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

// $Id: AveragerWeighted.cc 1392 2008-07-28 19:35:30Z peter $

/*
  Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson
  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2007 Jari Häkkinen, Peter Johansson
  Copyright (C) 2008 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 2 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  02111-1307, USA.
*/

#include "AveragerWeighted.h"
#include "Averager.h"

namespace theplu {
namespace yat {
namespace statistics {

  AveragerWeighted::AveragerWeighted(void)
    : w_(Averager()), wx_(Averager()), wwx_(0), wxx_(0)
  {
  }

  AveragerWeighted::AveragerWeighted(const AveragerWeighted& a)
    : w_(Averager(a.sum_w(),a.sum_ww(),1)),
      wx_(Averager(a.sum_wx(),a.sum_wwxx(),1)),
      wwx_(a.sum_wwx()),
      wxx_(a.sum_wxx())
  {
  }

  void AveragerWeighted::add(const double d, const double w)
  {
    if (!w)
      return;
    w_.add(w); wx_.add(w*d); wwx_+=w*w*d; wxx_+=w*d*d;
  }

  double AveragerWeighted::mean(void) const
  {
    return sum_wx()/sum_w();
  }

  double AveragerWeighted::n(void) const
  {
    return sum_w()*sum_w()/sum_ww();
  }

  void AveragerWeighted::rescale(double a)
  {
    wx_.rescale(a);
    wwx_*=a;
    wxx_*=a*a;
  }

  void AveragerWeighted::reset(void)
  {
    wx_.reset(); w_.reset(); wwx_=0; wxx_=0;
  }

  double AveragerWeighted::std(void) const
  {
    return sqrt(variance());
  }

  double AveragerWeighted::standard_error(void) const
  {
    return sqrt(sum_ww()/(sum_w()*sum_w()*sum_w()) * sum_xx_centered());
  }

  double AveragerWeighted::sum_w(void)  const
  {
    return w_.sum_x();
  }

  double AveragerWeighted::sum_ww(void) const
  {
    return w_.sum_xx();
  }

  double AveragerWeighted::sum_wwx(void) const
  {
    return wwx_;
  }

  double AveragerWeighted::sum_wwxx(void) const
  {
    return wx_.sum_xx();
  }

  double AveragerWeighted::sum_wx(void) const
  {
    return wx_.sum_x();
  }

  double AveragerWeighted::sum_wxx(void) const
  {
    return wxx_;
  }

  double AveragerWeighted::sum_xx_centered(void) const
  {
    return sum_wxx() - mean()*mean()*sum_w();
  }

  double AveragerWeighted::variance(const double m) const
  {
    return (sum_wxx()-2*m*sum_wx())/sum_w()+m*m;
  }

  double AveragerWeighted::variance(void) const
  {
    return sum_xx_centered()/sum_w();
  }

  const Averager& AveragerWeighted::wx(void) const
  {
    return wx_;
  }

  const Averager& AveragerWeighted::w(void) const
  {
    return w_;
  }

  const AveragerWeighted& AveragerWeighted::operator+=(const AveragerWeighted& a)
  {
    wx_+=a.wx(); w_+=a.w(); wwx_+=a.sum_wwx(); wxx_+=a.sum_wxx();
    return *this;
  }

}}} // of namespace statistics, yat, and theplu