Re: [Boost-users] quantil

Subject: Re: [Boost-users] quantil
From: Philipp Kraus (philipp.kraus_at_[hidden])
Date: 2013-06-11 05:49:42

On 2013-06-11 10:33:14 +0200, sguazt said:

> 
> 
> 
> 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.

That's not nice, because I use a lot of these accumulaters and they 
must calculate min / max / quantil. 
I can build a struct with 2 differend accumultors, but this is a hack

Phil