descriptiveStatistics.hpp

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#ifndef JULIAN_DESCRIPTIVESTATISTICS_HPP
#define JULIAN_DESCRIPTIVESTATISTICS_HPP

#include <vector>
#include <algorithm>
#include <boost/assert.hpp>
#include <gsl/gsl_statistics.h>

namespace julian {
  namespace stats {

    void descriptiveStatistics(const std::vector<double>&);

    inline double mean(const std::vector<double>& data) {
      return gsl_stats_mean(&data.front(), 1, data.size());
    }

    inline double variance(const std::vector<double>& data) {
      return gsl_stats_variance(&data.front(), 1, data.size());
    }

    inline double variance(const std::vector<double>& data,const double mean) {
      return gsl_stats_variance_with_fixed_mean(&data.front(), 1, data.size(), mean);
    }

    inline double stdDev(const std::vector<double>& data) {
      return gsl_stats_sd(&data.front(), 1, data.size());
    }

    inline double stdDev(const std::vector<double>& data,const double mean) {
      return gsl_stats_sd_with_fixed_mean(&data.front(), 1, data.size(), mean);
    }

    inline double absDev(const std::vector<double>& data) {
      return gsl_stats_absdev(&data.front(), 1, data.size());
    }

    inline double absDev(const std::vector<double>& data, const double mean) {
      return gsl_stats_absdev_m(&data.front(), 1, data.size(), mean);
    }

    inline double skew(const std::vector<double>& data) {
      return gsl_stats_skew(&data.front(), 1, data.size());
    }

    inline double kurtosis(const std::vector<double>& data) {
      return gsl_stats_kurtosis(&data.front(), 1, data.size());
    }

    inline double pearsonCorr(const std::vector<double>& data1,const std::vector<double>& data2) {
      BOOST_ASSERT_MSG(data1.size() == data2.size(),"Data vectors have different sizes.");
      return gsl_stats_correlation(&data1.front(), 1, &data2.front(), 1, data1.size());
    }

    inline double spearmanCorr(const std::vector<double>& data1,const std::vector<double>& data2) {
      BOOST_ASSERT_MSG(data1.size() == data2.size(),"Data vectors have different sizes.");
      int n = 2 * data1.size(); 
      double* t = new double[n];
      double corr = gsl_stats_spearman(&data1.front(), 1, &data2.front(), 1, data1.size(),t);
      delete[] t;
      return corr;
    }

    inline double max(const std::vector<double>& data) {
      return gsl_stats_max(&data.front(), 1, data.size());
    }

    inline double min(const std::vector<double>& data) {
      return gsl_stats_min(&data.front(), 1, data.size());
    }

    inline double median(const std::vector<double> data) {
      auto data_(data);
      std::sort(data_.begin(),data_.end());
      return gsl_stats_median_from_sorted_data(&data_.front(), 1, data_.size());
    }

    inline double percentile(const std::vector<double> data,const double& q) {
      auto data_(data);
      std::sort(data_.begin(),data_.end());
      return gsl_stats_quantile_from_sorted_data(&data_.front(), 1, data_.size(), q);
    }

    inline double IQR(const std::vector<double>& data) {
      return percentile(data, 0.75) - percentile(data, 0.25);
    }
    
  } // stats
}  // namespace julian
#endif