cgpercentiles.pro
5.78 KB
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; docformat = 'rst'
;
; NAME:
; cgPercentiles
;
; PURPOSE:
; This program calculates user-specified percentiles of a data set.
;
;******************************************************************************************;
; ;
; Copyright (c) 2013, by Fanning Software Consulting, Inc. All rights reserved. ;
; ;
; Redistribution and use in source and binary forms, with or without ;
; modification, are permitted provided that the following conditions are met: ;
; ;
; * Redistributions of source code must retain the above copyright ;
; notice, this list of conditions and the following disclaimer. ;
; * Redistributions in binary form must reproduce the above copyright ;
; notice, this list of conditions and the following disclaimer in the ;
; documentation and/or other materials provided with the distribution. ;
; * Neither the name of Fanning Software Consulting, Inc. nor the names of its ;
; contributors may be used to endorse or promote products derived from this ;
; software without specific prior written permission. ;
; ;
; THIS SOFTWARE IS PROVIDED BY FANNING SOFTWARE CONSULTING, INC. ''AS IS'' AND ANY ;
; EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES ;
; OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT ;
; SHALL FANNING SOFTWARE CONSULTING, INC. BE LIABLE FOR ANY DIRECT, INDIRECT, ;
; INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED ;
; TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; ;
; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ;
; ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT ;
; (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS ;
; SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. ;
;******************************************************************************************;
;
;+
; This program calculates user-specified percentiles of a data set.
; A percentile is the value of a variable below which a certain percent
; of observations fall. In other words, 75% of the values in a data set
; fall below the 75th percentile of the data. Computing percentiles is
; really nothing more than counting in a sorted input array. A box-and-whisker
; plot usually will display the 25th, 50th, and 75th percentiles.
;
; A `commercial version <http://www.idlcoyote.com/coyotestore/index.php?main_page=product_info&cPath=2&products_id=196>`
; of this program, containing a DIMENSION keyword, can be purchased from the Coyote Store. The
; DIMENSION keyword allows the user to calculate the percentiles over a particular dimension
; of a multi-dimensional data set.
;
; :Categories:
; Math
;
; :Returns:
; The return value is either a scalar or vector of data values corresponding to
; the number of percentiles asked for with the `Percentiles` keyword, or a -1 if
; there is an error in the program.
;
; :Params:
; data: in, required
; The data from which percentiles are desired. A vector or an array.
;
; :Keywords:
; percentiles: in, optional, type=float
; Set this keyword to a scalar or vector of values between 0.0 and 1.0
; to indicate the percentile desired. A value of 0.5 indicates the 50th
; percentile. Default value is [0.25, 0.50, 0.75].
;
; :Examples:
; To return percentile values for 0.25, 0.50, and 0.75 of a data set::
; IDL> data = Randomu(3L, 100) * 100
; IDL> Print, cgPercentiles(data, Percentiles=[0.25, 0.5, 0.75])
; 27.4920 45.3172 69.3138
;
; :Author:
; FANNING SOFTWARE CONSULTING::
; David W. Fanning
; 1645 Sheely Drive
; Fort Collins, CO 80526 USA
; Phone: 970-221-0438
; E-mail: david@idlcoyote.com
; Coyote's Guide to IDL Programming: http://www.idlcoyote.com
;
; :History:
; Change History::
; Written, 3 June 2013 by David W. Fanning.
;
; :Copyright:
; Copyright (c) 2013, Fanning Software Consulting, Inc.
;-
FUNCTION cgPercentiles, data, Percentiles=percentiles
Compile_Opt idl2
; Error handling.
Catch, theError
IF theError NE 0 THEN BEGIN
Catch, /Cancel
void = cgErrorMsg()
RETURN, -1
ENDIF
; Assume the worst.
result = -1
; Input data is required.
IF N_Elements(data) EQ 0 THEN Message, 'Input data is required.'
; Need default values for percentiles?
IF N_Elements(percentiles) EQ 0 THEN percentiles = [0.25, 0.50, 0.75]
; Percentile values must be GE 0 and LE 1.0.
index = Where((percentiles LT 0.0) OR (percentiles GT 1.0), count)
IF count GT 0 THEN Message, 'Percentiles must be numbers between 0.0 and 1.0.'
; Count the data elements.
num = N_Elements(data)
; Sort the data and find percentiles.
sortIndex = Sort(data)
sortIndices = cgScaleVector(Findgen(num+1), 0.0, 1.0)
dataIndices = Value_Locate(sortIndices, percentiles)
result = data[sortIndex[dataIndices]]
RETURN, result
END