source: trunk/yat/statistics/AveragerPairWeighted.cc

Last change on this file was 2919, checked in by Peter, 9 years ago

update copyright years

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1// $Id: AveragerPairWeighted.cc 2919 2012-12-19 06:54:23Z peter $
2
3/*
4  Copyright (C) 2005 Peter Johansson, Markus Ringnér
5  Copyright (C) 2006 Jari Häkkinen, Peter Johansson
6  Copyright (C) 2007 Jari Häkkinen, Peter Johansson, Markus Ringnér
7  Copyright (C) 2008 Jari Häkkinen, Peter Johansson
8  Copyright (C) 2011, 2012 Peter Johansson
9
10  This file is part of the yat library, http://dev.thep.lu.se/yat
11
12  The yat library is free software; you can redistribute it and/or
13  modify it under the terms of the GNU General Public License as
14  published by the Free Software Foundation; either version 3 of the
15  License, or (at your option) any later version.
16
17  The yat library is distributed in the hope that it will be useful,
18  but WITHOUT ANY WARRANTY; without even the implied warranty of
19  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
20  General Public License for more details.
21
22  You should have received a copy of the GNU General Public License
23  along with yat. If not, see <http://www.gnu.org/licenses/>.
24*/
25
26#include <config.h>
27
28#include "AveragerPairWeighted.h"
29#include "AveragerPair.h"
30#include "Averager.h"
31
32#include <cassert>
33
34namespace theplu {
35namespace yat {
36namespace statistics {
37
38
39  AveragerPairWeighted::AveragerPairWeighted(void)
40    : wxy_centered_(0)
41  {
42  }
43
44
45  void  AveragerPairWeighted::add(const double x, const double y, 
46                                  const double wx, const double wy)
47  { 
48    if(wx==0.0 || wy==0.0) {
49      return;
50    }
51    assert(!std::isnan(x) && "x is nan");
52    assert(!std::isnan(y) && "y is nan");
53    assert(!std::isnan(wx) && "wx is nan");
54    assert(!std::isnan(wy) && "wy is nan");
55    double w=wx*wy;
56    xy_add(x, y, 0, w);
57    x_.add(x,w);
58    y_.add(y,w);
59  }
60
61
62  double AveragerPairWeighted::correlation(void) const
63  {
64    return sum_xy_centered() / sqrt(x_.sum_xx_centered()*y_.sum_xx_centered());
65  }
66
67
68  double AveragerPairWeighted::covariance(void) const
69  {
70    return sum_xy_centered()/sum_w();
71  }
72
73
74  double AveragerPairWeighted::msd(void) const
75  {
76    return (x_.sum_wxx()+y_.sum_wxx()-2*sum_xy())/sum_w();
77  }
78
79
80  double AveragerPairWeighted::n(void) const
81  {
82    return x_.n();
83  }
84
85
86  void AveragerPairWeighted::reset(void)
87  {
88    x_.reset(); y_.reset(); wxy_centered_=0;
89  }
90
91
92  double AveragerPairWeighted::sum_w(void) const
93  {
94    return x_.sum_w();
95  }
96
97
98  double AveragerPairWeighted::sum_xy(void) const
99  {
100    return sum_xy_centered() + x_.sum_wx()*y_.mean();
101  }
102
103
104  double AveragerPairWeighted::sum_xy_centered(void) const
105  {
106    return wxy_centered_;
107  }
108
109
110  void AveragerPairWeighted::xy_add(double mx, double my, double wxy_centered, 
111                                    double w)
112  {
113    if (!w)
114      return;
115    /*
116      For derivation of update formula refer to
117      http://www.janinebennett.org/index_files/ParallelStatisticsAlgorithms.pdf
118    */
119    wxy_centered_ += wxy_centered;
120    if (sum_w())
121      wxy_centered_ += 
122        w*sum_w() / (w+sum_w()) * (mx-x_.mean()) * (my-y_.mean());
123  }
124
125
126  const AveragerWeighted& AveragerPairWeighted::x_averager(void) const
127  {
128    return x_;
129  }
130
131
132  const AveragerWeighted& AveragerPairWeighted::y_averager(void) const
133  {
134    return y_;
135  }
136
137  const AveragerPairWeighted& 
138  AveragerPairWeighted::operator+=(const AveragerPairWeighted& rhs)
139  {
140    xy_add(rhs.x_averager().mean(), rhs.y_averager().mean(), 
141           rhs.sum_xy_centered(), rhs.sum_w());
142    x_ += rhs.x_averager();
143    y_ += rhs.y_averager();
144    return *this;
145  }
146
147
148}}} // of namespace statistics, yat, and theplu
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