Quantile calculator. More...

#include <JQuantile.hh>

Inheritance diagram for JTOOLS::JQuantile:

Public Member Functions
	JQuantile (const JTitle &title="", const bool quantiles=false)
	Constructor. More...

template<class iterator_type >
	JQuantile (const JTitle &title, iterator_type __begin, iterator_type __end, const bool quantiles=false, const double w=1.0)
	Constructor. More...

template<class iterator_type , class value_type , class result_type >
	JQuantile (const JTitle &title, iterator_type __begin, iterator_type __end, result_type value_type::*member, const bool quantiles=false, const double w=1.0)
	Constructor. More...

template<class iterator_type , class value_type , class result_type >
	JQuantile (const JTitle &title, iterator_type __begin, iterator_type __end, result_type(value_type::*function)() const, const bool quantiles=false, const double w=1.0)
	Constructor. More...

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

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

template<class iterator_type >
void	put (iterator_type __begin, iterator_type __end, const double w=1.0)
	Put data. More...

template<class iterator_type , class value_type , class result_type >
void	put (iterator_type __begin, iterator_type __end, result_type value_type::*member, const double w=1.0)
	Put data. More...

template<class iterator_type , class value_type , class result_type >
void	put (iterator_type __begin, iterator_type __end, result_type(value_type::*function)() const, const double w=1.0)
	Put data. 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	getMin () const
	Get minimum. More...

double	getMax () const
	Get maximum. 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...

void	reset ()
	Reset. More...

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

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

JQuantile &	mul (const JNullType &object)
	Multiply with object. 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::multimap< 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 83 of file JQuantile.hh.

Constructor & Destructor Documentation

JTOOLS::JQuantile::JQuantile	(	const JTitle &	title = `""`,
		const bool	quantiles = `false`
	)

inline

Constructor.

Parameters

title	title
quantiles	quantiles

Definition at line 93 of file JQuantile.hh.

                                                :
       JQuantile_t(title, quantiles)
     {}

template<class iterator_type >

JTOOLS::JQuantile::JQuantile	(	const JTitle &	title,
		iterator_type	__begin,
		iterator_type	__end,
		const bool	quantiles = `false`,
		const double	w = `1.0`
	)

inline

Constructor.

Set quantiles according to minimal and maximal value in input data.

Parameters

title	title
__begin	begin of data
__end	end of data
quantiles	quantiles
w	weight

Definition at line 110 of file JQuantile.hh.

                                           :
       JQuantile_t(title, quantiles)
     {
       put(__begin, __end, w);
     }

template<class iterator_type , class value_type , class result_type >

JTOOLS::JQuantile::JQuantile	(	const JTitle &	title,
		iterator_type	__begin,
		iterator_type	__end,
		result_type value_type::*	member,
		const bool	quantiles = `false`,
		const double	w = `1.0`
	)

inline

Constructor.

Set quantiles according to minimal and maximal value in input data.

Parameters

title	title
__begin	begin of data
__end	end of data
member	pointer to data member
quantiles	quantiles
w	weight

Definition at line 133 of file JQuantile.hh.

                                              :
       JQuantile_t(title, quantiles)
     {
       put(__begin, __end, member, w);
     }

template<class iterator_type , class value_type , class result_type >

JTOOLS::JQuantile::JQuantile	(	const JTitle &	title,
		iterator_type	__begin,
		iterator_type	__end,
		result_type(value_type::*)() const	function,
		const bool	quantiles = `false`,
		const double	w = `1.0`
	)

inline

Constructor.

Set quantiles according to minimal and maximal value in input data.

Parameters

title	title
__begin	begin of data
__end	end of data
function	pointer to member method
quantiles	quantiles
w	weight

Definition at line 157 of file JQuantile.hh.

                                              :
       JQuantile_t(title, quantiles)
     {
       put(__begin, __end, function, w);
     }

Member Function Documentation

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

inline

Add quantile.

Parameters

Q quantile

Returns: this quantile

Definition at line 175 of file JQuantile.hh.

     {
       sum += Q.sum;
       rms += Q.rms;
       tot += Q.tot;
       num += Q.num;
       min  = std::min(min, Q.min);
       max  = std::max(max, Q.max);
 
       if (quantiles) {
         std::copy(Q.buffer.begin(), Q.buffer.end(), std::inserter(buffer, buffer.end()));
       }
 
       return *this;
     }

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

inline

Put value.

Parameters

x	value
w	weight

Definition at line 198 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));
       }
     }

template<class iterator_type >

void JTOOLS::JQuantile::put	(	iterator_type	__begin,
		iterator_type	__end,
		const double	w = `1.0`
	)

inline

Put data.

Parameters

__begin	begin of data
__end	end of data
w	weight

Definition at line 221 of file JQuantile.hh.

     {
       for (iterator_type i = __begin; i != __end; ++i) {
         put(*i, w);
       }
     }

template<class iterator_type , class value_type , class result_type >

void JTOOLS::JQuantile::put	(	iterator_type	__begin,
		iterator_type	__end,
		result_type value_type::*	member,
		const double	w = `1.0`
	)

inline

Put data.

Parameters

__begin	begin of data
__end	end of data
member	pointer to data member
w	weight

Definition at line 240 of file JQuantile.hh.

     {
       for (iterator_type i = __begin; i != __end; ++i) {
         put((*i).*member, w);
       }
     }

template<class iterator_type , class value_type , class result_type >

void JTOOLS::JQuantile::put	(	iterator_type	__begin,
		iterator_type	__end,
		result_type(value_type::*)() const	function,
		const double	w = `1.0`
	)

inline

Put data.

Parameters

__begin	begin of data
__end	end of data
function	pointer to member method
w	weight

Definition at line 260 of file JQuantile.hh.

     {
       for (iterator_type i = __begin; i != __end; ++i) {
         put(((*i).*function)(), w);
       }
     }

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

inline

Get total count.

Returns: count

Definition at line 276 of file JQuantile.hh.

     {
       return num;
     }

double JTOOLS::JQuantile::getTotal ( ) const

inline

Get total weight.

Returns: weight

Definition at line 287 of file JQuantile.hh.

     {
       return tot;
     }

double JTOOLS::JQuantile::getSum ( ) const

inline

Get weighted sum.

Returns: weighted sum

Definition at line 298 of file JQuantile.hh.

     {
       return sum;
     }

double JTOOLS::JQuantile::getMin ( ) const

inline

Get minimum.

Returns: minimum

Definition at line 309 of file JQuantile.hh.

     {
       return min;
     }

double JTOOLS::JQuantile::getMax ( ) const

inline

Get maximum.

Returns: maximum

Definition at line 320 of file JQuantile.hh.

     {
       return max;
     }

double JTOOLS::JQuantile::getMean ( ) const

inline

Get mean value.

Returns: mean value

Definition at line 331 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 345 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 359 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 if true, relative to average, else absolute

Returns: deviation

Definition at line 374 of file JQuantile.hh.

     {
       if (relative)
         return std::max(getMax() - getMean(), getMean() - getMin());
       else
         return getMax() - getMin();
     }

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 389 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 402 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, "Option 'quantiles' at JQuantile() incompatible with method 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 428 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 472 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);
     }

void JTOOLS::JQuantile_t::reset ( )

inlineinherited

Reset.

Definition at line 55 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();
     }

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;
     }

JQuantile & JMATH::JMath< JQuantile , JNullType >::mul ( const JNullType & object )

inlineinherited

Multiply with object.

Parameters

object object

Returns: result object

Definition at line 273 of file JMath.hh.

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

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 457 of file JQuantile.hh.

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

Member Data Documentation

double JTOOLS::JQuantile_t::sum

protectedinherited

Definition at line 68 of file JQuantile.hh.

double JTOOLS::JQuantile_t::rms

protectedinherited

Definition at line 69 of file JQuantile.hh.

double JTOOLS::JQuantile_t::tot

protectedinherited

Definition at line 70 of file JQuantile.hh.

double JTOOLS::JQuantile_t::min

protectedinherited

Definition at line 71 of file JQuantile.hh.

double JTOOLS::JQuantile_t::max

protectedinherited

Definition at line 72 of file JQuantile.hh.

long long int JTOOLS::JQuantile_t::num

protectedinherited

Definition at line 73 of file JQuantile.hh.

bool JTOOLS::JQuantile_t::quantiles

protectedinherited

Definition at line 74 of file JQuantile.hh.

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

protectedinherited

Definition at line 75 of file JQuantile.hh.

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 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