source: branches/0.4-stable/yat/statistics/Averager.cc @ 1294

// $Id: Averager.cc 1294 2008-05-12 08:21:19Z jari $

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

  This file is part of the yat library, http://trac.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 "Averager.h"

#include <cassert>
#include <limits>

namespace theplu {
namespace yat {
namespace statistics {

  Averager::Averager(void)
    : n_(0), x_(0), xx_(0) 
  {
  }

  Averager::Averager(double x, double xx, unsigned long n)
    : n_(n), x_(x), xx_(xx) 
  {
  }

  Averager::Averager(const Averager& a)
    : n_(a.n_), x_(a.x_), xx_(a.xx_)
  {
  }

  void Averager::add(double d, unsigned long n)
  {
    assert(!std::isnan(d));
    n_  += n;
    x_  += n*d;
    xx_ += n*d*d;
  }

  double Averager::cv(void) const
  {
    return std()/mean();
  }

  double Averager::mean(void) const
  {
    return x_/n_;
  }

  unsigned long Averager::n(void) const
  {
    return n_;
  }

  void Averager::rescale(double a)
  {
    x_  *= a;
    xx_ *= a*a;
  }

  void Averager::reset(void)
  {
    n_=0;
    x_=xx_=0.0;
  }

  double Averager::standard_error(void) const
  {
    return sqrt(variance()/n_);
  }

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

  double Averager::std(double m) const
  {
    return sqrt(variance(m));
  }

  double Averager::sum_x(void)  const
  {
    return x_;
  }

  double Averager::sum_xx(void) const
  {
    return xx_;
  }

  double Averager::sum_xx_centered(void)  const
  {
    return xx_-x_*x_/n_;
  }

  double Averager::variance(double m) const
  {
    return (xx_ - 2*m*x_ + m*m*n()) /n_;
  }

  double Averager::variance(void) const
  {
    return sum_xx_centered()/n_;
  }

  double Averager::variance_unbiased(void) const
  {
    return (n_>1) ? sum_xx_centered()/(n_-1) : 
      std::numeric_limits<double>::quiet_NaN();
  }

  const Averager& Averager::operator=(const Averager& a)
  {
    n_  = a.n_;
    x_  = a.x_;
    xx_ = a.xx_;
    return *this;
  }

  const Averager& Averager::operator+=(const Averager& a)
  {
    n_+=a.n_;
    x_+=a.x_;
    xx_+=a.xx_;
    return *this;
  }

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