Re: [Boost-users] quantil

Subject: Re: [Boost-users] quantil
From: sguazt (marco.guazzone_at_[hidden])
Date: 2013-06-11 04:33:14

On Mon, Jun 10, 2013 at 10:56 PM, Philipp Kraus
<philipp.kraus_at_[hidden]>wrote:

> **
>
> 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.
>
>
> I think the error refers to boost::array which needs an additional
parameter representing the (fixed) sized of the array.

Also, you can replace tag::median with the calculation of 0.50th quantile:

using namespace boost::accumulators;

typedef accumulator_set<double,
                        stats<tag::count,
                              tag::sum,
                              tag::mean,
                              tag::extended_p_square_quantile> >
accumulator_t;

int main()
{
    boost::array<double,3> probs = {0.25, 0.50, 0.75};

    accumulator_t acc(extended_p_square_probabilities = probs);
}

I got compilation errors if I add tag::variance, tag::min and tag::max.
Unfortunately, I don't know how to solve it. Sorry

In the meanwhile, you can always keep two separate accumulators.

Best,

-- Marco