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1 // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
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2 // Copyright (C) 2009-2011 Conrad Sanderson
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3 //
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4 // This file is part of the Armadillo C++ library.
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5 // It is provided without any warranty of fitness
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6 // for any purpose. You can redistribute this file
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7 // and/or modify it under the terms of the GNU
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8 // Lesser General Public License (LGPL) as published
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9 // by the Free Software Foundation, either version 3
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10 // of the License or (at your option) any later version.
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11 // (see http://www.opensource.org/licenses for more info)
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12
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13
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14 //! \addtogroup running_stat_vec
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15 //! @{
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16
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17
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18
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19 //! Class for keeping statistics of a continuously sampled process / signal.
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20 //! Useful if the storage of individual samples is not necessary or desired.
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21 //! Also useful if the number of samples is not known beforehand or exceeds
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22 //! available memory.
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23 template<typename eT>
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24 class running_stat_vec
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25 {
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26 public:
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27
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28 typedef typename get_pod_type<eT>::result T;
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29
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30 inline ~running_stat_vec();
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31 inline running_stat_vec(const bool in_calc_cov = false);
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32
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33 inline running_stat_vec(const running_stat_vec& in_rsv);
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34
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35 inline const running_stat_vec& operator=(const running_stat_vec& in_rsv);
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36
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37 template<typename T1> arma_hot inline void operator() (const Base< T, T1>& X);
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38 template<typename T1> arma_hot inline void operator() (const Base< std::complex<T>, T1>& X);
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39
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40 inline void reset();
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41
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42 inline const Mat<eT>& mean() const;
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43
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44 inline const Mat< T>& var (const uword norm_type = 0);
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45 inline Mat< T> stddev(const uword norm_type = 0) const;
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46 inline const Mat<eT>& cov (const uword norm_type = 0);
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47
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48 inline const Mat<eT>& min() const;
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49 inline const Mat<eT>& max() const;
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50
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51 inline T count() const;
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52
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53 //
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54 //
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55
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56 private:
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57
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58 const bool calc_cov;
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59
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60 arma_aligned arma_counter<T> counter;
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61
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62 arma_aligned Mat<eT> r_mean;
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63 arma_aligned Mat< T> r_var;
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64 arma_aligned Mat<eT> r_cov;
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65
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66 arma_aligned Mat<eT> min_val;
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67 arma_aligned Mat<eT> max_val;
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68
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69 arma_aligned Mat< T> min_val_norm;
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70 arma_aligned Mat< T> max_val_norm;
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71
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72 arma_aligned Mat< T> r_var_dummy;
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73 arma_aligned Mat<eT> r_cov_dummy;
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74
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75 arma_aligned Mat<eT> tmp1;
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76 arma_aligned Mat<eT> tmp2;
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77
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78 friend class running_stat_vec_aux;
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79 };
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80
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81
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82
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83 class running_stat_vec_aux
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84 {
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85 public:
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86
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87 template<typename eT>
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88 inline static void update_stats(running_stat_vec< eT >& x, const Mat<eT>& sample);
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89
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90 template<typename T>
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91 inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< T>& sample);
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92
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93 template<typename T>
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94 inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< std::complex<T> >& sample);
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95
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96 //
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97
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98 template<typename eT>
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99 inline static Mat<eT> var(const running_stat_vec< eT >& x, const uword norm_type = 0);
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100
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101 template<typename T>
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102 inline static Mat< T> var(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
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103
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104 //
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105
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106 template<typename eT>
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107 inline static Mat< eT > cov(const running_stat_vec< eT >& x, const uword norm_type = 0);
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108
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109 template<typename T>
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110 inline static Mat< std::complex<T> > cov(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
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111 };
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112
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113
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114
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115 //! @}
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