This class is used to approximate cumulative probibility distributions of a stream of observations without storing the observations or having any apriori knowlege of the range of the data. More...

#include <StatCumProbDistDynCalc.h>

Inheritance diagram for Isis::StatCumProbDistDynCalc:

Collaboration diagram for Isis::StatCumProbDistDynCalc:

Public Member Functions
	StatCumProbDistDynCalc (unsigned int nodes=20, QObject *parent=0)
	Construtor sets up the class to start recieving data.

	StatCumProbDistDynCalc (Project project, XmlStackedHandlerReader xmlReader, QObject *parent=0)

	StatCumProbDistDynCalc (const StatCumProbDistDynCalc &other)

	~StatCumProbDistDynCalc ()
	Destroys StatCumProbDistDynCalc object.

StatCumProbDistDynCalc &	operator= (const StatCumProbDistDynCalc &other)

void	initialize ()
	Inializer, resets the class to start its dynamic calculation anew.

void	setQuantiles (unsigned int nodes)

void	validate ()

void	addObs (double obs)
	Values for the estimated quantile positions are update as observations are added.

double	cumProb (double value)
	Provides the cumulative probility, that is, the proportion of the distribution that is less than or equal to the value given (according the current estimate of cumulative probility function).

double	value (double cumProb)
	Provides the value of the variable that has the given cumulative probility (according the current estimate of cumulative probility function)

double	max ()
	Returns the maximum observation so far included in the dynamic calculation.

double	min ()
	Returns the maximum observation so far included in the dynamic calculation.

void	save (QXmlStreamWriter &stream, const Project *project) const

QDataStream &	write (QDataStream &stream) const

QDataStream &	read (QDataStream &stream)

Detailed Description

This class is used to approximate cumulative probibility distributions of a stream of observations without storing the observations or having any apriori knowlege of the range of the data.

This class is used to approximate cumulative probibility distributions of a stream of observations without storing the observations or having any apriori knowlege of the range of the data. "The P^2 algorithim for dynamic calculation of Quantiles and Histograms without storing Observations" Raj Jain and Imrich Chlamtac, Communication of the ACM Oct 1985, is used. A finite set of evenly spaced qunatiles are dynamically updated as more observations are added. The number of quantiles is set in the construtor, and has a defualt of 20. After sufficient data points (number of observations >> number of quantiles to track) the class provides cumulative probility as a function of value or vice versa. Thus it can be used to build histograms or find any number of discrete quantiles. Specific points on the function are evaluated by fiting piece wise parabolic functions to the three nearest adjacent nodes. Preformance of algorithim is within a few percent error for most of the distribution (given sufficient data), however care should be taken if the points to be querried are within 200/(numberOfQuantiles-1)% of the edges of the distributions. Near the edges the individual quantiles are still well calculated, but the piece wise parabolic function doesn't always fit the tails well, so interpolated points are more unrealiable. Developement note: Two possible ways to improve the fitting of the tails: caculate more densely place quantiles near the edges, use exponential regression (or some other alternative–perhaps adaptively selected).

Author: 2012-03-23 Orrin Thomas

Constructor & Destructor Documentation

◆ StatCumProbDistDynCalc() [1/3]

Isis::StatCumProbDistDynCalc::StatCumProbDistDynCalc	(	unsigned int	nodes = 20,
		QObject *	parent = 0 )

Construtor sets up the class to start recieving data.

Parameters

[in] unsigned int nodes – this is the number of specific evenly spaced quantiles that will be dynamically tracked

References initialize(), and setQuantiles().

◆ StatCumProbDistDynCalc() [2/3]

Isis::StatCumProbDistDynCalc::StatCumProbDistDynCalc	(	Project *	project,
		XmlStackedHandlerReader *	xmlReader,
		QObject *	parent = 0 )

References initialize().

◆ StatCumProbDistDynCalc() [3/3]

Isis::StatCumProbDistDynCalc::StatCumProbDistDynCalc ( const StatCumProbDistDynCalc & other )

◆ ~StatCumProbDistDynCalc()

Isis::StatCumProbDistDynCalc::~StatCumProbDistDynCalc ( )

Destroys StatCumProbDistDynCalc object.

Member Function Documentation

◆ addObs()

void Isis::StatCumProbDistDynCalc::addObs ( double obs )

Values for the estimated quantile positions are update as observations are added.

Parameters

[in] double obs – the individual observation to be used to dynamically readjust the cumulative probility distribution

Referenced by Isis::BundleResults::addProbabilityDistributionObservation(), and Isis::BundleResults::addResidualsProbabilityDistributionObservation().

◆ cumProb()

double Isis::StatCumProbDistDynCalc::cumProb ( double value )

Provides the cumulative probility, that is, the proportion of the distribution that is less than or equal to the value given (according the current estimate of cumulative probility function).

Parameters

[in] value – the upper bound of values considered in the cumlative probility calculation

Returns: double – the cumulative probility, that is, the proportion of the distribution that is less than or equal to the value given (according the current estimate of cumulative probility function).

Exceptions

IsisProgrammerError – StatCumProbDistDynCalc will return no data until there has been at least m_numberQuantiles observations added

References validate(), and value().

Referenced by value().

◆ initialize()

void Isis::StatCumProbDistDynCalc::initialize ( )

Inializer, resets the class to start its dynamic calculation anew.

Parameters

[in] unsigned int nodes – this is the number of specific evenly spaced quantiles that will be dynamically tracked

Referenced by setQuantiles(), StatCumProbDistDynCalc(), and StatCumProbDistDynCalc().

◆ max()

double Isis::StatCumProbDistDynCalc::max ( )

Returns the maximum observation so far included in the dynamic calculation.

Returns: double – the maximum observation so far included in the dynamic calculation

Exceptions

IsisProgrammerError – StatCumProbDistDynCalc will return no data until the number of observations added matches the number of quantiles (i.e. number of nodes) selected.

References validate().

Referenced by Isis::BundleSolutionInfo::outputHeader().

◆ min()

double Isis::StatCumProbDistDynCalc::min ( )

Returns the maximum observation so far included in the dynamic calculation.

Returns: double – the maximum observation so far included in the dynamic calculation

Exceptions

IsisProgrammerError – StatCumProbDistDynCalc will return no data until the number of observations added matches the number of quantiles (i.e. number of nodes) selected.

References validate().

Referenced by Isis::BundleSolutionInfo::outputHeader().

◆ operator=()

StatCumProbDistDynCalc & Isis::StatCumProbDistDynCalc::operator= ( const StatCumProbDistDynCalc & other )

◆ read()

QDataStream & Isis::StatCumProbDistDynCalc::read ( QDataStream & stream )

◆ save()

void Isis::StatCumProbDistDynCalc::save	(	QXmlStreamWriter &	stream,
		const Project *	project ) const

References Isis::toString().

◆ setQuantiles()

void Isis::StatCumProbDistDynCalc::setQuantiles ( unsigned int nodes )

References initialize().

Referenced by Isis::BundleResults::initializeProbabilityDistribution(), Isis::BundleResults::initializeResidualsProbabilityDistribution(), and StatCumProbDistDynCalc().

◆ validate()

void Isis::StatCumProbDistDynCalc::validate ( )

References _FILEINFO_, Isis::IException::Programmer, and Isis::toString().

Referenced by cumProb(), max(), min(), and value().

◆ value()

double Isis::StatCumProbDistDynCalc::value ( double cumProb )

Provides the value of the variable that has the given cumulative probility (according the current estimate of cumulative probility function)

Parameters

[in] cumProb – cumlative probability, domain [0, 1]

Returns: double – the vaule of the variable that has the cumulative probility (according the current estimate of cumulative probility function)

Exceptions

IsisProgrammerError	– StatCumProbDistDynCalc will return no data until the number of observations added matches the number of quantiles (i.e. number of nodes) selected.
IsisProgrammerError	– Invalid cumulative probability passed in to StatCumProbDistDynCalc::value(double cumProb). Must be on the domain [0, 1].

References _FILEINFO_, cumProb(), Isis::IException::Programmer, Isis::toString(), and validate().

Referenced by cumProb(), Isis::BundleSolutionInfo::outputHeader(), and Isis::BundleResults::printMaximumLikelihoodTierInformation().

◆ write()

QDataStream & Isis::StatCumProbDistDynCalc::write ( QDataStream & stream ) const

The documentation for this class was generated from the following files:

/Users/astamile/ISIS3/isis/src/base/objs/StatCumProbDistDynCalc/StatCumProbDistDynCalc.h
/Users/astamile/ISIS3/isis/src/base/objs/StatCumProbDistDynCalc/StatCumProbDistDynCalc.cpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ StatCumProbDistDynCalc() [1/3]

◆ StatCumProbDistDynCalc() [2/3]

◆ StatCumProbDistDynCalc() [3/3]

◆ ~StatCumProbDistDynCalc()

Member Function Documentation

◆ addObs()

◆ cumProb()

◆ initialize()

◆ max()

◆ min()

◆ operator=()

◆ read()

◆ save()

◆ setQuantiles()

◆ validate()

◆ value()

◆ write()