histogram.h

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#ifndef HISTOGRAM_H
#define HISTOGRAM_H

#include <itpp/base/mat.h>


namespace itpp
{


template<typename Num_T>
class Histogram
{
public:
  Histogram(Num_T from = Num_T(0), Num_T to = Num_T(99), int n_bins = 100);
  ~Histogram() {};

  void setup(Num_T from, Num_T to, int n_bins);

  void update(Num_T value);
  void update(Vec<Num_T> values);
  void update(Mat<Num_T> values);

  void reset() { trials_cnt = 0; bins.zeros(); };
  int get_bin(int ix) const { return bins(ix); };
  ivec get_bins() const { return bins; };
  Vec<Num_T> get_bin_centers() const { return center_vals; };
  Num_T get_bin_center(int ix) const { return center_vals(ix); };
  Vec<Num_T> get_bin_lefts() const { return lo_vals; };
  Num_T get_bin_left(int ix) const { return lo_vals(ix); };
  Vec<Num_T> get_bin_rights() const { return hi_vals; };
  Num_T get_bin_right(int ix) const { return hi_vals(ix); };

  vec get_pdf() const;
  vec get_cdf() const;

  int bins_num() const { return num_bins; };
  int trials_num() const {return trials_cnt;};

private:
  int num_bins;
  Num_T step;
  Vec<Num_T> lo_vals;
  Vec<Num_T> hi_vals;
  Vec<Num_T> center_vals;
  ivec bins;
  int trials_cnt;
};

template<class Num_T>
inline Histogram<Num_T>::Histogram(Num_T from, Num_T to, int n_bins)

{
  setup(from, to, n_bins);
}

template<class Num_T>
inline void Histogram<Num_T>::setup(Num_T from, Num_T to, int n_bins)
{
  num_bins = n_bins;
  lo_vals.set_size(n_bins);
  hi_vals.set_size(n_bins);
  center_vals.set_size(n_bins);
  bins.set_size(n_bins);
  trials_cnt = 0;
  step = (to - from) / (num_bins - 1);
  center_vals = linspace(from, to, num_bins);
  lo_vals = center_vals - step / 2;
  hi_vals = center_vals + step / 2;
  reset();
}

template<class Num_T>
inline void Histogram<Num_T>::update(Num_T value)
{
  // search for the corresponding bin using dichotomy approach
  int start = 0;
  int end = num_bins - 1;
  int test = (start + end) / 2;

  while (start < end) {
    if (value < lo_vals(test))
      end = test - 1;
    else if (value >= hi_vals(test))
      start = test + 1;
    else
      break;
    test = (start + end) / 2;
  };

  bins(test)++;
  trials_cnt++;
}

template<class Num_T>
inline void Histogram<Num_T>::update(Vec<Num_T> values)
{
  for (int i = 0; i < values.length(); i++)
    update(values(i));
}

template<class Num_T>
inline void Histogram<Num_T>::update(Mat<Num_T> values)
{
  for (int i = 0; i < values.rows(); i++)
    for (int j = 0; j < values.cols(); j++)
      update(values(i, j));
}

template<class Num_T>
inline vec Histogram<Num_T>::get_pdf() const
{
  vec pdf(num_bins);
  for (int j = 0; j < num_bins; j++)
    pdf(j) = static_cast<double>(bins(j)) / trials_cnt;
  return pdf;
}

template<class Num_T>
inline vec Histogram<Num_T>::get_cdf() const
{
  ivec tmp = cumsum(bins);
  vec cdf(num_bins);
  for (int j = 0; j < num_bins; j++)
    cdf(j) = static_cast<double>(tmp(j)) / trials_cnt;
  return cdf;
}


} // namespace itpp

#endif // #ifndef HISTOGRAM_H