1536 |
25 Sep 08 |
peter |
1 |
#ifndef _theplu_yat_normalizer_gauss_ |
1536 |
25 Sep 08 |
peter |
2 |
#define _theplu_yat_normalizer_gauss_ |
1496 |
12 Sep 08 |
peter |
3 |
|
1575 |
14 Oct 08 |
jari |
// $Id$ |
1575 |
14 Oct 08 |
jari |
5 |
|
1496 |
12 Sep 08 |
peter |
6 |
/* |
2119 |
12 Dec 09 |
peter |
Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
3550 |
03 Jan 17 |
peter |
Copyright (C) 2009, 2010, 2014, 2016 Peter Johansson |
1496 |
12 Sep 08 |
peter |
9 |
|
1496 |
12 Sep 08 |
peter |
This file is part of the yat library, http://dev.thep.lu.se/yat |
1496 |
12 Sep 08 |
peter |
11 |
|
1496 |
12 Sep 08 |
peter |
The yat library is free software; you can redistribute it and/or |
1496 |
12 Sep 08 |
peter |
modify it under the terms of the GNU General Public License as |
1496 |
12 Sep 08 |
peter |
published by the Free Software Foundation; either version 3 of the |
1496 |
12 Sep 08 |
peter |
License, or (at your option) any later version. |
1496 |
12 Sep 08 |
peter |
16 |
|
1496 |
12 Sep 08 |
peter |
The yat library is distributed in the hope that it will be useful, |
1496 |
12 Sep 08 |
peter |
but WITHOUT ANY WARRANTY; without even the implied warranty of |
1496 |
12 Sep 08 |
peter |
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
1496 |
12 Sep 08 |
peter |
General Public License for more details. |
1496 |
12 Sep 08 |
peter |
21 |
|
1496 |
12 Sep 08 |
peter |
You should have received a copy of the GNU General Public License |
1496 |
12 Sep 08 |
peter |
along with yat. If not, see <http://www.gnu.org/licenses/>. |
1496 |
12 Sep 08 |
peter |
24 |
*/ |
1496 |
12 Sep 08 |
peter |
25 |
|
1536 |
25 Sep 08 |
peter |
26 |
#include "Spearman.h" |
2263 |
26 May 10 |
peter |
27 |
#include "yat/utility/concept_check.h" |
1496 |
12 Sep 08 |
peter |
28 |
#include "yat/utility/iterator_traits.h" |
1496 |
12 Sep 08 |
peter |
29 |
|
2148 |
17 Jan 10 |
peter |
30 |
#include <boost/concept_check.hpp> |
2148 |
17 Jan 10 |
peter |
31 |
|
1536 |
25 Sep 08 |
peter |
32 |
#include <gsl/gsl_cdf.h> |
1496 |
12 Sep 08 |
peter |
33 |
|
2148 |
17 Jan 10 |
peter |
34 |
#include <iterator> |
2148 |
17 Jan 10 |
peter |
35 |
|
1496 |
12 Sep 08 |
peter |
36 |
namespace theplu { |
1496 |
12 Sep 08 |
peter |
37 |
namespace yat { |
1497 |
12 Sep 08 |
peter |
38 |
namespace normalizer { |
1496 |
12 Sep 08 |
peter |
39 |
|
1496 |
12 Sep 08 |
peter |
40 |
/** |
1536 |
25 Sep 08 |
peter |
\brief Gaussian Normalizer |
1496 |
12 Sep 08 |
peter |
42 |
|
1717 |
13 Jan 09 |
peter |
After normalization the range will follow a standard Gaussian |
1717 |
13 Jan 09 |
peter |
distribution (mean zero and unity variance). |
3290 |
12 Jul 14 |
peter |
45 |
|
1717 |
13 Jan 09 |
peter |
The range is first rank normalized using Spearman, after which |
1717 |
13 Jan 09 |
peter |
each element is between 0 and unity. Second each element is |
1717 |
13 Jan 09 |
peter |
replaced by inverse cumulative standard Gaussian distribution. |
3290 |
12 Jul 14 |
peter |
49 |
|
1496 |
12 Sep 08 |
peter |
\since New in yat 0.5 |
1496 |
12 Sep 08 |
peter |
51 |
*/ |
1536 |
25 Sep 08 |
peter |
52 |
class Gauss |
1496 |
12 Sep 08 |
peter |
53 |
{ |
1496 |
12 Sep 08 |
peter |
54 |
public: |
1496 |
12 Sep 08 |
peter |
55 |
/** |
1496 |
12 Sep 08 |
peter |
It is possible to centralize a range "in place"; it is |
1496 |
12 Sep 08 |
peter |
permissible for the iterators \a first and \a result to be the |
1496 |
12 Sep 08 |
peter |
same. |
1496 |
12 Sep 08 |
peter |
59 |
|
3290 |
12 Jul 14 |
peter |
Type Requirements: |
3544 |
23 Dec 16 |
peter |
Same as in Spearman |
2148 |
17 Jan 10 |
peter |
62 |
|
1536 |
25 Sep 08 |
peter |
\see gsl_cdf_ugaussian_Pinv |
1496 |
12 Sep 08 |
peter |
64 |
*/ |
2148 |
17 Jan 10 |
peter |
65 |
template<typename RandomAccessIter1, typename RandomAccessIter2> |
2148 |
17 Jan 10 |
peter |
66 |
void operator()(RandomAccessIter1 first, RandomAccessIter1 last, |
2148 |
17 Jan 10 |
peter |
67 |
RandomAccessIter2 result) const |
1496 |
12 Sep 08 |
peter |
68 |
{ |
1536 |
25 Sep 08 |
peter |
69 |
Spearman spearman; |
1536 |
25 Sep 08 |
peter |
70 |
spearman(first, last, result); |
2148 |
17 Jan 10 |
peter |
71 |
RandomAccessIter2 end = result + std::distance(first, last); |
2148 |
17 Jan 10 |
peter |
72 |
utility::iterator_traits<RandomAccessIter2> trait; |
1536 |
25 Sep 08 |
peter |
73 |
while (result != end) { |
1536 |
25 Sep 08 |
peter |
74 |
trait.data(result) = gsl_cdf_ugaussian_Pinv(trait.data(result)); |
1536 |
25 Sep 08 |
peter |
75 |
++result; |
1536 |
25 Sep 08 |
peter |
76 |
} |
1507 |
16 Sep 08 |
peter |
77 |
} |
1507 |
16 Sep 08 |
peter |
78 |
|
1507 |
16 Sep 08 |
peter |
79 |
|
1507 |
16 Sep 08 |
peter |
80 |
private: |
1496 |
12 Sep 08 |
peter |
81 |
}; |
1496 |
12 Sep 08 |
peter |
82 |
|
1497 |
12 Sep 08 |
peter |
83 |
}}} // end of namespace normalizer, yat and thep |
1496 |
12 Sep 08 |
peter |
84 |
#endif |