libopenturns-dev 0.15-2 / usr / include / openturns / NumericalSample.hxx

//                                               -*- C++ -*-
/**
 *  @file  NumericalSample.hxx
 *  @brief The class NumericalSample implements blank free samples
 *
 *  (C) Copyright 2005-2011 EDF-EADS-Phimeca
 *
 *  This library is free software; you can redistribute it and/or
 *  modify it under the terms of the GNU Lesser General Public
 *  License as published by the Free Software Foundation; either
 *  version 2.1 of the License.
 *
 *  This library is distributed in the hope that it will be useful
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *  Lesser General Public License for more details.
 *
 *  You should have received a copy of the GNU Lesser General Public
 *  License along with this library; if not, write to the Free Software
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA
 *
 *  @author: $LastChangedBy: schueller $
 *  @date:   $LastChangedDate: 2011-05-24 19:30:41 +0200 (Tue, 24 May 2011) $
 *  Id:      $Id: NumericalSample.hxx 1910 2011-05-24 17:30:41Z schueller $
 */
#ifndef OPENTURNS_NUMERICALSAMPLE_HXX
#define OPENTURNS_NUMERICALSAMPLE_HXX

#include <iostream>              // for std::ostream
#include "TypedInterfaceObject.hxx"
#include "NumericalPoint.hxx"
#include "Description.hxx"
#include "Pointer.hxx"
#include "NumericalSampleImplementation.hxx"
#include "Exception.hxx"

namespace OpenTURNS
{

  namespace Base
  {

    namespace Stat
    {

      /**
       * @class NumericalSample
       */

      class NumericalSample
        : public Common::TypedInterfaceObject<NumericalSampleImplementation>
      {
        CLASSNAME;

      public:

        /* Some typedefs for easy reading */
        typedef Type::Description                                Description;
        typedef Common::OutOfBoundException                      OutOfBoundException;
        typedef Common::InvalidArgumentException                 InvalidArgumentException;
        typedef NumericalSampleImplementation::NumericalPoint    NumericalPoint;
        typedef NumericalSampleImplementation::Indices           Indices;
        typedef NumericalSampleImplementation::CovarianceMatrix  CovarianceMatrix;
        typedef NumericalSampleImplementation::SquareMatrix      SquareMatrix;
        typedef NumericalSampleImplementation::CorrelationMatrix CorrelationMatrix;

      public:

        /** Factory of NumericalSample from CSV file */
        static NumericalSample ImportFromCSVFile(const FileName & fileName);

        /** Export NumericalSample into CSV file */
        void exportToCSVFile(const FileName & fileName,
                             const Bool withDescription = false) const;

        /** Export a sample as a matrix, one row by realization, in a format suitable to exchange with R. */
        String streamToRFormat() const;


      public:

        /**
         * Default constructor
         * Build a NumericalSample of 1 dimension and with size equal to 0
         */
        NumericalSample();

        /** Constructor with size and dimension */
        NumericalSample(const UnsignedLong size,
                        const UnsignedLong dim);

        /** Constructor from a NumericalPoint (all elements are equal to the NumericalPoint) */
        NumericalSample(const UnsignedLong size,
                        const NumericalPoint & point);


        /** Constructor from implementation */
        NumericalSample(const NumericalSampleImplementation & implementation);
      private:

        /** Constructor from implementation */
        NumericalSample(const Implementation & implementation);

      public:

        /** Comparison operator */
        Bool operator ==(const NumericalSample & other) const;

#ifndef SWIG
        NSI_point operator [] (const UnsignedLong index);
        NSI_const_point operator [] (const UnsignedLong index) const;
        NSI_point at (const UnsignedLong index);
        NSI_const_point at (const UnsignedLong index) const;
        NumericalScalar & atLinearIndex (const UnsignedLong index);
        const NumericalScalar & atLinearIndex (const UnsignedLong index) const;
        NumericalScalar & operator () (const UnsignedLong i,
                                       const UnsignedLong j);
        const NumericalScalar & operator () (const UnsignedLong i,
                                             const UnsignedLong j) const;
        NumericalScalar & at (const UnsignedLong i,
                              const UnsignedLong j);
        const NumericalScalar & at (const UnsignedLong i,
                                    const UnsignedLong j) const;

        void erase(NumericalSampleImplementation::iterator first, NumericalSampleImplementation::iterator last);
#endif

        /* Method __len__() is for Python */
        UnsignedLong __len__() const;

        /* Method __contains__() is for Python */
        Bool __contains__(const NumericalPoint & val) const;


        const NumericalPoint __getitem__ (const UnsignedLong index) const;
        void __setitem__ (const UnsignedLong index,
                          const NumericalPoint & val);

        void erase(const UnsignedLong first,
                   const  UnsignedLong last);
        void erase(const UnsignedLong index);

        /** erase the whole sample */
        void clear();

        /**
         * String converter
         * This method shows human readable information on the
         * internal state of an NumericalSample. It is used when streaming
         * the NumericalSample or for user information.
         */
        String __repr__() const;

        String __str__(const String & offset = "") const;

        /** Description accessor */
        void setDescription(const Description & description);
        Description getDescription() const;

        /** Dimension accessor */
        UnsignedLong getDimension() const;

        /** Size accessor */
        UnsignedLong getSize() const;

        /** Maximum accessor */
        NumericalPoint getMax() const;

        /** Minimum accessor */
        NumericalPoint getMin() const;

        /** Method add() appends an element to the collection */
        void add(const NumericalPoint & point) /* throw(InvalidArgumentException) */;

        /* Method add() appends another sample to the collection */
        void add(const NumericalSample & sample) /* throw(InvalidArgumentException) */;

        /**
         * Method split() trunk the sample before the index passed as argument
         * and returns the remainder as new sample. This method tries its best not for doubling
         * memory usage.
         */
        NumericalSample split(const UnsignedLong index)
          /* throw (OutOfBoundException) */;

        /**
         * Method computeMean() gives the mean of the sample, based on the formula
         * mean = sum of the elements in the sample / size of the sample
         */
        NumericalPoint computeMean() const;

        /**
         * Method computeCovariance() gives the covariance of the sample
         */
        CovarianceMatrix computeCovariance() const;

        /**
         * Method computeStandardDeviation() gives the standard deviation of the sample
         */
        SquareMatrix computeStandardDeviation() const;

        /**
         * Method computeStandardDeviationPerComponent() gives the standard deviation of each component of the sample
         */
        NumericalPoint computeStandardDeviationPerComponent() const;

        /**
         * Method computePearsonCorrelation() gives the Pearson correlation matrix of the sample
         */
        CorrelationMatrix computePearsonCorrelation() const;

        /**
         * Method computeSpearmanCorrelation() gives the Spearman correlation matrix of the sample
         */
        CorrelationMatrix computeSpearmanCorrelation() const;

        /**
         * Gives the Kendall correlation matrix of the sample
         */
        CorrelationMatrix computeKendallTau() const;

        /**
         * Method computeRangePerComponent gives the range of the sample (by component)
         */
        NumericalPoint computeRangePerComponent() const;

        /**
         * Method computeMedianPerComponent() gives the median of the sample (by component)
         */
        NumericalPoint computeMedianPerComponent() const;

        /**
         * Method computeVariance() gives the variance of the sample (by component)
         */
        NumericalPoint computeVariancePerComponent() const;

        /**
         * Method computeSkewness() gives the skewness of the sample (by component)
         */
        NumericalPoint computeSkewnessPerComponent() const;

        /**
         * Method computeKurtosis() gives the kurtosis of the sample (by component)
         */
        NumericalPoint computeKurtosisPerComponent() const;

        /**
         * Gives the centered moment of order k of the sample (by component)
         */
        NumericalPoint computeCenteredMomentPerComponent(const UnsignedLong k) const;

        /**
         * Method computeQuantilePerComponent() gives the quantile per component of the sample
         */
        NumericalPoint computeQuantilePerComponent(const NumericalScalar prob) const;

        /**
         * Method computeQuantile() gives the N-dimension quantile of the sample
         */
        NumericalPoint computeQuantile(const NumericalScalar prob) const;

        /**
         * Get the empirical CDF of the sample
         */
        NumericalScalar computeEmpiricalCDF(const NumericalPoint & point,
                                            const Bool tail = false) const;

        /**
         * Get the position of a point in the sample.
         * Returns size+1 if the point does not belong to the sample.
         */
        UnsignedLong find(const NumericalPoint & point) const;

        /**
         * Translate realizations in-place
         */
        void translate(const NumericalPoint & translation);

        /**
         * Scale realizations componentwise in-place
         */
        void scale(const NumericalPoint & scaling);

        /** Ranked sample */
        NumericalSample rank() const;

        /** Ranked component */
        NumericalSample rank(const UnsignedLong index) const;

        /** Sorted sample */
        NumericalSample sort() const;

        /** Sorted component */
        NumericalSample sort(const UnsignedLong index) const;

        /** Sorted according a component */
        NumericalSample sortAccordingToAComponent(const UnsignedLong index) const;

        /** Store a sample in a temporary text file, one realization by line. Returns the file name. */
        virtual String storeToTemporaryFile() const;

        /** Get the i-th marginal sample */
        NumericalSample getMarginal(const UnsignedLong index) const /* throw(InvalidArgumentException) */;

        /** Get the marginal sample corresponding to indices dimensions */
        NumericalSample getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;

        /** Returns a pointer to the underlying implementation object */
        virtual ImplementationAsPersistentObject getImplementationAsPersistentObject() const;

        /** Sets the pointer to the underlying implementation object */
        virtual void setImplementationAsPersistentObject(const ImplementationAsPersistentObject & obj);

      }; /* class NumericalSample */


    } /* namespace Stat */
  } /* namespace Base */
} /* namespace OpenTURNS */

#endif /* OPENTURNS_NUMERICALSAMPLE_HXX */