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open Ast
(*
--# Winsorize values
--#
--# Clamp tails to specified quantile limits.
--#
--# @name winsorize
--# @param x :: Vector | List Numeric input.
--# @param limits :: Float | Vector[Float] One-sided or (lo, hi) limits in [0, 0.5).
--# @param na_rm :: Bool = false Remove NA values first.
--# @param weights :: Vector[Float] | List[Float] = NA Optional non-negative observation weights used to determine the cut points.
--# @return :: Number | Vector Computed result (scalar or vectorized).
--# @family stats
--# @export
*)
let has_na_rm named_args =
List.exists (fun (name, v) -> name = Some "na_rm" && match v with VBool true -> true | _ -> false) named_args
let strip_na_rm named_args =
List.filter (fun (name, _) -> name <> Some "na_rm") named_args |> List.map snd
let numeric_values ~label ~na_rm v =
let vals =
match v with
| VVector arr -> Ok (Array.to_list arr)
| VList items -> Ok (List.map snd items)
| VNA _ -> Error (Error.na_value_error ~na_rm:true label)
| _ -> Error (Error.type_error (Printf.sprintf "Function `%s` expects a numeric List or Vector." label))
in
match vals with
| Error e -> Error e
| Ok vals ->
let rec go acc = function
| [] -> Ok (List.rev acc)
| VInt n :: tl -> go (float_of_int n :: acc) tl
| VFloat f :: tl -> go (f :: acc) tl
| VNA _ :: tl when na_rm -> go acc tl
| VNA _ :: _ -> Error (Error.na_value_error ~na_rm:true label)
| _ -> Error (Error.type_error (Printf.sprintf "Function `%s` requires numeric values." label))
in
go [] vals
let quantile xs p =
let arr = Array.of_list xs in
let n = Array.length arr in
if n = 0 then None
else (
Array.sort compare arr;
let h = p *. float_of_int (n - 1) in
let lo = int_of_float (Float.floor h) in
let hi = min (lo + 1) (n - 1) in
let frac = h -. float_of_int lo in
Some (arr.(lo) +. frac *. (arr.(hi) -. arr.(lo))))
let mean xs =
let n = List.length xs in
if n = 0 then None else Some (List.fold_left ( +. ) 0.0 xs /. float_of_int n)
let vecf xs = VVector (Array.of_list (List.map (fun x -> VFloat x) xs))
let register env =
Env.add "winsorize" (make_builtin_named ~name:"winsorize" ~variadic:true 2 (fun named_args _ ->
match Math_common.get_bool_flag "na_rm" false named_args with
| Error e -> e
| Ok na_rm ->
let weight_arg = Math_common.optional_named_arg "weights" named_args in
let args = Math_common.positional_args_without ["na_rm"; "weights"] named_args in
let limits_of = function
| VFloat f when f >= 0.0 && f < 0.5 -> Some (f, f)
| VInt i when i >= 0 -> let f = float_of_int i in if f < 0.5 then Some (f, f) else None
| VList [(_, VFloat lo); (_, VFloat hi)] when lo >= 0.0 && hi >= 0.0 && lo < 0.5 && hi < 0.5 -> Some (lo, hi)
| VVector [|VFloat lo; VFloat hi|] when lo >= 0.0 && hi >= 0.0 && lo < 0.5 && hi < 0.5 -> Some (lo, hi)
| _ -> None
in
match args with
| [x; limits] ->
(match limits_of limits with
| None -> Error.value_error "Function `winsorize` expects limits in [0, 0.5)."
| Some (lo, hi) ->
(match weight_arg with
| Some weight_v ->
(match Math_utils.extract_numeric_array_with_weights_preserve_zeros_allow_empty ~label:"winsorize" ~na_rm x weight_v with
| Error e -> e
| Ok (xs, _) when Array.length xs = 0 -> VNA NAFloat
| Ok (xs, ws) ->
(match Math_utils.weighted_quantile_array xs ws lo,
Math_utils.weighted_quantile_array xs ws (1.0 -. hi) with
| Some lq, Some uq ->
vecf
(Array.to_list
(Array.map
(fun v ->
if v < lq then lq
else if v > uq then uq
else v)
xs))
| _ ->
Error.value_error "Function `winsorize` could not compute quantiles for the given input."))
| None ->
(match numeric_values ~label:"winsorize" ~na_rm x with
| Error e -> e
| Ok [] -> VNA NAFloat
| Ok xs ->
(match quantile xs lo, quantile xs (1.0 -. hi) with
| Some lq, Some uq ->
vecf (List.map (fun v -> if v < lq then lq else if v > uq then uq else v) xs)
| _ -> Error.value_error "Function `winsorize` could not compute quantiles for the given input."))))
| _ -> Error.arity_error_named "winsorize" 2 (List.length args))) env