1 | #ifndef _theplu_yat_statistics_averagerpairweighted_ |
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2 | #define _theplu_yat_statistics_averagerpairweighted_ |
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3 | |
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4 | // $Id: AveragerPairWeighted.h 4207 2022-08-26 04:36:28Z peter $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2005 Peter Johansson, Markus Ringnér |
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8 | Copyright (C) 2006, 2007 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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9 | Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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10 | Copyright (C) 2009, 2010, 2011, 2016, 2022 Peter Johansson |
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11 | |
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12 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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13 | |
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14 | The yat library is free software; you can redistribute it and/or |
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15 | modify it under the terms of the GNU General Public License as |
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16 | published by the Free Software Foundation; either version 3 of the |
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17 | License, or (at your option) any later version. |
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18 | |
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19 | The yat library is distributed in the hope that it will be useful, |
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20 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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21 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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22 | General Public License for more details. |
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23 | |
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24 | You should have received a copy of the GNU General Public License |
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25 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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26 | */ |
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27 | |
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28 | #include "AveragerWeighted.h" |
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29 | |
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30 | #include "yat/utility/iterator_traits.h" |
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31 | #include "yat/utility/yat_assert.h" |
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32 | |
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33 | #include <boost/concept_check.hpp> |
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34 | |
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35 | #include <cmath> |
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36 | #include <stdexcept> |
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37 | |
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38 | namespace theplu{ |
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39 | namespace yat{ |
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40 | namespace statistics{ |
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41 | /// |
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42 | /// @brief Class for taking care of mean and covariance of two variables in |
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43 | /// a weighted manner. |
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44 | /// |
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45 | /// \see \ref weighted_statistics |
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46 | /// |
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47 | /// If nothing else stated, each function fulfills the |
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48 | /// following:<br> <ul><li>Setting a weight to zero corresponds to |
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49 | /// removing the data point from the dataset.</li><li> Setting all |
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50 | /// weights to unity, the yields the same result as from |
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51 | /// corresponding function in AveragerPair.</li><li> Rescaling weights |
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52 | /// does not change the performance of the object.</li></ul> |
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53 | /// |
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54 | /// @see Averager AveragerWeighted AveragerPair |
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55 | /// |
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56 | class AveragerPairWeighted |
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57 | { |
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58 | public: |
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59 | |
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60 | /// |
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61 | /// @brief The default constructor |
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62 | /// |
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63 | AveragerPairWeighted(void); |
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64 | |
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65 | /// |
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66 | /// Adding a pair of data points with value \a x and \a y, and |
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67 | /// their weights. If either of the weights are zero the addition |
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68 | /// is ignored |
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69 | /// |
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70 | void add(const double x, const double y, |
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71 | const double wx, const double wy); |
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72 | |
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73 | /// |
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74 | /// @brief %Pearson correlation coefficient. |
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75 | /// |
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76 | /// @return \f$ \frac{\sum w_xw_y (x-m_x)(y-m_y)}{\sqrt{\sum |
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77 | /// w_xw_y (y-m_y)^2\sum w_xw_y (y-m_y)^2}} \f$ where m is |
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78 | /// calculated as \f$ m_x = \frac {\sum w_xw_yx}{\sum w} \f$ |
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79 | /// |
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80 | double correlation(void) const; |
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81 | |
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82 | /// |
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83 | /// \f$ \frac{\sum w_xw_y (x-m_x)(y-m_y)}{\sum w_xw_y} \f$ where m |
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84 | /// is calculated as \f$ m_x = \frac {\sum w_xw_yx}{\sum w} \f$ |
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85 | /// |
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86 | double covariance(void) const; |
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87 | |
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88 | /** |
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89 | @return \f$ \frac{\sum w_xw_y(x-y)^2}{\sum w_xw_y} \f$ |
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90 | */ |
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91 | double msd(void) const; |
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92 | |
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93 | /** |
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94 | @return \f$ \frac{\left(\sum w_x w_y\right)^2}{\sum w_x^2w_y^2} \f$ |
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95 | */ |
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96 | double n(void) const; |
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97 | |
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98 | /// |
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99 | /// @brief Reset everything to zero |
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100 | /// |
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101 | void reset(void); |
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102 | |
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103 | /// |
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104 | /// @return \f$ \sum w_xw_y \f$ |
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105 | /// |
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106 | double sum_w(void) const; |
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107 | |
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108 | /// |
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109 | /// @return \f$ \sum w_xw_yxy \f$ |
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110 | /// |
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111 | double sum_xy(void) const; |
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112 | |
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113 | /// |
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114 | /// @return \f$ \sum w_xw_y (x-m_x)(y-m_y) \f$ where m is calculated as |
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115 | /// \f$ m_x = \frac {\sum w_xw_yx}{\sum w} \f$ |
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116 | /// |
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117 | double sum_xy_centered(void) const; |
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118 | |
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119 | /// |
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120 | /// @note the weights are calculated as \f$ w = w_x * w_y \f$ |
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121 | /// |
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122 | /// @return AveragerWeighted for x |
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123 | /// |
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124 | const AveragerWeighted& x_averager(void) const; |
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125 | |
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126 | /// |
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127 | /// @note the weights are calculated as \f$ w = w_x * w_y \f$ |
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128 | /// |
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129 | /// @return AveragerWeighted for y |
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130 | /// |
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131 | const AveragerWeighted& y_averager(void) const; |
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132 | |
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133 | /** |
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134 | \brief Addition assignment operator. |
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135 | |
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136 | \return resulting AveragerPairWeighted |
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137 | |
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138 | \since New in yat 0.8 |
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139 | */ |
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140 | const AveragerPairWeighted& operator+=(const AveragerPairWeighted&); |
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141 | |
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142 | private: |
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143 | AveragerWeighted x_; // weighted averager with w = w_x*w_y |
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144 | AveragerWeighted y_; // weighted averager with w = w_x*w_y |
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145 | double wxy_centered_; |
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146 | |
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147 | void xy_add(double mx, double my, double xy_centered, double w); |
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148 | }; |
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149 | |
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150 | /** |
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151 | \brief adding a ranges of values to AveragerPairWeighted \a ap |
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152 | |
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153 | Type Requirement: |
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154 | - \c InputIterator1 models \ref concept_data_iterator |
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155 | - \c InputIterator1 is \single_pass_iterator |
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156 | - \c InputIterator2 models \ref concept_data_iterator |
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157 | - \c InputIterator2 is \single_pass_iterator |
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158 | |
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159 | \relates AveragerPairWeighted |
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160 | */ |
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161 | template <class InputIterator1, class InputIterator2> |
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162 | void add(AveragerPairWeighted& ap, InputIterator1 first1, |
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163 | InputIterator1 last1, InputIterator2 first2) |
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164 | { |
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165 | BOOST_CONCEPT_ASSERT((utility::DataIteratorConcept<InputIterator1>)); |
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166 | BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator1>)); |
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167 | BOOST_CONCEPT_ASSERT((utility::DataIteratorConcept<InputIterator2>)); |
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168 | BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator2>)); |
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169 | |
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170 | utility::iterator_traits<InputIterator1> traits1; |
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171 | utility::iterator_traits<InputIterator2> traits2; |
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172 | for ( ; first1 != last1; ++first1, ++first2) { |
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173 | ap.add(traits1.data(first1), traits2.data(first2), |
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174 | traits1.weight(first1), traits2.weight(first2)); |
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175 | } |
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176 | } |
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177 | |
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178 | |
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179 | /** |
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180 | \brief adding four ranges of values to AveragerPairWeighted \a ap |
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181 | |
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182 | Iterators must be unweighted. |
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183 | |
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184 | Type Requirement: |
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185 | - \c InputIterator1 models \single_pass_iterator |
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186 | - \c InputIterator1 models \readable_iterator |
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187 | - \c InputIterator1 is weighted |
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188 | - \c InputIterator2 models \single_pass_iterator |
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189 | - \c InputIterator2 models \readable_iterator |
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190 | - \c InputIterator2 is weighted |
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191 | - \c InputIterator3 models \single_pass_iterator |
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192 | - \c InputIterator3 models \readable_iterator |
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193 | - \c InputIterator3 is weighted |
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194 | - \c InputIterator4 models \single_pass_iterator |
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195 | - \c InputIterator4 models \readable_iterator |
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196 | - \c InputIterator4 is weighted |
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197 | |
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198 | \relates AveragerPairWeighted |
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199 | */ |
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200 | template <typename InputIterator1, typename InputIterator2 |
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201 | , typename InputIterator3, typename InputIterator4> |
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202 | void add(AveragerPairWeighted& ap, InputIterator1 x, InputIterator1 xlast, |
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203 | InputIterator2 y, InputIterator3 wx, InputIterator4 wy) |
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204 | { |
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205 | BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator1>)); |
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206 | BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator1>)); |
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207 | BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator2>)); |
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208 | BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator2>)); |
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209 | BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator3>)); |
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210 | BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator3>)); |
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211 | BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator4>)); |
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212 | BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator4>)); |
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213 | |
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214 | utility::check_iterator_is_unweighted(x); |
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215 | utility::check_iterator_is_unweighted(y); |
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216 | utility::check_iterator_is_unweighted(wx); |
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217 | utility::check_iterator_is_unweighted(wy); |
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218 | while (x!=xlast) { |
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219 | ap.add(*x, *y, *wx, *wy); |
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220 | ++x; |
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221 | ++y; |
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222 | ++wx; |
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223 | ++wy; |
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224 | } |
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225 | } |
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226 | |
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227 | |
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228 | }}} // of namespace statistics, yat, and theplu |
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229 | |
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230 | #endif |
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