/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2007 Gang Liang

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file histogram.hpp

    \brief statistics tool for generating histogram of given data

*/

#ifndef quantlib_histogram_hpp

#define quantlib_histogram_hpp

#include <ql/utilities/null.hpp>

#include <vector>

namespace QuantLib {

    //! Histogram class

    /*! This class computes the histogram of a given data set.  The

        caller can specify the number of bins, the breaks, or the

        algorithm for determining these quantities in computing the

        histogram.

    */

    class Histogram {

      public:

        enum Algorithm { None, Sturges, FD, Scott };

        //! \name constructors

        //@{

        Histogram() : algorithm_(Algorithm(-1)) {}

        template <class T>

        Histogram(T data_begin, T data_end, Size breaks)

        : data_(data_begin, data_end), bins_(breaks + 1) {

            calculate();

        }

        template <class T>

        Histogram(T data_begin, T data_end, Algorithm algorithm)

        : data_(data_begin,data_end), bins_(Null<Size>()),

          algorithm_(algorithm) {

            calculate();

        }

        template <class T, class U>

        Histogram(T data_begin, T data_end, U breaks_begin, U breaks_end)

        : data_(data_begin, data_end), bins_(Null<Size>()), breaks_(breaks_begin, breaks_end) {

            bins_ = breaks_.size()+1;

            calculate();

        }

        //@}

        //! \name inspectors

        //@{

        Size bins() const;

        const std::vector<Real>& breaks() const;

        Algorithm algorithm() const;

        bool empty() const;

        //@}

        //! \name results

        //@{

        Size counts(Size i) const;

        Real frequency(Size i) const;

        //@}

      private:

        std::vector<Real> data_;

        Size bins_ = 0;

        Algorithm algorithm_ = None;

        std::vector<Real> breaks_;

        std::vector<Size> counts_;

        std::vector<Real> frequency_;

        // update counts and frequencies

        void calculate();

    };

}

#endif