source: branches/0.4-stable/yat/statistics/AveragerWeighted.cc @ 1392

Last change on this file since 1392 was 1392, checked in by Peter, 13 years ago

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1// $Id: AveragerWeighted.cc 1392 2008-07-28 19:35:30Z peter $
2
3/*
4  Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
6  Copyright (C) 2007 Jari Häkkinen, Peter Johansson
7  Copyright (C) 2008 Peter Johansson
8
9  This file is part of the yat library, http://dev.thep.lu.se/yat
10
11  The yat library is free software; you can redistribute it and/or
12  modify it under the terms of the GNU General Public License as
13  published by the Free Software Foundation; either version 2 of the
14  License, or (at your option) any later version.
15
16  The yat library is distributed in the hope that it will be useful,
17  but WITHOUT ANY WARRANTY; without even the implied warranty of
18  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
19  General Public License for more details.
20
21  You should have received a copy of the GNU General Public License
22  along with this program; if not, write to the Free Software
23  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
24  02111-1307, USA.
25*/
26
27#include "AveragerWeighted.h"
28#include "Averager.h"
29
30namespace theplu {
31namespace yat {
32namespace statistics {
33
34  AveragerWeighted::AveragerWeighted(void)
35    : w_(Averager()), wx_(Averager()), wwx_(0), wxx_(0)
36  {
37  }
38
39  AveragerWeighted::AveragerWeighted(const AveragerWeighted& a)
40    : w_(Averager(a.sum_w(),a.sum_ww(),1)),
41      wx_(Averager(a.sum_wx(),a.sum_wwxx(),1)),
42      wwx_(a.sum_wwx()),
43      wxx_(a.sum_wxx())
44  {
45  }
46
47  void AveragerWeighted::add(const double d, const double w)
48  {
49    if (!w)
50      return;
51    w_.add(w); wx_.add(w*d); wwx_+=w*w*d; wxx_+=w*d*d;
52  }
53
54  double AveragerWeighted::mean(void) const
55  {
56    return sum_wx()/sum_w();
57  }
58
59  double AveragerWeighted::n(void) const
60  {
61    return sum_w()*sum_w()/sum_ww();
62  }
63
64  void AveragerWeighted::rescale(double a)
65  {
66    wx_.rescale(a);
67    wwx_*=a;
68    wxx_*=a*a;
69  }
70
71  void AveragerWeighted::reset(void)
72  {
73    wx_.reset(); w_.reset(); wwx_=0; wxx_=0;
74  }
75
76  double AveragerWeighted::std(void) const
77  {
78    return sqrt(variance());
79  }
80
81  double AveragerWeighted::standard_error(void) const
82  {
83    return sqrt(sum_ww()/(sum_w()*sum_w()*sum_w()) * sum_xx_centered());
84  }
85
86  double AveragerWeighted::sum_w(void)  const
87  {
88    return w_.sum_x();
89  }
90
91  double AveragerWeighted::sum_ww(void) const
92  {
93    return w_.sum_xx();
94  }
95
96  double AveragerWeighted::sum_wwx(void) const
97  {
98    return wwx_;
99  }
100
101  double AveragerWeighted::sum_wwxx(void) const
102  {
103    return wx_.sum_xx();
104  }
105
106  double AveragerWeighted::sum_wx(void) const
107  {
108    return wx_.sum_x();
109  }
110
111  double AveragerWeighted::sum_wxx(void) const
112  {
113    return wxx_;
114  }
115
116  double AveragerWeighted::sum_xx_centered(void) const
117  {
118    return sum_wxx() - mean()*mean()*sum_w();
119  }
120
121  double AveragerWeighted::variance(const double m) const
122  {
123    return (sum_wxx()-2*m*sum_wx())/sum_w()+m*m;
124  }
125
126  double AveragerWeighted::variance(void) const
127  {
128    return sum_xx_centered()/sum_w();
129  }
130
131  const Averager& AveragerWeighted::wx(void) const
132  {
133    return wx_;
134  }
135
136  const Averager& AveragerWeighted::w(void) const
137  {
138    return w_;
139  }
140
141  const AveragerWeighted& AveragerWeighted::operator+=(const AveragerWeighted& a)
142  {
143    wx_+=a.wx(); w_+=a.w(); wwx_+=a.sum_wwx(); wxx_+=a.sum_wxx();
144    return *this;
145  }
146
147}}} // of namespace statistics, yat, and theplu
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