CorrelationFunctions.hh
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/*
* To change this license header, choose License Headers in Project Properties.
* To change this template file, choose Tools | Templates
* and open the template in the editor.
*/
/*
* File: CorrelationFunctions.hh
* Author: hacene
*
* Created on September 27, 2021, 3:35 PM
*/
#ifndef CORRELATIONFUNCTIONS_HH
#define CORRELATIONFUNCTIONS_HH
#include "DicError.hh"
#include "AMDA_exception.hh"
#include "Parameter.hh"
#include "ParamData.hh"
#include "DataTypeMath.hh"
#include "Operation.hh"
#include <vector>
#include <iostream>
#include <iterator>
#include <c++/4.8.2/bits/stl_vector.h>
#include <c++/4.8.2/bits/stl_pair.h>
#include <list>
#include "Toolbox.hh"
#include "AbstractFunc.hh"
namespace AMDA {
namespace Parameters {
namespace StatisticFunctions {
enum COEFS {
COVARIANCE = 1,
PAERSON = 2,
SPEARMAN = 3,
KENDALL = 4,
};
static std::map<std::string, COEFS> coefsToStr = {
{"covariance", COEFS::COVARIANCE},
{"pearson", COEFS::PAERSON},
{"spearman", COEFS::SPEARMAN},
{"kendall", COEFS::KENDALL},
{"1", COEFS::COVARIANCE},
{"2", COEFS::PAERSON},
{"3", COEFS::SPEARMAN},
{"4", COEFS::KENDALL},
};
/**
*
* @param pProcess
* @param pTimeIntervalList
* @param firstParamInput
* @param secondParamInput
* @param windowtime
* @param type
*/
template <typename InputElemType, typename OutputElemType>
class Correlation : public Sm2ParamsAbstractFunc<InputElemType, OutputElemType> {
public:
Correlation(Process & pProcess, TimeIntervalListSPtr pTimeIntervalList, ParamDataSpec<InputElemType>& firstParamInput,
ParamDataSpec<InputElemType>& secondParamInput, double windowtime, std::string correlationType) :
Sm2ParamsAbstractFunc<InputElemType, OutputElemType> (pProcess, pTimeIntervalList, firstParamInput,
secondParamInput, windowtime), _correlationType(correlationType) {
}
virtual ~Correlation() {
}
virtual OutputElemType compute() {
return computeCorrelation(Abstract2ParamsFunc<InputElemType, OutputElemType>::_paramOutput);
}
double computeCorrelation(ParamDataSpec<double>* /*out*/) {
double result = 0.;
result << NotANumber();
if (Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.empty()) {
return result;
}
std::list<std::pair<InputElemType, InputElemType>> list;
for (typename std::list<std::pair<double, std::pair < InputElemType, InputElemType>>>::iterator it = Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.begin(); it != Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.end(); ++it) {
if (isNAN(it->second.first) || isNAN(it->second.second))
continue;
list.push_back(it->second);
}
if (coefsToStr.find(_correlationType) == coefsToStr.end()) {
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type " + _correlationType));
}
switch (coefsToStr[_correlationType]) {
case COEFS::COVARIANCE:
getCovariance(list, result);
break;
case COEFS::PAERSON:
getPearson(list, result);
break;
case COEFS::SPEARMAN:
getSpearman(list, result);
break;
case COEFS::KENDALL:
getKendall(list, result);
break;
default:
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type :" + _correlationType));
}
return result;
}
std::vector<double> computeCorrelation(ParamDataSpec<std::vector<double> >* /*out*/) {
std::vector<double> result;
result.resize(result.size());
result << NotANumber();
if (Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.empty()) {
return result;
}
int n_ = Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.begin()->second.first.size();
for(int i = 0; i < n_; ++i){
std::list<std::pair<double, double>> list;
for (typename std::list<std::pair<double, std::pair < InputElemType, InputElemType>>>::iterator it = Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.begin(); it != Sm2ParamsAbstractFunc<InputElemType, OutputElemType>::_mem.end(); ++it) {
list.push_back(std::make_pair((double)it->second.first[i], (double)it->second.second[i]));
}
if (coefsToStr.find(_correlationType) == coefsToStr.end()) {
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type " + _correlationType));
}
switch (coefsToStr[_correlationType]) {
case COEFS::COVARIANCE:
getCovariance(list, result[i]);
break;
case COEFS::PAERSON:
getPearson(list, result[i]);
break;
case COEFS::SPEARMAN:
getSpearman(list, result[i]);
break;
case COEFS::KENDALL:
getKendall(list, result[i]);
break;
default:
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type :" + _correlationType));
}
list.clear();
}
return result;
}
private:
std::string _correlationType;
};
}
}
}
#endif /* CORRELATIONFUNCTIONS_HH */