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Allow for quantile to operate over an entire Matrix #108

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Merged
merged 9 commits into from
Jun 9, 2022
Merged

Allow for quantile to operate over an entire Matrix #108

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0ac6e78
Enable quantile to determine the quantile over an entire matrix
this-josh Mar 22, 2022
d6a32e1
broke method to be over two lines
this-josh Mar 22, 2022
6998883
Change to ensure quantile is determined in place
this-josh Mar 30, 2022
9924bc7
Change from quantile! to quantile
this-josh Mar 30, 2022
9d0ba4c
made the array method nearly identical to the vector method
this-josh Mar 30, 2022
819e653
Revert 9924bc7
this-josh Mar 31, 2022
4c8d6f1
Quantile!(matrix)
this-josh Mar 31, 2022
3664088
Stylistic changes
nalimilan Jun 9, 2022
847dff4
Apply suggestions from code review
nalimilan Jun 9, 2022
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10 changes: 8 additions & 2 deletions src/Statistics.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -958,8 +958,15 @@ function quantile!(v::AbstractVector, p::Union{AbstractArray, Tuple{Vararg{Real}
end
return map(x->_quantile(v, x, alpha=alpha, beta=beta), p)
end
quantile!(arr::AbstractArray, p::Union{AbstractArray,Tuple{Vararg{Real}}};
sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
quantile!(vec(arr), p, sorted=sorted, alpha=alpha, beta=alpha)

quantile!(v::AbstractVector, p::Real; sorted::Bool=false, alpha::Real=1., beta::Real=alpha) =
quantile!(q::AbstractArray, arr::AbstractArray, p::Union{AbstractArray,Tuple{Vararg{Real}}};
sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
quantile!(q, vec(arr), p, sorted=sorted, alpha=alpha, beta=alpha)

quantile!(v::AbstractVector, p::Real; sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
_quantile(_quantilesort!(v, sorted, p, p), p, alpha=alpha, beta=beta)

# Function to perform partial sort of v for quantiles in given range
Expand Down Expand Up @@ -1073,7 +1080,6 @@ quantile(itr, p; sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
quantile(v::AbstractVector, p; sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
quantile!(sorted ? v : Base.copymutable(v), p; sorted=sorted, alpha=alpha, beta=beta)


##### SparseArrays optimizations #####

function cov(X::SparseMatrixCSC; dims::Int=1, corrected::Bool=true)
Expand Down
6 changes: 6 additions & 0 deletions test/runtests.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -612,6 +612,7 @@ end
@test quantile(Any[1, 2, 3], Float16(0.5)) isa Float16
@test quantile(Any[1, Float16(2), 3], Float16(0.5)) isa Float16
@test quantile(Any[1, big(2), 3], Float16(0.5)) isa BigFloat
@test quantile(reshape(collect(1:100), (10, 10)), [0.00, 0.25, 0.50, 0.75, 1.00]) == [1.0, 25.75, 50.5, 75.25, 100.0]

# Need a large vector to actually check consequences of partial sorting
x = rand(50)
Expand Down Expand Up @@ -639,6 +640,11 @@ end
@test quantile!(y, x, [0.1, 0.5, 0.9]) === y
@test y ≈ [1.2, 2.0, 2.8]

x = reshape(collect(1:100), (10, 10))
y = zeros(5)
@test quantile!(y, x, [0.00, 0.25, 0.50, 0.75, 1.00]) === y
@test y ≈ [1.0, 25.75, 50.5, 75.25, 100.0]

#tests for quantile calculation with configurable alpha and beta parameters
v = [2, 3, 4, 6, 9, 2, 6, 2, 21, 17]

Expand Down