1 | // $Id: Averager4.cc 2803 2012-07-30 05:18:25Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2012 Peter Johansson |
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5 | |
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6 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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7 | |
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8 | The yat library is free software; you can redistribute it and/or |
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9 | modify it under the terms of the GNU General Public License as |
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10 | published by the Free Software Foundation; either version 3 of the |
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11 | License, or (at your option) any later version. |
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12 | |
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13 | The yat library is distributed in the hope that it will be useful, |
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14 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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15 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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16 | General Public License for more details. |
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17 | |
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18 | You should have received a copy of the GNU General Public License |
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19 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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20 | */ |
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21 | |
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22 | #include "Averager4.h" |
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23 | |
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24 | #include <cassert> |
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25 | #include <cmath> |
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26 | |
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27 | namespace theplu { |
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28 | namespace yat { |
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29 | namespace statistics { |
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30 | |
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31 | Averager4::Averager4(void) |
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32 | : cm3_(0), cm4_(0) {} |
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33 | |
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34 | |
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35 | void Averager4::add(double x, long int n) |
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36 | { |
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37 | add(x, 0, 0, 0, n); |
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38 | averager_.add(x, n); |
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39 | } |
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40 | |
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41 | |
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42 | void Averager4::add(double mean, double cm2, double cm3, double cm4, |
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43 | long int n2) |
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44 | { |
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45 | // rhs empty - nothing to do |
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46 | if (!n2) |
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47 | return; |
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48 | const double n1 = averager_.n(); |
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49 | // lhs empty - simple assignment |
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50 | if (!n1) { |
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51 | cm3_ = cm3; |
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52 | cm4_ = cm4; |
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53 | return; |
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54 | } |
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55 | const double n_inverse = 1.0/(n1+n2); |
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56 | const double delta = mean - averager_.mean(); |
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57 | const double r = n_inverse*delta; |
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58 | |
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59 | double new_cm3 = cm3_ + cm3 + r*r*delta*n1*n2*(n1-n2) + |
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60 | 3*r*(n1*cm2 - n2*averager_.sum_xx_centered()); |
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61 | |
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62 | cm4_ += cm4 + std::pow(r,3)*delta*n1*n2*(n1*n1-n1*n2+n2*n2) + |
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63 | 6*r*r*(n1*n1*cm2+n2*n2*averager().sum_xx_centered()) + |
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64 | 4*r*(n1*cm3-n2*cm3_); |
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65 | |
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66 | cm3_ = new_cm3; |
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67 | } |
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68 | |
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69 | |
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70 | const Averager& Averager4::averager(void) const |
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71 | { |
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72 | return averager_; |
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73 | } |
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74 | |
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75 | |
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76 | double Averager4::central_moment3(void) const |
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77 | { |
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78 | return cm3_/averager_.n(); |
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79 | } |
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80 | |
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81 | |
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82 | double Averager4::central_moment4(void) const |
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83 | { |
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84 | return cm4_/averager().n(); |
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85 | } |
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86 | |
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87 | |
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88 | double Averager4::kurtosis(void) const |
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89 | { |
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90 | return central_moment4() / std::pow(averager_.variance(), 2) - 3.0; |
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91 | } |
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92 | |
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93 | |
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94 | void Averager4::reset(void) |
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95 | { |
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96 | averager_.reset(); |
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97 | cm3_ = 0; |
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98 | cm4_ = 0; |
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99 | } |
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100 | |
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101 | |
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102 | double Averager4::skewness(void) const |
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103 | { |
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104 | return central_moment3() / std::pow(averager_.std(), 3); |
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105 | } |
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106 | |
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107 | |
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108 | Averager4& Averager4::operator+=(const Averager4& rhs) |
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109 | { |
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110 | add(rhs.averager().mean(), rhs.averager().sum_xx_centered(), |
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111 | rhs.cm3_, rhs.cm4_, rhs.averager().n()); |
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112 | averager_ += rhs.averager_; |
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113 | return *this; |
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114 | } |
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115 | |
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116 | }}} // of namespace statistics, yat, and theplu |
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