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add namespace - statistics

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This commit is contained in:
Krishna Vedala 2020-05-31 23:00:49 -04:00
parent 579620271f
commit 1125c85b3f
1 changed files with 85 additions and 74 deletions
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25
math/realtime_stats.cpp
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@ -11,13 +11,19 @@
#include <iostream>
/**
* \namespace statistics
* \brief Statistical algorithms
*/
namespace statistics {
/**
* continuous mean and variance computance using
* 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.
*/
template <typename T>
class stats_computer1 {
template <typename T>
class stats_computer1 {
public:
/** Constructor
* \param[in] x new data sample
@ -55,14 +61,14 @@ class stats_computer1 {
unsigned int n = 0;
double Ex, Ex2;
T K;
};
};
/**
/**
* continuous mean and variance computance using
* Welford's algorithm (very accurate)
*/
template <typename T>
class stats_computer2 {
template <typename T>
class stats_computer2 {
public:
/** Constructor
* \param[in] x new data sample
@ -98,7 +104,12 @@ class stats_computer2 {
private:
unsigned int n = 0;
double mu = 0, var = 0, M = 0;
};
};
} // namespace statistics
using statistics::stats_computer1;
using statistics::stats_computer2;
/** Test the algorithm implementation
* \param[in] test_data array of data to test the algorithms