'use strict' import { isBigNumber, isCollection, isNumber } from '../../utils/is' import { isInteger } from '../../utils/number' import { flatten } from '../../utils/array' import { factory } from '../../utils/factory' const name = 'quantileSeq' const dependencies = ['typed', 'add', 'multiply', 'partitionSelect', 'compare', 'type.BigNumber'] export const createQuantileSeq = factory(name, dependencies, ({ typed, add, multiply, partitionSelect, compare, type: { BigNumber } }) => { /** * 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) { let 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') } const nPlusOne = probOrN + 1 probArr = new Array(probOrN) for (let i = 0; i < probOrN;) { probArr[i] = _quantileSeq(dataArr, (++i) / nPlusOne, sorted) } return probArr } } if (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 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 const 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') } const nPlusOne = new BigNumber(intN + 1) probArr = new Array(intN) for (let 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 (let i = 0; i < probArr.length; ++i) { const currProb = probOrN[i] 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[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) { const flat = flatten(array) const len = flat.length if (len === 0) { throw new Error('Cannot calculate quantile of an empty sequence') } if (isNumber(prob)) { const index = prob * (len - 1) const fracPart = index % 1 if (fracPart === 0) { const value = sorted ? flat[index] : partitionSelect(flat, index) validate(value) return value } const integerPart = Math.floor(index) let left let 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 (let 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 let index = prob.times(len - 1) if (index.isInteger()) { index = index.toNumber() const value = sorted ? flat[index] : partitionSelect(flat, index) validate(value) return value } const integerPart = index.floor() const fracPart = index.minus(integerPart) const integerPartNumber = integerPart.toNumber() let left let 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 (let 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] const 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 */ const validate = typed({ 'number | BigNumber | Unit': function (x) { return x } }) return quantileSeq })