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/*
xmunipack - empirical cummulative distribution function
Copyright © 2018-2025 F.Hroch (hroch@physics.muni.cz)
This file is part of Munipack.
Munipack 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.
Munipack 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 Munipack. If not, see <http://www.gnu.org/licenses/>.
*/
#include "fits.h"
#include <cstdio>
#include <cstring>
#include <cmath>
#include <limits>
#include <algorithm>
using namespace std;
// cumulative distribution function of data
EmpiricalCDF::EmpiricalCDF(long n, const float *data): ncdf(0),xcdf(0),ycdf(0)
{
const double macheps = std::numeric_limits<float>::epsilon();
wxASSERT(n > 0 && data);
//wxLogDebug("EmpiricalCDF::EmpiricalCDF(long n, const float *data):");
float *d = new float[n];
copy(data,data+n,d);
sort(d,d+n);
// remove duplicite points + Nans + Infs
long m = 0;
long k = 0;
while( !isfinite(d[k]) && k < n ) k++;
d[0] = d[k];
for(long i = k; i < n; i++) {
if( fabsf(d[i] - d[m]) > 2*macheps && isfinite(d[i]) )
d[m++] = d[i];
}
ncdf = m;
xcdf = new float[m];
ycdf = new float[m];
copy(d,d+m,xcdf);
float h = 1.0 / float(m + 1);
for(long i = 0; i < m; i++)
ycdf[i] = i*h;
/*
FILE *f = fopen("/tmp/cdf","w");
for(int i = 0; i < m; i++)
fprintf(f,"%f %f\n",xcdf[i],ycdf[i]);
fclose(f);
*/
// wxLogFatalError("ss");
delete[] d;
}
// copy constructor
EmpiricalCDF::EmpiricalCDF(const EmpiricalCDF& cdf):
ncdf(cdf.ncdf), xcdf(new float[ncdf]), ycdf(new float[ncdf])
{
// wxLogDebug("EmpiricalCDF::EmpiricalCDF(const EmpiricalCDF& cdf)");
copy(cdf.xcdf,cdf.xcdf+ncdf,xcdf);
copy(cdf.ycdf,cdf.ycdf+ncdf,ycdf);
}
// assign constructor
EmpiricalCDF& EmpiricalCDF::operator=(const EmpiricalCDF& other)
{
// wxLogDebug("EmpiricalCDF& EmpiricalCDF::operator=(const EmpiricalCDF&)");
if( this != &other ) {
long n = other.ncdf;
float *x = new float[n];
float *y = new float[n];
copy(other.xcdf,other.xcdf+n,x);
copy(other.ycdf,other.ycdf+n,y);
if( ncdf > 0 ) {
delete[] xcdf;
delete[] ycdf;
}
ncdf = n;
xcdf = x;
ycdf = y;
}
return *this;
}
EmpiricalCDF::~EmpiricalCDF()
{
// wxLogDebug("EmpiricalCDF::~EmpiricalCDF() %ld",ncdf);
ncdf = 0;
delete[] xcdf;
delete[] ycdf;
}
bool EmpiricalCDF::IsOk() const
{
return ycdf && xcdf;
}
float EmpiricalCDF::GetQuantile(float q) const
{
const double macheps = std::numeric_limits<float>::epsilon();
wxASSERT(xcdf && ycdf);
long n = ncdf;
if( n == 0 )
return 0.0;
else if( n == 1 )
return xcdf[0];
if( q < ycdf[0] )
return xcdf[0];
else if( q > ycdf[n-1] )
return xcdf[n-1];
else {
float h = 1.0 / float(n + 1);
float r = q / h;
int m = round(r);
if( fabsf(m - r) < 10*macheps )
return xcdf[m];
else {
int low = int(r);
int high = low + 1;
// wxLogDebug("%d %d %ld %f %f",low,high,ncdf,q,h);
float dy = ycdf[high] - ycdf[low];
if( fabsf(dy) > 10*macheps )
// inverse by linear interpolation
return (xcdf[high] - xcdf[low])/dy*(q - ycdf[low]) + xcdf[low];
else {
// nearly singular
return (xcdf[high] + xcdf[low]) / 2;
}
}
}
}
void EmpiricalCDF::GetPositiveQuantile(float& qblack, float& black) const
{
wxASSERT(xcdf && ycdf);
for(long i = 0; i < ncdf; i++)
if( xcdf[i] > 0 ) {
black = xcdf[i];
qblack = ycdf[i];
return;
}
}
float EmpiricalCDF::GetInverse(float x) const
{
wxASSERT(xcdf && ycdf);
long n = ncdf;
if( n == 0 )
return 0.0;
else if( n == 1 )
return ycdf[0];
if( x < xcdf[0] )
return ycdf[0];
else if( x >= xcdf[n-1] )
return ycdf[n-1];
else {
for(long i = 1; i < ncdf; i++)
if( xcdf[i-1] <= x && x < xcdf[i] ) {
float a = (ycdf[i] - ycdf[i-1]) / (xcdf[i] - xcdf[i-1]);
return a*(x - xcdf[i-1]) + ycdf[i-1];
}
}
return 0.5;
}
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