add namespace - statistics

This commit is contained in:
Krishna Vedala 2020-05-31 23:00:49 -04:00
parent 579620271f
commit 1125c85b3f

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