/* SPDX-License-Identifier: BSD-2-Clause */ /* * Copyright (C) 2019, Raspberry Pi (Trading) Limited * * histogram.cpp - histogram calculations */ #include <math.h> #include <stdio.h> #include "histogram.hpp" using namespace RPi; uint64_t Histogram::CumulativeFreq(double bin) const { if (bin <= 0) return 0; else if (bin >= Bins()) return Total(); int b = (int)bin; return cumulative_[b] + (bin - b) * (cumulative_[b + 1] - cumulative_[b]); } double Histogram::Quantile(double q, int first, int last) const { if (first == -1) first = 0; if (last == -1) last = cumulative_.size() - 2; assert(first <= last); uint64_t items = q * Total(); while (first < last) // binary search to find the right bin { int middle = (first + last) / 2; if (cumulative_[middle + 1] > items) last = middle; // between first and middle else first = middle + 1; // after middle } assert(items >= cumulative_[first] && items <= cumulative_[last + 1]); double frac = cumulative_[first + 1] == cumulative_[first] ? 0 : (double)(items - cumulative_[first]) / (cumulative_[first + 1] - cumulative_[first]); return first + frac; } double Histogram::InterQuantileMean(double q_lo, double q_hi) const { assert(q_hi > q_lo); double p_lo = Quantile(q_lo); double p_hi = Quantile(q_hi, (int)p_lo); double sum_bin_freq = 0, cumul_freq = 0; for (double p_next = floor(p_lo) + 1.0; p_next <= ceil(p_hi); p_lo = p_next, p_next += 1.0) { int bin = floor(p_lo); double freq = (cumulative_[bin + 1] - cumulative_[bin]) * (std::min(p_next, p_hi) - p_lo); sum_bin_freq += bin * freq; cumul_freq += freq; } // add 0.5 to give an average for bin mid-points return sum_bin_freq / cumul_freq + 0.5; }