source: trunk/yat/statistics/AveragerWeighted.cc @ 2451

// $Id: AveragerWeighted.cc 2451 2011-03-28 23:16:14Z peter $

/*
  Copyright (C) 2004, 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2011 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "AveragerWeighted.h"
#include "Averager.h"

namespace theplu {
namespace yat {
namespace statistics {

  AveragerWeighted::AveragerWeighted(void)
    : w_(Averager()), wx_(Averager()), wwx_(0), wxx_(0)
  {
  }

  AveragerWeighted::AveragerWeighted(const AveragerWeighted& a)
    : w_(a.w_),
      wx_(a.wx_),
      wwx_(a.sum_wwx()),
      wxx_(a.sum_wxx())
  {
  }

  void AveragerWeighted::add(const double d, const double w)
  {
    if (!w)
      return;
    w_.add(w); wx_.add(w*d); wwx_+=w*w*d; wxx_+=w*d*d;
  }

  double AveragerWeighted::mean(void) const
  {
    return sum_wx()/sum_w();
  }

  double AveragerWeighted::n(void) const
  {
    return sum_w()*sum_w()/sum_ww();
  }

  void AveragerWeighted::rescale(double a)
  {
    wx_.rescale(a);
    wwx_*=a;
    wxx_*=a*a;
  }

  void AveragerWeighted::reset(void)
  {
    wx_.reset(); w_.reset(); wwx_=0; wxx_=0;
  }

  double AveragerWeighted::std(void) const
  {
    return sqrt(variance());
  }

  double AveragerWeighted::standard_error(void) const
  {
    return sqrt(sum_ww()/(sum_w()*sum_w()*sum_w()) * sum_xx_centered());
  }

  double AveragerWeighted::sum_w(void)  const
  {
    return w_.sum_x();
  }

  double AveragerWeighted::sum_ww(void) const
  {
    return w_.sum_xx();
  }

  double AveragerWeighted::sum_wwx(void) const
  {
    return wwx_;
  }

  double AveragerWeighted::sum_wwxx(void) const
  {
    return wx_.sum_xx();
  }

  double AveragerWeighted::sum_wx(void) const
  {
    return wx_.sum_x();
  }

  double AveragerWeighted::sum_wxx(void) const
  {
    return wxx_;
  }

  double AveragerWeighted::sum_xx_centered(void) const
  {
    return sum_wxx() - mean()*mean()*sum_w();
  }

  double AveragerWeighted::variance(const double m) const
  {
    return (sum_wxx()-2*m*sum_wx())/sum_w()+m*m;
  }

  double AveragerWeighted::variance(void) const
  {
    return sum_xx_centered()/sum_w();
  }

  const Averager& AveragerWeighted::wx(void) const
  {
    return wx_;
  }

  const Averager& AveragerWeighted::w(void) const
  {
    return w_;
  }

  const AveragerWeighted& AveragerWeighted::operator+=(const AveragerWeighted& a)
  {
    wx_+=a.wx(); w_+=a.w(); wwx_+=a.sum_wwx(); wxx_+=a.sum_wxx();
    return *this;
  }

}}} // of namespace statistics, yat, and theplu