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249 lines
9.6 KiB
Markdown
249 lines
9.6 KiB
Markdown
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# Histogram
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Arduino library for creating histograms math.
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## Description
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One of the main applications for the Arduino board is reading and logging of sensor data.
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We often want to make a histogram of this data to get insight of the distribution of the
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measurements. This is where this Histogram library comes in.
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The Histogram distributes the values added to it into buckets and keeps count per bucket.
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If you need more quantitative analysis, you might need the statistics library,
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- https://github.com/RobTillaart/Statistic
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#### Related
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- https://github.com/RobTillaart/Correlation
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- https://github.com/RobTillaart/GST - Golden standard test metrics
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- https://github.com/RobTillaart/Histogram
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- https://github.com/RobTillaart/Kurtosis
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- https://github.com/RobTillaart/RunningAngle
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- https://github.com/RobTillaart/RunningAverage
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- https://github.com/RobTillaart/RunningMedian
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- https://github.com/RobTillaart/statHelpers - combinations & permutations
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- https://github.com/RobTillaart/Statistic
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#### Working
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When the class is initialized an array of the boundaries to define the borders of the
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buckets is passed to the constructor. This array should be declared global as the
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Histogram class does not copy the values to keep memory usage low. This allows to change
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the boundaries runtime, so after a **clear()**, a new Histogram can be created.
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The values in the boundary array do not need to be equidistant (equal in size)
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but they need to be in ascending order.
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Internally the library does not record the individual values, only the count per bucket.
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If a new value is added - **add(value)** - the class checks in which bucket it
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belongs and the buckets counter is increased.
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The **sub(value)** function is used to decrease the count of a bucket and it can
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cause the count to become below zero.
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Although seldom used but still depending on the application it can be useful.
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E.g. when you want to compare two value generating streams, you let
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one stream **add()** and the other **sub()**. If the histogram of both streams is
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similar they should cancel each other out (more or less), and the value of all buckets
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should be around 0. \[not tried\].
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The **frequency()** function may be removed to reduce footprint as it can be calculated
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with the formula **(1.0 \* bucket(i))/count()**.
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#### Experimental: Histogram8 Histogram16
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Histogram8 and Histogram16 are derived classes with same interface but smaller buckets.
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Histogram can count to ± 2^31 while often ± 2^15 or even ± 2^7 is sufficient.
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Saves substantial memory.
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| class name | length | count/bucket | max memory |
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|:--------------|---------:|---------------:|-------------:|
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| Histogram | 65534 | ± 2147483647 | 260 KB |
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| Histogram8 | 65534 | ± 127 | 65 KB |
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| Histogram16 | 65534 | ± 32767 | 130 KB |
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The difference is the **\_data** array, to reduce the memory footprint.
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Note: max memory is without the boundary array.
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Performance optimizations are possible too however not essential for
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the experimental version.
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## Interface
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```cpp
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#include "histogram.h"
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```
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#### Constructor
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- **Histogram(uint16_t length, float \*bounds)** constructor, get an array of boundary values and array length.
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Length should be less than 65534.
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- **Histogram8(uint16_t length, float \*bounds)** idem as above.
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- **Histogram16(uint16_t length, float \*bounds)** idem as above.
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- **~Histogram()** destructor.
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- **~Histogram8()** destructor.
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- **~Histogram16()** destructor.
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#### MaxBucket
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Default the maxBucket size is defined as 255 (8 bit), 65535 (16 bit) or
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2147483647 (32 bit) depending on class used.
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The functions below allow to set and get the maxBucket so the **add()** and
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**sub()** function will reach **FULL** faster.
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Useful in some applications e.g. games.
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- **void setMaxBucket(uint32_t value)** to have a user defined maxBucket level e.g 25
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- **uint32_t getMaxBucket()** returns the current maxBucket.
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Please note it makes no sense to set maxBucket to a value larger than
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the histogram type can handle.
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Setting maxBucket to 300 for **Histogram8** will always fail as data can only
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handle values between 0 .. 255.
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#### Base
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- **uint8_t clear(float value = 0)** reset all bucket counters to value (default 0).
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Returns status, see below.
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- **uint8_t setBucket(const uint16_t index, int32_t value = 0)** store / overwrite a value of bucket.
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Returns status, see below.
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- **uint8_t add(float value)** add a value, increase count of bucket.
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Returns status, see below.
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- **uint8_t sub(float value)** 'add' a value, decrease (subtract) count of bucket.
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This is less used and has some side effects, see **frequency()**.
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Returns status, see below.
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| Status | Value | Description |
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|:------------------:|:-------:|:------------:|
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| HISTO_OK | 0x00 | all is well
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| HISTO_FULL | 0x01 | add() / sub() caused bucket full ( + or - )
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| HISTO_ERR_FULL | 0xFF | cannot add() / sub(), overflow / underflow
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| HISTO_ERR_LENGTH | 0xFE | length = 0 error (constructor)
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- **uint16_t size()** returns number of buckets.
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- **uint32_t count()** returns total number of values added (or subtracted).
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- **int32_t bucket(uint16_t index)** returns the count of single bucket.
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Can be negative if one uses **sub()**
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- **float frequency(uint16_t index)** returns the relative frequency of a bucket.
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This is always between -1.0 and 1.0.
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Some notes about **frequency()**
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- can return a negative value if an application uses **sub()**
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- sum of all buckets will not add up to 1.0 if one uses **sub()**
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- value (and thus sum) will deviate if **HISTO_ERR_FULL** has occurred.
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#### Helper functions
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- **uint16_t find(float value)** returns the index of the bucket for value.
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- **uint16_t findMin()** returns the (first) index of the bucket with the minimum value.
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- **uint16_t findMax()** returns the (first) index of the bucket with the maximum value.
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- **uint16_t countLevel(int32_t level)** returns the number of buckets with exact that level (count).
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- **uint16_t countAbove(int32_t level)** returns the number of buckets above level.
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- **uint16_t countBelow(int32_t level)** returns the number of buckets below level.
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#### Probability Distribution Functions
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There are three experimental functions:
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- **float PMF(float value)** Probability Mass Function.
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Quite similar to **frequency()**, but uses a value as parameter.
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- **float CDF(float value)** Cumulative Distribution Function.
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Returns the sum of frequencies <= value. Always between 0.0 and 1.0.
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- **float VAL(float probability)** Value Function, is **CDF()** inverted.
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Returns the value of the original array for which the CDF is at least probability.
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- **int32_t sum()** returns the sum of all buckets. (not experimental).
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Just as with **frequency()** it is affected by the use of **sub()**,
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including returning a negative value.
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As most Arduino sketches typical uses a small number of buckets these functions
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are quite coarse and/or inaccurate, so indicative at best.
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Linear interpolation within "last" bucket needs to be investigated, however it
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introduces its own uncertainty. Alternative is to add last box for 50%.
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Note **PDF()** is a continuous function and therefore not applicable in a discrete histogram.
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- https://en.wikipedia.org/wiki/Probability_mass_function PMF()
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- https://en.wikipedia.org/wiki/Cumulative_distribution_function CDF() + VAL()
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- https://en.wikipedia.org/wiki/Probability_density_function PDF()
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#### Experimental
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An additional helper function.
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- **float saturation()** returns the **count()** / nr of bins.
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Is an indicator of how "filled" the histogram is.
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Might need to calculate the average level.
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Note: **findMax()** gives an indication for the topmost individual bucket.
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## Future
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#### Must
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- improve documentation
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#### Should
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- investigate performance - **find()** the right bucket.
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- Binary search is faster (above 20)
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- need testing.
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- mixed search, last part (< 20) linear?
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- improve accuracy - linear interpolation for **PMF()**, **CDF()** and **VAL()**
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- performance - merge loops in **PMF()**
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- performance - reverse loops - compare to zero.
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#### Could
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- **saturation()** indication of the whole histogram
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- count / nr of bins?
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- percentage readOut == frequency()
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- **float getBucketPercent(idx)**
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- template class <bucketsizeType>.
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#### Wont
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- merge bins
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- 2D histograms ? e.g. positions on a grid.
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- see SparseMatrix
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## Support
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If you appreciate my libraries, you can support the development and maintenance.
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Improve the quality of the libraries by providing issues and Pull Requests, or
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donate through PayPal or GitHub sponsors.
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Thank you,
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