1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177

use crate::evaluator::*;

macro_const! {
    const DOC: &str = r#"
Ratio of $p$th inter-percentile range to the median

$$
p\mathrm{~percent~difference~magnitude~percentile} \equiv \frac{Q(1-p) - Q(p)}{\mathrm{Median}(m)}.
$$

- Depends on: **magnitude**
- Minimum number of observations: **1**
- Number of features: **1**

D’Isanto et al. 2016 [DOI:10.1093/mnras/stw157](https://doi.org/10.1093/mnras/stw157)
"#;
}

#[doc = DOC!()]
#[cfg_attr(test, derive(PartialEq))]
#[derive(Clone, Debug, Serialize, Deserialize)]
#[serde(
    into = "PercentDifferenceMagnitudePercentileParameters",
    from = "PercentDifferenceMagnitudePercentileParameters"
)]
pub struct PercentDifferenceMagnitudePercentile {
    quantile: f32,
    name: String,
    description: String,
}

lazy_info!(
    PERCENT_DIFFERENCE_MAGNITUDE_PERCENTILE_INFO,
    PercentDifferenceMagnitudePercentile,
    size: 1,
    min_ts_length: 1,
    t_required: false,
    m_required: true,
    w_required: false,
    sorting_required: false,
);

impl PercentDifferenceMagnitudePercentile {
    pub fn new(quantile: f32) -> Self {
        assert!(
            (quantile > 0.0) && (quantile < 0.5),
            "quantiles should be between zero and half"
        );
        Self {
            quantile,
            name: format!(
                "percent_difference_magnitude_percentile_{:.0}",
                100.0 * quantile
            ),
            description: format!(
                "ratio of inter-percentile {:.3e}% - {:.3e}% range of magnitude to its mdeian",
                100.0 * quantile,
                100.0 * (1.0 - quantile),
            ),
        }
    }

    pub fn set_name(&mut self, name: String) {
        self.name = name;
    }

    #[inline]
    pub fn default_quantile() -> f32 {
        0.05
    }

    pub fn doc() -> &'static str {
        DOC
    }
}

impl Default for PercentDifferenceMagnitudePercentile {
    fn default() -> Self {
        Self::new(Self::default_quantile())
    }
}

impl FeatureNamesDescriptionsTrait for PercentDifferenceMagnitudePercentile {
    fn get_names(&self) -> Vec<&str> {
        vec![self.name.as_str()]
    }

    fn get_descriptions(&self) -> Vec<&str> {
        vec![self.description.as_str()]
    }
}

impl<T> FeatureEvaluator<T> for PercentDifferenceMagnitudePercentile
where
    T: Float,
{
    fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
        self.check_ts_length(ts)?;
        let nominator =
            ts.m.get_sorted().ppf(1.0 - self.quantile) - ts.m.get_sorted().ppf(self.quantile);
        let denominator = ts.m.get_median();
        if nominator.is_zero() & denominator.is_zero() {
            Err(EvaluatorError::ZeroDivision("median magnitude is zero"))
        } else {
            Ok(vec![nominator / denominator])
        }
    }
}

#[derive(Deserialize, Serialize, JsonSchema)]
#[serde(rename = "PercentDifferenceMagnitudePercentile")]
struct PercentDifferenceMagnitudePercentileParameters {
    quantile: f32,
}

impl From<PercentDifferenceMagnitudePercentile> for PercentDifferenceMagnitudePercentileParameters {
    fn from(f: PercentDifferenceMagnitudePercentile) -> Self {
        Self {
            quantile: f.quantile,
        }
    }
}

impl From<PercentDifferenceMagnitudePercentileParameters> for PercentDifferenceMagnitudePercentile {
    fn from(p: PercentDifferenceMagnitudePercentileParameters) -> Self {
        Self::new(p.quantile)
    }
}

impl JsonSchema for PercentDifferenceMagnitudePercentile {
    json_schema!(PercentDifferenceMagnitudePercentileParameters, false);
}

#[cfg(test)]
#[allow(clippy::unreadable_literal)]
#[allow(clippy::excessive_precision)]
mod tests {
    use super::*;
    use crate::tests::*;

    use serde_test::{assert_tokens, Token};

    check_feature!(PercentDifferenceMagnitudePercentile);

    feature_test!(
        percent_difference_magnitude_percentile,
        [
            PercentDifferenceMagnitudePercentile::default(),
            PercentDifferenceMagnitudePercentile::new(0.05), // should be the same
            PercentDifferenceMagnitudePercentile::new(0.1),
        ],
        [4.85, 4.85, 4.6],
        [
            80.0_f32, 13.0, 20.0, 20.0, 75.0, 25.0, 100.0, 1.0, 2.0, 3.0, 7.0, 30.0, 5.0, 9.0,
            10.0, 70.0, 80.0, 92.0, 97.0, 17.0
        ],
    );

    #[test]
    fn serialization() {
        const QUANTILE: f32 = 0.017;
        let percent_difference_magnitude_percentile =
            PercentDifferenceMagnitudePercentile::new(QUANTILE);
        assert_tokens(
            &percent_difference_magnitude_percentile,
            &[
                Token::Struct {
                    len: 1,
                    name: "PercentDifferenceMagnitudePercentile",
                },
                Token::String("quantile"),
                Token::F32(QUANTILE),
                Token::StructEnd,
            ],
        )
    }
}