source: trunk/yat/statistics/AveragerPair.h @ 1043

Last change on this file since 1043 was 1043, checked in by Peter, 14 years ago

fixing #128 - iterators in Averger classes

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File size: 4.2 KB
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1#ifndef _theplu_yat_statistics_averagerpair_
2#define _theplu_yat_statistics_averagerpair_
3
4// $Id: AveragerPair.h 1043 2008-02-06 19:30:03Z peter $
5
6/*
7  Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson
8  Copyright (C) 2006 Jari Häkkinen, Markus Ringnér, Peter Johansson
9  Copyright (C) 2007 Jari Häkkinen, Peter Johansson
10
11  This file is part of the yat library, http://trac.thep.lu.se/yat
12
13  The yat library is free software; you can redistribute it and/or
14  modify it under the terms of the GNU General Public License as
15  published by the Free Software Foundation; either version 2 of the
16  License, or (at your option) any later version.
17
18  The yat library is distributed in the hope that it will be useful,
19  but WITHOUT ANY WARRANTY; without even the implied warranty of
20  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
21  General Public License for more details.
22
23  You should have received a copy of the GNU General Public License
24  along with this program; if not, write to the Free Software
25  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
26  02111-1307, USA.
27*/
28
29#include "Averager.h"
30
31#include "yat/utility/iterator_traits.h"
32
33#include <cmath>
34#include <utility>
35
36namespace theplu{
37namespace yat{
38namespace statistics{
39
40  ///
41  /// @brief Class for taking care of mean and covariance of two variables.
42  ///
43  /// @see Averager AveragerWeighted AveragerPairWeighted
44  ///
45  class AveragerPair
46  {
47  public:
48
49    ///
50    /// @brief The default constructor
51    ///
52    AveragerPair(void);
53
54    ///
55    /// Constructor taking sum of \a x , \a xx , \a y , \a yy , xy and
56    /// number of pair of values \a n
57    ///
58    //AveragerPair(const double x, const double xx, const double y,
59    //                    const double yy, const double xy, const unsigned long n)
60    //  : x_(Averager(x,xx,n)), y_(Averager(y,yy,n)), xy_(xy) {}
61
62    ///
63    /// The copy constructor
64    ///
65    AveragerPair(const AveragerPair&);
66
67    ///
68    /// Adding \a n pairs of data points with value \a x and \a y.
69    ///
70    void add(const double x, const double y, const unsigned long n=1);
71
72    /**
73       \f$ \frac{\sum_i (x_i-m_x)(y_i-m_y)}{\sum_i
74       (x_i-m_x)^2+\sum_i (y_i-m_y)^2 + n(m_x-m_y)^2} \f$
75       
76       In case of a zero denominator - zero is returned.
77       
78       @return Concordence correlation coefficient.
79    */
80    double ccc(void) const;
81
82    ///
83    /// \f$ \frac{\sum_i (x_i-m_x)(y_i-m_y)}{\sqrt{\sum_i
84    /// (x_i-m_x)^2\sum_i (y_i-m_y)^2}} \f$
85    ///
86    /// @return Pearson correlation coefficient.
87    ///
88    double correlation(void) const;
89 
90    ///
91    /// Calculating covariance using
92    /// \f$ \frac{1}{N}\sum_i (x_i-m_x)(y_i-m_y) \f$,
93    /// where \f$ m \f$ is the mean.
94    ///
95    /// @return The covariance.
96    ///
97    double covariance(void) const;
98 
99    ///
100    /// @return The mean of xy.
101    ///
102    double mean_xy(void) const;
103
104    ///
105    /// @return Average squared deviation between x and y \f$
106    /// \frac{1}{N} \sum (x-y)^2 \f$
107    ///
108    double msd(void) const;
109
110    ///
111    /// @return The number of pair of data points.
112    ///
113    unsigned long n(void) const;
114
115    ///
116    /// @brief Reset everything to zero
117    ///
118    void reset(void);
119
120    ///
121    /// @return The sum of xy.
122    ///
123    double sum_xy(void) const;
124
125    ///
126    /// @return Sum of squared deviation between x and y \f$
127    /// \sum (x-y)^2 \f$
128    ///
129    double sum_squared_deviation(void) const;
130
131    ///
132    /// @return \f$ \sum_i (x_i-m_x)(y_i-m_y) \f$
133    ///
134    double sum_xy_centered(void) const;
135
136    ///
137    /// @return A const refencer to the averager object for x.
138    ///
139    const Averager& x_averager(void) const;
140
141    ///
142    /// @return A const reference to the averager object for y
143    ///
144    const Averager& y_averager(void) const;
145
146    ///
147    /// @brief The assigment operator
148    ///
149    const AveragerPair& operator=(const AveragerPair& a);
150
151    ///
152    /// Operator to add another Averager
153    ///
154    const AveragerPair& operator+=(const AveragerPair&);
155
156  private:
157    Averager x_;
158    Averager y_;
159    double  xy_;
160
161  };
162
163  /**
164     \brief adding data from two ranges to AveragerPair \a ap
165   */
166  template <class Iter1, class Iter2>
167  void add(AveragerPair& ap, Iter1 first1, Iter1 last1, Iter2 first2)
168  {
169    utility::check_iterator_is_unweighted(first1);
170    utility::check_iterator_is_unweighted(first2);
171    for ( ; first1 != last1; ++first1, ++first2)
172      ap.add(*first1, *first2);
173  }
174
175
176}}} // of namespace statistics, yat, and theplu
177
178#endif
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