {
      JStats::add(Q);
 
      std::copy(Q.buffer.begin(), Q.buffer.end(), std::inserter(buffer, buffer.end()));
 
      return *this;
    }

◆ put() [1/2]

void JTOOLS::JQuantile::put	(	const double	x,
		const double	w = 1.0 )

inline

Put value.

Parameters

x	value
w	weight

Definition at line 106 of file JQuantile.hh.

    {
      JStats::put(x, w);
 
      buffer.insert(std::make_pair(x,w));
    }

◆ put() [2/2]

template<class JElement_t , class JAllocator_t >

void JTOOLS::JQuantile::put	(	const array_type< JElement_t, JAllocator_t > &	buffer,
		const double	w = 1.0 )

inline

Put data.

Parameters

buffer	input data
w	weight

Definition at line 121 of file JQuantile.hh.

    {
      for (typename array_type<JElement_t, JAllocator_t>::const_iterator i = buffer.begin(); i != buffer.end(); ++i) {
        put(*i, w);
      }
    }

◆ getQuantile() [1/2]

double JTOOLS::JQuantile::getQuantile	(	const double	Q,
		const Quantile_t	option = forward_t ) const

inline

Get quantile.

Parameters

Q	quantile
option	option

Returns: value

Definition at line 147 of file JQuantile.hh.

    {
      double W = 0.0;
 
      for (std::map<double, double>::const_iterator i = buffer.begin(); i != buffer.end(); ++i) {
        W += i->second;
      }
 
      switch (option) {
      case forward_t:
        return (getQuantile(buffer. begin(), buffer. end(), Q*W));
      case symmetric_t:
        return (getQuantile(buffer.rbegin(), buffer.rend(), 0.5*(1.0 - Q)*W)  -
                getQuantile(buffer. begin(), buffer. end(), 0.5*(1.0 - Q)*W));
      case backward_t:
        return (getQuantile(buffer.rbegin(), buffer.rend(), Q*W));
      default:
        THROW(JNoValue, "Invalid option " << option);
      }
    }

◆ getQuantile() [2/2]

template<class T >

static double JTOOLS::JQuantile::getQuantile	(	T	__begin,
		T	__end,
		const double	W )

inlinestaticprotected

Get quantile.

Parameters

__begin	begin of data
__end	end of data
W	weight

Returns: value

Definition at line 178 of file JQuantile.hh.

    {
      double w = 0.0;
 
      for (T i = __begin; i != __end; ++i) {
 
        w += i->second;
 
        if (w >= W) {
          return i->first;
        }
      }
 
      THROW(JNoValue, "Invalid weight " << W);
    }

◆ add() [2/2]

JStats & JTOOLS::JStats::add ( const JStats & Q )

inlineinherited

Add stats.

Parameters

Q stats

Returns: this stats

Definition at line 98 of file JStats.hh.

    {
      mean  += Q.mean;
      sigma += Q.sigma;
      total += Q.total;
      count += Q.count;
      xmin   = std::min(xmin, Q.xmin);
      xmax   = std::max(xmax, Q.xmax);
      wmin   = std::min(wmin, Q.wmin);
      wmax   = std::max(wmax, Q.wmax);
 
      return *this;
    }

◆ getCount()

long long int JTOOLS::JStats::getCount ( ) const

inlineinherited

Get total count.

Returns: count

Definition at line 168 of file JStats.hh.

    {
      return count;
    }

◆ getTotal()

double JTOOLS::JStats::getTotal ( ) const

inlineinherited

Get total weight.

Returns: weight

Definition at line 179 of file JStats.hh.

    {
      return total;
    }

◆ getXmin()

double JTOOLS::JStats::getXmin ( ) const

inlineinherited

Get minimum value.

Returns: minimum value

Definition at line 190 of file JStats.hh.

    {
      return xmin;
    }

◆ getXmax()

double JTOOLS::JStats::getXmax ( ) const

inlineinherited

Get maximum value.

Returns: maximum value

Definition at line 201 of file JStats.hh.

    {
      return xmax;
    }

◆ getWmin()

double JTOOLS::JStats::getWmin ( ) const

inlineinherited

Get minimum weight.

Returns: minimum weight

Definition at line 212 of file JStats.hh.

    {
      return wmin;
    }

◆ getWmax()

double JTOOLS::JStats::getWmax ( ) const

inlineinherited

Get maximum weight.

Returns: maximum weight

Definition at line 223 of file JStats.hh.

    {
      return wmax;
    }

◆ getMean() [1/2]

double JTOOLS::JStats::getMean ( ) const

inlineinherited

Get mean value.

Returns: mean value

Definition at line 234 of file JStats.hh.

    {
      if (count != 0.0)
        return mean;
      else
        THROW(JDivisionByZero, "JStats::getMean() count " << count);
    }

◆ getMean() [2/2]

double JTOOLS::JStats::getMean ( const double value ) const

inlineinherited

Get mean value.

Parameters

value default value

Returns: mean value

Definition at line 249 of file JStats.hh.

    {
      if (count != 0.0)
        return getMean();
      else
        return value;
    }

◆ getSTDev() [1/2]

double JTOOLS::JStats::getSTDev ( ) const

inlineinherited

Get standard deviation.

Returns: standard deviation

Definition at line 263 of file JStats.hh.

    {
      if (count > 1)
        return sqrt(count * sigma/(total * (count - 1)));
      else
        THROW(JDivisionByZero, "JStats::getSTDev() count " << count);
    }

◆ getSTDev() [2/2]

double JTOOLS::JStats::getSTDev ( const double value ) const

inlineinherited

Get standard deviation.

Parameters

value default value

Returns: standard deviation

Definition at line 278 of file JStats.hh.

    {
      if (count > 1)
        return getSTDev();
      else
        return value;
    }

◆ getDeviation()

double JTOOLS::JStats::getDeviation ( const bool relative = true ) const

inlineinherited

Get maximal deviation from average.

Parameters

relative if true, relative to average, else absolute

Returns: deviation

Definition at line 293 of file JStats.hh.

    {
      if (relative)
        return std::max(getXmax() - getMean(), getMean() - getXmin());
      else
        return getXmax() - getXmin();
    }

◆ hasAccuracy()

bool JTOOLS::JStats::hasAccuracy ( const double precision ) const

inlineinherited

Test relative accuracy.

Parameters

precision relative precision

Returns: true if reached accuracy; else false

Definition at line 308 of file JStats.hh.

    {
      return getCount() > 1 && getSTDev() < precision * getMean();
    }

◆ print()

std::ostream & JTOOLS::JStats::print	(	std::ostream &	out,
		bool	lpr = true ) const

inlineinherited

Print stats.

Parameters

out	output stream
lpr	long print

Definition at line 320 of file JStats.hh.

    {
      using namespace std;
 
      const int nc = getTitle().size();
 
      if (lpr) {
        out << setw(nc) << left  << " "             << ' '
            << setw(12) << left  << "    mean"      << ' '
            << setw(12) << left  << "    STD"       << ' '
            << setw(12) << left  << "  deviation"   << endl;
      }
 
      out << setw(nc) << left << getTitle()          << ' '
          << SCIENTIFIC(12,5) << getMean()           << ' '
          << SCIENTIFIC(12,5) << getSTDev()          << ' '
          << SCIENTIFIC(12,5) << getDeviation(false) << endl;
 
      return out;
    }

◆ getTitle()

const std::string & JLANG::JTitle::getTitle ( ) const

inlineinherited

Get title.

Returns: title

Definition at line 55 of file JTitle.hh.

    {
      return this->title;
    }

◆ setTitle()

void JLANG::JTitle::setTitle ( const std::string & title )

inlineinherited

Set title.

Parameters

title title

Definition at line 66 of file JTitle.hh.

    {
      this->title = title;
    }

◆ mul() [1/2]

template<class JFirst_t , class JSecond_t >

JFirst_t & JMATH::JMath< JFirst_t, JSecond_t >::mul ( const JSecond_t & object )

inlineinherited

Multiply with object.

Parameters

object object

Returns: result object

Definition at line 354 of file JMath.hh.

    {
      return static_cast<JFirst_t&>(*this) = JFirst_t().mul(static_cast<const JFirst_t&>(*this), object);
    }

◆ mul() [2/2]

template<class JFirst_t , class JSecond_t >

JFirst_t & JMATH::JMath< JFirst_t, JSecond_t >::mul ( const JSecond_t & object )

inlineinherited

Multiply with object.

Parameters

object object

Returns: result object

Definition at line 354 of file JMath.hh.

    {
      return static_cast<JFirst_t&>(*this) = JFirst_t().mul(static_cast<const JFirst_t&>(*this), object);
    }

Member Data Documentation

◆ buffer

std::multimap<double, double> JTOOLS::JQuantile::buffer

protected

Definition at line 194 of file JQuantile.hh.

◆ mean

double JTOOLS::JStats::mean

protectedinherited

Definition at line 355 of file JStats.hh.

◆ sigma

double JTOOLS::JStats::sigma

protectedinherited

Definition at line 356 of file JStats.hh.

◆ total

double JTOOLS::JStats::total

protectedinherited

Definition at line 357 of file JStats.hh.

◆ count

long long int JTOOLS::JStats::count

protectedinherited

Definition at line 358 of file JStats.hh.

◆ xmin

double JTOOLS::JStats::xmin

protectedinherited

Definition at line 359 of file JStats.hh.

◆ xmax

double JTOOLS::JStats::xmax

protectedinherited

Definition at line 360 of file JStats.hh.

◆ wmin

double JTOOLS::JStats::wmin

protectedinherited

Definition at line 361 of file JStats.hh.

◆ wmax

double JTOOLS::JStats::wmax

protectedinherited

Definition at line 362 of file JStats.hh.

◆ title

std::string JLANG::JTitle::title

protectedinherited

Definition at line 73 of file JTitle.hh.

The documentation for this struct was generated from the following file:

JQuantile.hh

Public Types

Public Member Functions

Static Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ Quantile_t

Constructor & Destructor Documentation

◆ JQuantile() [1/2]

◆ JQuantile() [2/2]

Member Function Documentation

◆ reset()

◆ add() [1/2]

◆ put() [1/2]

◆ put() [2/2]

◆ getQuantile() [1/2]

◆ getQuantile() [2/2]

◆ add() [2/2]

◆ getCount()

◆ getTotal()

◆ getXmin()

◆ getXmax()

◆ getWmin()

◆ getWmax()

◆ getMean() [1/2]

◆ getMean() [2/2]

◆ getSTDev() [1/2]

◆ getSTDev() [2/2]

◆ getDeviation()

◆ hasAccuracy()

◆ print()

◆ getTitle()

◆ setTitle()

◆ mul() [1/2]

◆ mul() [2/2]

Member Data Documentation

◆ buffer

◆ mean

◆ sigma

◆ total

◆ count

◆ xmin

◆ xmax

◆ wmin

◆ wmax

◆ title