'use strict'; var isInteger = require('../../utils/number').isInteger; var isNumber = require('../../utils/number').isNumber; var flatten = require('../../utils/array').flatten; var isCollection = require('../../utils/collection/isCollection'); function factory (type, config, load, typed) { var add = load(require('../arithmetic/add')); var multiply = load(require('../arithmetic/multiply')); var partitionSelect = load(require('../matrix/partitionSelect')); var compare = load(require('../relational/compare')); /** * 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, var * * @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 (type.isBigNumber(probOrN)) { if (probOrN.isNegative()) { throw new Error('N/prob must be non-negative'); } one = new probOrN.constructor(1); if (probOrN.lte(one)) { // quantileSeq([a, b, c, d, ...], prob[,sorted]) return _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 type.BigNumber(intN + 1); probArr = new Array(intN); for (var i = 0; i < intN;) { probArr[i] = _quantileSeq(dataArr, new type.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 i = 0; i < probArr.length; ++i) { var currProb = probOrN[i]; if (isNumber(currProb)) { if (currProb < 0 || currProb > 1) { throw new Error('Probability must be between 0 and 1, inclusive'); } } else if (type.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[i] = _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, 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, 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 i = 0; i < integerPartNumber; ++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] 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 (x) { return x; } }); return quantileSeq; } exports.name = 'quantileSeq'; exports.factory = factory;