std::vector<double> RigStatisticsMath::calculateNearestRankPercentiles(const std::vector<double> & inputValues, const std::vector<double>& pValPositions)
{
std::vector<double> sortedValues;
sortedValues.reserve(inputValues.size());
for (size_t i = 0; i < inputValues.size(); ++i)
{
if (inputValues[i] != HUGE_VAL)
{
sortedValues.push_back(inputValues[i]);
}
}
std::sort(sortedValues.begin(), sortedValues.end());
std::vector<double> percentiles(pValPositions.size(), HUGE_VAL);
if (sortedValues.size())
{
for (size_t i = 0; i < pValPositions.size(); ++i)
{
double pVal = HUGE_VAL;
size_t pValIndex = static_cast<size_t>(sortedValues.size() * cvf::Math::abs(pValPositions[i]) / 100);
if (pValIndex >= sortedValues.size() ) pValIndex = sortedValues.size() - 1;
pVal = sortedValues[pValIndex];
percentiles[i] = pVal;
}
}
return percentiles;
};
Vector<T> CDFTools<T>::percentile(
const vector<const Vector<T>*>& x,
const Vector<T>& xEvals,
const float percent) const
{
Matrix<T> matrix;
Vectorf percents( 1 );
percents[0] = percent;
matrix = percentiles( x, xEvals, percents );
return matrix[0];
/* const int numSamples = x.size();
const int numEvals = xEvals.getSize();
Matrix<T> matrix( numEvals, numSamples );
Vector<T> y( numEvals );
for (int i = 0; i < numSamples; i++)
{
matrix.setColumn( i, cdf(*x[i],xEvals) );
}
for (int j = 0; j < numEvals; j++)
{
matrix[j].sort();
y[j] = matrix[j].percentile( percent );
}
return y;*/
}
Matrix<T> CDFTools<T>::percentiles(
const Matrix<T>& x,
const Vector<T>& xEvals,
const Vectorf& percents) const
{
const int n = x.getSize1();
vector<const Vector<T>*> v( n );
for (int i = 0; i < n; ++i)
{
v[i] = &x[i];
}
return percentiles( v, xEvals, percents );
}
//--------------------------------------------------------------------------------------------------
/// Calculate the percentiles of /a inputValues at the pValPosition percentages by interpolating input values.
/// This method treats HUGE_VAL as "undefined" values, and ignores these. Will return HUGE_VAL if
/// the inputValues does not contain any valid values
//--------------------------------------------------------------------------------------------------
std::vector<double> RigStatisticsMath::calculateInterpolatedPercentiles(const std::vector<double> & inputValues, const std::vector<double>& pValPositions)
{
std::vector<double> sortedValues;
sortedValues.reserve(inputValues.size());
for (size_t i = 0; i < inputValues.size(); ++i)
{
if (inputValues[i] != HUGE_VAL)
{
sortedValues.push_back(inputValues[i]);
}
}
std::sort(sortedValues.begin(), sortedValues.end());
std::vector<double> percentiles(pValPositions.size(), HUGE_VAL);
if (sortedValues.size())
{
for (size_t i = 0; i < pValPositions.size(); ++i)
{
double pVal = HUGE_VAL;
double doubleIndex = (sortedValues.size() - 1) * cvf::Math::abs(pValPositions[i]) / 100.0;
size_t lowerValueIndex = static_cast<size_t>(floor(doubleIndex));
size_t upperValueIndex = lowerValueIndex + 1;
double upperValueWeight = doubleIndex - lowerValueIndex;
assert(upperValueWeight < 1.0);
if (upperValueIndex < sortedValues.size())
{
pVal = (1.0 - upperValueWeight) * sortedValues[lowerValueIndex] + upperValueWeight * sortedValues[upperValueIndex];
}
else
{
pVal = sortedValues[lowerValueIndex];
}
percentiles[i] = pVal;
}
}
return percentiles;
}
