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#include "mbl_sample_stats_1d.h"
//:
// \file
#include <vsl/vsl_vector_io.h>
#include <vcl_cassert.h>
#include <vcl_cmath.h>
#include <vcl_limits.h>
#include <vcl_algorithm.h>
//=========================================================================
mbl_sample_stats_1d::mbl_sample_stats_1d(const vcl_vector<double> &samples)
{
clear();
for (unsigned i=0, n=samples.size(); i<n; ++i)
{
add_sample(samples[i]);
}
}
//=========================================================================
mbl_sample_stats_1d::mbl_sample_stats_1d(const vnl_vector<double> &samples)
{
clear();
for (unsigned i=0, n=samples.size(); i<n; ++i)
{
add_sample(samples[i]);
}
}
//=========================================================================
mbl_sample_stats_1d::mbl_sample_stats_1d()
{
clear();
}
//=========================================================================
mbl_sample_stats_1d::~mbl_sample_stats_1d()
{
}
//=========================================================================
void mbl_sample_stats_1d::clear()
{
samples_.resize(0);
stats_1d_.clear();
use_mvue_=true;
}
//=========================================================================
void mbl_sample_stats_1d::add_sample(double v)
{
stats_1d_.obs(v);
samples_.push_back(v);
return;
}
//=========================================================================
unsigned mbl_sample_stats_1d::n_samples() const
{
return samples_.size();
}
//=========================================================================
double mbl_sample_stats_1d::mean() const
{
return stats_1d_.mean();
}
//=========================================================================
double mbl_sample_stats_1d::mean_of_absolutes() const
{
double abs_sum = 0;
for (unsigned i=0, n=samples_.size(); i<n; ++i)
abs_sum+=vcl_fabs(samples_[i]);
return abs_sum/samples_.size();
}
//=========================================================================
double mbl_sample_stats_1d::median() const
{
double ret;
if (samples_.size()>0)
{
if ( samples_.size() % 2 == 0 )
{
unsigned index = samples_.size() / 2 - 1;
vcl_vector<double> tmp=samples_;
vcl_vector<double>::iterator index_it0 = tmp.begin() + index;
vcl_nth_element(tmp.begin(),index_it0,tmp.end(),vcl_less<double>());
double v0 = *index_it0;
vcl_vector<double>::iterator index_it1 = tmp.begin() + index + 1;
vcl_nth_element(tmp.begin(),index_it1,tmp.end(),vcl_less<double>());
double v1 = *index_it1;
ret = v0 + v1;
ret /= 2.0;
}
else
{
unsigned index = (samples_.size() - 1) / 2;
vcl_vector<double> tmp=samples_;
vcl_vector<double>::iterator index_it = tmp.begin() + index;
vcl_nth_element(tmp.begin(),index_it,tmp.end(),vcl_less<double>());
ret = *index_it;
}
}
else // crazy value if no samples
{
ret = vcl_numeric_limits<double>::max();
}
return ret;
}
//=========================================================================
double mbl_sample_stats_1d::quantile(double q) const
{
const unsigned n = samples_.size();
// These checks are only asserts because client code is responsible for avoiding these errors.
assert(q>=0.0 && q<=1.0);
assert(n>0);
// Map the specified quantile to a real-valued "index", i.e. a float lying between 2 integer indices
double float_index = (n-1)*q;
// Get the integer index immediately below (and enforce the bounds)
double f0 = vcl_floor(float_index);
f0 = f0<0.0 ? 0.0 : f0>n-1.0 ? n-1.0 : f0;
unsigned i0 = static_cast<unsigned>(f0);
// Get the integer index immediately above (and enforce the bounds)
double f1 = vcl_ceil(float_index);
f1 = f1<0.0 ? 0.0 : f1>n-1.0 ? n-1.0 : f1;
unsigned i1 = static_cast<unsigned>(f1);
// Get the 2 values bracketing the specified quantile position
vcl_vector<double> tmp = samples_;
vcl_vector<double>::iterator index_it0 = tmp.begin() + i0;
vcl_nth_element(tmp.begin(), index_it0, tmp.end(), vcl_less<double>());
double v0 = *index_it0;
vcl_vector<double>::iterator index_it1 = tmp.begin() + i1;
vcl_nth_element(tmp.begin(), index_it1, tmp.end(), vcl_less<double>());
double v1 = *index_it1;
// Linearly interpolate between the 2 values
double f = float_index - f0;
double ret = ((1.0-f)*v0) + (f*v1);
return ret;
}
//=========================================================================
double mbl_sample_stats_1d::nth_percentile(int n) const
{
if (samples_.size()==0)
return vcl_numeric_limits<double>::max();
double fact = double(n)/100.0;
int index=int(fact*(samples_.size()-1));
vcl_vector<double> tmp=samples_;
vcl_vector<double>::iterator index_it = tmp.begin() + index;
vcl_nth_element(tmp.begin(),index_it,tmp.end(),vcl_less<double>());
double ret = *index_it;
return ret;
}
//=========================================================================
double mbl_sample_stats_1d::variance() const
{
double v=0;
if (samples_.size()>1)
{
double mean_v = mean();
double sum_sq = sum_squares();
v = sum_sq - samples_.size()*(mean_v * mean_v);
if (use_mvue_)
{
v /= (samples_.size()-1);
}
else
{
v /= samples_.size();
}
}
return v;
}
//=========================================================================
double mbl_sample_stats_1d::sd() const
{
return vcl_sqrt(variance());
}
//=========================================================================
double mbl_sample_stats_1d::stdError() const
{
double se = variance();
if (use_mvue_)
{
se /= samples_.size()-1;
}
else
{
se /= samples_.size();
}
return vcl_sqrt(se);
}
//=========================================================================
double mbl_sample_stats_1d::skewness() const
{
double skew = 0;
// skew
// calculated as
// ( Sum_i (Y_i-MEAN)^3 ) / ((N-1)*sigma^3)
// where N is the number of samples
// sigma is the standard deviation
if (samples_.size()>1)
{
double s=sd();
double m=mean();
for (unsigned i=0, n=samples_.size(); i<n; ++i)
{
double tmp=samples_[i]-m;
skew += (tmp*tmp*tmp) ;
}
skew /= ( (samples_.size()-1) * s * s * s );
}
return skew;
}
//=========================================================================
double mbl_sample_stats_1d::kurtosis() const
{
double kurt = 0;
// kurtosis
// calculated as
// -3 + ( Sum_i (Y_i-MEAN)^4 ) / ((N-1)*sigma^4)
// where N is the number of samples
// sigma is the standard deviation
if (samples_.size()>1)
{
double s=sd();
double m=mean();
for (unsigned i=0, n=samples_.size(); i<n; ++i)
{
double tmp=samples_[i]-m;
kurt += (tmp*tmp*tmp*tmp) ;
}
kurt /= ( (samples_.size()-1) * s * s * s *s);
kurt -= 3;
}
return kurt;
}
//=========================================================================
double mbl_sample_stats_1d::min() const
{
if (samples_.size()==0) return vcl_numeric_limits<double>::max();
else return stats_1d_.min();
}
//=========================================================================
double mbl_sample_stats_1d::max() const
{
if (samples_.size()==0) return vcl_numeric_limits<double>::min();
else return stats_1d_.max();
}
//=========================================================================
double mbl_sample_stats_1d::sum() const
{
return stats_1d_.sum();
}
//=========================================================================
double mbl_sample_stats_1d::sum_squares() const
{
return stats_1d_.sumSq();
}
//=========================================================================
double mbl_sample_stats_1d::rms() const
{
double ms=sum_squares()/stats_1d_.nObs();
return vcl_sqrt( ms );
}
//=========================================================================
mbl_sample_stats_1d& mbl_sample_stats_1d::operator+=(const mbl_sample_stats_1d& s1)
{
// add new samples
for (unsigned i=0;i<s1.samples().size();++i)
{
add_sample(s1.samples()[i]);
}
return *this ;
}
//=========================================================================
// Test for equality
bool mbl_sample_stats_1d::operator==(const mbl_sample_stats_1d& s) const
{
return samples_==s.samples_ && use_mvue_==s.use_mvue_;
}
// =============================================
short mbl_sample_stats_1d::version_no() const
{
return 1;
}
//=========================================================================
void mbl_sample_stats_1d::b_write(vsl_b_ostream& bfs) const
{
vsl_b_write(bfs,version_no());
vsl_b_write(bfs,samples_);
vsl_b_write(bfs,stats_1d_);
vsl_b_write(bfs,use_mvue_);
}
//=========================================================================
void mbl_sample_stats_1d::b_read(vsl_b_istream& bfs)
{
if (!bfs) return;
short file_version_no;
vsl_b_read(bfs,file_version_no);
switch (file_version_no)
{
case 1:
vsl_b_read(bfs,samples_);
vsl_b_read(bfs,stats_1d_);
vsl_b_read(bfs,use_mvue_);
break;
default :
vcl_cerr << "I/O ERROR: mbl_sample_stats_1d::b_read(vsl_b_istream&)\n"
<< " Unknown version number "<< file_version_no << '\n';
bfs.is().clear(vcl_ios::badbit); // Set an unrecoverable IO error on stream
return;
}
}
//=========================================================================
void mbl_sample_stats_1d::print_summary(vcl_ostream& os) const
{
os << "mbl_sample_stats_1d: ";
if (samples_.size()==0)
{
os << "No samples.";
}
else
{
os << "mean: "<< mean()
<< " use MVUE: "<< use_mvue_
<< " sd: "<< sd()
<< " ["<<stats_1d_.min()<<','<<stats_1d_.max()<<"] N:"<<samples_.size();
}
}
//=========================================================================
// Print all data
void mbl_sample_stats_1d::print_all(vcl_ostream& os,
const vcl_string& delim/*="\n"*/) const
{
unsigned nSamples = samples_.size();
for (unsigned i=0; i<nSamples; ++i)
{
os << samples_[i] << delim;
}
}
//=========================================================================
vcl_ostream& operator<<(vcl_ostream& os, const mbl_sample_stats_1d& stats)
{
stats.print_summary(os);
return os;
}
//=========================================================================
// Stream output operator for class reference
void vsl_print_summary(vcl_ostream& os,const mbl_sample_stats_1d& stats)
{
stats.print_summary(os);
}
//=========================================================================
// Print all data
void vsl_print_all(vcl_ostream& os, const mbl_sample_stats_1d& stats)
{
stats.print_all(os);
}
//=========================================================================
mbl_sample_stats_1d operator+(const mbl_sample_stats_1d& s1, const mbl_sample_stats_1d& s2)
{
mbl_sample_stats_1d r = s1;
r+=s2;
return r;
}
//=========================================================================
// Binary file stream output operator for class reference
void vsl_b_write(vsl_b_ostream& bfs, const mbl_sample_stats_1d& b)
{
b.b_write(bfs);
}
//=========================================================================
// Binary file stream input operator for class reference
void vsl_b_read(vsl_b_istream& bfs, mbl_sample_stats_1d& b)
{
b.b_read(bfs);
}
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