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<h1>stats.h</h1><div class="fragment"><pre class="fragment">00001 <span class="comment">/* </span>
00002 <span class="comment"> * Copyright (C) 2005 Maarten Keijzer</span>
00003 <span class="comment"> *</span>
00004 <span class="comment"> * This program is free software; you can redistribute it and/or modify</span>
00005 <span class="comment"> * it under the terms of version 2 of the GNU General Public License as </span>
00006 <span class="comment"> * published by the Free Software Foundation. </span>
00007 <span class="comment"> *</span>
00008 <span class="comment"> * This program is distributed in the hope that it will be useful,</span>
00009 <span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span>
00010 <span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the</span>
00011 <span class="comment"> * GNU General Public License for more details.</span>
00012 <span class="comment"> *</span>
00013 <span class="comment"> * You should have received a copy of the GNU General Public License</span>
00014 <span class="comment"> * along with this program; if not, write to the Free Software</span>
00015 <span class="comment"> * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA</span>
00016 <span class="comment"> */</span>
00017
00018 <span class="preprocessor">#include &lt;vector&gt;</span>
00019
00020 <span class="keyword">class </span>Mean {
00021
00022 <span class="keywordtype">double</span> n;
00023 <span class="keywordtype">double</span> mean;
00024
00025 <span class="keyword">public</span>:
00026 Mean() : n(0), mean(0) {}
00027
00028 <span class="keywordtype">void</span> update(<span class="keywordtype">double</span> v) {
00029 n++;
00030 <span class="keywordtype">double</span> d = v - mean;
00031 mean += 1/n * d;
00032 }
00033
00034 <span class="keywordtype">double</span> get_mean()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> mean; }
00035 };
00036
00037 <span class="keyword">class </span>Var {
00038 <span class="keywordtype">double</span> n;
00039 <span class="keywordtype">double</span> mean;
00040 <span class="keywordtype">double</span> sumvar;
00041
00042 <span class="keyword">public</span>:
00043 Var() : n(0), mean(0), sumvar(0) {}
00044
00045 <span class="keywordtype">void</span> update(<span class="keywordtype">double</span> v) {
00046 n++;
00047 <span class="keywordtype">double</span> d = v - mean;
00048 mean += 1/n * d;
00049 sumvar += (n-1)/n * d * d;
00050 }
00051
00052 <span class="keywordtype">double</span> get_mean()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> mean; }
00053 <span class="keywordtype">double</span> get_var()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sumvar / (n-1); }
00054 <span class="keywordtype">double</span> get_std()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sqrt(get_var()); }
00055 };
00056
<a name="l00058"></a><a class="code" href="class_cov.html">00058</a> <span class="keyword">class </span><a class="code" href="class_cov.html">Cov</a> {
00059 <span class="keywordtype">double</span> n;
00060 <span class="keywordtype">double</span> meana;
00061 <span class="keywordtype">double</span> meanb;
00062 <span class="keywordtype">double</span> sumcov;
00063
00064 <span class="keyword">public</span>:
00065 <a class="code" href="class_cov.html">Cov</a>() : n(0), meana(0), meanb(0), sumcov(0) {}
00066
00067 <span class="keywordtype">void</span> update(<span class="keywordtype">double</span> a, <span class="keywordtype">double</span> b) {
00068 ++n;
00069 <span class="keywordtype">double</span> da = a - meana;
00070 <span class="keywordtype">double</span> db = b - meanb;
00071
00072 meana += 1/n * da;
00073 meanb += 1/n * db;
00074
00075 sumcov += (n-1)/n * da * db;
00076 }
00077
00078 <span class="keywordtype">double</span> get_meana()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> meana; }
00079 <span class="keywordtype">double</span> get_meanb()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> meanb; }
00080 <span class="keywordtype">double</span> get_cov()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sumcov / (n-1); }
00081 };
00082
00083 <span class="keyword">class </span>CovMatrix {
00084 <span class="keywordtype">double</span> n;
00085 std::vector&lt;double&gt; mean;
00086 std::vector&lt; std::vector&lt;double&gt; &gt; sumcov;
00087
00088 <span class="keyword">public</span>:
00089 CovMatrix(<span class="keywordtype">unsigned</span> dim) : n(0), mean(dim), sumcov(dim , std::vector&lt;double&gt;(dim)) {}
00090
00091 <span class="keywordtype">void</span> update(<span class="keyword">const</span> std::vector&lt;double&gt;&amp; v) {
00092 n++;
00093
00094 <span class="keywordflow">for</span> (<span class="keywordtype">unsigned</span> i = 0; i &lt; v.size(); ++i) {
00095 <span class="keywordtype">double</span> d = v[i] - mean[i];
00096 mean[i] += 1/n * d;
00097
00098 sumcov[i][i] += (n-1)/n * d * d;
00099
00100 <span class="keywordflow">for</span> (<span class="keywordtype">unsigned</span> j = i; j &lt; v.size(); ++j) {
00101 <span class="keywordtype">double</span> e = v[j] - mean[j]; <span class="comment">// mean[j] is not updated yet</span>
00102
00103 <span class="keywordtype">double</span> upd = (n-1)/n * d * e;
00104
00105 sumcov[i][j] += upd;
00106 sumcov[j][i] += upd;
00107
00108 }
00109 }
00110
00111 }
00112
00113 <span class="keywordtype">double</span> get_mean(<span class="keywordtype">int</span> i)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> mean[i]; }
00114 <span class="keywordtype">double</span> get_var(<span class="keywordtype">int</span> i )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sumcov[i][i] / (n-1); }
00115 <span class="keywordtype">double</span> get_std(<span class="keywordtype">int</span> i)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sqrt(get_var(i)); }
00116 <span class="keywordtype">double</span> get_cov(<span class="keywordtype">int</span> i, <span class="keywordtype">int</span> j)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sumcov[i][j] / (n-1); }
00117
00118 };
00119
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