source: trunk/yat/statistics/AveragerPair.h @ 2565

Last change on this file since 2565 was 2565, checked in by Peter, 10 years ago

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1#ifndef _theplu_yat_statistics_averagerpair_
2#define _theplu_yat_statistics_averagerpair_
3
4// $Id: AveragerPair.h 2565 2011-09-26 00:53:48Z peter $
5
6/*
7  Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson
8  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
9  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
10  Copyright (C) 2009, 2010, 2011 Peter Johansson
11
12  This file is part of the yat library, http://dev.thep.lu.se/yat
13
14  The yat library is free software; you can redistribute it and/or
15  modify it under the terms of the GNU General Public License as
16  published by the Free Software Foundation; either version 3 of the
17  License, or (at your option) any later version.
18
19  The yat library is distributed in the hope that it will be useful,
20  but WITHOUT ANY WARRANTY; without even the implied warranty of
21  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
22  General Public License for more details.
23
24  You should have received a copy of the GNU General Public License
25  along with yat. If not, see <http://www.gnu.org/licenses/>.
26*/
27
28#include "Averager.h"
29
30#include "yat/utility/iterator_traits.h"
31
32#include <boost/concept_check.hpp>
33
34#include <cmath>
35#include <utility>
36
37namespace theplu{
38namespace yat{
39namespace statistics{
40
41  ///
42  /// @brief Class for taking care of mean and covariance of two variables.
43  ///
44  /// @see Averager AveragerWeighted AveragerPairWeighted
45  ///
46  class AveragerPair
47  {
48  public:
49
50    ///
51    /// @brief The default constructor
52    ///
53    AveragerPair(void);
54
55    ///
56    /// The copy constructor
57    ///
58    AveragerPair(const AveragerPair&);
59
60    ///
61    /// Adding \a n pairs of data points with value \a x and \a y.
62    ///
63    void add(const double x, const double y, const long n=1);
64
65    /**
66       \brief Concordence correlation coefficient.
67
68       \f$ \frac{\sum_i (x_i-m_x)(y_i-m_y)}{\sum_i
69       (x_i-m_x)^2+\sum_i (y_i-m_y)^2 + n(m_x-m_y)^2} \f$
70       
71    */
72    double ccc(void) const;
73
74    /**
75       \f$ \frac{\sum_i (x_i-m_x)(y_i-m_y)}{\sqrt{\sum_i
76       (x_i-m_x)^2\sum_i (y_i-m_y)^2}} \f$
77       
78       \return %Pearson correlation coefficient.
79    */
80    double correlation(void) const;
81 
82    ///
83    /// Calculating covariance using
84    /// \f$ \frac{1}{N}\sum_i (x_i-m_x)(y_i-m_y) \f$,
85    /// where \f$ m \f$ is the mean.
86    ///
87    /// @return The covariance.
88    ///
89    double covariance(void) const;
90 
91    ///
92    /// @return The mean of xy.
93    ///
94    double mean_xy(void) const;
95
96    /**
97       \return Average squared deviation between x and y \f$
98       \frac{1}{N} \sum (x-y)^2 \f$
99    */
100    double msd(void) const;
101
102    ///
103    /// @return The number of pair of data points.
104    ///
105    long n(void) const;
106
107    ///
108    /// @brief Reset everything to zero
109    ///
110    void reset(void);
111
112    ///
113    /// @return The sum of xy.
114    ///
115    double sum_xy(void) const;
116
117    /**
118       \return Sum of squared deviation between x and y \f$
119       \sum (x-y)^2 \f$
120    */
121    double sum_squared_deviation(void) const;
122
123    ///
124    /// @return \f$ \sum_i (x_i-m_x)(y_i-m_y) \f$
125    ///
126    double sum_xy_centered(void) const;
127
128    ///
129    /// @return A const refencer to the averager object for x.
130    ///
131    const Averager& x_averager(void) const;
132
133    ///
134    /// @return A const reference to the averager object for y
135    ///
136    const Averager& y_averager(void) const;
137
138    ///
139    /// @brief The assigment operator
140    ///
141    const AveragerPair& operator=(const AveragerPair& a);
142
143    ///
144    /// Operator to add another Averager
145    ///
146    const AveragerPair& operator+=(const AveragerPair&);
147
148  private:
149    Averager x_;
150    Averager y_;
151    double  xy_centered_;
152
153    void xy_add(double mx, double my, double xy_centered, long n);
154  };
155
156  /**
157     \brief adding data from two ranges to AveragerPair \a ap
158
159     \relates AveragerPair
160   */
161  template <class InputIterator1, class InputIterator2>
162  void add(AveragerPair& ap, InputIterator1 first1, InputIterator1 last1, 
163           InputIterator2 first2)
164  {
165    BOOST_CONCEPT_ASSERT((boost::InputIterator<InputIterator1>));
166    BOOST_CONCEPT_ASSERT((boost::InputIterator<InputIterator2>));
167    utility::check_iterator_is_unweighted(first1);
168    utility::check_iterator_is_unweighted(first2);
169    for ( ; first1 != last1; ++first1, ++first2)
170      ap.add(*first1, *first2);
171  }
172
173
174}}} // of namespace statistics, yat, and theplu
175
176#endif
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