1 | // $Id: AveragerWeighted.cc 1122 2008-02-22 17:01:15Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson |
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5 | Copyright (C) 2006 Jari Häkkinen, Markus Ringnér, Peter Johansson |
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6 | |
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7 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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8 | |
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9 | The yat library is free software; you can redistribute it and/or |
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10 | modify it under the terms of the GNU General Public License as |
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11 | published by the Free Software Foundation; either version 2 of the |
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12 | License, or (at your option) any later version. |
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13 | |
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14 | The yat library is distributed in the hope that it will be useful, |
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15 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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16 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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17 | General Public License for more details. |
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18 | |
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19 | You should have received a copy of the GNU General Public License |
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20 | along with this program; if not, write to the Free Software |
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21 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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22 | 02111-1307, USA. |
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23 | */ |
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24 | |
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25 | #include "AveragerWeighted.h" |
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26 | #include "Averager.h" |
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27 | |
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28 | namespace theplu { |
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29 | namespace yat { |
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30 | namespace statistics { |
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31 | |
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32 | AveragerWeighted::AveragerWeighted(void) |
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33 | : w_(Averager()), wx_(Averager()), wwx_(0), wxx_(0) |
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34 | { |
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35 | } |
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36 | |
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37 | AveragerWeighted::AveragerWeighted(const AveragerWeighted& a) |
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38 | : w_(Averager(a.sum_w(),a.sum_ww(),1)), |
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39 | wx_(Averager(a.sum_wx(),a.sum_wwxx(),1)), |
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40 | wwx_(a.sum_wwx()), |
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41 | wxx_(a.sum_wxx()) |
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42 | { |
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43 | } |
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44 | |
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45 | void AveragerWeighted::add(const double d, const double w) |
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46 | { |
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47 | if (!w) |
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48 | return; |
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49 | w_.add(w); wx_.add(w*d); wwx_+=w*w*d; wxx_+=w*d*d; |
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50 | } |
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51 | |
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52 | double AveragerWeighted::mean(void) const |
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53 | { |
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54 | return sum_wx()/sum_w(); |
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55 | } |
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56 | |
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57 | double AveragerWeighted::n(void) const |
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58 | { |
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59 | return sum_w()*sum_w()/sum_ww(); |
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60 | } |
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61 | |
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62 | void AveragerWeighted::rescale(double a) |
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63 | { |
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64 | wx_.rescale(a); |
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65 | wwx_*=a; |
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66 | wxx_*=a*a; |
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67 | } |
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68 | |
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69 | void AveragerWeighted::reset(void) |
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70 | { |
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71 | wx_.reset(); w_.reset(); wwx_=0; wxx_=0; |
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72 | } |
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73 | |
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74 | double AveragerWeighted::std(void) const |
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75 | { |
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76 | return sqrt(variance()); |
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77 | } |
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78 | |
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79 | double AveragerWeighted::standard_error(void) const |
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80 | { |
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81 | return sqrt(sum_ww()/(sum_w()*sum_w()*sum_w()) * sum_xx_centered()); |
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82 | } |
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83 | |
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84 | double AveragerWeighted::sum_w(void) const |
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85 | { |
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86 | return w_.sum_x(); |
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87 | } |
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88 | |
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89 | double AveragerWeighted::sum_ww(void) const |
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90 | { |
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91 | return w_.sum_xx(); |
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92 | } |
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93 | |
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94 | double AveragerWeighted::sum_wwx(void) const |
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95 | { |
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96 | return wwx_; |
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97 | } |
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98 | |
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99 | double AveragerWeighted::sum_wwxx(void) const |
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100 | { |
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101 | return wx_.sum_xx(); |
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102 | } |
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103 | |
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104 | double AveragerWeighted::sum_wx(void) const |
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105 | { |
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106 | return wx_.sum_x(); |
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107 | } |
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108 | |
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109 | double AveragerWeighted::sum_wxx(void) const |
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110 | { |
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111 | return wxx_; |
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112 | } |
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113 | |
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114 | double AveragerWeighted::sum_xx_centered(void) const |
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115 | { |
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116 | return sum_wxx() - mean()*mean()*sum_w(); |
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117 | } |
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118 | |
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119 | double AveragerWeighted::variance(const double m) const |
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120 | { |
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121 | return (sum_wxx()-2*m*sum_wx())/sum_w()+m*m; |
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122 | } |
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123 | |
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124 | double AveragerWeighted::variance(void) const |
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125 | { |
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126 | return sum_xx_centered()/sum_w(); |
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127 | } |
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128 | |
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129 | const Averager& AveragerWeighted::wx(void) const |
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130 | { |
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131 | return wx_; |
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132 | } |
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133 | |
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134 | const Averager& AveragerWeighted::w(void) const |
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135 | { |
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136 | return w_; |
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137 | } |
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138 | |
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139 | const AveragerWeighted& AveragerWeighted::operator+=(const AveragerWeighted& a) |
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140 | { |
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141 | wx_+=a.wx(); w_+=a.w(); wwx_+=a.sum_wwx(); wxx_+=a.sum_wxx(); |
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142 | return *this; |
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143 | } |
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144 | |
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145 | }}} // of namespace statistics, yat, and theplu |
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