JQuantile.cc

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#include <string>
#include <iostream>
#include <iomanip>
#include <cmath>
#include <vector>
#include <random>
 
#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;
  ULong_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);
 
  {
    vector<double> buffer;
    
    JQuantile Q;
 
    for (int i = 0; i != numberOfEvents; ++i) {
 
      double x = gRandom->Uniform(-1.0e6, +1.0e6);
 
      buffer.push_back(x);
 
      Q.put(x);
    }
 
    random_device rd;
    mt19937 g(rd());
 
    for (int i = 0; i != 100; ++i) {
 
      std::shuffle(buffer.begin(), buffer.end(), g);
 
      DEBUG("buffer[0] " << FIXED(15,6) << buffer[0] << endl);
 
      JQuantile R;
 
      for (const double x : buffer) {
        R.put(x);
      }
 
      ASSERT(     Q.getCount() == R.getCount(),                "Test shuffle counts.");
      ASSERT(fabs(Q.getMean()  -  R.getMean())   <= precision, "Test shuffle means.");
      ASSERT(fabs(Q.getSTDev() -  R.getSTDev())  <= precision, "Test shuffle sigmas.");
    }
  }
  {
    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;
}