Re: [Boost-users] quantil

Subject: Re: [Boost-users] quantil
From: Philipp Kraus (philipp.kraus_at_[hidden])
Date: 2013-06-10 16:56:05

On 2013-06-10 21:44:21 +0200, sguazt said:

> 
> 
> 
> On Mon, Jun 10, 2013 at 9:13 PM, Philipp Kraus 
> <philipp.kraus_at_[hidden]> wrote:
> On 2013-06-10 20:58:40 +0200, sguazt said:
> 
> 
> 
> On Mon, Jun 10, 2013 at 4:22 PM, Philipp Kraus 
> <philipp.kraus_at_[hidden]> wrote:
> Hello,
> 
> I would like to create a box plot and use the static calls of the 
> boost. Median / average etc works well, but I need also the 25% & 75% 
> quantil of my data, I'm using a
> boost::accumulators::accumulator_set for calculating statistical data. 
> Can I / How can I use this for the quantil calculation or should I do 
> this myself?
> 
> Thanks
> 
> Phil
> 
> Hi,
> 
> Have you tried p_square_quantile from boost::accumulator?
> 
> http://www.boost.org/doc/libs/1_53_0/doc/html/accumulators/user_s_guide.html#accumulators.user_s_guide.the_statistical_accumulators_library.p_square_quantile 
> 
> 
> It uses a well-known algorithm to incrementally compute quantile estimation.
> 
> Great thanks, I don't see this section. But another question: I have 
> defined my accumulator like
>                typedef boost::accumulators::accumulator_set<double, 
> boost::accumulators::stats<
>                    boost::accumulators::tag::count,
>                    boost::accumulators::tag::sum,
>                    boost::accumulators::tag::median,
>                    boost::accumulators::tag::mean,
>                    boost::accumulators::tag::variance,
>                    boost::accumulators::tag::min,
>                    boost::accumulators::tag::max,
>                    boost::accumulators::tag::p_square_quantile
>                > > Accumulator;
> 
> Within the example the quantil value is set in the Ctor of the 
> accumulator. In my case I need two quantiles
> 0.25 & 0.75 so I need two p_square_quantile parts in my accu, so how I 
> can add the two quantils and how I
> can set it to the values?
> 
> 
> You can use the extended_p_square_quantile ;)
> 
> See the example here:
> 
> http://www.boost.org/doc/libs/1_53_0/doc/html/accumulators/user_s_guide.html#accumulators.user_s_guide.the_statistical_accumulators_library.extended_p_square_quantile 
> 

Thanks, but I can not create a working example and I can not compile 
the example code on the page.
I have set up my typedef to:
                typedef boost::accumulators::accumulator_set<double, 
boost::accumulators::stats< 
                    boost::accumulators::tag::count,
                    boost::accumulators::tag::sum,
                    boost::accumulators::tag::median, 
                    boost::accumulators::tag::mean, 
                    boost::accumulators::tag::variance,
                    boost::accumulators::tag::min,
                    boost::accumulators::tag::max,
                    boost::accumulators::tag::extended_p_square
                > > Accumulator;
and try to create the ctor call with

boost::array<double> probs = {0.25, 0.75};
x = Accumulator( 
boost::accumulators::tag::extended_p_square::probabilities = probs );

I get the error:
error: wrong number of template arguments (1, should be 2)
/Boost/1.53.0/include/boost/fusion/support/tag_of.hpp:24: error: 
provided for 'template<class T, long unsigned int N> class boost::array'
error: invalid type in declaration before '=' token
error: scalar object 'probs' requires one element in initializer

I don't see my mistake at the moment. Thanks a lot for your help, this 
calls seems to be the correct parameter for creating the whisker on a 
box plot.

Phil