Merge branch 'master' into Hossein/FastHierVisitor

hosseinmoein · Oct 28, 2024 · 6e87352 · 6e87352
2 parents 2945f83 + 31a1105
commit 6e87352
Show file tree

Hide file tree

Showing 9 changed files with 335 additions and 110 deletions.
diff --git a/docs/HTML/BetaVisitor.html b/docs/HTML/BetaVisitor.html
@@ -51,7 +51,17 @@
       </td>
       <td>
         This functor class calculates the beta (i.e. exposure) of the given first column to the given second column (benchmark).<BR>
-        <I>explicit BetaVisitor (bool bias = true);</I><BR>
+        <I>
+        <PRE>
+          explicit
+          BetaVisitor(bool bias = false,
+                      bool skipnan = false,
+                      bool stable_algo = false);
+        </PRE>
+        </I>
+        <B>bias</B>: If true it divides by n - 1, otherwise by n.<BR>
+        <B>skip_nan</B>: If true it skips over nan numbers as if they didn't exist.<BR>
+        <B>stable_algo</B>: If true, it uses a version of Kahan summation that is numerically stable for data with very large values. Kahan summation is slower than regular summation, so only use it, if your data contains very large values.<BR>
       </td>
       <td width="18%">
         <B>T</B>: Column data type<BR>

diff --git a/docs/HTML/CorrVisitor.html b/docs/HTML/CorrVisitor.html
@@ -100,10 +100,17 @@
         This functor class calculates the correlation of two given columns.<BR>
         <I>
         <PRE>
-  explicit CorrVisitor(correlation_type t = correlation_type::pearson,
-                       bool bias = true);
+          explicit
+          CorrVisitor(correlation_type t = correlation_type::pearson,
+                      bool bias = false,
+                      bool skipnan = false,
+                      bool stable_algo = false);
         </PRE>
         </I>
+        <B>correlation_type</B>: Correlation type from above.<BR>
+        <B>bias</B>: If true it divides by n - 1, otherwise by n.<BR>
+        <B>skip_nan</B>: If true it skips over nan numbers as if they didn't exist.<BR>
+        <B>stable_algo</B>: If true, it uses a version of Kahan summation that is numerically stable for data with very large values. Kahan summation is slower than regular summation, so only use it, if your data contains very large values.<BR>
       </td>
       <td>
         <B>T</B>: Column data type. T must be an arithmetic-enabled type<BR>

diff --git a/docs/HTML/CovVisitor.html b/docs/HTML/CovVisitor.html
@@ -53,9 +53,15 @@
         This functor class calculates the covariance of two given columns. In addition, it provides the variances of both columns.<BR>
         <I>
         <PRE>
-    explicit CovVisitor(bool bias = true, bool skipnan = true);
+          explicit
+          CovVisitor(bool bias = false,
+                     bool skipnan = false,
+                     bool stable_algo = false);
         </PRE>
         </I>
+        <B>bias</B>: If true it divides by n - 1, otherwise by n.<BR>
+        <B>skip_nan</B>: If true it skips over nan numbers as if they didn't exist.<BR>
+        <B>stable_algo</B>: If true, it uses a version of Kahan summation that is numerically stable for data with very large values. Kahan summation is slower than regular summation, so only use it, if your data contains very large values.<BR>
       </td>
       <td width="30%">
         <B>T</B>: Column data type. T must be an arithmetic-enabled type<BR>

diff --git a/docs/HTML/DataFrame.html b/docs/HTML/DataFrame.html
@@ -770,6 +770,10 @@ <H2 ID="2"><font color="blue">API Reference with code samples <font size="+4">&#
       <td title="Calculates Student t-test">struct <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/TTestVisitor.html">TTestVisitor</a>{}</td>
     </tr>
 
+    <tr class="item" onmouseover="this.style.backgroundColor='#ffff66';" onmouseout="this.style.backgroundColor='#d4e3e5';">
+      <td title="Calculates variance">struct <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/VarVisitor.html">VarVisitor</a>{}</td>
+    </tr>
+
     <tr class="item" onmouseover="this.style.backgroundColor='#ffff66';" onmouseout="this.style.backgroundColor='#d4e3e5';">
       <td title="Calculates z-score">struct <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/ZScoreVisitor.html">ZScoreVisitor</a>{}</td>
     </tr>

diff --git a/docs/HTML/StdVisitor.html b/docs/HTML/StdVisitor.html
@@ -53,9 +53,15 @@
         This functor class calculates the standard deviation of a given column.<BR>
         <I>
         <PRE>
-    explicit StdVisitor (bool bias = true);
+          explicit
+          StdVisitor(bool bias = false,
+                     bool skipnan = false,
+                     bool stable_algo = false);
         </PRE>
         </I>
+        <B>bias</B>: If true it divides by n - 1, otherwise by n.<BR>
+        <B>skip_nan</B>: If true it skips over nan numbers as if they didn't exist.<BR>
+        <B>stable_algo</B>: If true, it uses a version of Kahan summation that is numerically stable for data with very large values. Kahan summation is slower than regular summation, so only use it, if your data contains very large values.<BR>
       </td>
       <td width="30%">
         <B>T</B>: Column data type.<BR>

diff --git a/docs/HTML/VarVisitor.html b/docs/HTML/VarVisitor.html
@@ -0,0 +1,86 @@
+<!--
+Copyright (c) 2019-2026, Hossein Moein
+All rights reserved.
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+* Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+* Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer in the
+  documentation and/or other materials provided with the distribution.
+* Neither the name of Hossein Moein and/or the DataFrame nor the
+  names of its contributors may be used to endorse or promote products
+  derived from this software without specific prior written permission.
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL Hossein Moein BE LIABLE FOR ANY
+DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+-->
+<!DOCTYPE html>
+<html>
+
+<head>
+<style>
+body {
+  background-image: linear-gradient(Azure, AliceBlue, GhostWhite, WhiteSmoke);
+}
+</style>
+</head>
+
+<body style="font-family: Georgia, serif">
+  <font size="+3">&#8592;</font> <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/DataFrame.html">Back to Documentations</a><BR><BR>
+
+  <table border="1">
+
+    <tr bgcolor="lightblue">
+      <th>Signature</th> <th>Description</th> <th>Parameters</th>
+    </tr>
+    <tr bgcolor="Azure">
+      <td bgcolor="blue"> <font color="white">
+        <PRE><B>#include &lt;DataFrame/DataFrameStatsVisitors.h&gt;
+
+template&lt;typename T, typename I = unsigned long&gt;
+struct VarVisitor;
+        </B></PRE></font>
+      </td>
+      <td>
+        This functor class calculates the variance of a given column.<BR>
+        <I>
+        <PRE>
+          explicit
+          VarVisitor(bool bias = false,
+                     bool skipnan = false,
+                     bool stable_algo = false);
+        </PRE>
+        </I>
+        <B>bias</B>: If true it divides by n - 1, otherwise by n.<BR>
+        <B>skip_nan</B>: If true it skips over nan numbers as if they didn't exist.<BR>
+        <B>stable_algo</B>: If true, it uses a version of Kahan summation that is numerically stable for data with very large values. Kahan summation is slower than regular summation, so only use it, if your data contains very large values.<BR>
+      </td>
+      <td width="30%">
+        <B>T</B>: Column data type.<BR>
+        <B>I</B>: Index type.
+      </td>
+    </tr>
+
+  </table>
+
+  <BR><img src="https://github.com/hosseinmoein/DataFrame/blob/master/docs/LionLookingUp.jpg?raw=true" alt="C++ DataFrame"
+       width="200" height="200" style="float:right"/>
+
+</body>
+</html>
+
+<!--
+Local Variables:
+mode:HTML
+tab-width:4
+c-basic-offset:4
+End:
+-->