What's New?
GetData: The new parameter Pristine indicates if you want to get data in the same order as entered. That might be of importance in case of time-dependant data. The new Add-method stores the position(s) of each value using a Dictionary<T, List<int>>.
Introduction
The exploration of empirical data is a common task in various fields. Especially the computational analysis of such data is often cumbered by the nature (the type) of the data. So - while writing statistical routines by my own - I decided to develop a "Frequency Table Class" which accepts any possible type of data.
Requirements
My class has to satisfy requirements as follows:
- Accept any type of data (especially multiple precision types)
- Accept a given array
- Provide methods for adding and removing single values
- Automatically update the absolute frequency when a value is added/removed
- A simple way to fetch mode, highest frequency ...
- Provide a method to get the table as an array
- Returned arrays must be sortable by frequency and value
- Provide fields/properties to describe the table
Code
The backbone of this class is the FrequencyTableEntry<T> structure:
public</span /> struct</span /> FrequencyTableEntry<T> where T : IComparable<T>
{
//</span /> Constructor</span />
//</span /> val: The value counted</span />
//</span /> absFreq: The absolute frequency</span />
//</span /> relFreq: The relative frequency</span />
//</span /> percentage: The percentage</span />
public</span /> FrequencyTableEntry(T val, int</span /> absFreq, double</span /> relFreq, double</span /> percentage)
{
Value = val;
AbsoluteFreq = absFreq;
RelativeFreq = relFreq;
Percentage = percentage;
}
public</span /> T Value;
public</span /> int</span /> AbsoluteFreq;
public</span /> double</span /> RelativeFreq;
public</span /> double</span /> Percentage;
}
The specified type T has to implement the IComparable-Interface (needed for the sorting routine). The class stores the data in a generic Dictionary: _entries = new Dictionary<T,int>(): the _entries.Keys-Collection contains the values to count, the _entries.Values-Collection contains the absolute frequency for this particular value:
public</span /> FrequencyTable(int</span /> initialCapacity)
{
_entries = new</span /> Dictionary<T, int>(initialCapacity);
.
.
}
To provide easy access to table entries, the implemented enumerator returns the structure above:
public</span /> IEnumerator<FrequencyTableEntry<T>>
The general Add(T value) method looks like this:
public</span /> void</span /> Add(T value)
{
List<int> _tempPos;
//</span /> if the Dictionary already contains value, then</span />
//</span /> we have to update frequency and _count</span />
if</span /> (_entries.ContainsKey(value))
{
//</span /> update the frequency</span />
_entries[value]++;
//</span /> update mode and highest frequency</span />
if</span /> (_entries[value] > _high)
{
_high = _entries[value];
_mode = value;
}
//</span /> add 1 to sample size</span />
_count++;
foreach</span /> (T key in</span /> _entries.Keys)
{
_relFrequencies[key] = (double</span />)_entries[key] / _count;
}
UpdateSumAndMean(value);
//</span /> store the actual position of the entry in the dataset</span />
_positions.TryGetValue(value, out</span /> _tempPos);
//</span /> the position is equal to _count</span />
_tempPos.Add(_count);
//</span /> remove old entry</span />
_positions.Remove(value);
//</span /> store new entry</span />
_positions.Add(value, _tempPos);
}
else</span /> /*</span /> if the dictionary does not contain value add a new entry */</span />
{
//</span /> if the highest frequency is still zero, set it to one</span />
if</span /> (_high < 1</span />)
{
_high = 1</span />;
_mode = value;
}
//</span /> add a new entry - frequency is one</span />
_entries.Add(value, 1</span />);
//</span /> add 1 to table length</span />
_length++;
//</span /> add 1 to sample size</span />
_count++;
//</span /> update relative frequencies</span />
_relFrequencies.Add(value, 0</span />.0</span />);
foreach</span /> (T key in</span /> _entries.Keys)
{
_relFrequencies[key] = (double</span />)_entries[key] / _count;
}
UpdateSumAndMean(value);
//</span /> create a new entry and set position to _count</span />
_tempPos = new</span /> List<int>();
_tempPos.Add(_count);
//</span /> store it</span />
_positions.Add(value, _tempPos);
}
}
To simplify the analysis of a given text, I have implemented a special constructor:
public</span /> FrequencyTable(T Text, TextAnalyzeMode mode)
{
_positions = new</span /> Dictionary<T, List<int>>
The associated Add method:
public</span /> void</span /> Add(T Text, TextAnalyzeMode mode)
{
if</span /> (!(Text is</span /> string</span />))
throw</span /> new</span /> ArgumentException();
AnalyseString(Text, mode);
}
In my opinion, it is useful to provide different modes regarding literal analysis. These modes are provided by TextAnalyzeMode:
public</span /> enum</span /> TextAnalyzeMode
{
AllCharacters,
NoNumerals,
NoSpecialCharacters,
LettersOnly,
NumeralsOnly,
SpecialCharactersOnly
}
The analysis itself is performed by AnalyzeString(T Text, TextAnalyzeMode mode):
private</span /> void</span /> AnalyzeString(T Text, TextAnalyzeMode mode)
{
//</span /> character strings</span />
string</span /> str_specialChars = @"</span />"</span />"</span />!§$%&/()=?@€<>|µ,.;:-_#'*+~²³ "</span />;
string</span /> str_Numbers = "</span />0123456789"</span />;
//</span /> Adding the entries according to mode</span />
switch</span /> (mode)
{
case</span /> TextAnalyzeMode.AllCharacters:
foreach</span /> (char</span /> v in</span /> Text.ToString())
this</span />.Add((T)Convert.ChangeType((object</span />)v, Text.Getype()));
break</span />;
case</span /> TextAnalyzeMode.LettersOnly:
foreach</span /> (char</span /> v in</span /> Text.ToString())
{
if</span /> ((str_specialChars.IndexOf(v) == -1) &
(str_Numbers.IndexOf(v) == -1))
this</span />.Add((T)Convert.ChangeType((object</span />)v, Text.GetType()));
}
break</span />;
case</span /> TextAnalyzeMode.NoNumerals:
foreach</span /> (char</span /> v in</span /> Text.ToString())
{
if</span /> (str_Numbers.IndexOf(v) == -1)
this</span />.Add((T)Convert.ChangeType((object</span />)v, Text.GetType()));
}
break</span />;
case</span /> TextAnalyzeMode.NoSpecialCharacters:
foreach</span /> (char</span /> v in</span /> Text.ToString())
{
if</span /> (str_specialChars.IndexOf(v) == -1)
this</span />.Add((T)Convert.ChangeType((object</span />)v, Text.GetType()));
}
break</span />;
case</span /> TextAnalyzeMode.NumeralsOnly:
foreach</span /> (char</span /> v in</span /> Text.ToString())
{
if</span /> (str_Numbers.IndexOf(v) != -1)
this</span />.Add((T)Convert.ChangeType((object</span />)v, Text.GetType()));
}
break</span />;
case</span /> TextAnalyzeMode.SpecialCharactersOnly:
foreach</span /> (char</span /> v in</span /> Text.ToString())
{
if</span /> (str_specialChars.IndexOf(v) != -1)
this</span />.Add((T)Convert.ChangeType((object</span />)v, Text.GetType()));
}
break</span />;
}
}
Test for Normality
The question if given data are "Gaussian-distributed" is often raised. There are some robust and valid tests to answer this question. I have implemented the "good old" Kolmogorov-Smirnov test (KS-Test). Alternatively one can use the D'Agostino-Pearson test. There are two new properties concerning normality testing:
IsGaussian: Returns true if data are numerical and the computed p-value is greater than Alpha (see below)
Alpha: Defines the "significance level" for the KS-Test
The KS-Test method is shown below. The method returns true, if the test is applicable. In case of non-numerical data, the method returns false. The out-parameter p contains the p-value on exit. This value can be accessed by calling the P_Value property.
private</span /> bool</span /> KS_Test(out</span /> double</span /> p)
{
//</span /> D-statistic</span />
double</span /> D = double</span />.NaN;
CumulativeFrequencyTableEntry<T>[] empCDF =
GetCumulativeFrequencyTable(CumulativeFrequencyTableFormat.EachDatapointOnce);
//</span /> store the test CDF</span />
double</span /> testCDF;
//</span /> array to store datapoints</span />
double</span />[] data = new</span /> double</span />[empCDF.Length];
FrequencyTableEntry<T>[] table = GetTableAsArray
(FrequencyTableSortOrder.Value_Ascending);
int</span /> i = 0</span />;
//</span /> prevent exceptions if T is not numerical</span />
try</span />
{
foreach</span /> (FrequencyTableEntry<T> entry in</span /> table)
{
data[i] = (double</span />)Convert.ChangeType(entry.Value, TypeCode.Double</span />);
i++;
}
}
catch</span />
{
p = double</span />.NaN;
return</span /> false</span />;
}
//</span /> estimate the parameters of the expected Gaussian distribution</span />
//</span /> first: compute the mean</span />
double</span /> mean = Mean;
//</span /> compute the bias-corrected variance</span />
//</span /> as an estimator for the population variance (actually we need the</span />
//</span /> square root)</span />
double</span /> _sqrt_var = Math.Sqrt(VariancePop);
//</span /> now we have to determine the greatest difference between the</span />
//</span /> sample cumulative distribution function (empCDF) and</span />
//</span /> the distribution function to test (testCDF)</span />
double</span /> _sqrt2 = Math.Sqrt(2</span />.0</span />);
double</span /> _erf;
double</span /> max1 = 0</span />.0</span />;
double</span /> max2 = 0</span />.0</span />;
double</span /> _temp;
for</span /> (i = 0</span />; i < empCDF.Length; i++)
{
//</span /> compute the expected distribution using the error function</span />
_erf = Erf(((data[i] - mean) / _sqrt_var) / _sqrt2);
testCDF = 0</span />.5</span /> * (1</span />.0</span /> + _erf);
_temp = Math.Abs(empCDF[i].CumulativeRelativeFrequency - testCDF);
if</span /> (_temp > max1)
max1 = _temp;
if</span /> (i > 0</span />)
_temp = Math.Abs(empCDF[i - 1</span />].CumulativeRelativeFrequency - testCDF);
else</span />
_temp = testCDF;
if</span /> (_temp > max2)
max2 = _temp;
}
//</span /> the statistics to use is</span />
//</span /> max{diff1,diff2}</span />
D = max1 > max2 ? max1 : max2;
//</span /> now compute the p-value using a z-transformation</span />
if</span /> (!Double.IsNaN(D))
{
double</span /> z = Math.Sqrt((double</span />)SampleSize) * D;
p = KS_Prob_Smirnov(z);
}
else</span />
p = double</span />.NaN;
return</span /> true</span />;
}
To compute the "test distribution" (the Gaussian CDF in this case) we need the so called error function. I have used the Erf-implementation written by Miroslav Stampar (see Special Function(s) for C#), which is a translation of the Cephes Math Library by Stephen L. Moshier.
Descriptive Statistics
I think it is useful to implement some fundamental statistical properties inside the class.
Cumulative Frequencies
First of all, it is needed to implement a method which returns the empirical distribution function (the cumulative density function) of the given data:
public</span /> CumulativeFrequencyTableEntry<T>[]
GetCumulativeFrequencyTable(CumulativeFrequencyTableFormat Format)
{
CumulativeFrequencyTableEntry<T>[] _output = null</span />;
//</span /> get the frequency table as array for easier processing</span />
FrequencyTableEntry<T>[] _freqTable =
GetTableAsArray(FrequencyTableSortOrder.Value_Ascending);
//</span /> temporary values</span />
double</span /> tempCumRelFreq = 0</span />.0</span />;
int</span /> tempCumAbsFreq = 0</span />;
int</span /> i, k;
switch</span /> (Format)
{
//</span /> each datapoint will returned</span />
case</span /> CumulativeFrequencyTableFormat.EachDatapoint:
//</span /> initialize the result</span />
_output = new</span /> CumulativeFrequencyTableEntry<T>[SampleSize];
for</span /> (i = 0</span />; i < _freqTable.Length; i++)
{
//</span /> update the cumulative frequency - relative and absolute</span />
tempCumAbsFreq += _freqTable[i].AbsoluteFreq;
tempCumRelFreq += _freqTable[i].RelativeFreq;
//</span /> fill the array</span />
for</span /> (k = tempCumAbsFreq - _freqTable[i].AbsoluteFreq;k < tempCumAbsFreq; k++)
{
_output[k] = new</span /> CumulativeFrequencyTableEntry<T>
(_freqTable[i].Value, tempCumRelFreq, tempCumAbsFreq);
}
}
break</span />;
//</span /> here each different entry will be returned once</span />
case</span /> CumulativeFrequencyTableFormat.EachDatapointOnce:
//</span /> initialize the result</span />
_output = new</span /> CumulativeFrequencyTableEntry<T>[Length];
for</span /> (i = 0</span />; i < _freqTable.Length; i++)
{
//</span /> update the cumulative frequency - relative and absolute</span />
tempCumAbsFreq += _freqTable[i].AbsoluteFreq;
tempCumRelFreq += _freqTable[i].RelativeFreq;
//</span /> fill the array</span />
_output[i] = new</span /> CumulativeFrequencyTableEntry<T>
(_freqTable[i].Value, tempCumRelFreq, tempCumAbsFreq);
}
break</span />;
}
//</span /> done</span />
return</span /> _output;
}
(Sorry for that strange formatting - this edit tool...)
Where Are My Data??
Ok - you need an array of the added data? That is the way:
public</span /> T[] GetData(bool</span /> Pristine)
{
T[] result = new</span /> T[SampleSize];
//</span /> if the order is not important</span />
if</span /> (!Pristine)
{
CumulativeFrequencyTableEntry<T>[] cf = GetCumulativeFrequencyTable
(CumulativeFrequencyTableFormat.EachDatapoint);
for</span /> (int</span /> i = 0</span />; i < SampleSize; i++)
result[i] = cf[i].Value;
}
else</span /> /*</span /> return the data in same order as entered */</span />
{
List<int> l;
foreach</span /> (T key in</span /> _positions.Keys)
{
_positions.TryGetValue(key, out</span /> l);
foreach</span /> (int</span /> k in</span /> l)
{
result[k - 1</span />] = key;
}
}
}
return</span /> result;
}
What Else?
There are some public properties concerning descriptive statistics:
Mean
Median
Mode
Minimum
Maximum
VarianceSample
VariancePop (unbiased estimator)
StandardDevSample
StandardDevPop (unbiased estimator)
StandardError
Sum
SampleSize - the number of data (read only)
HighestFrequency - the highest frequency observed
SmallestFrequency - the smallest frequency
ScarcestValue - the scarcest value
Kurtosis
KurtosisExcess
Skewness
If the data is not numerical, all properties above will return double.NaN.
Miscellaneous
Here is a list of the remaining public properties and methods.
Properties
Length - The number of table entries (read only)
Tag - An object which can be set by the user (writable)
Description - The description of the table (writable)
P_Value (contains the p value computed by the Kolmogorov-Smirnov Test)
Methods
Add(T Value) and Add(T Test, TextAnalyzeMode mode)
Remove(T Value)
GetTableAsArray() and GetTableAsArray(FrequencyTableSortOrder order) (sorting is done by using the Quicksort-Algorithm)
GetEnumerator()
ContainsValue(T value)
GetCumulativeFrequencyTable(CumulativeFrequencyTableFormat Format)
GetData(bool Pristine) - Returns the data as an array (sorted or in input order)
GetRelativeFrequency(T value, out double relFreq)
The code is (I think so) well documented so you can use it to get a detailed insight into my solution. I am sure that this solution is not perfect, but it is a good starting point.
For a better overview, I have added a compiled help file (see download at the top of this page).
History
- Version 1.0 - 18 Jan '07
- Version 1.5 - 04 Feb '07
- Minor bug fixes (highest frequency was not set correctly)
- Added normality testing
- Added descriptive statistics
- 09 Feb '07
P_Value added, release number not changed
- Version 2.0 26 Feb '07
GetData(bool Pristine) added