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Make P10/P90 calculation style more explicit

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This commit is contained in:
Kristian Bendiksen
2021-09-16 10:38:27 +02:00
committed by GitHub
parent 0bfa6ae2d1
commit 1e83254e9e
24 changed files with 149 additions and 116 deletions
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8
ApplicationLibCode/ResultStatisticsCache/RigStatisticsDataCache.cpp
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@@ -343,8 +343,8 @@ void RigStatisticsDataCache::computeHistogramStatisticsIfNeeded()
m_statisticsCalculator->addDataToHistogramCalculator( histCalc );
m_statsAllTimesteps.m_p10 = histCalc.calculatePercentil( 0.1 );
m_statsAllTimesteps.m_p90 = histCalc.calculatePercentil( 0.9 );
m_statsAllTimesteps.m_p10 = histCalc.calculatePercentil( 0.1, RigStatisticsMath::PercentileStyle::SWITCHED );
m_statsAllTimesteps.m_p90 = histCalc.calculatePercentil( 0.9, RigStatisticsMath::PercentileStyle::SWITCHED );
}
}
@@ -364,8 +364,8 @@ void RigStatisticsDataCache::computeHistogramStatisticsIfNeeded( size_t timeStep
m_statisticsCalculator->addDataToHistogramCalculator( timeStepIndex, histCalc );
m_statsPrTs[timeStepIndex].m_p10 = histCalc.calculatePercentil( 0.1 );
m_statsPrTs[timeStepIndex].m_p90 = histCalc.calculatePercentil( 0.9 );
m_statsPrTs[timeStepIndex].m_p10 = histCalc.calculatePercentil( 0.1, RigStatisticsMath::PercentileStyle::SWITCHED );
m_statsPrTs[timeStepIndex].m_p90 = histCalc.calculatePercentil( 0.9, RigStatisticsMath::PercentileStyle::SWITCHED );
}
}

42
ApplicationLibCode/ResultStatisticsCache/RigStatisticsMath.cpp
View File

@@ -91,7 +91,8 @@ void RigStatisticsMath::calculateStatisticsCurves( const std::vector<double>& va
double* p10,
double* p50,
double* p90,
double* mean )
double* mean,
PercentileStyle percentileStyle )
{
CVF_ASSERT( p10 && p50 && p90 && mean );
@@ -145,9 +146,20 @@ void RigStatisticsMath::calculateStatisticsCurves( const std::vector<double>& va
}
}
*p10 = pValues[P10];
*p50 = pValues[P50];
*p90 = pValues[P90];
*p50 = pValues[P50];
if ( percentileStyle == PercentileStyle::REGULAR )
{
*p10 = pValues[P10];
*p90 = pValues[P90];
}
else
{
CVF_ASSERT( percentileStyle == PercentileStyle::SWITCHED );
*p10 = pValues[P90];
*p90 = pValues[P10];
}
*mean = valueSum / valueCount;
}
@@ -158,7 +170,8 @@ void RigStatisticsMath::calculateStatisticsCurves( const std::vector<double>& va
//--------------------------------------------------------------------------------------------------
std::vector<double> RigStatisticsMath::calculateNearestRankPercentiles( const std::vector<double>& inputValues,
const std::vector<double>& pValPositions )
const std::vector<double>& pValPositions,
RigStatisticsMath::PercentileStyle percentileStyle )
{
std::vector<double> sortedValues;
sortedValues.reserve( inputValues.size() );
@@ -180,7 +193,10 @@ std::vector<double> RigStatisticsMath::calculateNearestRankPercentiles( const st
{
double pVal = HUGE_VAL;
size_t pValIndex = static_cast<size_t>( sortedValues.size() * cvf::Math::abs( pValPositions[i] ) / 100 );
double pValPosition = cvf::Math::abs( pValPositions[i] ) / 100;
if ( percentileStyle == RigStatisticsMath::PercentileStyle::SWITCHED ) pValPosition = 1.0 - pValPosition;
size_t pValIndex = static_cast<size_t>( sortedValues.size() * pValPosition );
if ( pValIndex >= sortedValues.size() ) pValIndex = sortedValues.size() - 1;
@@ -198,7 +214,8 @@ std::vector<double> RigStatisticsMath::calculateNearestRankPercentiles( const st
/// the inputValues does not contain any valid values
//--------------------------------------------------------------------------------------------------
std::vector<double> RigStatisticsMath::calculateInterpolatedPercentiles( const std::vector<double>& inputValues,
const std::vector<double>& pValPositions )
const std::vector<double>& pValPositions,
RigStatisticsMath::PercentileStyle percentileStyle )
{
std::vector<double> sortedValues;
sortedValues.reserve( inputValues.size() );
@@ -220,7 +237,10 @@ std::vector<double> RigStatisticsMath::calculateInterpolatedPercentiles( const s
{
double pVal = HUGE_VAL;
double doubleIndex = ( sortedValues.size() - 1 ) * cvf::Math::abs( pValPositions[i] ) / 100.0;
double pValPosition = cvf::Math::abs( pValPositions[i] ) / 100.0;
if ( percentileStyle == RigStatisticsMath::PercentileStyle::SWITCHED ) pValPosition = 1.0 - pValPosition;
double doubleIndex = ( sortedValues.size() - 1 ) * pValPosition;
size_t lowerValueIndex = static_cast<size_t>( floor( doubleIndex ) );
size_t upperValueIndex = lowerValueIndex + 1;
@@ -315,12 +335,16 @@ void RigHistogramCalculator::addData( const std::vector<float>& data )
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RigHistogramCalculator::calculatePercentil( double pVal )
double RigHistogramCalculator::calculatePercentil( double pVal, RigStatisticsMath::PercentileStyle percentileStyle )
{
assert( m_histogram );
assert( m_histogram->size() );
auto pValClamped = cvf::Math::clamp( pVal, 0.0, 1.0 );
assert( 0.0 <= pValClamped && pValClamped <= 1.0 );
if ( percentileStyle == RigStatisticsMath::PercentileStyle::SWITCHED )
{
pValClamped = 1.0 - pValClamped;
}
double pValObservationCount = pValClamped * m_observationCount;
if ( pValObservationCount == 0.0 ) return m_min;

24
ApplicationLibCode/ResultStatisticsCache/RigStatisticsMath.h
View File

@@ -27,6 +27,12 @@
class RigStatisticsMath
{
public:
enum class PercentileStyle
{
REGULAR,
SWITCHED
};
static void calculateBasicStatistics( const std::vector<double>& values,
double* min,
double* max,
@@ -34,13 +40,21 @@ public:
double* range,
double* mean,
double* dev );
static void
calculateStatisticsCurves( const std::vector<double>& values, double* p10, double* p50, double* p90, double* mean );
static void calculateStatisticsCurves( const std::vector<double>& values,
double* p10,
double* p50,
double* p90,
double* mean,
PercentileStyle percentileStyle );
static std::vector<double> calculateNearestRankPercentiles( const std::vector<double>& inputValues,
const std::vector<double>& pValPositions );
const std::vector<double>& pValPositions,
PercentileStyle percentileStyle );
static std::vector<double> calculateInterpolatedPercentiles( const std::vector<double>& inputValues,
const std::vector<double>& pValPositions );
const std::vector<double>& pValPositions,
PercentileStyle percentileStyle );
};
//==================================================================================================
@@ -61,7 +75,7 @@ public:
/// the percentile is the domain value at which pVal of the observations are below it.
/// Will only consider observed values between min and max, as all other values are discarded from the histogram
double calculatePercentil( double pVal );
double calculatePercentil( double pVal, RigStatisticsMath::PercentileStyle percentileStyle );
private:
size_t m_maxIndex;