Distribution.h
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00001 /***************************************************************************** 00002 * Copyright (C) 2011 by Benjamin Hadorn (b_hadorn@bluewin.ch) 00003 ***************************************************************************** 00004 * Project : Zeus Math Library 00005 * Module : Distribution 00006 * Package : Zeus.ZeusMath.Stochastic 00007 * Author : Benjamin Hadorn 00008 * Date : 27.12.2011 00009 * System : Zeus-Framework 00010 ***************************************************************************** 00011 * Licence: * 00012 * This library is free software; you can redistribute it and/or modify * 00013 * it under the terms of the GNU Lesser General Public License as * 00014 * published by the Free Software Foundation; either version * 00015 * 2.1 of the License, or (at your option) any later version. * 00016 * * 00017 * This library is distributed in the hope that it will be useful, * 00018 * but WITHOUT ANY WARRANTY; without even the implied warranty of * 00019 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * 00020 * GNU Lesser General Public License for more details. * 00021 * * 00022 * You should have received a copy of the GNU Lesser General Public * 00023 * License along with this library; if not, write to the Free Software * 00024 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110, USA * 00025 *****************************************************************************/ 00026 00027 /***************************************************************************** 00028 * Changes: 00029 * 27.12.2011 bha: created zeus 2.0 00030 *****************************************************************************/ 00031 00032 #ifndef DistributionH 00033 #define DistributionH 00034 00035 #include <zeusmath/Stochastic/Interfaces/IDistribution.hpp> 00036 #include <zeusmath/System/Constants.h> 00037 #include <zeusbase/System/ArrayList.hpp> 00038 #include <zeusbase/System/Pair.hpp> 00039 #include <math.h> 00040 00041 00042 BEGIN_NAMESPACE_Zeus 00043 00044 typedef TPair<Float, Float> TMappedValue; 00045 00046 /***************************************************************************/ 00051 /***************************************************************************/ 00052 zeusmath_class TDistribution : public IDistribution 00053 { 00054 public: 00055 TDistribution(const TArrayList<Float>& rlstData, bool bDataAsProbabilities); 00056 TDistribution(const Float* pafData, Int iArraySize, bool bDataAsProbabilities); 00057 TDistribution(const Float* pafSampleData, const Float* pafProb, Int iArraySize); 00058 TDistribution(const TArrayList<TMappedValue>& rlstData); 00059 TDistribution(const TDistribution& rDist); 00060 00061 virtual ~TDistribution(); 00062 00063 //methods of IDistribution 00064 virtual Float MQUALIFIER getEntropy() const; 00065 virtual Float MQUALIFIER getExpectedValue() const; 00066 virtual Float MQUALIFIER getMean() const; 00067 virtual Float MQUALIFIER getMedian() const; 00068 virtual Float MQUALIFIER getVariance() const; 00069 virtual Float MQUALIFIER getMode() const; 00070 virtual Float MQUALIFIER getSkewness() const; 00071 virtual Float MQUALIFIER getCumulativeProb(const Float& rfStart, const Float& rfEnd) const; 00072 virtual Float MQUALIFIER getStdDeviation() const; 00073 virtual Float MQUALIFIER getProb(const Float& rfX) const; 00074 virtual Float MQUALIFIER getSampleProb(Int iSample) const; 00075 00076 //sample based methods 00077 const TMappedValue& getSampleConst(Int iIndex) const; 00078 TMappedValue& getSample(Int iIndex); 00079 Int getSampleCount() const; 00080 Float getSampleValue(Int iIndex) const; 00081 Float getProbabilitySum() const; 00082 Float getMaximumSampleValue() const; 00083 Float getMinimumSampleValue() const; 00084 00085 //static methods to operate on arrays 00086 static Float getMean(const TArrayList<Float>& rlstData); 00087 static Float getMean(const Float* pafData, Int iCount); 00088 00089 static Float getMedian(const TArrayList<Float>& rlstData); 00090 static Float getMedian(const Float* pafData, Int iCount); 00091 static Float getMedian(const Float* pafData, Int iCount, Float fTotalArea); 00092 00093 static Float getStdDeviation(const TArrayList<Float>& rlstData); 00094 static Float getStdDeviation(const Float* pafData, Int iCount); 00095 00096 protected: 00097 00098 private: 00100 TArrayList<TMappedValue> m_lstData; 00101 00102 void create(const Float* pafSampleData, const Float* pafProb, Int iArraySize); 00103 }; 00104 00105 //INLINE METHODS 00106 /****************************************************************************/ 00109 /****************************************************************************/ 00110 inline Float MQUALIFIER TDistribution::getStdDeviation() const 00111 { 00112 return TMath::sqrt(getVariance()); 00113 } 00114 00115 /****************************************************************************/ 00118 /****************************************************************************/ 00119 inline Float MQUALIFIER TDistribution::getProb(const Float& /*rfX*/) const 00120 { 00121 return 0.0; //not defined 00122 } 00123 00124 /****************************************************************************/ 00127 /****************************************************************************/ 00128 inline Float MQUALIFIER TDistribution::getSampleProb(Int iSample) const 00129 { 00130 return getSampleConst(iSample).getSecondConst(); 00131 } 00132 00133 /****************************************************************************/ 00138 /****************************************************************************/ 00139 inline const TMappedValue& TDistribution::getSampleConst(Int iIndex) const 00140 { 00141 return m_lstData.getItemConst(iIndex); 00142 } 00143 00144 /****************************************************************************/ 00149 /****************************************************************************/ 00150 inline TMappedValue& TDistribution::getSample(Int iIndex) 00151 { 00152 return m_lstData.getItem(iIndex); 00153 } 00154 00155 /****************************************************************************/ 00158 /****************************************************************************/ 00159 inline Int TDistribution::getSampleCount() const 00160 { 00161 return m_lstData.getCount(); 00162 } 00163 00164 /****************************************************************************/ 00169 /****************************************************************************/ 00170 inline Float TDistribution::getSampleValue(Int iIndex) const 00171 { 00172 return getSampleConst(iIndex).getFirstConst(); 00173 } 00174 00175 /****************************************************************************/ 00179 /****************************************************************************/ 00180 inline Float TDistribution::getProbabilitySum() const 00181 { 00182 return getCumulativeProb(0, m_lstData.getCount()-1); 00183 } 00184 00185 /****************************************************************************/ 00188 /****************************************************************************/ 00189 inline /*static*/ Float TDistribution::getMean(const TArrayList<Float>& rlstData) 00190 { 00191 return TDistribution::getMean(rlstData.getArrayConst(), rlstData.getCount()); 00192 } 00193 00194 /****************************************************************************/ 00197 /****************************************************************************/ 00198 inline /*static*/ Float TDistribution::getMedian(const TArrayList<Float>& rlstData) 00199 { 00200 return TDistribution::getMedian(rlstData.getArrayConst(), rlstData.getCount()); 00201 } 00202 00203 /****************************************************************************/ 00206 /****************************************************************************/ 00207 inline /*static*/ Float TDistribution::getMedian(const Float* pafData, Int iCount) 00208 { 00209 Float fTotal = 1.0; 00210 00211 for (Int i = 0; i < iCount; i++) 00212 { 00213 fTotal += pafData[i]; 00214 } 00215 return TDistribution::getMedian(pafData, iCount, fTotal); 00216 } 00217 00218 /****************************************************************************/ 00221 /****************************************************************************/ 00222 inline /*static*/ Float TDistribution::getStdDeviation(const TArrayList<Float>& rlstData) 00223 { 00224 return TDistribution::getStdDeviation(rlstData.getArrayConst(), rlstData.getCount()); 00225 } 00226 00227 00228 END_NAMESPACE_Zeus 00229 //--------------------------------------------------------------------------- 00230 #endif