text: // Copyright (c) 2019-2020 ISciences, LLC.
  // All rights reserved.
  //
  // This software is licensed under the Apache License, Version 2.0 (the "License").
  // You may not use this file except in compliance with the License. You may
  // obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0.
  //
  // Unless required by applicable law or agreed to in writing, software
  // distributed under the License is distributed on an "AS IS" BASIS,
  // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  // See the License for the specific language governing permissions and
  // limitations under the License.
  
  #ifndef EXACTEXTRACT_WEIGHTED_QUANTILES_H
  #define EXACTEXTRACT_WEIGHTED_QUANTILES_H
  
  #include <algorithm>
  #include <cmath>
  #include <stdexcept>
  #include <vector>
  
  namespace exactextract {
  
      class WeightedQuantiles {
          // Compute weighted quantiles based on https://stats.stackexchange.com/a/13223
  
      public:
  
          void process(double x, double w) {
              if (w < 0) {
                  throw std::runtime_error("Weighted quantile calculation does not support negative weights.");
              }
  
              if (!std::isfinite(w)) {
                  throw std::runtime_error("Weighted quantile does not support non-finite weights.");
              }
  
              m_ready_to_query = false;
  
              m_elems.emplace_back(x, w);
          }
  
          double quantile(double q) const;
  
      private:
          struct elem_t {
              elem_t(double _x, double _w) : x(_x), w(_w), cumsum(0), s(0) {}
  
              double x;
              double w;
              double cumsum;
              double s;
          };
  
          void prepare() const;
  
          mutable std::vector<elem_t> m_elems;
          mutable double m_sum_w;
          mutable bool m_ready_to_query;
      };
  
  }
  
  #endif //EXACTEXTRACT_WEIGHTED_QUANTILES_H
  