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annotate armadillo-2.4.4/include/armadillo_bits/running_stat_meat.hpp @ 5:79b343f3e4b8

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author maxzanoni76 <max.zanoni@eecs.qmul.ac.uk>
date Wed, 11 Apr 2012 13:48:13 +0100
parents 8b6102e2a9b0
children
rev   line source
max@0 1 // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
max@0 2 // Copyright (C) 2009-2011 Conrad Sanderson
max@0 3 //
max@0 4 // This file is part of the Armadillo C++ library.
max@0 5 // It is provided without any warranty of fitness
max@0 6 // for any purpose. You can redistribute this file
max@0 7 // and/or modify it under the terms of the GNU
max@0 8 // Lesser General Public License (LGPL) as published
max@0 9 // by the Free Software Foundation, either version 3
max@0 10 // of the License or (at your option) any later version.
max@0 11 // (see http://www.opensource.org/licenses for more info)
max@0 12
max@0 13
max@0 14 //! \addtogroup running_stat
max@0 15 //! @{
max@0 16
max@0 17
max@0 18
max@0 19 template<typename eT>
max@0 20 inline
max@0 21 arma_counter<eT>::~arma_counter()
max@0 22 {
max@0 23 arma_extra_debug_sigprint_this(this);
max@0 24 }
max@0 25
max@0 26
max@0 27
max@0 28 template<typename eT>
max@0 29 inline
max@0 30 arma_counter<eT>::arma_counter()
max@0 31 : d_count( eT(0))
max@0 32 , i_count(uword(0))
max@0 33 {
max@0 34 arma_extra_debug_sigprint_this(this);
max@0 35 }
max@0 36
max@0 37
max@0 38
max@0 39 template<typename eT>
max@0 40 inline
max@0 41 const arma_counter<eT>&
max@0 42 arma_counter<eT>::operator++()
max@0 43 {
max@0 44 if(i_count < ARMA_MAX_UWORD)
max@0 45 {
max@0 46 i_count++;
max@0 47 }
max@0 48 else
max@0 49 {
max@0 50 d_count += eT(ARMA_MAX_UWORD);
max@0 51 i_count = 0;
max@0 52 }
max@0 53
max@0 54 return *this;
max@0 55 }
max@0 56
max@0 57
max@0 58
max@0 59 template<typename eT>
max@0 60 inline
max@0 61 void
max@0 62 arma_counter<eT>::operator++(int)
max@0 63 {
max@0 64 operator++();
max@0 65 }
max@0 66
max@0 67
max@0 68
max@0 69 template<typename eT>
max@0 70 inline
max@0 71 void
max@0 72 arma_counter<eT>::reset()
max@0 73 {
max@0 74 d_count = eT(0);
max@0 75 i_count = uword(0);
max@0 76 }
max@0 77
max@0 78
max@0 79
max@0 80 template<typename eT>
max@0 81 inline
max@0 82 eT
max@0 83 arma_counter<eT>::value() const
max@0 84 {
max@0 85 return d_count + eT(i_count);
max@0 86 }
max@0 87
max@0 88
max@0 89
max@0 90 template<typename eT>
max@0 91 inline
max@0 92 eT
max@0 93 arma_counter<eT>::value_plus_1() const
max@0 94 {
max@0 95 if(i_count < ARMA_MAX_UWORD)
max@0 96 {
max@0 97 return d_count + eT(i_count + 1);
max@0 98 }
max@0 99 else
max@0 100 {
max@0 101 return d_count + eT(ARMA_MAX_UWORD) + eT(1);
max@0 102 }
max@0 103 }
max@0 104
max@0 105
max@0 106
max@0 107 template<typename eT>
max@0 108 inline
max@0 109 eT
max@0 110 arma_counter<eT>::value_minus_1() const
max@0 111 {
max@0 112 if(i_count > 0)
max@0 113 {
max@0 114 return d_count + eT(i_count - 1);
max@0 115 }
max@0 116 else
max@0 117 {
max@0 118 return d_count - eT(1);
max@0 119 }
max@0 120 }
max@0 121
max@0 122
max@0 123
max@0 124 //
max@0 125
max@0 126
max@0 127
max@0 128 template<typename eT>
max@0 129 running_stat<eT>::~running_stat()
max@0 130 {
max@0 131 arma_extra_debug_sigprint_this(this);
max@0 132 }
max@0 133
max@0 134
max@0 135
max@0 136 template<typename eT>
max@0 137 running_stat<eT>::running_stat()
max@0 138 : r_mean ( eT(0))
max@0 139 , r_var (typename running_stat<eT>::T(0))
max@0 140 , min_val ( eT(0))
max@0 141 , max_val ( eT(0))
max@0 142 , min_val_norm(typename running_stat<eT>::T(0))
max@0 143 , max_val_norm(typename running_stat<eT>::T(0))
max@0 144 {
max@0 145 arma_extra_debug_sigprint_this(this);
max@0 146 }
max@0 147
max@0 148
max@0 149
max@0 150 //! update statistics to reflect new sample
max@0 151 template<typename eT>
max@0 152 inline
max@0 153 void
max@0 154 running_stat<eT>::operator() (const typename running_stat<eT>::T sample)
max@0 155 {
max@0 156 arma_extra_debug_sigprint();
max@0 157
max@0 158 if( arma_isfinite(sample) == false )
max@0 159 {
max@0 160 arma_warn(true, "running_stat: sample ignored as it is non-finite" );
max@0 161 return;
max@0 162 }
max@0 163
max@0 164 running_stat_aux::update_stats(*this, sample);
max@0 165 }
max@0 166
max@0 167
max@0 168
max@0 169 //! update statistics to reflect new sample (version for complex numbers)
max@0 170 template<typename eT>
max@0 171 inline
max@0 172 void
max@0 173 running_stat<eT>::operator() (const std::complex< typename running_stat<eT>::T >& sample)
max@0 174 {
max@0 175 arma_extra_debug_sigprint();
max@0 176
max@0 177 arma_type_check(( is_same_type<eT, std::complex< typename running_stat<eT>::T > >::value == false ));
max@0 178
max@0 179 if( arma_isfinite(sample) == false )
max@0 180 {
max@0 181 arma_warn(true, "running_stat: sample ignored as it is non-finite" );
max@0 182 return;
max@0 183 }
max@0 184
max@0 185 running_stat_aux::update_stats(*this, sample);
max@0 186 }
max@0 187
max@0 188
max@0 189
max@0 190 //! set all statistics to zero
max@0 191 template<typename eT>
max@0 192 inline
max@0 193 void
max@0 194 running_stat<eT>::reset()
max@0 195 {
max@0 196 arma_extra_debug_sigprint();
max@0 197
max@0 198 typedef typename running_stat<eT>::T T;
max@0 199
max@0 200 counter.reset();
max@0 201
max@0 202 r_mean = eT(0);
max@0 203 r_var = T(0);
max@0 204
max@0 205 min_val = eT(0);
max@0 206 max_val = eT(0);
max@0 207
max@0 208 min_val_norm = T(0);
max@0 209 max_val_norm = T(0);
max@0 210 }
max@0 211
max@0 212
max@0 213
max@0 214 //! mean or average value
max@0 215 template<typename eT>
max@0 216 inline
max@0 217 eT
max@0 218 running_stat<eT>::mean() const
max@0 219 {
max@0 220 arma_extra_debug_sigprint();
max@0 221
max@0 222 return r_mean;
max@0 223 }
max@0 224
max@0 225
max@0 226
max@0 227 //! variance
max@0 228 template<typename eT>
max@0 229 inline
max@0 230 typename running_stat<eT>::T
max@0 231 running_stat<eT>::var(const uword norm_type) const
max@0 232 {
max@0 233 arma_extra_debug_sigprint();
max@0 234
max@0 235 const T N = counter.value();
max@0 236
max@0 237 if(N > T(1))
max@0 238 {
max@0 239 if(norm_type == 0)
max@0 240 {
max@0 241 return r_var;
max@0 242 }
max@0 243 else
max@0 244 {
max@0 245 const T N_minus_1 = counter.value_minus_1();
max@0 246 return (N_minus_1/N) * r_var;
max@0 247 }
max@0 248 }
max@0 249 else
max@0 250 {
max@0 251 return T(0);
max@0 252 }
max@0 253 }
max@0 254
max@0 255
max@0 256
max@0 257 //! standard deviation
max@0 258 template<typename eT>
max@0 259 inline
max@0 260 typename running_stat<eT>::T
max@0 261 running_stat<eT>::stddev(const uword norm_type) const
max@0 262 {
max@0 263 arma_extra_debug_sigprint();
max@0 264
max@0 265 return std::sqrt( (*this).var(norm_type) );
max@0 266 }
max@0 267
max@0 268
max@0 269
max@0 270 //! minimum value
max@0 271 template<typename eT>
max@0 272 inline
max@0 273 eT
max@0 274 running_stat<eT>::min() const
max@0 275 {
max@0 276 arma_extra_debug_sigprint();
max@0 277
max@0 278 return min_val;
max@0 279 }
max@0 280
max@0 281
max@0 282
max@0 283 //! maximum value
max@0 284 template<typename eT>
max@0 285 inline
max@0 286 eT
max@0 287 running_stat<eT>::max() const
max@0 288 {
max@0 289 arma_extra_debug_sigprint();
max@0 290
max@0 291 return max_val;
max@0 292 }
max@0 293
max@0 294
max@0 295
max@0 296 //! number of samples so far
max@0 297 template<typename eT>
max@0 298 inline
max@0 299 typename get_pod_type<eT>::result
max@0 300 running_stat<eT>::count() const
max@0 301 {
max@0 302 arma_extra_debug_sigprint();
max@0 303
max@0 304 return counter.value();
max@0 305 }
max@0 306
max@0 307
max@0 308
max@0 309 //! update statistics to reflect new sample
max@0 310 template<typename eT>
max@0 311 inline
max@0 312 void
max@0 313 running_stat_aux::update_stats(running_stat<eT>& x, const eT sample)
max@0 314 {
max@0 315 arma_extra_debug_sigprint();
max@0 316
max@0 317 typedef typename running_stat<eT>::T T;
max@0 318
max@0 319 const T N = x.counter.value();
max@0 320
max@0 321 if(N > T(0))
max@0 322 {
max@0 323 if(sample < x.min_val)
max@0 324 {
max@0 325 x.min_val = sample;
max@0 326 }
max@0 327
max@0 328 if(sample > x.max_val)
max@0 329 {
max@0 330 x.max_val = sample;
max@0 331 }
max@0 332
max@0 333 const T N_plus_1 = x.counter.value_plus_1();
max@0 334 const T N_minus_1 = x.counter.value_minus_1();
max@0 335
max@0 336 // note: variance has to be updated before the mean
max@0 337
max@0 338 const eT tmp = sample - x.r_mean;
max@0 339
max@0 340 x.r_var = N_minus_1/N * x.r_var + (tmp*tmp)/N_plus_1;
max@0 341
max@0 342 x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
max@0 343 //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
max@0 344 //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
max@0 345 }
max@0 346 else
max@0 347 {
max@0 348 x.r_mean = sample;
max@0 349 x.min_val = sample;
max@0 350 x.max_val = sample;
max@0 351
max@0 352 // r_var is initialised to zero
max@0 353 // in the constructor and reset()
max@0 354 }
max@0 355
max@0 356 x.counter++;
max@0 357 }
max@0 358
max@0 359
max@0 360
max@0 361 //! update statistics to reflect new sample (version for complex numbers)
max@0 362 template<typename T>
max@0 363 inline
max@0 364 void
max@0 365 running_stat_aux::update_stats(running_stat< std::complex<T> >& x, const T sample)
max@0 366 {
max@0 367 arma_extra_debug_sigprint();
max@0 368
max@0 369 running_stat_aux::update_stats(x, std::complex<T>(sample));
max@0 370 }
max@0 371
max@0 372
max@0 373
max@0 374 //! alter statistics to reflect new sample (version for complex numbers)
max@0 375 template<typename T>
max@0 376 inline
max@0 377 void
max@0 378 running_stat_aux::update_stats(running_stat< std::complex<T> >& x, const std::complex<T>& sample)
max@0 379 {
max@0 380 arma_extra_debug_sigprint();
max@0 381
max@0 382 typedef typename std::complex<T> eT;
max@0 383
max@0 384 const T sample_norm = std::norm(sample);
max@0 385 const T N = x.counter.value();
max@0 386
max@0 387 if(N > T(0))
max@0 388 {
max@0 389 if(sample_norm < x.min_val_norm)
max@0 390 {
max@0 391 x.min_val_norm = sample_norm;
max@0 392 x.min_val = sample;
max@0 393 }
max@0 394
max@0 395 if(sample_norm > x.max_val_norm)
max@0 396 {
max@0 397 x.max_val_norm = sample_norm;
max@0 398 x.max_val = sample;
max@0 399 }
max@0 400
max@0 401 const T N_plus_1 = x.counter.value_plus_1();
max@0 402 const T N_minus_1 = x.counter.value_minus_1();
max@0 403
max@0 404 x.r_var = N_minus_1/N * x.r_var + std::norm(sample - x.r_mean)/N_plus_1;
max@0 405
max@0 406 x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
max@0 407 //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
max@0 408 //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
max@0 409 }
max@0 410 else
max@0 411 {
max@0 412 x.r_mean = sample;
max@0 413 x.min_val = sample;
max@0 414 x.max_val = sample;
max@0 415 x.min_val_norm = sample_norm;
max@0 416 x.max_val_norm = sample_norm;
max@0 417
max@0 418 // r_var is initialised to zero
max@0 419 // in the constructor and reset()
max@0 420 }
max@0 421
max@0 422 x.counter++;
max@0 423 }
max@0 424
max@0 425
max@0 426
max@0 427 //! @}