142 lines
3.6 KiB
C
142 lines
3.6 KiB
C
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/**
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* @file eqpalg/distribution/Dist.h
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* @brief 确定分布类型的程序
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* 根据输入的数据特征确定分布类型
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* 并给出对应的上下限
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* @author Cat (null.null.null@qq.com)
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* @version 0.1
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* @date 2021-08-02
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*
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* Company: Baosight Co. Ltd.
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* DO NOT COPY/USE WITHOUT PERMISSION
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*
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*/
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#pragma once
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#include <dlib/statistics.h>
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#include <boost/math/distributions/chi_squared.hpp>
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#include <boost/math/distributions/normal.hpp>
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#include <boost/math/distributions/students_t.hpp>
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#include <boost/math/distributions/skew_normal.hpp>
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#include <algorithm>
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#include <memory>
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#include <tuple>
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#include <vector>
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#include "mix_cc/type/range.h"
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namespace distribution {
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using boost::math::quantile;
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/**
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* @brief 分布验证和置信区间获取
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* 先根据Prob确定出错的最大可能性
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* 再根据最大可能性、数据分布区间，得到详细的数据作用范围
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* 根据数据的真实分布情况，重新调整参数，直到报警率小于目标数值
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* 目前只支持高斯分布类型的分布
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*/
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class Dist {
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public:
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enum class DistTypes {
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unknown,
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student_t,
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normal,
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skew_normal
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}; ///< 预设三种分布
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constexpr static double test_prec = 0.01;
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protected:
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DistTypes dist_type_; ///< 分布类型
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bool valid_; ///< 可用性
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dlib::running_stats<double> rs_; ///< dlib
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mix_cc::float_range_t legal_range_; ///< 合法分布区间
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std::string rule_id_;
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std::shared_ptr<boost::math::normal> normal_; ///< 正态分布
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std::shared_ptr<boost::math::students_t> students_t_; ///< T分布
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std::shared_ptr<boost::math::skew_normal> skew_normal_; ///< 偏态分布
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std::vector<double> warning_sample_; ///< 报警样本
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double predefied_prob_ = 0.975; ///< 预定义的置信概率 3σ的大概置信度
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double prob_ = 0.5;
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public:
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/**
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* @brief 构建分布检测
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*/
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Dist(/* args */);
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/**
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* @brief Destroy the Dist object
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*/
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~Dist();
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/**
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* @brief 得到分布类型
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* @return DistTypes
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*/
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DistTypes get_distribution_type() const;
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/**
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* @brief 设置置信概率
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* @param prob 置信概率
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* @return int
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*/
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int set_predefined_prob(double prob);
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/**
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* @brief Get the shifted prob object
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* @return double
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*/
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double get_shifted_prob() const;
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/**
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* @brief
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* 测试合法数据的分布类型和理想的置信区局,该函数只会根据合法数据进行判断
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* @param rs dlib::running_stats
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* @param tmp_data My Param doc
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* @return int
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*/
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int auto_test(dlib::running_stats<double> rs,
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const std::vector<double>& tmp_data);
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/**
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* @brief 设置报警样本（可选，用来验证第二类错误）
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* @param warning_sample My Param doc
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* @return int
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*/
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int set_warning_sample_optional(const std::vector<double>& warning_sample);
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/**
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* @brief 分布是否具有合理类型
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* @return true
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* @return false
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*/
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bool valid() const;
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/**
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* @brief 得到合法范围大小
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* @return mix_cc::float_range_t
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*/
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mix_cc::float_range_t get_range() const;
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protected:
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/**
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* @brief 得到第一类错误的概率
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* @param prob 置信概率
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* @param tmp_data 用来验证的临时数据
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* @return double
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*/
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double get_error_rate_type_1(const double& prob,
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const std::vector<double>& tmp_data);
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/**
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* @brief 得到指定置信概率的区间
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* @param prob 置信概率
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* @return mix_cc::float_range_t
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*/
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mix_cc::float_range_t get_range(double prob);
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};
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} // namespace distribution
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