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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 Source Code Form is subject to the terms of the Mozilla Public
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5 // License, v. 2.0. If a copy of the MPL was not distributed with this
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6 // file, You can obtain one at http://mozilla.org/MPL/2.0/.
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7
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8
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9 //! \addtogroup running_stat_vec
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10 //! @{
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11
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12
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13
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14 //! Class for keeping statistics of a continuously sampled process / signal.
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15 //! Useful if the storage of individual samples is not necessary or desired.
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16 //! Also useful if the number of samples is not known beforehand or exceeds
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17 //! available memory.
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18 template<typename eT>
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19 class running_stat_vec
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20 {
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21 public:
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22
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23 typedef typename get_pod_type<eT>::result T;
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24
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25 inline ~running_stat_vec();
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26 inline running_stat_vec(const bool in_calc_cov = false);
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27
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28 inline running_stat_vec(const running_stat_vec& in_rsv);
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29
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30 inline const running_stat_vec& operator=(const running_stat_vec& in_rsv);
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31
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32 template<typename T1> arma_hot inline void operator() (const Base< T, T1>& X);
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33 template<typename T1> arma_hot inline void operator() (const Base< std::complex<T>, T1>& X);
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34
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35 inline void reset();
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36
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37 inline const Mat<eT>& mean() const;
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38
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39 inline const Mat< T>& var (const uword norm_type = 0);
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40 inline Mat< T> stddev(const uword norm_type = 0) const;
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41 inline const Mat<eT>& cov (const uword norm_type = 0);
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42
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43 inline const Mat<eT>& min() const;
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44 inline const Mat<eT>& max() const;
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45
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46 inline T count() const;
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47
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48 //
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49 //
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50
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51 private:
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52
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53 const bool calc_cov;
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54
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55 arma_aligned arma_counter<T> counter;
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56
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57 arma_aligned Mat<eT> r_mean;
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58 arma_aligned Mat< T> r_var;
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59 arma_aligned Mat<eT> r_cov;
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60
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61 arma_aligned Mat<eT> min_val;
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62 arma_aligned Mat<eT> max_val;
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63
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64 arma_aligned Mat< T> min_val_norm;
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65 arma_aligned Mat< T> max_val_norm;
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66
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67 arma_aligned Mat< T> r_var_dummy;
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68 arma_aligned Mat<eT> r_cov_dummy;
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69
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70 arma_aligned Mat<eT> tmp1;
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71 arma_aligned Mat<eT> tmp2;
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72
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73 friend class running_stat_vec_aux;
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74 };
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75
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76
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77
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78 class running_stat_vec_aux
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79 {
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80 public:
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81
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82 template<typename eT>
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83 inline static void update_stats(running_stat_vec< eT >& x, const Mat<eT>& sample);
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84
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85 template<typename T>
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86 inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< T>& sample);
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87
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88 template<typename T>
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89 inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< std::complex<T> >& sample);
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90
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91 //
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92
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93 template<typename eT>
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94 inline static Mat<eT> var(const running_stat_vec< eT >& x, const uword norm_type = 0);
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95
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96 template<typename T>
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97 inline static Mat< T> var(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
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98
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99 //
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100
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101 template<typename eT>
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102 inline static Mat< eT > cov(const running_stat_vec< eT >& x, const uword norm_type = 0);
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103
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104 template<typename T>
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105 inline static Mat< std::complex<T> > cov(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
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106 };
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107
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108
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109
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110 //! @}
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