# source:trunk/src/WeightedAverager.h@220

Last change on this file since 220 was 220, checked in by Peter, 18 years ago

fixed bug in standard error function

• Property svn:eol-style set to native
• Property svn:keywords set to Author Date Id Revision
File size: 3.1 KB
Line
1// $Id: WeightedAverager.h 220 2004-12-30 22:31:34Z peter$
2
3#ifndef _theplu_cpptools_weighted_averager_
4#define _theplu_cpptools_weighted_averager_
5
6//#include <cmath>
7#include "Averager.h"
8
9namespace theplu{
10namespace statistics{
11  ///
12  /// Class to calulate simple (first and second moments) averages
13  /// with weights.
14  ///
15  /// @see Averager
16  ///
17  class WeightedAverager
18  {
19  public:
20
21    ///
22    /// Default constructor
23    ///
24    WeightedAverager(void);
25
26    ///
27    /// Constructor taking the data point, i.e. the value and its
28    /// weight (default = 1)
29    ///
30    WeightedAverager(const double, const double=1);
31
32    ///
33    /// Copy constructor
34    ///
35    WeightedAverager(const WeightedAverager&);
36
37    ///
38    /// adding a data point d, with weight w (default is 1)
39    ///
40    inline void add(const double d,const double w=1)
42
43    ///
44    /// Calculating the weighted mean
45    ///
46    /// @return \f$\frac{\sum w_ix_i}{\sum w_i} \f$
47    ///
48    inline double mean(void) const { return sum_w() ?
49                                       sum_wx()/sum_w() : 0; }
50
51    ///
52    /// rescale object, i.e. each data point is rescaled
53    /// \f$x = a * x \f$
54    ///
55    inline void rescale(double a) { wx_.rescale(a); wwx_*=a; }
56
57    ///
58    /// resets everything to zero
59    ///
60    inline void reset(void) { wx_.reset(); w_.reset(); wwx_=0;}
61
62    ///
63    /// Calculating the squared error according to: \f$\frac{\sum 64 /// w_i^2(x_i-m)^2}{(\sum w_i)^2} \f$ @return squared error
65    ///
66    inline double squared_error(void) const
67    { return (squared_sum()) / (sum_w()*sum_w()); }
68
69    ///
70    /// The standard deviation is calculated as \f$\frac{\sum w_i^2}{(\sum 71 /// w_i)^2-\sum w_i^2}\frac{\sum w_i(x_i-m)^2}{\sum w_i} \f$
72    ///
73    /// @return standard deviation of mean
74    ///
75    inline double standard_error(void)  const
76    { return sqrt(squared_sum()/((sum_w()*sum_w())-squared_sum())
77              *squared_error()/sum_w()); }
78
79    ///
80    /// Calculating the squared sum
81    ///
82    /// @return \f$\sum w_i^2(x_i-m)^2 \f$
83    ///
84    inline double squared_sum(void) const
85    { return (sum_wwxx()-2*mean()*wwx_+
86              mean()*mean()*sum_ww()) ; }
87
88    ///
89    /// Calculating the sum of weights: \f$\sum 90 /// w_i \f$ @return sum of weights
91    ///
92    inline double sum_w(void) const
93    { return w_.sum_x(); }
94
95    ///
96    /// \f$\sum w_ix_i \f$ @return weighted sum of x
97    ///
98    inline double sum_wx(void)  const
99    { return wx_.sum_x(); }
100
101
102  private:
103    inline double sum_ww(void)  const
104    { return w_.sum_xsqr(); }
105    ///
106    ///  @return \f$\sum w_i^2x_i^2 \f$
107    ///
108    inline double sum_wwxx(void)  const
109    { return wx_.sum_xsqr(); }
110
111    ///
112    ///  @return \f$\sum w_i^2x_i \f$
113    ///
114    inline double sum_wwx(void) const
115    { return wwx_; }
116
117    ///
118    /// operator to add a WeightedAverager
119    ///
120    inline WeightedAverager operator+=(WeightedAverager& a)
121    { wx_+=a.wx(); w_+=a.w(); wwx_+=a.sum_wwx(); return *this; }
122
123    Averager w_;
124    Averager wx_;
125    double wwx_;
126
127    inline Averager wx(void) const {return wx_;}
128    inline Averager w(void) const {return w_;}
129
130
131  };
132
133///
134/// The WeightedAverager output operator
135///
136std::ostream& operator<<(std::ostream& s,const WeightedAverager&);
137
138}} // of namespace statistics and namespace theplu
139
140#endif
Note: See TracBrowser for help on using the repository browser.