490e837f7a
.../
... + -- EO
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+-- src ----- + -- EDO
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+-- test + -- MO
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+-- tutorial + -- MOEO
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+-- doc + -- SMP
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... + -- EOMPI
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+ -- EOSERIAL
Question for current maintainers: ./README: new release?
Also:
* Moving out eompi & eoserial modules (issue #2).
* Correction of the errors when executing "make doc" command.
* Adding a solution for the conflicting headers problem (see the two CMake Cache
Values: PROJECT_TAG & PROJECT_HRS_INSTALL_SUBPATH) (issue #1)
* Header inclusions:
** src: changing absolute paths into relative paths ('#include <...>' -> '#include "..."')
** test, tutorial: changing relative paths into absolute paths ('#include "..."' -> '#include <...>')
* Moving out some scripts from EDO -> to the root
* Add a new script for compilation and installation (see build_gcc_linux_install)
* Compilation with uBLAS library or EDO module: now ok
* Minor modifications on README & INSTALL files
* Comment eompi failed tests with no end
*** TODO: CPack (debian (DEB) & RedHat (RPM) packages) (issues #6 & #7) ***
119 lines
2.8 KiB
C++
Executable file
119 lines
2.8 KiB
C++
Executable file
/*
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* Copyright (C) 2005 Maarten Keijzer
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of version 2 of the GNU General Public License as
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* published by the Free Software Foundation.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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*/
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#include <vector>
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class Mean {
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double n;
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double mean;
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public:
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Mean() : n(0), mean(0) {}
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void update(double v) {
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n++;
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double d = v - mean;
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mean += 1/n * d;
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}
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double get_mean() const { return mean; }
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};
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class Var {
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double n;
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double mean;
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double sumvar;
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public:
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Var() : n(0), mean(0), sumvar(0) {}
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void update(double v) {
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n++;
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double d = v - mean;
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mean += 1/n * d;
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sumvar += (n-1)/n * d * d;
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}
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double get_mean() const { return mean; }
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double get_var() const { return sumvar / (n-1); }
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double get_std() const { return sqrt(get_var()); }
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};
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/** Single covariance between two variates */
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class Cov {
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double n;
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double meana;
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double meanb;
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double sumcov;
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public:
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Cov() : n(0), meana(0), meanb(0), sumcov(0) {}
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void update(double a, double b) {
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++n;
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double da = a - meana;
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double db = b - meanb;
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meana += 1/n * da;
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meanb += 1/n * db;
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sumcov += (n-1)/n * da * db;
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}
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double get_meana() const { return meana; }
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double get_meanb() const { return meanb; }
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double get_cov() const { return sumcov / (n-1); }
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};
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class CovMatrix {
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double n;
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std::vector<double> mean;
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std::vector< std::vector<double> > sumcov;
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public:
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CovMatrix(unsigned dim) : n(0), mean(dim), sumcov(dim , std::vector<double>(dim)) {}
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void update(const std::vector<double>& v) {
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n++;
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for (unsigned i = 0; i < v.size(); ++i) {
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double d = v[i] - mean[i];
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mean[i] += 1/n * d;
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sumcov[i][i] += (n-1)/n * d * d;
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for (unsigned j = i; j < v.size(); ++j) {
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double e = v[j] - mean[j]; // mean[j] is not updated yet
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double upd = (n-1)/n * d * e;
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sumcov[i][j] += upd;
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sumcov[j][i] += upd;
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}
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}
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}
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double get_mean(int i) const { return mean[i]; }
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double get_var(int i ) const { return sumcov[i][i] / (n-1); }
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double get_std(int i) const { return sqrt(get_var(i)); }
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double get_cov(int i, int j) const { return sumcov[i][j] / (n-1); }
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};
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