You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
-Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
-02111-1307, USA. */
+Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+02110-1301, USA. */
#include "factor_stats.h"
#include "config.h"
#include "algorithm.h"
#include "alloc.h"
#include "moments.h"
+#include "percentiles.h"
#include <stdlib.h>
#include <math.h>
#include <float.h>
#include <assert.h>
-
+#include <chart.h>
void
-metrics_precalc(struct metrics *fs)
+metrics_precalc(struct metrics *m)
{
- assert (fs) ;
+ assert (m) ;
- fs->n_missing = 0;
+ m->n_missing = 0;
- fs->min = DBL_MAX;
- fs->max = -DBL_MAX;
+ m->min = DBL_MAX;
+ m->max = -DBL_MAX;
+ m->histogram = 0;
- fs->moments = moments1_create(MOMENT_KURTOSIS);
+ m->moments = moments1_create(MOMENT_KURTOSIS);
- fs->ordered_data = hsh_create(20,
+ m->ordered_data = hsh_create(20,
(hsh_compare_func *) compare_values,
(hsh_hash_func *) hash_value,
(hsh_free_func *) weighted_value_free,
(void *) 0);
-
}
int i;
int j = 1;
-
moments1_calculate (m->moments, &m->n, &m->mean, &m->var,
&m->skewness, &m->kurtosis);
m->wvp = (struct weighted_value **) hsh_sort(m->ordered_data);
m->n_data = hsh_count(m->ordered_data);
- if ( m->n_data == 0 )
+ /* Trimmed mean calculation */
+ if ( m->n_data <= 1 )
{
m->trimmed_mean = m->mean;
return;
}
+ m->histogram = histogram_create(10, m->min, m->max);
- /* Trimmed mean calculation */
+ for ( i = 0 ; i < m->n_data ; ++i )
+ {
+ struct weighted_value **wv = (m->wvp) ;
+ gsl_histogram_accumulate(m->histogram, wv[i]->v.f, wv[i]->w);
+ }
tc = m->n * 0.05 ;
k1 = -1;
k2 = -1;
-
for ( i = 0 ; i < m->n_data ; ++i )
{
cc += m->wvp[i]->w;
if ( cc < tc )
k1 = i;
-
}
+
+
k2 = m->n_data;
for ( i = m->n_data -1 ; i >= 0; --i )
{
}
+ /* Calculate the percentiles */
+ ptiles(m->ptile_hash, m->wvp, m->n_data, m->n, m->ptile_alg);
+
+ tukey_hinges(m->wvp, m->n_data, m->n, m->hinge);
+
+ /* Special case here */
+ if ( k1 + 1 == k2 )
+ {
+ m->trimmed_mean = m->wvp[k2]->v.f;
+ return;
+ }
+
m->trimmed_mean = 0;
for ( i = k1 + 2 ; i <= k2 - 1 ; ++i )
{
m->trimmed_mean += (m->wvp[k1 + 1]->cc - tc) * m->wvp[k1 + 1]->v.f ;
m->trimmed_mean /= 0.9 * m->n ;
+
}
void
weighted_value_free(struct weighted_value *wv)
{
- struct case_node *cn = wv->case_nos;
+ struct case_node *cn ;
+
+ if ( !wv )
+ return ;
+
+ cn = wv->case_nos;
while(cn)
{
f->id[0] = *id0;
f->id[1] = *id1;
f->m = xmalloc( sizeof ( struct metrics ) * n ) ;
+ memset (f->m, 0, sizeof(struct metrics) * n);
+ f->n_var = n;
return f;
}
+void
+metrics_destroy(struct metrics *m)
+{
+ hsh_destroy(m->ordered_data);
+ hsh_destroy(m->ptile_hash);
+ if ( m-> histogram )
+ gsl_histogram_free(m->histogram);
+}
+
void
factor_statistics_free(struct factor_statistics *f)
{
- hsh_destroy(f->m->ordered_data);
+
+ int i;
+ for ( i = 0 ; i < f->n_var; ++i )
+ metrics_destroy(&f->m[i]);
free(f->m) ;
free(f);
}