percentile()

std::vector< double > MayaFlux::Kinesis::Discrete::percentile	(	std::span< const double >	data,
		size_t	n_windows,
		uint32_t	hop_size,
		uint32_t	window_size,
		double	percentile_value
	)

Arbitrary percentile per window via linear interpolation.

Parameters

percentile

Value in [0, 100]

Definition at line 350 of file Analysis.cpp.

{
    std::vector<double> out(n_windows);
    std::vector<size_t> idx(n_windows);
    std::iota(idx.begin(), idx.end(), 0);
 
    Parallel::for_each(Parallel::par_unseq, idx.begin(), idx.end(),
        [&](size_t i) {
            const size_t start = i * hop_size;
            auto w = data.subspan(start, std::min<size_t>(window_size, data.size() - start));
            if (w.empty()) {
                out[i] = 0.0;
                return;
            }
            std::vector<double> buf(w.begin(), w.end());
            std::ranges::sort(buf);
            const double pos = (percentile_value / 100.0) * static_cast<double>(buf.size() - 1);
            const auto lo = static_cast<size_t>(std::floor(pos));
            const auto hi = static_cast<size_t>(std::ceil(pos));
            out[i] = (lo == hi) ? buf[lo] : buf[lo] * (1.0 - (pos - static_cast<double>(lo))) + buf[hi] * (pos - static_cast<double>(lo));
        });
 
    return out;
}

References percentile().

Referenced by percentile().

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