light_curve_feature/features/
inter_percentile_range.rs

1use crate::evaluator::*;
2
3macro_const! {
4    const DOC: &'static str = r#"
5Inter-percentile range
6
7$$
8Q(1 - p) - Q(p),
9$$
10where $Q(p)$ is the $p$th quantile of the magnitude distribution.
11
12Special cases are [the interquartile range](https://en.wikipedia.org/wiki/Interquartile_range)
13which is inter-percentile range for $p = 0.25$ and
14[the interdecile range](https://en.wikipedia.org/wiki/Interdecile_range) which is
15inter-percentile range for $p = 0.1$.
16
17- Depends on: **magnitude**
18- Minimum number of observations: **1**
19- Number of features: **1**
20"#;
21}
22
23#[doc = DOC!()]
24#[cfg_attr(test, derive(PartialEq))]
25#[derive(Clone, Debug, Serialize, Deserialize)]
26#[serde(
27    from = "InterPercentileRangeParameters",
28    into = "InterPercentileRangeParameters"
29)]
30pub struct InterPercentileRange {
31    quantile: f32,
32    name: String,
33    description: String,
34}
35
36lazy_info!(
37    INTER_PERCENTILE_RANGE_INFO,
38    InterPercentileRange,
39    size: 1,
40    min_ts_length: 1,
41    t_required: false,
42    m_required: true,
43    w_required: false,
44    sorting_required: false,
45);
46
47impl InterPercentileRange {
48    pub fn new(quantile: f32) -> Self {
49        assert!(
50            (quantile > 0.0) && (quantile < 0.5),
51            "Quantile should be in range (0.0, 0.5)"
52        );
53        Self {
54            quantile,
55            name: format!("inter_percentile_range_{:.0}", 100.0 * quantile),
56            description: format!(
57                "range between {:.3e}% and {:.3e}% magnitude percentiles",
58                100.0 * quantile,
59                100.0 * (1.0 - quantile)
60            ),
61        }
62    }
63
64    #[inline]
65    pub fn default_quantile() -> f32 {
66        0.25
67    }
68
69    pub const fn doc() -> &'static str {
70        DOC
71    }
72}
73
74impl Default for InterPercentileRange {
75    fn default() -> Self {
76        Self::new(Self::default_quantile())
77    }
78}
79
80impl FeatureNamesDescriptionsTrait for InterPercentileRange {
81    fn get_names(&self) -> Vec<&str> {
82        vec![self.name.as_str()]
83    }
84
85    fn get_descriptions(&self) -> Vec<&str> {
86        vec![self.description.as_str()]
87    }
88}
89
90impl<T> FeatureEvaluator<T> for InterPercentileRange
91where
92    T: Float,
93{
94    fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
95        self.check_ts_length(ts)?;
96        let ppf_low = ts.m.get_sorted().ppf(self.quantile);
97        let ppf_high = ts.m.get_sorted().ppf(1.0 - self.quantile);
98        let value = ppf_high - ppf_low;
99        Ok(vec![value])
100    }
101}
102
103#[derive(Serialize, Deserialize, JsonSchema)]
104#[serde(rename = "InterPercentileRange")]
105struct InterPercentileRangeParameters {
106    quantile: f32,
107}
108
109impl From<InterPercentileRange> for InterPercentileRangeParameters {
110    fn from(f: InterPercentileRange) -> Self {
111        Self {
112            quantile: f.quantile,
113        }
114    }
115}
116
117impl From<InterPercentileRangeParameters> for InterPercentileRange {
118    fn from(p: InterPercentileRangeParameters) -> Self {
119        Self::new(p.quantile)
120    }
121}
122
123impl JsonSchema for InterPercentileRange {
124    json_schema!(InterPercentileRangeParameters, false);
125}
126
127#[cfg(test)]
128#[allow(clippy::unreadable_literal)]
129#[allow(clippy::excessive_precision)]
130mod tests {
131    use super::*;
132    use crate::tests::*;
133
134    use serde_test::{Token, assert_tokens};
135
136    check_feature!(InterPercentileRange);
137
138    feature_test!(
139        inter_percentile_range,
140        [
141            InterPercentileRange::default(),
142            InterPercentileRange::new(0.25), // should be the same
143            InterPercentileRange::new(0.1),
144        ],
145        [50.0, 50.0, 80.0],
146        linspace(0.0, 99.0, 100),
147    );
148
149    #[test]
150    fn serialization() {
151        const QUANTILE: f32 = 0.256;
152        let beyond_n_std = InterPercentileRange::new(QUANTILE);
153        assert_tokens(
154            &beyond_n_std,
155            &[
156                Token::Struct {
157                    len: 1,
158                    name: "InterPercentileRange",
159                },
160                Token::String("quantile"),
161                Token::F32(QUANTILE),
162                Token::StructEnd,
163            ],
164        )
165    }
166}
light_curve_feature/features/inter_percentile_range.rs

light_curve_feature/features/
inter_percentile_range.rs
