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/*
* Java Genetic Algorithm Library (jenetics-3.4.0).
* Copyright (c) 2007-2016 Franz Wilhelmstötter
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* Author:
* Franz Wilhelmstötter ([email protected])
*/
package org.jenetics.stat;
import static java.lang.Double.compare;
import static java.lang.String.format;
import static java.util.Objects.requireNonNull;
import static org.jenetics.internal.util.Equality.eq;
import java.util.Arrays;
import java.util.function.DoubleConsumer;
import java.util.function.ToDoubleFunction;
import java.util.stream.Collector;
import org.jenetics.internal.util.Hash;
/**
* Implementation of the quantile estimation algorithm published by
*
* Raj JAIN and Imrich CHLAMTAC:
*
* The P2 Algorithm for Dynamic Calculation of Quantiles and
* Histograms Without Storing Observations
*
*
* [Communications
* of the ACM; October 1985, Volume 28, Number 10]
*
* This class is designed to work with (though does not require) streams. For
* example, you can compute the quantile with:
*
{@code
* final DoubleStream stream = ...
* final Quantile quantile = stream.collect(
* () -> new Quantile(0.23),
* Quantile::accept,
* Quantile::combine
* );
* }
*
*
* Implementation note:
* This implementation is not thread safe. However, it is safe to use on a
* parallel stream, because the parallel implementation of
* {@link java.util.stream.Stream#collect Stream.collect()}provides the
* necessary partitioning, isolation, and merging of results for safe and
* efficient parallel execution.
*
* Using this class in the {@code collect} method of an parallel stream can
* lead to an reduced accuracy of the quantile value. Since this implementation
* is an estimation algorithm, combining the estimations will only work for
* large streams ({@code size >> 1000}).
*
* @see Wikipedia: Quantile
*
* @author Franz Wilhelmstötter
* @since 1.0
* @version 3.1
*/
public class Quantile implements DoubleConsumer {
private long _samples = 0;
// The desired quantile.
private final double _quantile;
// Marker heights.
private final double[] _q = {0, 0, 0, 0, 0};
// Marker positions.
private final double[] _n = {0, 0, 0, 0, 0};
// Desired marker positions.
private final double[] _nn = {0, 0, 0};
// Desired marker position increments.
private final double[] _dn = {0, 0, 0};
private boolean _initialized;
/**
* Create a new quantile accumulator with the given value.
*
* @param quantile the wished quantile value.
* @throws IllegalArgumentException if the {@code quantile} is not in the
* range {@code [0, 1]}.
*/
public Quantile(final double quantile) {
_quantile = quantile;
init(quantile);
}
private void init(final double quantile) {
check(quantile);
Arrays.fill(_q, 0);
Arrays.fill(_n, 0);
Arrays.fill(_nn, 0);
Arrays.fill(_dn, 0);
_n[0] = -1.0;
_q[2] = 0.0;
_initialized =
compare(quantile, 0.0) == 0 ||
compare(quantile, 1.0) == 0;
_samples = 0;
}
private static void check(final double quantile) {
if (quantile < 0.0 || quantile > 1) {
throw new IllegalArgumentException(format(
"Quantile (%s) not in the valid range of [0, 1]", quantile
));
}
}
/**
* Reset this object to its initial state.
*/
public void reset() {
init(_quantile);
}
/**
* Return the quantile {@code this} object has been parametrized
* with.
*
* @since 3.1
*
* @return the quantile {@code this} object has been parametrized
* with
*/
public double getQuantile() {
return _quantile;
}
/**
* Return the computed quantile value.
*
* @return the quantile value.
*/
public double getValue() {
return _q[2];
}
/**
* Return the number of samples the quantile value was calculated of.
*
*
* @return the number of samples the quantile value was calculated of
*/
public long getSamples() {
return _samples;
}
@Override
public void accept(final double value) {
if (!_initialized) {
initialize(value);
} else {
update(value);
}
++_samples;
}
/**
* Combine two {@code Quantile} objects.
*
* @since 3.1
*
* @param other the other {@code Quantile} object to combine
* @return {@code this}
* @throws java.lang.NullPointerException if the {@code other} object is
* {@code null}.
* @throws java.lang.IllegalArgumentException if the {@link #getQuantile}
* of the {@code other} object differs from {@code this} one.
*/
public Quantile combine(final Quantile other) {
if (_quantile != other._quantile) {
throw new IllegalArgumentException(format(
"Can't perform combine, the quantile are not equal: %s != %s",
_quantile, other._quantile
));
}
_samples += other._samples;
if (_quantile == 0.0) {
_q[2] = Math.min(_q[2], other._q[2]);
} else if (_quantile == 1.0) {
_q[2] = Math.max(_q[2], other._q[2]);
} else {
// Combine the marker positions.
_n[1] += other._n[1];
_n[2] += other._n[2];
_n[3] += other._n[3];
_n[4] += other._n[4];
// Combine the marker height.
_q[0] = Math.min(_q[0], other._q[0]);
_q[1] = (_q[1] + other._q[1])*0.5;
_q[2] = (_q[2] + other._q[2])*0.5;
_q[3] = (_q[3] + other._q[3])*0.5;
_q[4] = Math.max(_q[4], other._q[4]);
// Combine position of markers.
_nn[0] += other._nn[0];
_nn[1] += other._nn[1];
_nn[2] += other._nn[2];
adjustMarkerHeights();
}
return this;
}
private void initialize(double value) {
if (_n[0] < 0.0) {
_n[0] = 0.0;
_q[0] = value;
} else if (_n[1] == 0.0) {
_n[1] = 1.0;
_q[1] = value;
} else if (_n[2] == 0.0) {
_n[2] = 2.0;
_q[2] = value;
} else if (_n[3] == 0.0) {
_n[3] = 3.0;
_q[3] = value;
} else if (_n[4] == 0.0) {
_n[4] = 4.0;
_q[4] = value;
}
if (_n[4] != 0.0) {
Arrays.sort(_q);
_nn[0] = 2.0*_quantile;
_nn[1] = 4.0*_quantile;
_nn[2] = 2.0*_quantile + 2.0;
_dn[0] = _quantile/2.0;
_dn[1] = _quantile;
_dn[2] = (1.0 + _quantile)/2.0;
_initialized = true;
}
}
private void update(double value) {
assert _initialized;
// If min or max, handle as special case; otherwise, ...
if (_quantile == 0.0) {
if (value < _q[2]) {
_q[2] = value;
}
} else if (_quantile == 1.0) {
if (value > _q[2]) {
_q[2] = value;
}
} else {
// Increment marker locations and update min and max.
if (value < _q[0]) {
++_n[1]; ++_n[2]; ++_n[3]; ++_n[4]; _q[0] = value;
} else if (value < _q[1]) {
++_n[1]; ++_n[2]; ++_n[3]; ++_n[4];
} else if (value < _q[2]) {
++_n[2]; ++_n[3]; ++_n[4];
} else if (value < _q[3]) {
++_n[3]; ++_n[4];
} else if (value < _q[4]) {
++_n[4];
} else {
++_n[4]; _q[4] = value;
}
// Increment positions of markers k + 1
_nn[0] += _dn[0];
_nn[1] += _dn[1];
_nn[2] += _dn[2];
adjustMarkerHeights();
}
}
// Adjust heights of markers 0 to 2 if necessary
private void adjustMarkerHeights() {
double mm = _n[1] - 1.0;
double mp = _n[1] + 1.0;
if (_nn[0] >= mp && _n[2] > mp) {
_q[1] = qPlus(mp, _n[0], _n[1], _n[2], _q[0], _q[1], _q[2]);
_n[1] = mp;
} else if (_nn[0] <= mm && _n[0] < mm) {
_q[1] = qMinus(mm, _n[0], _n[1], _n[2], _q[0], _q[1], _q[2]);
_n[1] = mm;
}
mm = _n[2] - 1.0;
mp = _n[2] + 1.0;
if (_nn[1] >= mp && _n[3] > mp) {
_q[2] = qPlus(mp, _n[1], _n[2], _n[3], _q[1], _q[2], _q[3]);
_n[2] = mp;
} else if (_nn[1] <= mm && _n[1] < mm) {
_q[2] = qMinus(mm, _n[1], _n[2], _n[3], _q[1], _q[2], _q[3]);
_n[2] = mm;
}
mm = _n[3] - 1.0;
mp = _n[3] + 1.0;
if (_nn[2] >= mp && _n[4] > mp) {
_q[3] = qPlus(mp, _n[2], _n[3], _n[4], _q[2], _q[3], _q[4]);
_n[3] = mp;
} else if (_nn[2] <= mm && _n[2] < mm) {
_q[3] = qMinus(mm, _n[2], _n[3], _n[4], _q[2], _q[3], _q[4]);
_n[3] = mm;
}
}
private static double qPlus(
final double mp,
final double m0,
final double m1,
final double m2,
final double q0,
final double q1,
final double q2
) {
double result = q1 +
((mp - m0)*(q2 - q1)/(m2 - m1) +
(m2 - mp)*(q1 - q0)/(m1 - m0))/(m2 - m0);
if (result > q2) {
result = q1 + (q2 - q1)/(m2 - m1);
}
return result;
}
private static double qMinus(
final double mm,
final double m0,
final double m1,
final double m2,
final double q0,
final double q1,
final double q2
) {
double result = q1 -
((mm - m0)*(q2 - q1)/(m2 - m1) +
(m2 - mm)*(q1 - q0)/(m1 - m0))/(m2 - m0);
if (q0 > result) {
result = q1 + (q0 - q1)/(m0 - m1);
}
return result;
}
@Override
public int hashCode() {
return Hash.of(getClass()).
and(super.hashCode()).
and(_quantile).
and(_dn).
and(_n).
and(_nn).
and(_q).value();
}
@Override
public boolean equals(final Object obj) {
return obj instanceof Quantile &&
eq(_quantile, ((Quantile)obj)._quantile) &&
eq(_dn, ((Quantile)obj)._dn) &&
eq(_n, ((Quantile)obj)._n) &&
eq(_nn, ((Quantile)obj)._nn) &&
eq(_q, ((Quantile)obj)._q) &&
super.equals(obj);
}
@Override
public String toString() {
return format(
"%s[samples=%d, quantile=%f]",
getClass().getSimpleName(), getSamples(), getValue()
);
}
static Quantile median() {
return new Quantile(0.5);
}
/**
* Return a {@code Collector} which applies an double-producing mapping
* function to each input element, and returns quantiles for the resulting
* values.
*
*
{@code
* final Stream stream = ...
* final Quantile quantile = stream
* .collect(toQuantile(0.25, v -> v.doubleValue()));
* }
*
* @param quantile the wished quantile value.
* @param mapper a mapping function to apply to each element
* @param the type of the input elements
* @return a {@code Collector} implementing the quantiles reduction
* @throws java.lang.NullPointerException if the given {@code mapper} is
* {@code null}
* @throws IllegalArgumentException if the {@code quantile} is not in the
* range {@code [0, 1]}.
*/
public static Collector toQuantile(
final double quantile,
final ToDoubleFunction mapper
) {
check(quantile);
requireNonNull(mapper);
return Collector.of(
() -> new Quantile(quantile),
(r, t) -> r.accept(mapper.applyAsDouble(t)),
Quantile::combine
);
}
/**
* Return a {@code Collector} which applies an double-producing mapping
* function to each input element, and returns the median for the resulting
* values.
*
* {@code
* final Stream stream = ...
* final Quantile median = stream.collect(toMedian(v -> v.doubleValue()));
* }
*
* @param mapper a mapping function to apply to each element
* @param the type of the input elements
* @return a {@code Collector} implementing the quantiles reduction
* @throws java.lang.NullPointerException if the given {@code mapper} is
* {@code null}
*/
public static Collector toMedian(
final ToDoubleFunction mapper
) {
requireNonNull(mapper);
return Collector.of(
Quantile::median,
(r, t) -> r.accept(mapper.applyAsDouble(t)),
Quantile::combine
);
}
}