JQuantile.cc

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#include <string>
#include <iostream>
#include <iomanip>
#include <cmath>

#include "TRandom.h"

#include "JTools/JQuantile.hh"

#include "Jeep/JParser.hh"
#include "Jeep/JMessage.hh"


/**
 * \file
 *
 * Example program to test JTOOLS::JQuantile calculation.
 * \author mdejong
 */
int main(int argc, char **argv)
{
  using namespace std;
  using namespace JPP;

  int       numberOfEvents;
  double    x;
  double    sigma;
  UInt_t    seed;
  double    precision;
  int       debug;

  try {

    JParser<> zap("Example program to test quantile calculation.");

    zap['n'] = make_field(numberOfEvents);
    zap['x'] = make_field(x)              = 0.0;
    zap['s'] = make_field(sigma)          = 1.0;
    zap['S'] = make_field(seed)           = 0;
    zap['e'] = make_field(precision)      = 1.0e-2;
    zap['d'] = make_field(debug)          = 3;

    zap(argc, argv);
  }
  catch(const exception &error) {
    FATAL(error.what() << endl);
  }

  if (numberOfEvents < 2) {
    FATAL("Fatal error: number of events " << numberOfEvents << endl);
  }

  gRandom->SetSeed(seed);

  {
    JQuantile Q;

    for (int i = 0; i != numberOfEvents; ++i) {
      Q.put(gRandom->Gaus(x, sigma));
    }

    NOTICE("quantity  " << CENTER(10)  << "calculated" << " | " << CENTER(10)  << "true" << endl);
    NOTICE("mean      " << FIXED(10,3) << Q.getMean()  << " | " << FIXED(10,3) <<  x     << endl);
    NOTICE("RMS       " << FIXED(10,3) << Q.getSTDev() << " | " << FIXED(10,3) <<  sigma << endl);

    ASSERT(numberOfEvents             >  0,         "Test number of events.");
    ASSERT(fabs(Q.getMean()  - x)     <= precision, "Test mean.");
    ASSERT(fabs(Q.getSTDev() - sigma) <= precision, "Test sigma.");
  }
  {
    JQuantile Q("", true);

    for (int i = 0; i != numberOfEvents; ++i) {
      Q.put(gRandom->Uniform(0.0, 1.0));
    }

    for (const double x : { 0.1, 0.5, 0.9}) {

      NOTICE("forward   quantile " << FIXED(6,3) << x << ' ' << FIXED(6,3) << Q.getQuantile(x, JQuantile::forward_t)   << endl);
      NOTICE("symmetric quantile " << FIXED(6,3) << x << ' ' << FIXED(6,3) << Q.getQuantile(x, JQuantile::symmetric_t) << endl);
      NOTICE("backward  quantile " << FIXED(6,3) << x << ' ' << FIXED(6,3) << Q.getQuantile(x, JQuantile::backward_t)  << endl);

      ASSERT(fabs(Q.getQuantile(x, JQuantile::forward_t)   - (   x   )) <= precision, "Test forward quantile ");
      ASSERT(fabs(Q.getQuantile(x, JQuantile::symmetric_t) - (   x   )) <= precision, "Test symmetric quantile ");
      ASSERT(fabs(Q.getQuantile(x, JQuantile::backward_t)  - (1.0 - x)) <= precision, "Test backward quantile ");
    }
  }
  
  return 0;
}