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add namespace - statistics
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@ -11,94 +11,105 @@
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#include <iostream>
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/**
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* continuous mean and variance computance using
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* first value as an approximation for the mean.
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* If the first number is much far form the mean, the algorithm becomes very
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* inaccurate to compute variance and standard deviation.
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* \namespace statistics
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* \brief Statistical algorithms
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*/
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template <typename T>
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class stats_computer1 {
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public:
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/** Constructor
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* \param[in] x new data sample
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namespace statistics {
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/**
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* continuous mean and variance computance using
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* first value as an approximation for the mean.
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* If the first number is much far form the mean, the algorithm becomes very
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* inaccurate to compute variance and standard deviation.
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*/
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void new_val(T x) {
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if (n == 0)
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K = x;
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n++;
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T tmp = x - K;
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Ex += tmp;
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Ex2 += tmp * tmp;
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}
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template <typename T>
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class stats_computer1 {
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public:
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/** Constructor
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* \param[in] x new data sample
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*/
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void new_val(T x) {
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if (n == 0)
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K = x;
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n++;
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T tmp = x - K;
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Ex += tmp;
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Ex2 += tmp * tmp;
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}
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/** return sample mean computed till last sample */
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double mean() const { return K + Ex / n; }
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/** return sample mean computed till last sample */
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double mean() const { return K + Ex / n; }
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/** return data variance computed till last sample */
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double variance() const { return (Ex2 - (Ex * Ex) / n) / (n - 1); }
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/** return data variance computed till last sample */
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double variance() const { return (Ex2 - (Ex * Ex) / n) / (n - 1); }
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/** return sample standard deviation computed till last sample */
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double std() const { return std::sqrt(this->variance()); }
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/** return sample standard deviation computed till last sample */
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double std() const { return std::sqrt(this->variance()); }
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/** short-hand operator to read new sample from input stream
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* \n e.g.: `std::cin >> stats1;`
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/** short-hand operator to read new sample from input stream
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* \n e.g.: `std::cin >> stats1;`
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*/
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friend std::istream &operator>>(std::istream &input,
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stats_computer1 &stat) {
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T val;
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input >> val;
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stat.new_val(val);
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return input;
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}
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private:
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unsigned int n = 0;
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double Ex, Ex2;
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T K;
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};
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/**
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* continuous mean and variance computance using
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* Welford's algorithm (very accurate)
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*/
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friend std::istream &operator>>(std::istream &input,
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stats_computer1 &stat) {
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T val;
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input >> val;
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stat.new_val(val);
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return input;
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}
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template <typename T>
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class stats_computer2 {
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public:
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/** Constructor
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* \param[in] x new data sample
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*/
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void new_val(T x) {
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n++;
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double delta = x - mu;
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mu += delta / n;
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double delta2 = x - mu;
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M += delta * delta2;
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}
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private:
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unsigned int n = 0;
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double Ex, Ex2;
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T K;
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};
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/** return sample mean computed till last sample */
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double mean() const { return mu; }
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/**
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* continuous mean and variance computance using
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* Welford's algorithm (very accurate)
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*/
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template <typename T>
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class stats_computer2 {
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public:
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/** Constructor
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* \param[in] x new data sample
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*/
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void new_val(T x) {
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n++;
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double delta = x - mu;
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mu += delta / n;
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double delta2 = x - mu;
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M += delta * delta2;
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}
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/** return data variance computed till last sample */
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double variance() const { return M / n; }
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/** return sample mean computed till last sample */
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double mean() const { return mu; }
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/** return sample standard deviation computed till last sample */
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double std() const { return std::sqrt(this->variance()); }
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/** return data variance computed till last sample */
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double variance() const { return M / n; }
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/** short-hand operator to read new sample from input stream
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* \n e.g.: `std::cin >> stats1;`
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*/
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friend std::istream &operator>>(std::istream &input,
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stats_computer2 &stat) {
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T val;
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input >> val;
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stat.new_val(val);
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return input;
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}
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/** return sample standard deviation computed till last sample */
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double std() const { return std::sqrt(this->variance()); }
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private:
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unsigned int n = 0;
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double mu = 0, var = 0, M = 0;
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};
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/** short-hand operator to read new sample from input stream
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* \n e.g.: `std::cin >> stats1;`
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*/
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friend std::istream &operator>>(std::istream &input,
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stats_computer2 &stat) {
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T val;
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input >> val;
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stat.new_val(val);
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return input;
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}
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} // namespace statistics
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private:
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unsigned int n = 0;
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double mu = 0, var = 0, M = 0;
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};
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using statistics::stats_computer1;
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using statistics::stats_computer2;
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/** Test the algorithm implementation
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* \param[in] test_data array of data to test the algorithms
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