66 lines
1.9 KiB
C++
66 lines
1.9 KiB
C++
|
// Copyright Nick Thompson 2019.
|
||
|
|
// Use, modification and distribution are subject to the
|
||
|
|
// Boost Software License, Version 1.0. (See accompanying file
|
||
|
|
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
|
||
|
|
|
||
|
|
#ifndef BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP
|
||
|
|
#define BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP
|
||
|
|
#include <algorithm>
|
||
|
|
#include <iterator>
|
||
|
|
#include <stdexcept>
|
||
|
|
#include <type_traits>
|
||
|
|
#include <utility>
|
||
|
|
|
||
|
|
namespace boost { namespace math{
|
||
|
|
|
||
|
|
template<class RandomAccessContainer>
|
||
|
|
class empirical_cumulative_distribution_function {
|
||
|
|
using Real = typename RandomAccessContainer::value_type;
|
||
|
|
public:
|
||
|
|
empirical_cumulative_distribution_function(RandomAccessContainer && v, bool sorted = false)
|
||
|
|
{
|
||
|
|
if (v.size() == 0) {
|
||
|
|
throw std::domain_error("At least one sample is required to compute an empirical CDF.");
|
||
|
|
}
|
||
|
|
m_v = std::move(v);
|
||
|
|
if (!sorted) {
|
||
|
|
std::sort(m_v.begin(), m_v.end());
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
auto operator()(Real x) const {
|
||
|
|
if constexpr (std::is_integral_v<Real>)
|
||
|
|
{
|
||
|
|
if (x < m_v[0]) {
|
||
|
|
return double(0);
|
||
|
|
}
|
||
|
|
if (x >= m_v[m_v.size()-1]) {
|
||
|
|
return double(1);
|
||
|
|
}
|
||
|
|
auto it = std::upper_bound(m_v.begin(), m_v.end(), x);
|
||
|
|
return static_cast<double>(std::distance(m_v.begin(), it))/static_cast<double>(m_v.size());
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
if (x < m_v[0]) {
|
||
|
|
return Real(0);
|
||
|
|
}
|
||
|
|
if (x >= m_v[m_v.size()-1]) {
|
||
|
|
return Real(1);
|
||
|
|
}
|
||
|
|
auto it = std::upper_bound(m_v.begin(), m_v.end(), x);
|
||
|
|
return static_cast<Real>(std::distance(m_v.begin(), it))/static_cast<Real>(m_v.size());
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
RandomAccessContainer&& return_data() {
|
||
|
|
return std::move(m_v);
|
||
|
|
}
|
||
|
|
|
||
|
|
private:
|
||
|
|
RandomAccessContainer m_v;
|
||
|
|
};
|
||
|
|
|
||
|
|
}}
|
||
|
|
#endif
|