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GenUtils.cpp
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/**
* GeoDa TM, Copyright (C) 2011-2015 by Luc Anselin - all rights reserved
*
* This file is part of GeoDa.
*
* GeoDa 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.
*
* GeoDa 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 this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cfloat>
#include <iomanip>
#include <limits>
#include <math.h>
#include <sstream>
#include <boost/math/distributions/students_t.hpp>
#include <boost/thread.hpp>
#include <wx/dc.h>
#include <wx/msgdlg.h>
#include <wx/stdpaths.h>
#include <wx/regex.h>
#include "GdaConst.h"
#include "GenUtils.h"
#include "Explore/CatClassification.h"
using namespace std;
int StringUtils::utf8_strlen(const string& str)
{
int c,i,q;
for (q=0, i=0; i < str.length(); i++, q++)
{
c = (unsigned char) str[i];
if (c>=0 && c<=127) i+=0;
else if ((c & 0xE0) == 0xC0) i+=1;
else if ((c & 0xF0) == 0xE0) i+=2;
else if ((c & 0xF8) == 0xF0) i+=3;
//else if (($c & 0xFC) == 0xF8) i+=4; // 111110bb //byte 5, unnecessary in 4 byte UTF-8
//else if (($c & 0xFE) == 0xFC) i+=5; // 1111110b //byte 6, unnecessary in 4 byte UTF-8
else return 0;//invalid utf8
}
return q;
}
void DbfFileUtils::SuggestDoubleParams(int length, int decimals,
int* suggest_len, int* suggest_dec)
{
// doubles have 52 bits for the mantissa, so we can allow at most
// floor(log(2^52)) = 15 digits of precision.
// We require that there length-2 >= decimals to allow for "x." . when
// writing to disk, and when decimals = 15, require length >= 17 to
// allow for "0." prefex. If length-2 == decimals, then negative numbers
// are not allowed since there is not room for the "-0." prefix.
if (GdaConst::max_dbf_double_len < length) {
length = GdaConst::max_dbf_double_len;
}
if (length < 3) length = 3;
if (decimals < 1) decimals = 1;
if (decimals > 15) decimals = 15;
if (length-2 < decimals) length = decimals + 2;
*suggest_len = length;
*suggest_dec = decimals;
}
double DbfFileUtils::GetMaxDouble(int length, int decimals,
int* suggest_len, int* suggest_dec)
{
// make sure that length and decimals have legal values
SuggestDoubleParams(length, decimals, &length, &decimals);
int len_inter = length - (1+decimals);
//if (len_inter + decimals > 15) len_inter = 15-decimals;
double r = 0;
for (int i=0; i<len_inter+decimals; i++) r = r*10 + 9;
for (int i=0; i<decimals; i++) r /= 10;
if (suggest_len) *suggest_len = length;
if (suggest_dec) *suggest_dec = decimals;
return r;
}
wxString DbfFileUtils::GetMaxDoubleString(int length, int decimals)
{
double x = GetMaxDouble(length, decimals, &length, &decimals);
return wxString::Format("%.*f", decimals, x);
}
double DbfFileUtils::GetMinDouble(int length, int decimals,
int* suggest_len, int* suggest_dec)
{
SuggestDoubleParams(length, decimals, &length, &decimals);
if (length-2 == decimals) return 0;
if (suggest_len) *suggest_len = length;
if (suggest_dec) *suggest_dec = decimals;
return -DbfFileUtils::GetMaxDouble(length-1, decimals);
}
wxString DbfFileUtils::GetMinDoubleString(int length, int decimals)
{
double x = GetMinDouble(length, decimals, &length, &decimals);
if (length-2 == decimals) {
wxString s("0.");
for (int i=0; i<decimals; i++) s += "0";
return s;
}
return wxString::Format("%.*f", decimals, x);
}
wxInt64 DbfFileUtils::GetMaxInt(int length)
{
// We want to allow the user to enter a string of
// all 9s for the largest value reported. So, we must
// limit the length of the string to be floor(log(2^63)) = 18
if (length < 1) return 0;
if (length > 18) length = 18;
wxInt64 r=0;
for (int i=0; i<length; i++) r = r*10 + 9;
return r;
}
wxString DbfFileUtils::GetMaxIntString(int length)
{
if (length < 19)
return wxString::Format("%lld", GetMaxInt(length));
else
return "9223372036854775807"; // max value of int64
}
wxInt64 DbfFileUtils::GetMinInt(int length)
{
// This is generally the -GetMaxInt(length-1), because we must
// allow one character for the minus sign unless the length
// is greater than 18;
if (length > 19) length = 19;
return -GetMaxInt(length-1);
}
wxString DbfFileUtils::GetMinIntString(int length)
{
if (length < 19)
return wxString::Format("%lld", GetMinInt(length));
else
return "-9223372036854775808"; // min value of int64
}
wxString Gda::DetectDateFormat(wxString s, vector<wxString>& date_items)
{
// input s could be sth. like: %Y-%m-%d %H:%M:%S
// 2015-1-11 13:57:24 %Y-%m-%d %H:%M:%S
wxString YY = "([0-9]{4})";
wxString yy = "([0-9]{2})";
wxString MM = "([0-9]{1,2})";//"(0?[1-9]|1[0-2])";
wxString DD = "([0-9]{1,2})";//"(0?[1-9]|[12][0-9]|3[01])";
wxString hh = "([0-9]{1,2})";//"(00|[0-9]|1[0-9]|2[0-3])";
wxString mm = "([0-9]{1,2})";//"([0-9]|[0-5][0-9])";
wxString ss = "([0-9]{1,2})"; //"([0-9]|[0-5][0-9])";
wxString pp = "([AP]M)"; //"(AM | PM)";
wxString pattern;
wxString original_pattern;
for (int i=0; i<GdaConst::gda_datetime_formats.size(); i++) {
original_pattern = GdaConst::gda_datetime_formats[i];
wxString select_pattern = original_pattern;
select_pattern.Replace("%Y", YY);
select_pattern.Replace("%y", yy);
select_pattern.Replace("%m", MM);
select_pattern.Replace("%d", DD);
select_pattern.Replace("%H", hh);
select_pattern.Replace("%M", mm);
select_pattern.Replace("%S", ss);
select_pattern.Replace("%p", pp);
select_pattern = "^" + select_pattern + "$";
wxRegEx regex(select_pattern);
if (regex.IsValid()) {
if (regex.Matches(s)) {
if (regex.GetMatchCount()>0) {
pattern = select_pattern;
break;
}
}
}
}
if (!pattern.IsEmpty()){
wxString select_pattern = original_pattern;
wxRegEx regex("(%[YymdHMSp])");
while (regex.Matches(select_pattern) ) {
size_t start, len;
regex.GetMatch(&start, &len, 0);
date_items.push_back(regex.GetMatch(select_pattern, 1));
select_pattern = select_pattern.Mid (start + len);
}
}
return pattern;
}
// wxRegEx regex
// regex.Compile(pattern);
unsigned long long Gda::DateToNumber(wxString s_date, wxRegEx& regex, vector<wxString>& date_items)
{
unsigned long long val = 0;
if (regex.Matches(s_date)) {
int n = (int)regex.GetMatchCount();
wxString _year, _short_year, _month, _day, _hour, _minute, _second, _am_pm;
long _l_year =0, _l_short_year=0, _l_month=0, _l_day=0, _l_hour=0, _l_minute=0, _l_second=0;
for (int i=1; i<n; i++) {
if (date_items[i-1] == "%Y") {
_year = regex.GetMatch(s_date, i);
_year.ToLong(&_l_year);
} else if (date_items[i-1] == "%y") {
_short_year = regex.GetMatch(s_date, i);
if( _short_year.ToLong(&_l_short_year)) {
_l_year = _l_short_year < 50 ? 2000 + _l_short_year : 1900 + _l_short_year;
}
} else if (date_items[i-1] == "%m") {
_month = regex.GetMatch(s_date, i);
_month.ToLong(&_l_month);
} else if (date_items[i-1] == "%d") {
_day = regex.GetMatch(s_date, i);
_day.ToLong(&_l_day);
} else if (date_items[i-1] == "%H") {
_hour = regex.GetMatch(s_date, i);
_hour.ToLong(&_l_hour);
} else if (date_items[i-1] == "%M") {
_minute = regex.GetMatch(s_date, i);
_minute.ToLong(&_l_minute);
} else if (date_items[i-1] == "%S") {
_second = regex.GetMatch(s_date, i);
_second.ToLong(&_l_second);
} else if (date_items[i-1] == "%p") {
_am_pm = regex.GetMatch(s_date, i);
}
}
if (!_am_pm.IsEmpty()) {
if (_am_pm.CmpNoCase("AM")) {
} else if (_am_pm.CmpNoCase("PM")) {
_l_hour += 12;
}
}
val = _l_year * 10000000000 + _l_month * 100000000 + _l_day * 1000000 + _l_hour * 10000 + _l_minute * 100 + _l_second;
}
return val;
}
void GdaColorUtils::GetUnique20Colors(std::vector<wxColour>& colors)
{
colors.clear();
colors.push_back(wxColour(166,206,227));
colors.push_back(wxColour(31,120,180));
colors.push_back(wxColour(178,223,138));
colors.push_back(wxColour(51,160,44));
colors.push_back(wxColour(251,154,153));
colors.push_back(wxColour(227,26,28));
colors.push_back(wxColour(253,191,111));
colors.push_back(wxColour(255,127,0));
colors.push_back(wxColour(106,61,154));
colors.push_back(wxColour(255,255,153));
colors.push_back(wxColour(177,89,40));
colors.push_back(wxColour(255,255,179));
colors.push_back(wxColour(190,186,218));
colors.push_back(wxColour(251,128,114));
colors.push_back(wxColour(128,177,211));
colors.push_back(wxColour(179,222,105));
colors.push_back(wxColour(252,205,229));
colors.push_back(wxColour(217,217,217));
colors.push_back(wxColour(188,128,189));
colors.push_back(wxColour(204,235,197));
};
void GdaColorUtils::GetLISAColors(std::vector<wxColour>& colors)
{
colors.clear();
colors.push_back(wxColour(240, 240, 240));
colors.push_back(wxColour(255, 0, 0));
colors.push_back(wxColour(0, 0, 255));
colors.push_back(wxColour(150, 150, 255));
colors.push_back(wxColour(255, 150, 150));
}
void GdaColorUtils::GetLISAColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_not_sig);
labels.push_back(GdaConst::gda_lbl_highhigh);
labels.push_back(GdaConst::gda_lbl_lowlow);
labels.push_back(GdaConst::gda_lbl_lowhigh);
labels.push_back(GdaConst::gda_lbl_highlow);
}
void GdaColorUtils::GetLocalGColors(std::vector<wxColour>& colors)
{
colors.clear();
colors.push_back(wxColour(240, 240, 240));
colors.push_back(wxColour(255, 0, 0));
colors.push_back(wxColour(0, 0, 255));
}
void GdaColorUtils::GetLocalGColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_not_sig);
labels.push_back(GdaConst::gda_lbl_highhigh);
labels.push_back(GdaConst::gda_lbl_lowlow);
}
void GdaColorUtils::GetLocalJoinCountColors(std::vector<wxColour>& colors)
{
colors.clear();
colors.push_back(wxColour(240, 240, 240));
colors.push_back(wxColour(255, 0, 0));
}
void GdaColorUtils::GetLocalJoinCountColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_not_sig);
labels.push_back(GdaConst::gda_lbl_highhigh);
}
void GdaColorUtils::GetLocalGearyColors(std::vector<wxColour>& colors)
{
colors.clear();
colors.push_back(wxColour(240, 240, 240));
colors.push_back(wxColour(178,24,43));
colors.push_back(wxColour(239,138,98));
colors.push_back(wxColour(253,219,199));
colors.push_back(wxColour(103,173,199));
}
void GdaColorUtils::GetLocalGearyColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_not_sig);
labels.push_back(GdaConst::gda_lbl_highhigh);
labels.push_back(GdaConst::gda_lbl_lowlow);
labels.push_back(GdaConst::gda_lbl_otherpos);
labels.push_back(GdaConst::gda_lbl_negative);
}
void GdaColorUtils::GetMultiLocalGearyColors(std::vector<wxColour>& colors)
{
colors.clear();
colors.push_back(wxColour(240, 240, 240));
colors.push_back(wxColour(51,110,161));
}
void GdaColorUtils::GetMultiLocalGearyColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_not_sig);
labels.push_back(GdaConst::gda_lbl_positive);
}
void GdaColorUtils::GetPercentileColors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::diverging_color_scheme, 6, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetPercentileColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_1p);
labels.push_back(GdaConst::gda_lbl_1p_10p);
labels.push_back(GdaConst::gda_lbl_10p_50p);
labels.push_back(GdaConst::gda_lbl_50p_90p);
labels.push_back(GdaConst::gda_lbl_90p_99p);
labels.push_back(GdaConst::gda_lbl_99p);
}
void GdaColorUtils::GetBoxmapColors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::diverging_color_scheme, 6, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetBoxmapColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_loweroutlier);
labels.push_back(GdaConst::gda_lbl_25p);
labels.push_back(GdaConst::gda_lbl_25p_50p);
labels.push_back(GdaConst::gda_lbl_50p_75p);
labels.push_back(GdaConst::gda_lbl_75p);
labels.push_back(GdaConst::gda_lbl_upperoutlier);
}
void GdaColorUtils::GetStddevColors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::diverging_color_scheme, 6, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetStddevColorLabels(std::vector<wxString>& labels)
{
labels.clear();
labels.push_back(GdaConst::gda_lbl_n2sigma);
labels.push_back(GdaConst::gda_lbl_n2sigma_n1sigma);
labels.push_back(GdaConst::gda_lbl_n1sigma);
labels.push_back(GdaConst::gda_lbl_1sigma);
labels.push_back(GdaConst::gda_lbl_1sigma_2sigma);
labels.push_back(GdaConst::gda_lbl_2sigma);
}
void GdaColorUtils::GetQuantile2Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 2, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile3Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 3, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile4Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 4, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile5Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 5, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile6Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 6, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile7Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 7, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile8Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 8, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile9Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 9, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
void GdaColorUtils::GetQuantile10Colors(std::vector<wxColour>& colors)
{
colors.clear();
CatClassification::PickColorSet(colors, CatClassification::sequential_color_scheme, 10, false);
colors.insert(colors.begin(), wxColour(240, 240, 240));
}
wxString GdaColorUtils::ToHexColorStr(const wxColour& c)
{
return c.GetAsString(wxC2S_HTML_SYNTAX);
}
wxColour GdaColorUtils::ChangeBrightness(const wxColour& input_col,
int brightness)
{
unsigned char r = input_col.Red();
unsigned char g = input_col.Green();
unsigned char b = input_col.Blue();
unsigned char alpha = input_col.Alpha();
wxColour::ChangeLightness(&r, &g, &b, brightness);
return wxColour(r,g,b,alpha);
}
uint64_t Gda::ThomasWangHashUInt64(uint64_t key) {
key = (~key) + (key << 21); // key = (key << 21) - key - 1;
key = key ^ (key >> 24);
key = (key + (key << 3)) + (key << 8); // key * 265
key = key ^ (key >> 14);
key = (key + (key << 2)) + (key << 4); // key * 21
key = key ^ (key >> 28);
key = key + (key << 31);
return key;
}
double Gda::ThomasWangHashDouble(uint64_t key) {
key = (~key) + (key << 21); // key = (key << 21) - key - 1;
key = key ^ (key >> 24);
key = (key + (key << 3)) + (key << 8); // key * 265
key = key ^ (key >> 14);
key = (key + (key << 2)) + (key << 4); // key * 21
key = key ^ (key >> 28);
key = key + (key << 31);
return 5.42101086242752217E-20 * key;
}
double Gda::ThomasWangDouble(uint64_t& key) {
key = (~key) + (key << 21); // key = (key << 21) - key - 1;
key = key ^ (key >> 24);
key = (key + (key << 3)) + (key << 8); // key * 265
key = key ^ (key >> 14);
key = (key + (key << 2)) + (key << 4); // key * 21
key = key ^ (key >> 28);
key = key + (key << 31);
return 5.42101086242752217E-20 * key;
}
uint64_t Gda::factorial(unsigned int n)
{
uint64_t r = 1;
for(size_t i = n-1; i > 1; i--)
r *= i;
return r;
}
double Gda::combinatorial(unsigned int n, unsigned int k) {
uint64_t r = 1;
uint64_t s = 1;
size_t i;
int kk = k > n/2 ? k : n-k;
for(i=n; i > kk; i--) r *= i;
for(i=(n-kk); i>0; i--) s *= i;
return (double)r / s;
}
wxString Gda::CreateUUID(int nSize)
{
if (nSize < 0 || nSize >= 38)
nSize = 8;
wxString letters = "abcdefghijklmnopqrstuvwxyz0123456789";
srand ((unsigned int)time(NULL));
wxString uid;
while (uid.length() < nSize) {
int iSecret = rand() % letters.size();
uid += letters[iSecret];
}
return uid;
}
/** Use with std::sort for sorting in ascending order */
bool Gda::dbl_int_pair_cmp_less(const dbl_int_pair_type& ind1,
const dbl_int_pair_type& ind2)
{
return ind1.first < ind2.first;
}
/** Use with std::sort for sorting in descending order */
bool Gda::dbl_int_pair_cmp_greater(const dbl_int_pair_type& ind1,
const dbl_int_pair_type& ind2)
{
return ind1.first > ind2.first;
}
/** Use with std::sort for sorting in ascending order */
bool Gda::dbl_int_pair_cmp_second_less(const dbl_int_pair_type& ind1,
const dbl_int_pair_type& ind2)
{
return ind1.second < ind2.second;
}
/** Use with std::sort for sorting in descending order */
bool Gda::dbl_int_pair_cmp_second_greater(const dbl_int_pair_type& ind1,
const dbl_int_pair_type& ind2)
{
return ind1.second > ind2.second;
}
void
HingeStats::
CalculateHingeStats(const std::vector<Gda::dbl_int_pair_type>& data)
{
num_obs = (int)data.size();
double N = num_obs;
is_even_num_obs = (num_obs % 2) == 0;
min_val = data[0].first;
max_val = data[num_obs-1].first;
Q2_ind = (N+1)/2.0 - 1;
if (is_even_num_obs) {
Q1_ind = (N+2)/4.0 - 1;
Q3_ind = (3*N+2)/4.0 - 1;
} else {
Q1_ind = (N+3)/4.0 - 1;
Q3_ind = (3*N+1)/4.0 - 1;
}
Q1 = (data[(int) floor(Q1_ind)].first +
data[(int) ceil(Q1_ind)].first)/2.0;
Q2 = (data[(int) floor(Q2_ind)].first +
data[(int) ceil(Q2_ind)].first)/2.0;
Q3 = (data[(int) floor(Q3_ind)].first +
data[(int) ceil(Q3_ind)].first)/2.0;
IQR = Q3 - Q1;
extreme_lower_val_15 = Q1 - 1.5*IQR;
extreme_lower_val_30 = Q1 - 3.0*IQR;
extreme_upper_val_15 = Q3 + 1.5*IQR;
extreme_upper_val_30 = Q3 + 3.0*IQR;
min_IQR_ind = -1;
for (int i=0; i<num_obs; i++) {
if (data[i].first < Q1) min_IQR_ind = i;
else break;
}
if (min_IQR_ind < num_obs-1) min_IQR_ind++;
max_IQR_ind = num_obs;
for (int i=num_obs-1; i>=0; i--) {
if (data[i].first > Q3) max_IQR_ind = i;
else break;
}
if (max_IQR_ind > 0) max_IQR_ind--;
}
void
HingeStats::
CalculateHingeStats(const std::vector<Gda::dbl_int_pair_type>& data,
const std::vector<bool>& data_undef)
{
num_obs = (int)data.size();
double N = 0.0;
std::vector<double> data_valid;
bool has_init = false;
for (size_t i =0; i<num_obs; i++) {
int obs_idx = data[i].second;
if (!data_undef[obs_idx]) {
double val = data[i].first;
data_valid.push_back(val); // sorted
if (!has_init) {
min_val = val;
max_val = val;
has_init = true;
}
if (val < min_val)
min_val = val;
if (val > max_val)
max_val = val;
}
}
N = data_valid.size();
is_even_num_obs = (data_valid.size() % 2) == 0;
Q2_ind = (N+1)/2.0 - 1;
if (is_even_num_obs) {
Q1_ind = (N+2)/4.0 - 1;
Q3_ind = (3*N+2)/4.0 - 1;
} else {
Q1_ind = (N+3)/4.0 - 1;
Q3_ind = (3*N+1)/4.0 - 1;
}
if (N == 0 || N < Q3_ind) return;
Q1 = (data_valid[(int) floor(Q1_ind)] + data_valid[(int) ceil(Q1_ind)])/2.0;
Q2 = (data_valid[(int) floor(Q2_ind)] + data_valid[(int) ceil(Q2_ind)])/2.0;
Q3 = (data_valid[(int) floor(Q3_ind)] + data_valid[(int) ceil(Q3_ind)])/2.0;
IQR = Q3 - Q1;
extreme_lower_val_15 = Q1 - 1.5*IQR;
extreme_lower_val_30 = Q1 - 3.0*IQR;
extreme_upper_val_15 = Q3 + 1.5*IQR;
extreme_upper_val_30 = Q3 + 3.0*IQR;
min_IQR_ind = -1;
for (int i=0; i<num_obs; i++) {
if (data[i].first < Q1) {
min_IQR_ind = i;
}
else
break;
}
if (min_IQR_ind < num_obs-1) {
min_IQR_ind++;
}
max_IQR_ind = num_obs;
for (int i=num_obs-1; i>=0; i--) {
if (data[i].first > Q3) {
max_IQR_ind = i;
}
else
break;
}
if (max_IQR_ind > 0)
max_IQR_ind--;
}
// Assume input v is sorted. If not, can sort
// with std::sort(v.begin(), v.end())
// Testing: for v = {15, 20, 35, 40, 50},
// percentile(1, v) = 15, percentile(10, v) = 15, percentile(11) = 15.25
// percentile(50, v) = 35, percentile(89, v) = 49.5,
// percentile(90, v) = 50, percentile(99, v) = 50
double Gda::percentile(double x, const std::vector<double>& v)
{
int N = (int)v.size();
double Nd = (double) N;
double p_0 = (100.0/Nd) * (1.0-0.5);
double p_Nm1 = (100.0/Nd) * (Nd-0.5);
if (v.empty()) return 0;
if (x <= p_0) return v[0];
if (x >= p_Nm1) return v[N-1];
for (int i=1; i<N; i++) {
double p_i = (100.0/Nd) * ((((double) i)+1.0)-0.5);
if (x == p_i) return v[i];
if (x < p_i) {
double p_im1 = (100.0/Nd) * ((((double) i))-0.5);
return v[i-1] + Nd*((x-p_im1)/100.0)*(v[i]-v[i-1]);
}
}
return v[N-1]; // execution should never get here
}
// Same assumptions as above
double Gda::percentile(double x, const Gda::dbl_int_pair_vec_type& v,
const std::vector<bool>& undefs)
{
std::vector<double> valid_data;
for (size_t i = 0; i<v.size(); i++ ) {
double val = v[i].first;
int ind = v[i].second;
if (undefs[ind])
continue;
valid_data.push_back(val);
}
return percentile(x, valid_data);
}
// Same assumptions as above
double Gda::percentile(double x, const Gda::dbl_int_pair_vec_type& v)
{
int N = (int)v.size();
double Nd = (double) N;
double p_0 = (100.0/Nd) * (1.0-0.5);
double p_Nm1 = (100.0/Nd) * (Nd-0.5);
if (x <= p_0)
return v[0].first;
if (x >= p_Nm1)
return v[N-1].first;
for (int i=1; i<N; i++) {
double p_i = (100.0/Nd) * ((((double) i)+1.0)-0.5);
if (x == p_i)
return v[i].first;
if (x < p_i) {
double p_im1 = (100.0/Nd) * ((((double) i))-0.5);
return v[i-1].first + Nd*((x-p_im1)/100.0)*(v[i].first-v[i-1].first);
}
}
return v[N-1].first; // execution should never get here
}
SampleStatistics::SampleStatistics()
: sample_size(0), min(0), max(0), mean(0),
var_with_bessel(0), var_without_bessel(0),
sd_with_bessel(0), sd_without_bessel(0)
{
}
SampleStatistics::SampleStatistics(const std::vector<double>& data)
: sample_size(0), min(0), max(0), mean(0),
var_with_bessel(0), var_without_bessel(0),
sd_with_bessel(0), sd_without_bessel(0)
{
CalculateFromSample(data);
}
SampleStatistics::SampleStatistics(const std::vector<double>& data,
const std::vector<bool>& undefs)
: sample_size(0), min(0), max(0), mean(0),
var_with_bessel(0), var_without_bessel(0),
sd_with_bessel(0), sd_without_bessel(0)
{
std::vector<double> valid_data;
for (int i=0; i<data.size(); i++) {
if (undefs[i] == false)
valid_data.push_back(data[i]);
}
CalculateFromSample(valid_data);
}
SampleStatistics::SampleStatistics(const std::vector<double>& data,
const std::vector<bool>& undefs1,
const std::vector<bool>& undefs2)
: sample_size(0), min(0), max(0), mean(0),
var_with_bessel(0), var_without_bessel(0),
sd_with_bessel(0), sd_without_bessel(0)
{
std::vector<double> valid_data;
for (int i=0; i<data.size(); i++) {
if (undefs1[i] || undefs2[i])
continue;
valid_data.push_back(data[i]);
}
CalculateFromSample(valid_data);
}
void SampleStatistics::CalculateFromSample(const std::vector<double>& data,
const std::vector<bool>& undefs)
{
std::vector<double> valid_data;
for (int i=0; i<data.size(); i++) {
if (undefs[i] == false)
valid_data.push_back(data[i]);
}
CalculateFromSample(valid_data);
}
void SampleStatistics::CalculateFromSample(const std::vector<double>& data)
{
sample_size = (int)data.size();
if (sample_size == 0) return;
CalcMinMax(data, min, max);
mean = CalcMean(data);
double n = sample_size;
double sum_squares = 0;
for (int i=0; i<data.size(); i++) {
sum_squares += data[i] * data[i];
}
var_without_bessel = (sum_squares/n) - (mean*mean);
sd_without_bessel = sqrt(var_without_bessel);
if (sample_size == 1) {
var_with_bessel = var_without_bessel;
sd_with_bessel = sd_without_bessel;
} else {
var_with_bessel = (n/(n-1)) * var_without_bessel;
sd_with_bessel = sqrt(var_with_bessel);
}
}
/** We assume that the data has been sorted in ascending order */
void
SampleStatistics::
CalculateFromSample(const std::vector<Gda::dbl_int_pair_type>& data_,
const std::vector<bool>& undefs)
{
std::vector<double> data;
for (int i=0; i<data_.size(); i++) {
int id = data_[i].second;
if (!undefs[id]) {
data.push_back(data_[i].first);
}
}
sample_size = (int)data.size();
if (sample_size == 0) return;
min = data[0];
max = data[sample_size-1];
mean = CalcMean(data);
double n = sample_size;
double sum_squares = 0;
for (int i=0; i<data.size(); i++) {
sum_squares += data[i] * data[i];
}
var_without_bessel = (sum_squares/n) - (mean*mean);
sd_without_bessel = sqrt(var_without_bessel);
if (sample_size == 1) {
var_with_bessel = var_without_bessel;
sd_with_bessel = sd_without_bessel;
} else {
var_with_bessel = (n/(n-1)) * var_without_bessel;
sd_with_bessel = sqrt(var_with_bessel);
}
}
string SampleStatistics::ToString()
{
ostringstream ss;
ss << "sample_size = " << sample_size << endl;
ss << "min = " << min << endl;
ss << "max = " << max << endl;
ss << "mean = " << mean << endl;
ss << "var_with_bessel = " << var_with_bessel << endl;
ss << "var_without_bessel = " << var_without_bessel << endl;
ss << "sd_with_bessel = " << sd_with_bessel << endl;
ss << "sd_without_bessel = " << sd_without_bessel << endl;
return ss.str();
}
double SampleStatistics::CalcMin(const std::vector<double>& data)
{
double min = std::numeric_limits<double>::max();
for (int i=0; i<data.size(); i++) {
if ( data[i] < min ) min = data[i];
}
return min;
}
double SampleStatistics::CalcMax(const std::vector<double>& data)
{
double max = -std::numeric_limits<double>::max();
for (int i=0; i<data.size(); i++) {
if ( data[i] > max ) max = data[i];
}
return max;
}
void SampleStatistics::CalcMinMax(const std::vector<double>& data,
double& min, double& max)
{
if (data.size() == 0) return;
min = data[0];
max = data[0];
for (int i=1; i<data.size(); i++) {
if ( data[i] < min ) {
min = data[i];
} else if ( data[i] > max ) {
max = data[i];
}
}
}
double SampleStatistics::CalcMean(const std::vector<double>& data)
{
if (data.size() == 0) return 0;
double total = 0;
for (int i=0; i<data.size(); i++) {
total += data[i];
}
return total / (double) data.size();
}
double SampleStatistics::CalcMean(const std::vector<Gda::dbl_int_pair_type>& data)
{
if (data.size() == 0) return 0;
double total = 0;
for (int i=0; i<data.size(); i++) {
total += data[i].first;
}
return total / (double) data.size();
}
SimpleLinearRegression::SimpleLinearRegression(const std::vector<double>& X,
const std::vector<double>& Y,
double meanX, double meanY,
double varX, double varY)
: n(0), covariance(0), correlation(0), alpha(0), beta(0), r_squared(0),
std_err_of_estimate(0), std_err_of_beta(0), std_err_of_alpha(0),
t_score_alpha(0), t_score_beta(0), p_value_alpha(0), p_value_beta(0),
valid(false), valid_correlation(false), valid_std_err(false),
error_sum_squares(0)
{
CalculateRegression(X, Y, meanX, meanY, varX, varY);
}
SimpleLinearRegression::SimpleLinearRegression(const std::vector<double>& X,
const std::vector<double>& Y,
const std::vector<bool>& X_undef,
const std::vector<bool>& Y_undef,
double meanX, double meanY,
double varX, double varY)
: n(0), covariance(0), correlation(0), alpha(0), beta(0), r_squared(0),
std_err_of_estimate(0), std_err_of_beta(0), std_err_of_alpha(0),
t_score_alpha(0), t_score_beta(0), p_value_alpha(0), p_value_beta(0),
valid(false), valid_correlation(false), valid_std_err(false),