Quantile calculator. More...

#include <JQuantile.hh>

Inheritance diagram for JTOOLS::JQuantile:

Public Member Functions
	JQuantile (const JTitle &title="", const int option=0)
	Constructor. More...

void	reset ()
	Reset. More...

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

long long int	getCount () const
	Get total count. More...

double	getTotal () const
	Get total weight. More...

double	getSum () const
	Get weighted sum. More...

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

double	getRMS () const
	Get RMS. More...

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

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

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

double	getQuantile (const double Q, const bool reverse=false) const
	Get quantile. More...

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

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

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

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

Protected Attributes
double	sum

double	rms

double	tot

double	min

double	max

long long int	num

bool	quantiles

std::map< double, double >	buffer

std::string	title

Friends
std::ostream &	operator<< (std::ostream &out, const JQuantile &quantile)
	Print quantile. More...

Detailed Description

Quantile calculator.

This class acts as a zero-dimensional histogram.

Definition at line 34 of file JQuantile.hh.

Constructor & Destructor Documentation

JTOOLS::JQuantile::JQuantile	(	const JTitle &	title = `""`,
		const int	option = `0`
	)

inline

Constructor.

Parameters

title	title
option	option

Definition at line 44 of file JQuantile.hh.

                                         :
       JTitle   (title),
       quantiles(false)
     {
       reset();
 
       quantiles = (option > 0);
     }

Member Function Documentation

void JTOOLS::JQuantile::reset ( )

inline

Reset.

Definition at line 58 of file JQuantile.hh.

     {
       sum = 0.0;
       rms = 0.0;
       tot = 0.0;
       num = 0;
       min = +std::numeric_limits<double>::max();
       max = -std::numeric_limits<double>::max();
 
       buffer.clear();
     }

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

inline

Put value.

Parameters

x	value
w	weight

Definition at line 77 of file JQuantile.hh.

     {
       sum += w*x;
       rms += w*x*x;
       tot += w;
       num += 1;
       min  = std::min(min, x);
       max  = std::max(max, x);
 
       if (quantiles) {
         buffer.insert(std::make_pair(x,w));
       }
     }

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

inline

Get total count.

Returns: count

Definition at line 97 of file JQuantile.hh.

     {
       return num;
     }

double JTOOLS::JQuantile::getTotal ( ) const

inline

Get total weight.

Returns: weight

Definition at line 108 of file JQuantile.hh.

     {
       return tot;
     }

double JTOOLS::JQuantile::getSum ( ) const

inline

Get weighted sum.

Returns: weighted sum

Definition at line 120 of file JQuantile.hh.

     {
       return sum;
     }

double JTOOLS::JQuantile::getMean ( ) const

inline

Get mean value.

Returns: mean value

Definition at line 131 of file JQuantile.hh.

     {
       if (tot != 0.0)
         return sum / tot;
       else
         throw JDivisionByZero("JQuantile::getMean()");
     }

double JTOOLS::JQuantile::getRMS ( ) const

inline

Get RMS.

Returns: RMS

Definition at line 145 of file JQuantile.hh.

     {
       if (tot != 0.0)
         return sqrt(rms/tot);
       else
         throw JDivisionByZero("JQuantile::getRMS()");
     }

double JTOOLS::JQuantile::getSTDev ( ) const

inline

Get standard deviation.

Returns: standard deviation

Definition at line 159 of file JQuantile.hh.

     {
       if (tot != 0.0)
         return sqrt(rms*tot - sum*sum)/tot;
       else
         throw JDivisionByZero("JQuantile::getSTDev()");
     }

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

inline

Get maximal deviation from average.

Parameters

relative relative to average or absolute

Returns: deviation

Definition at line 174 of file JQuantile.hh.

     {
       if (relative) 
         return std::max(max - getMean(), getMean() - min);
       else
         return std::max(fabs(max), fabs(min));
     }

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

inline

Test relative accuracy.

Parameters

precision relative precision

Returns: true if reached accuracy; else false

Definition at line 189 of file JQuantile.hh.

     {
       return getCount() > 3 && getSTDev() < precision * getMean();
     }

double JTOOLS::JQuantile::getQuantile	(	const double	Q,
		const bool	reverse = `false`
	)		const

inline

Get quantile.

Parameters

Q	quantile
reverse	reverse

Returns: value

Definition at line 202 of file JQuantile.hh.

     {
       if (quantiles) {
 
         double W = 0.0;
 
         for (std::map<double, double>::const_iterator i = buffer.begin(); i != buffer.end(); ++i) {
           W += i->second;
         }
 
         if (reverse)
           return getQuantile(buffer.rbegin(), buffer.rend(), Q*W);
         else
           return getQuantile(buffer. begin(), buffer. end(), Q*W);
       }
       
       throw JNoValue("JQuantile::getQuantile()");
     }

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

inline

Print quantile.

Parameters

out	output stream
lpr	long print

Definition at line 228 of file JQuantile.hh.

     {
       using namespace std;
 
       const int nc = getTitle().size();
 
       if (lpr) {
         out << setw(nc) << left  << " "             << ' '
             << setw(10) << left  << "    mean"      << ' '
             << setw(10) << left  << "    STD"       << ' '
             << setw(10) << left  << "  deviation"   << endl;
       }
       
       out << setw(nc) << left << getTitle()          << ' '
           << SCIENTIFIC(10,2) << getMean()           << ' ' 
           << SCIENTIFIC(10,2) << getSTDev()          << ' '
           << SCIENTIFIC(10,2) << getDeviation(false) << endl;
 
       return out;
     }

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 283 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("JQuantile::getQuantile()");
     }

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

inlineinherited

Get title.

Returns: title

Definition at line 55 of file JTitle.hh.

     {
       return this->title;
     }

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;
     }

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	out,
		const JQuantile &	quantile
	)

friend

Print quantile.

Parameters

out	output stream
quantile	quantile

Returns: output stream

Definition at line 257 of file JQuantile.hh.

     {
       return quantile.print(out, getLongprint(out));
     }

Member Data Documentation

double JTOOLS::JQuantile::sum

protected

Definition at line 263 of file JQuantile.hh.

double JTOOLS::JQuantile::rms

protected

Definition at line 264 of file JQuantile.hh.

double JTOOLS::JQuantile::tot

protected

Definition at line 265 of file JQuantile.hh.

double JTOOLS::JQuantile::min

protected

Definition at line 266 of file JQuantile.hh.

double JTOOLS::JQuantile::max

protected

Definition at line 267 of file JQuantile.hh.

long long int JTOOLS::JQuantile::num

protected

Definition at line 268 of file JQuantile.hh.

bool JTOOLS::JQuantile::quantiles

protected

Definition at line 270 of file JQuantile.hh.

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

protected

Definition at line 271 of file JQuantile.hh.

std::string JLANG::JTitle::title

protectedinherited

Definition at line 73 of file JTitle.hh.

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

JQuantile.hh

Public Member Functions

Static Protected Member Functions

Protected Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation