Statistics.cpp

#include "Statistics.h"
#include "MobiView2.h"

using namespace Upp;

inline void
display_stat(const char *name, double val, String &display, bool &tracked_first, int precision) {
	if(!tracked_first) display << "::@W ";
	tracked_first = false;
	display << name << "::@W " << FormatDouble(val, precision);
}

inline void
display_stat_int(const char *name, s64 val, String &display, bool &tracked_first, int precision) {
	if(!tracked_first) display << "::@W ";
	tracked_first = false;
	display << Format("%s::@W %lld", name, val);
}

void
display_stat(const char *name, int type, double val_old, double val_new, bool display_diff, String &display, bool &tracked_first, int precision) {
	if(!tracked_first) display << "::@W ";
	tracked_first = false;
	display << name << "::@W " << FormatDouble(val_new, precision);
	if(display_diff && val_old != val_new && std::isfinite(val_old) && std::isfinite(val_new)) {
		if(    (type==1 && val_new > val_old)
			|| (type==0 && val_new < val_old)
			|| (type==-1 && std::abs(val_new) < std::abs(val_old)))
			display << "::@G ";
		else
			display << "::@R ";
		if(val_new > val_old) display << "+";
		display << FormatDouble(val_new - val_old, precision);
	} else
		display << ":: ";
	display << "\n";
}

void
display_statistics(MyRichView *plot_info, Display_Stat_Settings *settings, Time_Series_Stats *stats, Color &color, String &label) {
	
	int precision = settings->decimal_precision;
	
	String display = label + " :&";
	display.Replace("[", "`[");
	display.Replace("]", "`]");
	display.Replace("_", "`_");
	
	display = Format("[*@(%d.%d.%d) %s]", color.GetR(), color.GetG(), color.GetB(), display);
	
	bool tracked_first = true;
	display << "{{1:1FWGW ";
	#define SET_STATISTIC(handle, name) \
		if(settings->display_##handle) display_stat(name, stats->handle, display, tracked_first, precision);
	#include "support/stat_types.incl"
	#undef SET_STATISTIC

	
	display_stat_int("data points", stats->data_points, display, tracked_first, precision);
	if(settings->display_initial)
		display_stat("initial value", stats->initial_value, display, tracked_first, precision);
	display << "}}&";
	
	plot_info->append(display);
	plot_info->ScrollEnd();
}

void
display_residual_stats(MyRichView *plot_info, Display_Stat_Settings *settings, Residual_Stats *stats, Residual_Stats *cached_stats, bool display_diff, String &title) {
	int precision = settings->decimal_precision;
	
	String display = title;
	display.Replace("[", "`[");
	display.Replace("]", "`]");
	display.Replace("_", "`_");
	display = Format("[* %s]", display);
	display << "{{2:1:1FWGW ";
	
	bool tracked_first = true;
	#define SET_RESIDUAL(handle, name, type) \
		if(settings->display_##handle) display_stat(name, type, cached_stats->handle, stats->handle, display_diff, display, tracked_first, precision);
	#include "support/residual_types.incl"
	#undef SET_RESIDUAL
	
	display_stat("data points", stats->data_points, display, tracked_first, precision);
	display << ":: }}&";
	
	plot_info->append(display);
	plot_info->ScrollEnd();
}

void compute_trend_stats(DataSource *source, double &mean_x, double &mean_y, double &x_var, double &xy_covar) {
	double sum_x = 0.0;
	double sum_y = 0.0;
	s64 finite_count = 0;
	
	// TODO: numerically stable summation
	for(s64 idx = 0; idx < source->GetCount(); ++idx) {
		double yy = source->y(idx);
		if(std::isfinite(yy)) {
			sum_x += source->x(idx);
			sum_y += yy;
			finite_count++;
		}
	}
	
	mean_x = sum_x / (double)finite_count;
	mean_y = sum_y / (double)finite_count;
	
	double cov_acc = 0.0;
	double var_acc = 0.0;
	
	for(s64 idx = 0; idx < source->GetCount(); ++idx) {
		double yy = source->y(idx);
		if(std::isfinite(yy)) {
			double dev_x = (source->x(idx) - mean_x);
			cov_acc += (yy - mean_y)*dev_x;
			var_acc += dev_x*dev_x;
		}
	}
	
	x_var = var_acc / (double)finite_count;
	xy_covar = cov_acc / (double)finite_count;
}


EditStatSettings::EditStatSettings(MobiView2 *parent) : parent(parent) {
	CtrlLayout(*this, "Edit statistics settings");
	
	ok_button.WhenAction = THISBACK(save_and_close);
	
	reset_default_button.WhenAction << [this]() {
		percentiles_edit.SetText("2.5, 5, 15, 25, 50, 75, 85, 95, 97.5");
	};
	
	percentiles_edit.WhenEnter = THISBACK(save_and_close);
	
	ms_timeout.SetData(-1);
}

void EditStatSettings::save_and_close() {
	#define SET_STATISTIC(handle, name) \
		display_settings.display_##handle = (bool)display_##handle.Get();
	#include "support/stat_types.incl"
	#undef SET_STATISTIC
	
	#define SET_RESIDUAL(handle, name, type) \
		display_settings.display_##handle = (bool)display_##handle.Get();
	#include "support/residual_types.incl"
	#undef SET_RESIDUAL
	
	std::vector<double> percentiles;
	String perc_str = percentiles_edit.GetText().ToString();
	bool success = parse_percent_list(perc_str, percentiles);
	
	display_settings.decimal_precision = precision_edit.GetData();
	settings.eckhardt_filter_param = eckhardt_edit.GetData();
	display_settings.display_initial = display_initial.GetData();
	
	if(success && !percentiles.empty()) {
		std::sort(percentiles.begin(), percentiles.end());
		settings.percentiles = percentiles;
		Close();
		parent->plot_rebuild(); // To reflect the new settings!
	}
	else
		PromptOK("The percentiles has to be a comma-separated list of numeric values between 0 and 100, containing at least one value.");
}

void EditStatSettings::load_interface() {
	#define SET_STATISTIC(handle, name) \
		display_##handle.Set((int)display_settings.display_##handle);
	#include "support/stat_types.incl"
	#undef SET_STATISTIC
	
	#define SET_RESIDUAL(handle, name, type) \
		display_##handle.Set((int)display_settings.display_##handle);
	#include "support/residual_types.incl"
	#undef SET_RESIDUAL
	
	String q_str;
	int idx = 0;
	for(double q : settings.percentiles){
		q_str << Format("%g", q);
		if(idx++ != settings.percentiles.size()-1) q_str << ", ";
	}
	percentiles_edit.SetText(q_str);
	precision_edit.SetData(display_settings.decimal_precision);
	eckhardt_edit.SetData(settings.eckhardt_filter_param);
	display_initial.SetData(display_settings.display_initial);
}

void EditStatSettings::read_from_json(Value &settings_json) {
	ValueMap stats_json = settings_json["Statistics"];
	#define SET_STATISTIC(handle, name) \
		const Value &handle##_json = stats_json[name]; \
		if(!IsNull(handle##_json)) \
			display_settings.display_##handle = (int)handle##_json;
	#define SET_RESIDUAL(handle, name, type) SET_STATISTIC(handle, name)
	#include "support/stat_types.incl"
	#include "support/residual_types.incl"
	#undef SET_STATISTIC
	#undef SET_RESIDUAL
	
	ValueArray percentiles = stats_json["percentiles"];
	if(!IsNull(percentiles) && percentiles.GetCount() >= 1) {
		settings.percentiles.clear();
		for(const Value &perc : percentiles) {
			double val = perc;
			val = std::min(100.0, val);
			val = std::max(0.0, val);
			settings.percentiles.push_back(val);
		}
	}
	
	const Value &prec_json = stats_json["precision"];
	if(!IsNull(prec_json))
		display_settings.decimal_precision = (int)prec_json;
	const Value &bfi_json = stats_json["bfi_param"];
	if(!IsNull(bfi_json))
		settings.eckhardt_filter_param = (double)bfi_json;
	const Value &show_init = stats_json["display_initial"];
	if(!IsNull(show_init))
		display_settings.display_initial = (bool)show_init;
}

void EditStatSettings::write_to_json(Json &settings_json) {
	Json stats;
	
	#define SET_STATISTIC(handle, name) \
		stats(name, display_settings.display_##handle);
	#define SET_RESIDUAL(handle, name, type) SET_STATISTIC(handle, name)
	#include "support/stat_types.incl"
	#include "support/residual_types.incl"
	#undef SET_STATISTIC
	#undef SET_RESIDUAL
	
	JsonArray percentiles;
	for(double perc : settings.percentiles) percentiles << perc;
	stats("percentiles", percentiles);
	
	stats("precision", display_settings.decimal_precision);
	stats("bfi_param", settings.eckhardt_filter_param);
	stats("display_initial", display_settings.display_initial);
	
	settings_json("Statistics", stats);
}