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use crate::evaluator::*;
#[derive(Clone, Debug)]
pub struct InterPercentileRange {
quantile: f32,
name: String,
description: String,
}
lazy_info!(
INTER_PERCENTILE_RANGE_INFO,
size: 1,
min_ts_length: 1,
t_required: false,
m_required: true,
w_required: false,
sorting_required: false,
);
impl InterPercentileRange {
pub fn new(quantile: f32) -> Self {
assert!(
(quantile > 0.0) && (quantile < 0.5),
"Quanitle should be in range (0.0, 0.5)"
);
Self {
quantile,
name: format!("inter_percentile_range_{:.0}", 100.0 * quantile),
description: format!(
"range between {:.3e}% and {:.3e}% magnitude percentiles",
100.0 * quantile,
100.0 * (1.0 - quantile)
),
}
}
#[inline]
pub fn default_quantile() -> f32 {
0.25
}
}
impl Default for InterPercentileRange {
fn default() -> Self {
Self::new(Self::default_quantile())
}
}
impl<T> FeatureEvaluator<T> for InterPercentileRange
where
T: Float,
{
fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
self.check_ts_length(ts)?;
let ppf_low = ts.m.get_sorted().ppf(self.quantile);
let ppf_high = ts.m.get_sorted().ppf(1.0 - self.quantile);
let value = ppf_high - ppf_low;
Ok(vec![value])
}
fn get_info(&self) -> &EvaluatorInfo {
&INTER_PERCENTILE_RANGE_INFO
}
fn get_names(&self) -> Vec<&str> {
vec![self.name.as_str()]
}
fn get_descriptions(&self) -> Vec<&str> {
vec![self.description.as_str()]
}
}
#[cfg(test)]
#[allow(clippy::unreadable_literal)]
#[allow(clippy::excessive_precision)]
mod tests {
use super::*;
use crate::tests::*;
eval_info_test!(inter_percentile_range_info, InterPercentileRange::default());
feature_test!(
inter_percentile_range,
[
Box::new(InterPercentileRange::default()),
Box::new(InterPercentileRange::new(0.25)),
Box::new(InterPercentileRange::new(0.1)),
],
[50.0, 50.0, 80.0],
linspace(0.0, 99.0, 100),
);
}