CDPP / AMDA_Kernel

Blame view

src/ExternLib/StatisticFunctions/Toolbox.hh 14.4 KB
Edit Raw Normal View History
74a11471   Benjamin Renard   Add min, max, var... 
1
2
3
4
5
6
7
8
9
10
11
12
13
 
/*
 * Toolbox.hh
 *
 *  Created on: Jun 23, 2018
 *      Author: benjamin
 */

#ifndef TOOLBOX_HH_
#define TOOLBOX_HH_

#include "ParamData.hh"

namespace AMDA {
403992c8   Hacene SI HADJ MOHAND   scalr ok tested 
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
 
    namespace Parameters {
        namespace StatisticFunctions {

            template <typename Type>
            Type min(Type a, Type b) {
                if (!std::isfinite(a) || isNAN(a))
                    return b;
                if (!std::isfinite(b) || isNAN(b))
                    return a;
                return std::min(a, b);
            }

            template <typename Type>
            std::vector<Type> min(std::vector<Type> a, std::vector<Type> b) {
                std::vector<Type> res = a;
                if (a.size() != b.size()) {
                    BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_OPER_NOT_ALLOWED) << AMDA::ex_msg("Vectors don't have the same size"));
                }
                for (unsigned int i = 0; i < a.size(); ++i) {
                    res[i] = StatisticFunctions::min(a[i], b[i]);
                }
                return res;
            }

            template <typename Type>
            Tab2DData<Type> min(Tab2DData<Type> a, Tab2DData<Type> b) {
                Tab2DData<Type> res(a);
                if (a.getDim1Size() != b.getDim1Size() || a.getDim2Size() != b.getDim2Size()) {
                    BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_OPER_NOT_ALLOWED) << AMDA::ex_msg("Tab2DData don't have the same dimensions"));
                }
                for (int i = 0; i < a.getDim1Size(); ++i) {
                    for (int j = 0; j < a.getDim2Size(); ++j) {
                        res[i][j] = StatisticFunctions::min(a[i][j], b[i][j]);
                    }
                }
                return res;
            }

            template <typename Type>
            Type max(Type a, Type b) {
                if (!std::isfinite(a) || isNAN(a))
                    return b;
                if (!std::isfinite(b) || isNAN(b))
                    return a;
                return std::max(a, b);
            }

            template <typename Type>
            std::vector<Type> max(std::vector<Type> a, std::vector<Type> b) {
                std::vector<Type> res = a;
                if (a.size() != b.size()) {
                    BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_OPER_NOT_ALLOWED) << AMDA::ex_msg("Vectors don't have the same size"));
                }
                for (unsigned int i = 0; i < a.size(); ++i) {
                    res[i] = StatisticFunctions::max(a[i], b[i]);
                }
                return res;
            }

            template <typename Type>
            Tab2DData<Type> max(Tab2DData<Type> a, Tab2DData<Type> b) {
                Tab2DData<Type> res(a);
                if (a.getDim1Size() != b.getDim1Size() || a.getDim2Size() != b.getDim2Size()) {
                    BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_OPER_NOT_ALLOWED) << AMDA::ex_msg("Tab2DData don't have the same dimensions"));
                }
                for (int i = 0; i < a.getDim1Size(); ++i) {
                    for (int j = 0; j < a.getDim2Size(); ++j) {
                        res[i][j] = StatisticFunctions::max(a[i][j], b[i][j]);
                    }
                }
                return res;
            }

            template <typename Type>
            Type pow(Type a, double exp) {
                return std::pow(a, exp);
            }

            template <typename Type>
            std::vector<Type> pow(std::vector<Type> a, double exp) {
                std::vector<Type> res = a;
                for (unsigned int i = 0; i < a.size(); ++i) {
                    res[i] = StatisticFunctions::pow(a[i], exp);
                }
74a11471   Benjamin Renard   Add min, max, var... 
98
 
                return res;
403992c8   Hacene SI HADJ MOHAND   scalr ok tested 
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
 
            }

            template <typename Type>
            Tab2DData<Type> pow(Tab2DData<Type> a, double exp) {
                Tab2DData<Type> res = a;
                for (int i = 0; i < a.getDim1Size(); ++i) {
                    for (int j = 0; j < a.getDim2Size(); ++j) {
                        res[i][j] = StatisticFunctions::pow(a[i][j], exp);
                    }
                }
                return res;
            }

            template <typename Type>
            Type square(Type a) {
                return StatisticFunctions::pow(a, 2);
            }

            template <typename Type>
            std::vector<Type> square(std::vector<Type> a) {
                return StatisticFunctions::pow(a, 2);
            }

            template <typename Type>
            Tab2DData<Type> square(Tab2DData<Type> a) {
                return StatisticFunctions::pow(a, 2);
            }

            template <typename Type>
            Type root_square(Type a) {
                if (isNAN(a) || a < 0) {
                    Type res;
                    res << NotANumber();
                    return res;
                }
                return std::sqrt(a);
            }

            template <typename Type>
            std::vector<Type> root_square(std::vector<Type> a) {
                std::vector<Type> res = a;
                for (unsigned int i = 0; i < a.size(); ++i) {
                    res[i] = StatisticFunctions::root_square(a[i]);
                }
                return res;
            }

            template <typename Type>
            Tab2DData<Type> root_square(Tab2DData<Type> a) {
                Tab2DData<Type> res = a;
                for (int i = 0; i < a.getDim1Size(); ++i) {
                    for (int j = 0; j < a.getDim2Size(); ++j) {
                        res[i][j] = StatisticFunctions::root_square(a[i][j]);
                    }
                }
                return res;
            }

            template <typename Type>
            Type div(Type a, Type b) {
                if (isNAN(a) || isNAN(b) || (b == 0)) {
                    Type res;
                    res << NotANumber();
                    return res;
                }
                return a / b;
            }

            template <typename Type>
            std::vector<Type> div(std::vector<Type> a, std::vector<Type> b) {
                std::vector<Type> res = a;
                if (a.size() != b.size()) {
                    BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_OPER_NOT_ALLOWED) << AMDA::ex_msg("Vectors don't have the same size"));
                }
                for (unsigned int i = 0; i < a.size(); ++i) {
                    res[i] = StatisticFunctions::div(a[i], b[i]);
                }
                return res;
            }

            template <typename Type>
            Tab2DData<Type> div(Tab2DData<Type> a, Tab2DData<Type> b) {
                Tab2DData<Type> res(a);
                if (a.getDim1Size() != b.getDim1Size() || a.getDim2Size() != b.getDim2Size()) {
                    BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_OPER_NOT_ALLOWED) << AMDA::ex_msg("Tab2DData don't have the same dimensions"));
                }
                for (int i = 0; i < a.getDim1Size(); ++i) {
                    for (int j = 0; j < a.getDim2Size(); ++j) {
                        res[i][j] = StatisticFunctions::div(a[i][j], b[i][j]);
                    }
                }
                return res;
            }

            template <typename Type>
            std::pair<Type, Type> getMean(std::list<std::pair<Type, Type>> &list) {
                std::pair<Type, Type> result(0, 0);
                std::pair<int, int> counter(0, 0);

                for (auto elt : list) {
                    if (!isNAN(elt.first)) {
                        result.first += elt.first;
                        counter.first += 1;
                    }
                    if (!isNAN(elt.second)) {
                        result.second += elt.second;
                        counter.second += 1;
                    }
                }
                if (counter.first != 0)
                    result.first /= counter.first;

                if (counter.second != 0)
                    result.second /= counter.second;

                return result;
            }

            template <typename Type>
            std::pair<Type, Type> getStd(std::list<std::pair<Type, Type>> &list) {
                std::pair<Type, Type> mean = getMean(list);
                std::pair<Type, Type> result(0, 0);
                int counter1 = 0;
                int counter2 = 0;
                for (auto elt : list) {
                    if (!isNAN(elt->first)) {
                        result.first += (elt->first - mean.first)*(elt->first - mean.first);
                        counter1 += 1;
                    }
                    if (!isNAN(elt->second)) {
                        result.second += (elt->second - mean.second)*(elt->second - mean.second);
                        counter2 += 1;
                    }
                }
                if (counter1 != 0) {
                    result.first /= counter1;
                } else {
                    result.first << NotANumber();
                }
                if (counter2 != 0) {
                    result.second /= counter2;
                } else {
                    result.second << NotANumber();
                }
                return std::sqrt(result);
            }

            template <typename Type>
            std::vector<Type>rankify(std::vector<Type>& X) {

                int N = X.size();

                // Rank Vector
                std::vector<Type> Rank_X(N);

                for (int i = 0; i < N; i++) {
                    int r = 1, s = 1;

                    // Count no of smaller elements
                    // in 0 to i-1
                    for (int j = 0; j < N; j++) {
                        if (X[j] < X[i]) r++;
                        if (X[j] == X[i] && i != j) s++;
                    }

                    // Count no of smaller elements
                    // in i+1 to N-1
                    /**
                    for (int j = i + 1; j < N; j++) {
                        if (X[j] < X[i]) r++;
                        if (X[j] == X[i]) s++;
                    }*/

                    // Use Fractional Rank formula
                    // fractional_rank = r + (n-1)/2
                    Rank_X[i] = (Type) r + (s - 1) * 0.5;
                }

                // Return Rank Vector
                return Rank_X;
            }

            template <typename Type>
            bool getCovariance(std::list<std::pair<Type, Type>> &list, Type &result) {
                if (list.empty()) {
                    return false;
                }
                std::pair<Type, Type> mean = getMean(list);
                result = 0;
                int counter = 0;
                for (auto elt : list) {
                    if (!isNAN(elt.first) && !isNAN(elt.second)) {
                        result += (elt.first - mean.first)*(elt.second - mean.second);
                        counter += 1;
                    }
                }
                if (counter != 0)
                    result /= counter;
                return true;
            }

            template <typename Type>
            bool getPearson(std::list<std::pair<Type, Type>> &list, Type &result) {
                if (list.empty()) {
                    return false;
                }
                result = 0;
                int counter = 0;
                Type sum1 = 0, sum2 = 0;
                Type sum1Sq = 0, sum2Sq = 0;
                Type sum12 = 0;
                for (auto elt : list) {
                    if (!isNAN(elt.first) && !isNAN(elt.second)) {
                        sum1 += elt.first;
                        sum2 += elt.second;
                        sum1Sq += elt.first * elt.first;
                        sum2Sq += elt.second * elt.second;
                        sum12 += elt.first * elt.second;
                        counter += 1;
                    }
                }
                if (counter > 0)
                    result = (counter * sum12 - sum1 * sum2) /
                    (std::sqrt((counter * sum1Sq - sum1 * sum1)*(counter * sum2Sq - sum2 * sum2)));
                return true;
            }

            template <typename Type>
            bool getSpearman(std::list<std::pair<Type, Type>> &list, Type &result) {
                if (list.empty()) {
                    return false;
                }

                std::vector<Type> X, Y;
                for (auto elt : list) {
                    if (!isNAN(elt.first) && !isNAN(elt.second)) {
                        X.push_back(elt.first);
                        Y.push_back(elt.second);
                    }
                }
                int n = X.size();
                if (n == 0)
                    return true;
                std::vector<Type> rank_X = rankify(X);
                std::vector<Type> rank_Y = rankify(Y);
                std::list<std::pair<Type, Type>> rankList;
                
                for (int i = 0; i < n; i++)
                    rankList.push_back(std::make_pair(rank_X[i], rank_Y[i]));
                
                result = 0;
                getPearson(rankList, result);
                return true;
            }

            template <typename Type>
            bool getKendall(std::list<std::pair<Type, Type>> &list, Type &result) {
                if (list.empty()) {
                    return false;
                }
                result = 0;
                std::vector<Type> X, Y;
                for (auto elt : list) {
                    if (!isNAN(elt.first) && !isNAN(elt.second)) {
                        X.push_back(elt.first);
                        Y.push_back(elt.second);
                    }
                }
                int n = X.size();
                if (n == 0)
                    return true;
                std::vector<Type> rank_x = rankify(X);
                std::vector<Type> rank_y = rankify(Y);
bf7793bf   Hacene SI HADJ MOHAND   correcting kendall 
372
373
374
375
376
377
378
379
380
381
 
                Type nc = 0;
                for (int i = 0; i < n; i++){
                    for (int j=i;j<n;j++){
                        if((i != j )&& ((rank_x[i] >  rank_x[j] &&  rank_y[i] >  rank_y[j]) || 
                                (rank_x[i]  < rank_x[j] &&  rank_y[i] <  rank_y[j])))
                            nc += 1;
                    }
                    
                }
                result = (Type) (4*nc - n*(n-1))/(Type) (n * (n - 1));
403992c8   Hacene SI HADJ MOHAND   scalr ok tested 
382
383
384
385
386
387
 

                return true;
            }

        } /* namespace StatisticFunctions */
    } /* namespace Parameters */
74a11471   Benjamin Renard   Add min, max, var... 
388
389
 
} /* namespace AMDA */
#endif /* TOOLBOX_HH_ */