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x/simplestatistics/src/quantile.js

simple statistics for node & browser javascript
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import quantileSorted from "./quantile_sorted.js";import quickselect from "./quickselect.js";
/** * The [quantile](https://en.wikipedia.org/wiki/Quantile): * this is a population quantile, since we assume to know the entire * dataset in this library. This is an implementation of the * [Quantiles of a Population](http://en.wikipedia.org/wiki/Quantile#Quantiles_of_a_population) * algorithm from wikipedia. * * Sample is a one-dimensional array of numbers, * and p is either a decimal number from 0 to 1 or an array of decimal * numbers from 0 to 1. * In terms of a k/q quantile, p = k/q - it's just dealing with fractions or dealing * with decimal values. * When p is an array, the result of the function is also an array containing the appropriate * quantiles in input order * * @param {Array<number>} x sample of one or more numbers * @param {Array<number> | number} p the desired quantile, as a number between 0 and 1 * @returns {number} quantile * @example * quantile([3, 6, 7, 8, 8, 9, 10, 13, 15, 16, 20], 0.5); // => 9 */function quantile(x, p) { const copy = x.slice();
if (Array.isArray(p)) { // rearrange elements so that each element corresponding to a requested // quantile is on a place it would be if the array was fully sorted multiQuantileSelect(copy, p); // Initialize the result array const results = []; // For each requested quantile for (let i = 0; i < p.length; i++) { results[i] = quantileSorted(copy, p[i]); } return results; } else { const idx = quantileIndex(copy.length, p); quantileSelect(copy, idx, 0, copy.length - 1); return quantileSorted(copy, p); }}
function quantileSelect(arr, k, left, right) { if (k % 1 === 0) { quickselect(arr, k, left, right); } else { k = Math.floor(k); quickselect(arr, k, left, right); quickselect(arr, k + 1, k + 1, right); }}
function multiQuantileSelect(arr, p) { const indices = [0]; for (let i = 0; i < p.length; i++) { indices.push(quantileIndex(arr.length, p[i])); } indices.push(arr.length - 1); indices.sort(compare);
const stack = [0, indices.length - 1];
while (stack.length) { const r = Math.ceil(stack.pop()); const l = Math.floor(stack.pop()); if (r - l <= 1) continue;
const m = Math.floor((l + r) / 2); quantileSelect( arr, indices[m], Math.floor(indices[l]), Math.ceil(indices[r]) );
stack.push(l, m, m, r); }}
function compare(a, b) { return a - b;}
function quantileIndex(len, p) { const idx = len * p; if (p === 1) { // If p is 1, directly return the last index return len - 1; } else if (p === 0) { // If p is 0, directly return the first index return 0; } else if (idx % 1 !== 0) { // If index is not integer, return the next index in array return Math.ceil(idx) - 1; } else if (len % 2 === 0) { // If the list has even-length, we'll return the middle of two indices // around quantile to indicate that we need an average value of the two return idx - 0.5; } else { // Finally, in the simple case of an integer index // with an odd-length list, return the index return idx; }}
export default quantile;