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git-svn-id: svn://scm.gforge.inria.fr/svnroot/paradiseo@40 331e1502-861f-0410-8da2-ba01fb791d7f
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133 lines
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<title>EO: stats.h Source File</title>
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<a class="qindex" href="main.html">Main Page</a> | <a class="qindex" href="modules.html">Modules</a> | <a class="qindex" href="namespaces.html">Namespace List</a> | <a class="qindex" href="hierarchy.html">Class Hierarchy</a> | <a class="qindex" href="classes.html">Alphabetical List</a> | <a class="qindex" href="annotated.html">Class List</a> | <a class="qindex" href="files.html">File List</a> | <a class="qindex" href="namespacemembers.html">Namespace Members</a> | <a class="qindex" href="functions.html">Class Members</a> | <a class="qindex" href="pages.html">Related Pages</a> | <span class="search"><u>S</u>earch for <input class="search" type="text" name="query" value="" size="20" accesskey="s"/></span></form></div>
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<a class="el" href="dir_000007.html">contrib</a> / <a class="el" href="dir_000008.html">mathsym</a> / <a class="el" href="dir_000012.html">regression</a></div>
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<h1>stats.h</h1><div class="fragment"><pre class="fragment">00001 <span class="comment">/* </span>
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00002 <span class="comment"> * Copyright (C) 2005 Maarten Keijzer</span>
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00003 <span class="comment"> *</span>
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00004 <span class="comment"> * This program is free software; you can redistribute it and/or modify</span>
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00005 <span class="comment"> * it under the terms of version 2 of the GNU General Public License as </span>
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00006 <span class="comment"> * published by the Free Software Foundation. </span>
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00007 <span class="comment"> *</span>
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00008 <span class="comment"> * This program is distributed in the hope that it will be useful,</span>
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00009 <span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span>
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00010 <span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the</span>
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00011 <span class="comment"> * GNU General Public License for more details.</span>
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00012 <span class="comment"> *</span>
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00013 <span class="comment"> * You should have received a copy of the GNU General Public License</span>
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00014 <span class="comment"> * along with this program; if not, write to the Free Software</span>
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00015 <span class="comment"> * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA</span>
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00016 <span class="comment"> */</span>
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00017
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00018 <span class="preprocessor">#include <vector></span>
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00019
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00020 <span class="keyword">class </span>Mean {
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00021
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00022 <span class="keywordtype">double</span> n;
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00023 <span class="keywordtype">double</span> mean;
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00024
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00025 <span class="keyword">public</span>:
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00026 Mean() : n(0), mean(0) {}
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00027
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00028 <span class="keywordtype">void</span> update(<span class="keywordtype">double</span> v) {
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00029 n++;
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00030 <span class="keywordtype">double</span> d = v - mean;
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00031 mean += 1/n * d;
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00032 }
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00033
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00034 <span class="keywordtype">double</span> get_mean()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> mean; }
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00035 };
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00036
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00037 <span class="keyword">class </span>Var {
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00038 <span class="keywordtype">double</span> n;
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00039 <span class="keywordtype">double</span> mean;
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00040 <span class="keywordtype">double</span> sumvar;
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00041
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00042 <span class="keyword">public</span>:
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00043 Var() : n(0), mean(0), sumvar(0) {}
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00044
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00045 <span class="keywordtype">void</span> update(<span class="keywordtype">double</span> v) {
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00046 n++;
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00047 <span class="keywordtype">double</span> d = v - mean;
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00048 mean += 1/n * d;
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00049 sumvar += (n-1)/n * d * d;
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00050 }
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00051
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00052 <span class="keywordtype">double</span> get_mean()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> mean; }
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00053 <span class="keywordtype">double</span> get_var()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sumvar / (n-1); }
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00054 <span class="keywordtype">double</span> get_std()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sqrt(get_var()); }
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00055 };
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00056
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<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> {
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00059 <span class="keywordtype">double</span> n;
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00060 <span class="keywordtype">double</span> meana;
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00061 <span class="keywordtype">double</span> meanb;
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00062 <span class="keywordtype">double</span> sumcov;
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00063
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00064 <span class="keyword">public</span>:
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00065 <a class="code" href="class_cov.html">Cov</a>() : n(0), meana(0), meanb(0), sumcov(0) {}
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00066
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00067 <span class="keywordtype">void</span> update(<span class="keywordtype">double</span> a, <span class="keywordtype">double</span> b) {
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00068 ++n;
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00069 <span class="keywordtype">double</span> da = a - meana;
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00070 <span class="keywordtype">double</span> db = b - meanb;
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00071
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00072 meana += 1/n * da;
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00073 meanb += 1/n * db;
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00074
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00075 sumcov += (n-1)/n * da * db;
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00076 }
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00077
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00078 <span class="keywordtype">double</span> get_meana()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> meana; }
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00079 <span class="keywordtype">double</span> get_meanb()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> meanb; }
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00080 <span class="keywordtype">double</span> get_cov()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> sumcov / (n-1); }
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00081 };
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00082
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00083 <span class="keyword">class </span>CovMatrix {
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00084 <span class="keywordtype">double</span> n;
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00085 std::vector<double> mean;
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00086 std::vector< std::vector<double> > sumcov;
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00087
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00088 <span class="keyword">public</span>:
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00089 CovMatrix(<span class="keywordtype">unsigned</span> dim) : n(0), mean(dim), sumcov(dim , std::vector<double>(dim)) {}
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00090
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00091 <span class="keywordtype">void</span> update(<span class="keyword">const</span> std::vector<double>& v) {
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00092 n++;
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00093
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00094 <span class="keywordflow">for</span> (<span class="keywordtype">unsigned</span> i = 0; i < v.size(); ++i) {
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00095 <span class="keywordtype">double</span> d = v[i] - mean[i];
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00096 mean[i] += 1/n * d;
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00097
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00098 sumcov[i][i] += (n-1)/n * d * d;
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00099
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00100 <span class="keywordflow">for</span> (<span class="keywordtype">unsigned</span> j = i; j < v.size(); ++j) {
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00101 <span class="keywordtype">double</span> e = v[j] - mean[j]; <span class="comment">// mean[j] is not updated yet</span>
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00102
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00103 <span class="keywordtype">double</span> upd = (n-1)/n * d * e;
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00104
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00105 sumcov[i][j] += upd;
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00106 sumcov[j][i] += upd;
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00107
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00108 }
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00109 }
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00110
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00111 }
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00112
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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]; }
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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); }
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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)); }
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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); }
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00117
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00118 };
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00119
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</pre></div><hr size="1"><address style="align: right;"><small>Generated on Thu Oct 19 05:06:42 2006 for EO by
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<a href="http://www.doxygen.org/index.html">
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<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.3.9.1 </small></address>
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