Re: [Boost-users] quantil

On 2013-06-11 10:33:14 +0200, sguazt said:

On Mon, Jun 10, 2013 at 10:56 PM, Philipp Kraus wrote: On 2013-06-10 21:44:21 +0200, sguazt said:

On Mon, Jun 10, 2013 at 9:13 PM, Philipp Kraus wrote: On 2013-06-10 20:58:40 +0200, sguazt said:

On Mon, Jun 10, 2013 at 4:22 PM, Philipp Kraus wrote: Hello,

I would like to create a box plot and use the static calls of the boost. Median / average etc works well, but I need also the 25% & 75% quantil of my data, I'm using a boost::accumulators::accumulator_set for calculating statistical data. Can I / How can I use this for the quantil calculation or should I do this myself?

Thanks

Phil

Hi,

Have you tried p_square_quantile from boost::accumulator?

http://www.boost.org/doc/libs/1_53_0/doc/html/accumulators/user_s_guide.html...

It uses a well-known algorithm to incrementally compute quantile estimation.

Great thanks, I don't see this section. But another question: I have defined my accumulator like                typedef boost::accumulators::accumulator_set > Accumulator;

Within the example the quantil value is set in the Ctor of the accumulator. In my case I need two quantiles 0.25 & 0.75 so I need two p_square_quantile parts in my accu, so how I can add the two quantils and how I can set it to the values?

You can use the extended_p_square_quantile ;)

See the example here:

http://www.boost.org/doc/libs/1_53_0/doc/html/accumulators/user_s_guide.html...

Thanks, but I can not create a working example and I can not compile the example code on the page. I have set up my typedef to:                 typedef boost::accumulators::accumulator_set > Accumulator; and try to create the ctor call with

boost::array<double> probs = {0.25, 0.75}; x = Accumulator( boost::accumulators::tag::extended_p_square::probabilities = probs );

I get the error: error: wrong number of template arguments (1, should be 2) /Boost/1.53.0/include/boost/fusion/support/tag_of.hpp:24: error: provided for 'template class boost::array' error: invalid type in declaration before '=' token error: scalar object 'probs' requires one element in initializer

I don't see my mistake at the moment. Thanks a lot for your help, this calls seems to be the correct parameter for creating the whisker on a box plot.

I think the error refers to boost::array which needs an additional parameter representing the (fixed) sized of the array.

Also, you can replace tag::median with the calculation of 0.50th quantile:

using namespace boost::accumulators;

typedef accumulator_set > accumulator_t;

int main() {     boost::array probs = {0.25, 0.50, 0.75};

    accumulator_t acc(extended_p_square_probabilities = probs); }

I got compilation errors if I add tag::variance, tag::min and tag::max. Unfortunately, I don't know how to solve it. Sorry

In the meanwhile, you can always keep two separate accumulators.

I try this with boost 1.53, f I try to create my accumulator with (disable all except the quantil) and call boost::array probs = {0.25, 0.5, 0.75}; m_times[p_name] = Accumulator( boost::accumulators::extended_p_square_probabilities = probs ); I got /Developer/opt/Boost/1.53.0/include/boost/accumulators/statistics/extended_p_square.hpp:91: error: no match for 'operator[]' in 'args[boost::accumulators::<unnamed>::extended_p_square_probabilities]' /Developer/opt/Boost/1.53.0/include/boost/parameter/aux_/arg_list.hpp:346: note: candidates are: typename boost::mpl::eval_if::type boost::parameter::aux::arg_list::operator[](const boost::parameter::keyword<typename TaggedArg::key_type>&) const [with TaggedArg = boost::parameter::aux::tagged_argument, void> >, Next = boost::parameter::aux::empty_arg_list] Phil