275 lines
8.4 KiB
JavaScript
275 lines
8.4 KiB
JavaScript
|
import { isBigNumber, isCollection, isNumber } from '../../utils/is.js';
|
||
|
|
import { isInteger } from '../../utils/number.js';
|
||
|
|
import { flatten } from '../../utils/array.js';
|
||
|
|
import { factory } from '../../utils/factory.js';
|
||
|
|
var name = 'quantileSeq';
|
||
|
|
var dependencies = ['typed', 'add', 'multiply', 'partitionSelect', 'compare'];
|
||
|
|
export var createQuantileSeq = /* #__PURE__ */factory(name, dependencies, _ref => {
|
||
|
|
var {
|
||
|
|
typed,
|
||
|
|
add,
|
||
|
|
multiply,
|
||
|
|
partitionSelect,
|
||
|
|
compare
|
||
|
|
} = _ref;
|
||
|
|
|
||
|
|
/**
|
||
|
|
* Compute the prob order quantile of a matrix or a list with values.
|
||
|
|
* The sequence is sorted and the middle value is returned.
|
||
|
|
* Supported types of sequence values are: Number, BigNumber, Unit
|
||
|
|
* Supported types of probability are: Number, BigNumber
|
||
|
|
*
|
||
|
|
* In case of a (multi dimensional) array or matrix, the prob order quantile
|
||
|
|
* of all elements will be calculated.
|
||
|
|
*
|
||
|
|
* Syntax:
|
||
|
|
*
|
||
|
|
* math.quantileSeq(A, prob[, sorted])
|
||
|
|
* math.quantileSeq(A, [prob1, prob2, ...][, sorted])
|
||
|
|
* math.quantileSeq(A, N[, sorted])
|
||
|
|
*
|
||
|
|
* Examples:
|
||
|
|
*
|
||
|
|
* math.quantileSeq([3, -1, 5, 7], 0.5) // returns 4
|
||
|
|
* math.quantileSeq([3, -1, 5, 7], [1/3, 2/3]) // returns [3, 5]
|
||
|
|
* math.quantileSeq([3, -1, 5, 7], 2) // returns [3, 5]
|
||
|
|
* math.quantileSeq([-1, 3, 5, 7], 0.5, true) // returns 4
|
||
|
|
*
|
||
|
|
* See also:
|
||
|
|
*
|
||
|
|
* median, mean, min, max, sum, prod, std, variance
|
||
|
|
*
|
||
|
|
* @param {Array, Matrix} data A single matrix or Array
|
||
|
|
* @param {Number, BigNumber, Array} probOrN prob is the order of the quantile, while N is
|
||
|
|
* the amount of evenly distributed steps of
|
||
|
|
* probabilities; only one of these options can
|
||
|
|
* be provided
|
||
|
|
* @param {Boolean} sorted=false is data sorted in ascending order
|
||
|
|
* @return {Number, BigNumber, Unit, Array} Quantile(s)
|
||
|
|
*/
|
||
|
|
function quantileSeq(data, probOrN, sorted) {
|
||
|
|
var probArr, dataArr, one;
|
||
|
|
|
||
|
|
if (arguments.length < 2 || arguments.length > 3) {
|
||
|
|
throw new SyntaxError('Function quantileSeq requires two or three parameters');
|
||
|
|
}
|
||
|
|
|
||
|
|
if (isCollection(data)) {
|
||
|
|
sorted = sorted || false;
|
||
|
|
|
||
|
|
if (typeof sorted === 'boolean') {
|
||
|
|
dataArr = data.valueOf();
|
||
|
|
|
||
|
|
if (isNumber(probOrN)) {
|
||
|
|
if (probOrN < 0) {
|
||
|
|
throw new Error('N/prob must be non-negative');
|
||
|
|
}
|
||
|
|
|
||
|
|
if (probOrN <= 1) {
|
||
|
|
// quantileSeq([a, b, c, d, ...], prob[,sorted])
|
||
|
|
return _quantileSeq(dataArr, probOrN, sorted);
|
||
|
|
}
|
||
|
|
|
||
|
|
if (probOrN > 1) {
|
||
|
|
// quantileSeq([a, b, c, d, ...], N[,sorted])
|
||
|
|
if (!isInteger(probOrN)) {
|
||
|
|
throw new Error('N must be a positive integer');
|
||
|
|
}
|
||
|
|
|
||
|
|
var nPlusOne = probOrN + 1;
|
||
|
|
probArr = new Array(probOrN);
|
||
|
|
|
||
|
|
for (var i = 0; i < probOrN;) {
|
||
|
|
probArr[i] = _quantileSeq(dataArr, ++i / nPlusOne, sorted);
|
||
|
|
}
|
||
|
|
|
||
|
|
return probArr;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
if (isBigNumber(probOrN)) {
|
||
|
|
var BigNumber = probOrN.constructor;
|
||
|
|
|
||
|
|
if (probOrN.isNegative()) {
|
||
|
|
throw new Error('N/prob must be non-negative');
|
||
|
|
}
|
||
|
|
|
||
|
|
one = new BigNumber(1);
|
||
|
|
|
||
|
|
if (probOrN.lte(one)) {
|
||
|
|
// quantileSeq([a, b, c, d, ...], prob[,sorted])
|
||
|
|
return new BigNumber(_quantileSeq(dataArr, probOrN, sorted));
|
||
|
|
}
|
||
|
|
|
||
|
|
if (probOrN.gt(one)) {
|
||
|
|
// quantileSeq([a, b, c, d, ...], N[,sorted])
|
||
|
|
if (!probOrN.isInteger()) {
|
||
|
|
throw new Error('N must be a positive integer');
|
||
|
|
} // largest possible Array length is 2^32-1
|
||
|
|
// 2^32 < 10^15, thus safe conversion guaranteed
|
||
|
|
|
||
|
|
|
||
|
|
var intN = probOrN.toNumber();
|
||
|
|
|
||
|
|
if (intN > 4294967295) {
|
||
|
|
throw new Error('N must be less than or equal to 2^32-1, as that is the maximum length of an Array');
|
||
|
|
}
|
||
|
|
|
||
|
|
var _nPlusOne = new BigNumber(intN + 1);
|
||
|
|
|
||
|
|
probArr = new Array(intN);
|
||
|
|
|
||
|
|
for (var _i = 0; _i < intN;) {
|
||
|
|
probArr[_i] = new BigNumber(_quantileSeq(dataArr, new BigNumber(++_i).div(_nPlusOne), sorted));
|
||
|
|
}
|
||
|
|
|
||
|
|
return probArr;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
if (Array.isArray(probOrN)) {
|
||
|
|
// quantileSeq([a, b, c, d, ...], [prob1, prob2, ...][,sorted])
|
||
|
|
probArr = new Array(probOrN.length);
|
||
|
|
|
||
|
|
for (var _i2 = 0; _i2 < probArr.length; ++_i2) {
|
||
|
|
var currProb = probOrN[_i2];
|
||
|
|
|
||
|
|
if (isNumber(currProb)) {
|
||
|
|
if (currProb < 0 || currProb > 1) {
|
||
|
|
throw new Error('Probability must be between 0 and 1, inclusive');
|
||
|
|
}
|
||
|
|
} else if (isBigNumber(currProb)) {
|
||
|
|
one = new currProb.constructor(1);
|
||
|
|
|
||
|
|
if (currProb.isNegative() || currProb.gt(one)) {
|
||
|
|
throw new Error('Probability must be between 0 and 1, inclusive');
|
||
|
|
}
|
||
|
|
} else {
|
||
|
|
throw new TypeError('Unexpected type of argument in function quantileSeq'); // FIXME: becomes redundant when converted to typed-function
|
||
|
|
}
|
||
|
|
|
||
|
|
probArr[_i2] = _quantileSeq(dataArr, currProb, sorted);
|
||
|
|
}
|
||
|
|
|
||
|
|
return probArr;
|
||
|
|
}
|
||
|
|
|
||
|
|
throw new TypeError('Unexpected type of argument in function quantileSeq'); // FIXME: becomes redundant when converted to typed-function
|
||
|
|
}
|
||
|
|
|
||
|
|
throw new TypeError('Unexpected type of argument in function quantileSeq'); // FIXME: becomes redundant when converted to typed-function
|
||
|
|
}
|
||
|
|
|
||
|
|
throw new TypeError('Unexpected type of argument in function quantileSeq'); // FIXME: becomes redundant when converted to typed-function
|
||
|
|
}
|
||
|
|
/**
|
||
|
|
* Calculate the prob order quantile of an n-dimensional array.
|
||
|
|
*
|
||
|
|
* @param {Array} array
|
||
|
|
* @param {Number, BigNumber} prob
|
||
|
|
* @param {Boolean} sorted
|
||
|
|
* @return {Number, BigNumber, Unit} prob order quantile
|
||
|
|
* @private
|
||
|
|
*/
|
||
|
|
|
||
|
|
|
||
|
|
function _quantileSeq(array, prob, sorted) {
|
||
|
|
var flat = flatten(array);
|
||
|
|
var len = flat.length;
|
||
|
|
|
||
|
|
if (len === 0) {
|
||
|
|
throw new Error('Cannot calculate quantile of an empty sequence');
|
||
|
|
}
|
||
|
|
|
||
|
|
if (isNumber(prob)) {
|
||
|
|
var _index = prob * (len - 1);
|
||
|
|
|
||
|
|
var _fracPart = _index % 1;
|
||
|
|
|
||
|
|
if (_fracPart === 0) {
|
||
|
|
var value = sorted ? flat[_index] : partitionSelect(flat, _index);
|
||
|
|
validate(value);
|
||
|
|
return value;
|
||
|
|
}
|
||
|
|
|
||
|
|
var _integerPart = Math.floor(_index);
|
||
|
|
|
||
|
|
var _left;
|
||
|
|
|
||
|
|
var _right;
|
||
|
|
|
||
|
|
if (sorted) {
|
||
|
|
_left = flat[_integerPart];
|
||
|
|
_right = flat[_integerPart + 1];
|
||
|
|
} else {
|
||
|
|
_right = partitionSelect(flat, _integerPart + 1); // max of partition is kth largest
|
||
|
|
|
||
|
|
_left = flat[_integerPart];
|
||
|
|
|
||
|
|
for (var i = 0; i < _integerPart; ++i) {
|
||
|
|
if (compare(flat[i], _left) > 0) {
|
||
|
|
_left = flat[i];
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
validate(_left);
|
||
|
|
validate(_right); // Q(prob) = (1-f)*A[floor(index)] + f*A[floor(index)+1]
|
||
|
|
|
||
|
|
return add(multiply(_left, 1 - _fracPart), multiply(_right, _fracPart));
|
||
|
|
} // If prob is a BigNumber
|
||
|
|
|
||
|
|
|
||
|
|
var index = prob.times(len - 1);
|
||
|
|
|
||
|
|
if (index.isInteger()) {
|
||
|
|
index = index.toNumber();
|
||
|
|
|
||
|
|
var _value = sorted ? flat[index] : partitionSelect(flat, index);
|
||
|
|
|
||
|
|
validate(_value);
|
||
|
|
return _value;
|
||
|
|
}
|
||
|
|
|
||
|
|
var integerPart = index.floor();
|
||
|
|
var fracPart = index.minus(integerPart);
|
||
|
|
var integerPartNumber = integerPart.toNumber();
|
||
|
|
var left;
|
||
|
|
var right;
|
||
|
|
|
||
|
|
if (sorted) {
|
||
|
|
left = flat[integerPartNumber];
|
||
|
|
right = flat[integerPartNumber + 1];
|
||
|
|
} else {
|
||
|
|
right = partitionSelect(flat, integerPartNumber + 1); // max of partition is kth largest
|
||
|
|
|
||
|
|
left = flat[integerPartNumber];
|
||
|
|
|
||
|
|
for (var _i3 = 0; _i3 < integerPartNumber; ++_i3) {
|
||
|
|
if (compare(flat[_i3], left) > 0) {
|
||
|
|
left = flat[_i3];
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
validate(left);
|
||
|
|
validate(right); // Q(prob) = (1-f)*A[floor(index)] + f*A[floor(index)+1]
|
||
|
|
|
||
|
|
var one = new fracPart.constructor(1);
|
||
|
|
return add(multiply(left, one.minus(fracPart)), multiply(right, fracPart));
|
||
|
|
}
|
||
|
|
/**
|
||
|
|
* Check if array value types are valid, throw error otherwise.
|
||
|
|
* @param {number | BigNumber | Unit} x
|
||
|
|
* @param {number | BigNumber | Unit} x
|
||
|
|
* @private
|
||
|
|
*/
|
||
|
|
|
||
|
|
|
||
|
|
var validate = typed({
|
||
|
|
'number | BigNumber | Unit': function numberBigNumberUnit(x) {
|
||
|
|
return x;
|
||
|
|
}
|
||
|
|
});
|
||
|
|
return quantileSeq;
|
||
|
|
});
|