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trim and winsor now maintain original order #546

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Feb 17, 2020
Merged

trim and winsor now maintain original order #546

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58d1b1d
trim and winsor now maintain original order
AsafManela Dec 19, 2019
ae1760d
perf improvements for trim and winsor
AsafManela Dec 20, 2019
0b70143
indices spelling
AsafManela Dec 20, 2019
b35c0a2
fix typo
AsafManela Dec 31, 2019
df66bf4
trim and winsor now return generators
AsafManela Jan 1, 2020
e47ed68
updated docs
AsafManela Jan 6, 2020
f428982
more doc updates
AsafManela Jan 6, 2020
02ff391
Adjust spacing and improve signature in docstring
nalimilan Jan 7, 2020
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27 changes: 14 additions & 13 deletions src/robust.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -16,11 +16,11 @@ and lowest elements removed. To compute the trimmed mean of `x` use

# Example
```julia
julia> trim([1,2,3,4,5], prop=0.2)
julia> trim([5,2,4,3,1], prop=0.2)
3-element Array{Int64,1}:
2
3
4
3
```
"""
function trim(x::AbstractVector; prop::Real=0.0, count::Integer=0)
Expand All @@ -44,10 +44,10 @@ function trim!(x::AbstractVector; prop::Real=0.0, count::Integer=0)
0 <= count < n/2 || throw(ArgumentError("count must satisfy 0 ≤ count < length(x)/2."))
end

partialsort!(x, (n-count+1):n)
partialsort!(x, 1:count)
deleteat!(x, (n-count+1):n)
deleteat!(x, 1:count)
ix = vcat(partialsortperm(x, 1:count), partialsortperm(x, (n-count+1):n))
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sort!(ix)
ix = unique(ix) # can be replaced by unique! starting julia 1.1
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Since you know indices are sorted, a simple loop comparing values to previous ones and skipping them will probably be faster.

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Have you tried this?

deleteat!(x, ix)

return x
end
Expand All @@ -62,13 +62,13 @@ mean of `x` use `mean(winsor(x))`.

# Example
```julia
julia> winsor([1,2,3,4,5], prop=0.2)
julia> winsor([5,2,3,4,1], prop=0.2)
5-element Array{Int64,1}:
2
4
2
3
4
4
2
```
"""
function winsor(x::AbstractVector; prop::Real=0.0, count::Integer=0)
Expand All @@ -92,10 +92,11 @@ function winsor!(x::AbstractVector; prop::Real=0.0, count::Integer=0)
0 <= count < n/2 || throw(ArgumentError("count must satisfy 0 ≤ count < length(x)/2."))
end

partialsort!(x, (n-count+1):n)
partialsort!(x, 1:count)
x[1:count] .= x[count+1]
x[n-count+1:end] .= x[n-count]
ix = partialsortperm(x, 1:(count+1))
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x[ix[1:count]] .= x[ix[count+1]]
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Suggested change
x[ix[1:count]] .= x[ix[count+1]]
x[view(ix, 1:count)] .= x[ix[count+1]]

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perhaps because now this would be a view of a view, julia doesn't like this and it kill the process

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Well that's certainly not supposed to happen. Can you try starting Julia with --check-bounds=yes? Otherwise it would be worth reporting.


ix = partialsortperm(x, (n-count):n)
x[ix[2:end]] .= x[ix[1]]
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Suggested change
x[ix[2:end]] .= x[ix[1]]
x[view(ix, 2:end)] .= x[ix[1]]

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same as above


return x
end
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23 changes: 12 additions & 11 deletions test/robust.jl
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Expand Up @@ -3,38 +3,39 @@ using Test

### Trimming outliers

@test trim([1,2,3,4,5,6,7,8], prop=0.1) == [1,2,3,4,5,6,7,8]
@test trim([1,2,3,4,5,6,7,8], prop=0.2) == [2,3,4,5,6,7]
@test trim([8,2,3,4,5,6,7,1], prop=0.1) == [8,2,3,4,5,6,7,1]
@test trim([8,2,3,4,5,6,7,1], prop=0.2) == [2,3,4,5,6,7]
@test trim([1,2,3,4,5,6,7,8,9], prop=0.4) == [4,5,6]
@test trim([1,2,3,4,5,6,7,8], count=1) == [2,3,4,5,6,7]
@test trim([8,7,6,5,4,3,2,1], count=1) == [7,6,5,4,3,2]
@test trim([1,2,3,4,5,6,7,8,9], count=3) == [4,5,6]


@test_throws ArgumentError trim([])
@test_throws ArgumentError trim([1,2,3,4,5], prop=0.5)

@test trim!([1,2,3,4,5,6,7,8], prop=0.1) == [1,2,3,4,5,6,7,8]
@test trim!([1,2,3,4,5,6,7,8], prop=0.2) == [2,3,4,5,6,7]
@test trim!([8,2,3,4,5,6,7,1], prop=0.1) == [8,2,3,4,5,6,7,1]
@test trim!([8,2,3,4,5,6,7,1], prop=0.2) == [2,3,4,5,6,7]
@test trim!([1,2,3,4,5,6,7,8,9], prop=0.4) == [4,5,6]
@test trim!([1,2,3,4,5,6,7,8], count=1) == [2,3,4,5,6,7]
@test trim!([8,7,6,5,4,3,2,1], count=1) == [7,6,5,4,3,2]
@test trim!([1,2,3,4,5,6,7,8,9], count=3) == [4,5,6]

@test_throws ArgumentError trim!([])
@test_throws ArgumentError trim!([1,2,3,4,5], prop=0.5)

@test winsor([1,2,3,4,5,6,7,8], prop=0.1) == [1,2,3,4,5,6,7,8]
@test winsor([1,2,3,4,5,6,7,8], prop=0.2) == [2,2,3,4,5,6,7,7]
@test winsor([8,2,3,4,5,6,7,1], prop=0.1) == [8,2,3,4,5,6,7,1]
@test winsor([8,2,3,4,5,6,7,1], prop=0.2) == [7,2,3,4,5,6,7,2]
@test winsor([1,2,3,4,5,6,7,8,9], prop=0.4) == [4,4,4,4,5,6,6,6,6]
@test winsor([1,2,3,4,5,6,7,8], count=1) == [2,2,3,4,5,6,7,7]
@test winsor([8,7,6,5,4,3,2,1], count=1) == [7,7,6,5,4,3,2,2]
@test winsor([1,2,3,4,5,6,7,8,9], count=3) == [4,4,4,4,5,6,6,6,6]

@test_throws ArgumentError winsor([])
@test_throws ArgumentError winsor([1,2,3,4,5], prop=0.5)

@test winsor!([1,2,3,4,5,6,7,8], prop=0.1) == [1,2,3,4,5,6,7,8]
@test winsor!([1,2,3,4,5,6,7,8], prop=0.2) == [2,2,3,4,5,6,7,7]
@test winsor!([8,2,3,4,5,6,7,1], prop=0.1) == [8,2,3,4,5,6,7,1]
@test winsor!([8,2,3,4,5,6,7,1], prop=0.2) == [7,2,3,4,5,6,7,2]
@test winsor!([1,2,3,4,5,6,7,8,9], prop=0.4) == [4,4,4,4,5,6,6,6,6]
@test winsor!([1,2,3,4,5,6,7,8], count=1) == [2,2,3,4,5,6,7,7]
@test winsor!([8,7,6,5,4,3,2,1], count=1) == [7,7,6,5,4,3,2,2]
@test winsor!([1,2,3,4,5,6,7,8,9], count=3) == [4,4,4,4,5,6,6,6,6]

@test_throws ArgumentError winsor!([])
Expand Down