// Copyright Nick Thompson 2019.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP
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#define BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP
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#include <algorithm>
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#include <iterator>
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#include <stdexcept>
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namespace boost { namespace math{
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template<class RandomAccessContainer>
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class empirical_cumulative_distribution_function {
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using Real = typename RandomAccessContainer::value_type;
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public:
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empirical_cumulative_distribution_function(RandomAccessContainer && v, bool sorted = false)
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{
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if (v.size() == 0) {
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throw std::domain_error("At least one sample is required to compute an empirical CDF.");
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}
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m_v = std::move(v);
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if (!sorted) {
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std::sort(m_v.begin(), m_v.end());
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}
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}
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auto operator()(Real x) const {
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if constexpr (std::is_integral_v<Real>)
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{
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if (x < m_v[0]) {
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return double(0);
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}
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if (x >= m_v[m_v.size()-1]) {
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return double(1);
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}
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auto it = std::upper_bound(m_v.begin(), m_v.end(), x);
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return static_cast<double>(std::distance(m_v.begin(), it))/static_cast<double>(m_v.size());
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}
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else
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{
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if (x < m_v[0]) {
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return Real(0);
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}
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if (x >= m_v[m_v.size()-1]) {
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return Real(1);
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}
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auto it = std::upper_bound(m_v.begin(), m_v.end(), x);
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return static_cast<Real>(std::distance(m_v.begin(), it))/static_cast<Real>(m_v.size());
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}
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}
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RandomAccessContainer&& return_data() {
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return std::move(m_v);
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}
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private:
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RandomAccessContainer m_v;
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};
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}}
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#endif
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