// SPDX-License-Identifier: Apache-2.0 // // Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) // Copyright 2008-2016 National ICT Australia (NICTA) // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // ------------------------------------------------------------------------ //! \addtogroup glue_quantile //! @{ template inline void glue_quantile::worker(eTb* out_mem, Col& Y, const Mat& P) { arma_extra_debug_sigprint(); // NOTE: assuming out_mem is an array with P.n_elem elements // TODO: ignore non-finite values ? // algorithm based on "Definition 5" in: // Rob J. Hyndman and Yanan Fan. // Sample Quantiles in Statistical Packages. // The American Statistician, Vol. 50, No. 4, pp. 361-365, 1996. // http://doi.org/10.2307/2684934 const eTb* P_mem = P.memptr(); const uword P_n_elem = P.n_elem; const eTb alpha = 0.5; const eTb N = eTb(Y.n_elem); const eTb P_min = (eTb(1) - alpha) / N; const eTb P_max = (N - alpha) / N; for(uword i=0; i < P_n_elem; ++i) { const eTb P_i = P_mem[i]; eTb out_val = eTb(0); if(P_i < P_min) { out_val = (P_i < eTb(0)) ? eTb(-std::numeric_limits::infinity()) : eTb(Y.min()); } else if(P_i > P_max) { out_val = (P_i > eTb(1)) ? eTb( std::numeric_limits::infinity()) : eTb(Y.max()); } else { const uword k = uword(std::floor(N * P_i + alpha)); const eTb P_k = (eTb(k) - alpha) / N; const eTb w = (P_i - P_k) * N; eTa* Y_k_ptr = Y.begin() + uword(k); std::nth_element( Y.begin(), Y_k_ptr, Y.end() ); const eTa Y_k_val = (*Y_k_ptr); eTa* Y_km1_ptr = Y.begin() + uword(k-1); // std::nth_element( Y.begin(), Y_km1_ptr, Y.end() ); std::nth_element( Y.begin(), Y_km1_ptr, Y_k_ptr ); const eTa Y_km1_val = (*Y_km1_ptr); out_val = ((eTb(1) - w) * Y_km1_val) + (w * Y_k_val); } out_mem[i] = out_val; } } template inline void glue_quantile::apply_noalias(Mat& out, const Mat& X, const Mat& P, const uword dim) { arma_extra_debug_sigprint(); arma_debug_check( ((P.is_vec() == false) && (P.is_empty() == false)), "quantile(): parameter 'P' must be a vector" ); if(X.is_empty()) { out.reset(); return; } const uword X_n_rows = X.n_rows; const uword X_n_cols = X.n_cols; const uword P_n_elem = P.n_elem; if(dim == 0) { out.set_size(P_n_elem, X_n_cols); if(out.is_empty()) { return; } Col Y(X_n_rows, arma_nozeros_indicator()); if(X_n_cols == 1) { arrayops::copy(Y.memptr(), X.memptr(), X_n_rows); glue_quantile::worker(out.memptr(), Y, P); } else { for(uword col=0; col < X_n_cols; ++col) { arrayops::copy(Y.memptr(), X.colptr(col), X_n_rows); glue_quantile::worker(out.colptr(col), Y, P); } } } else if(dim == 1) { out.set_size(X_n_rows, P_n_elem); if(out.is_empty()) { return; } Col Y(X_n_cols, arma_nozeros_indicator()); if(X_n_rows == 1) { arrayops::copy(Y.memptr(), X.memptr(), X_n_cols); glue_quantile::worker(out.memptr(), Y, P); } else { Col tmp(P_n_elem, arma_nozeros_indicator()); eTb* tmp_mem = tmp.memptr(); for(uword row=0; row < X_n_rows; ++row) { eTa* Y_mem = Y.memptr(); for(uword col=0; col < X_n_cols; ++col) { Y_mem[col] = X.at(row,col); } glue_quantile::worker(tmp_mem, Y, P); for(uword i=0; i < P_n_elem; ++i) { out.at(row,i) = tmp_mem[i]; } } } } } template inline void glue_quantile::apply(Mat& out, const mtGlue& expr) { arma_extra_debug_sigprint(); typedef typename T2::elem_type eTb; const uword dim = expr.aux_uword; arma_debug_check( (dim > 1), "quantile(): parameter 'dim' must be 0 or 1" ); const quasi_unwrap UA(expr.A); const quasi_unwrap UB(expr.B); arma_debug_check((UA.M.internal_has_nan() || UB.M.internal_has_nan()), "quantile(): detected NaN"); if(UA.is_alias(out) || UB.is_alias(out)) { Mat tmp; glue_quantile::apply_noalias(tmp, UA.M, UB.M, dim); out.steal_mem(tmp); } else { glue_quantile::apply_noalias(out, UA.M, UB.M, dim); } } template inline void glue_quantile_default::apply(Mat& out, const mtGlue& expr) { arma_extra_debug_sigprint(); typedef typename T2::elem_type eTb; const quasi_unwrap UA(expr.A); const quasi_unwrap UB(expr.B); const uword dim = (T1::is_xvec) ? uword(UA.M.is_rowvec() ? 1 : 0) : uword((T1::is_row) ? 1 : 0); arma_debug_check((UA.M.internal_has_nan() || UB.M.internal_has_nan()), "quantile(): detected NaN"); if(UA.is_alias(out) || UB.is_alias(out)) { Mat tmp; glue_quantile::apply_noalias(tmp, UA.M, UB.M, dim); out.steal_mem(tmp); } else { glue_quantile::apply_noalias(out, UA.M, UB.M, dim); } } //! @}