/* * Histogram.cpp, part of LatAnalyze 3 * * Copyright (C) 2013 - 2015 Antonin Portelli * * LatAnalyze 3 is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * LatAnalyze 3 is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with LatAnalyze 3. If not, see . */ #include #include #include #include #include using namespace std; using namespace Latan; #define DECL_GSL_HIST(h) \ gsl_histogram h{static_cast(bin_.size()), x_.data(), bin_.data()} #define DECL_CONST_GSL_HIST(h) \ const gsl_histogram h{static_cast(bin_.size()),\ const_cast(x_.data()),\ const_cast(bin_.data())} /****************************************************************************** * Histogram implementation * ******************************************************************************/ // constructor ///////////////////////////////////////////////////////////////// Histogram::Histogram(const DVec &data, const double xMin, const double xMax, const Index nBin) : Histogram() { setFromData(data, xMin, xMax, nBin); } Histogram::Histogram(const DVec &data, const DVec &w, const double xMin, const double xMax, const Index nBin) : Histogram() { setFromData(data, w, xMin, xMax, nBin); } // resize ////////////////////////////////////////////////////////////////////// void Histogram::resize(const Index nBin) { x_.resize(nBin + 1); bin_.resize(nBin); } // generate from data ////////////////////////////////////////////////////////// void Histogram::setFromData(const DVec &data, const DVec &w, const double xMin, const double xMax, const Index nBin) { if (data.size() != w.size()) { LATAN_ERROR(Size, "data vector and weight vector size mismatch"); } resize(nBin); data_ = data.array(); w_ = w.array(); xMax_ = xMax; xMin_ = xMin; makeHistogram(); } void Histogram::setFromData(const DVec &data, const double xMin, const double xMax, const Index nBin) { resize(nBin); data_ = data.array(); xMax_ = xMax; xMin_ = xMin; w_.resize(data.size()); w_.fill(1.); makeHistogram(); } // histogram calculation /////////////////////////////////////////////////////// void Histogram::makeHistogram(void) { DECL_GSL_HIST(h); gsl_histogram_set_ranges_uniform(&h, xMin_, xMax_); FOR_STAT_ARRAY(data_, i) { gsl_histogram_accumulate(&h, data_[i], w_[i]); } total_ = w_.sum(); sortIndices(); computeNorm(); } // generate sorted indices ///////////////////////////////////////////////////// void Histogram::sortIndices(void) { sInd_.resize(data_.size()); gsl_sort_index(sInd_.data(), data_.data(), 1, data_.size()); } // compute normalization factor //////////////////////////////////////////////// void Histogram::computeNorm(void) { norm_ = static_cast(bin_.size())/(total_*(xMax_ - xMin_)); } // normalize as a probablility ///////////////////////////////////////////////// void Histogram::normalize(const bool n) { normalize_ = n; } bool Histogram::isNormalized(void) const { return normalize_; } // access ////////////////////////////////////////////////////////////////////// Index Histogram::size(void) const { return bin_.size(); } const StatArray & Histogram::getData(void) const { return data_; } const StatArray & Histogram::getWeight(void) const { return w_; } double Histogram::getX(const Index i) const { return x_(i); } double Histogram::operator[](const Index i) const { return bin_(i)*(isNormalized() ? norm_ : 1.); } double Histogram::operator()(const double x) const { size_t i; DECL_CONST_GSL_HIST(h); gsl_histogram_find(&h, x, &i); return (*this)[static_cast(i)]; } // percentiles & confidence interval /////////////////////////////////////////// double Histogram::percentile(const double p) const { if ((p < 0.0)||(p > 100.0)) { LATAN_ERROR(Range, "percentile (" + strFrom(p) + ")" " is outside the [0, 100] range"); } // cf. http://en.wikipedia.org/wiki/Percentile double wPSum, p_i, p_im1, w_i, res = 0.; bool haveResult; wPSum = w_[sInd_[0]]; p_i = (100./total_)*wPSum*0.5; if (p < p_i) { res = data_[sInd_[0]]; } else { haveResult = false; p_im1 = p_i; for (Index i = 1; i < data_.size(); ++i) { w_i = w_[sInd_[i]]; wPSum += w_i; p_i = (100./total_)*(wPSum-0.5*w_i); if ((p >= p_im1) and (p < p_i)) { double d_i = data_[sInd_[i]], d_im1 = data_[sInd_[i-1]]; res = d_im1 + (p-p_im1)/(p_i-p_im1)*(d_i-d_im1); haveResult = true; break; } } if (!haveResult) { res = data_[sInd_[data_.size()-1]]; } } return res; } double Histogram::median(void) const { return percentile(50.); } pair Histogram::confidenceInterval(const double nSigma) const { pair interval, p; double cl; cl = gsl_sf_erf(nSigma/sqrt(2.)); p.first = 50.*(1. - cl); p.second = 50.*(1. + cl); interval.first = percentile(p.first); interval.second = percentile(p.second); return interval; }