max@0: // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
max@0: // Copyright (C) 2009-2011 Conrad Sanderson
max@0: // 
max@0: // This file is part of the Armadillo C++ library.
max@0: // It is provided without any warranty of fitness
max@0: // for any purpose. You can redistribute this file
max@0: // and/or modify it under the terms of the GNU
max@0: // Lesser General Public License (LGPL) as published
max@0: // by the Free Software Foundation, either version 3
max@0: // of the License or (at your option) any later version.
max@0: // (see http://www.opensource.org/licenses for more info)
max@0: 
max@0: 
max@0: //! \addtogroup running_stat
max@0: //! @{
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: arma_counter<eT>::~arma_counter()
max@0:   {
max@0:   arma_extra_debug_sigprint_this(this);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: arma_counter<eT>::arma_counter()
max@0:   : d_count( eT(0))
max@0:   , i_count(uword(0))
max@0:   {
max@0:   arma_extra_debug_sigprint_this(this);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: const arma_counter<eT>& 
max@0: arma_counter<eT>::operator++()
max@0:   {
max@0:   if(i_count < ARMA_MAX_UWORD)
max@0:     {
max@0:     i_count++;
max@0:     }
max@0:   else
max@0:     {
max@0:     d_count += eT(ARMA_MAX_UWORD);
max@0:     i_count  = 0;
max@0:     }
max@0:   
max@0:   return *this;
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: void
max@0: arma_counter<eT>::operator++(int)
max@0:   {
max@0:   operator++();
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: void
max@0: arma_counter<eT>::reset()
max@0:   {
max@0:   d_count =  eT(0);
max@0:   i_count = uword(0);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: eT
max@0: arma_counter<eT>::value() const
max@0:   {
max@0:   return d_count + eT(i_count);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: eT
max@0: arma_counter<eT>::value_plus_1() const
max@0:   {
max@0:   if(i_count < ARMA_MAX_UWORD)
max@0:     {
max@0:     return d_count + eT(i_count + 1);
max@0:     }
max@0:   else
max@0:     {
max@0:     return d_count + eT(ARMA_MAX_UWORD) + eT(1);
max@0:     }
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: inline
max@0: eT
max@0: arma_counter<eT>::value_minus_1() const
max@0:   {
max@0:   if(i_count > 0)
max@0:     {
max@0:     return d_count + eT(i_count - 1);
max@0:     }
max@0:   else
max@0:     {
max@0:     return d_count - eT(1);
max@0:     }
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: running_stat<eT>::~running_stat()
max@0:   {
max@0:   arma_extra_debug_sigprint_this(this);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: template<typename eT>
max@0: running_stat<eT>::running_stat()
max@0:   : r_mean      (                          eT(0))
max@0:   , r_var       (typename running_stat<eT>::T(0))
max@0:   , min_val     (                          eT(0))
max@0:   , max_val     (                          eT(0))
max@0:   , min_val_norm(typename running_stat<eT>::T(0))
max@0:   , max_val_norm(typename running_stat<eT>::T(0))
max@0:   {
max@0:   arma_extra_debug_sigprint_this(this);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! update statistics to reflect new sample
max@0: template<typename eT>
max@0: inline
max@0: void
max@0: running_stat<eT>::operator() (const typename running_stat<eT>::T sample)
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   if( arma_isfinite(sample) == false )
max@0:     {
max@0:     arma_warn(true, "running_stat: sample ignored as it is non-finite" );
max@0:     return;
max@0:     }
max@0:   
max@0:   running_stat_aux::update_stats(*this, sample);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! update statistics to reflect new sample (version for complex numbers)
max@0: template<typename eT>
max@0: inline
max@0: void
max@0: running_stat<eT>::operator() (const std::complex< typename running_stat<eT>::T >& sample)
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   arma_type_check(( is_same_type<eT, std::complex< typename running_stat<eT>::T > >::value == false ));
max@0:   
max@0:   if( arma_isfinite(sample) == false )
max@0:     {
max@0:     arma_warn(true, "running_stat: sample ignored as it is non-finite" );
max@0:     return;
max@0:     }
max@0:   
max@0:   running_stat_aux::update_stats(*this, sample);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! set all statistics to zero
max@0: template<typename eT>
max@0: inline
max@0: void
max@0: running_stat<eT>::reset()
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   typedef typename running_stat<eT>::T T;
max@0:   
max@0:   counter.reset();
max@0:   
max@0:   r_mean       = eT(0);
max@0:   r_var        =  T(0);
max@0:   
max@0:   min_val      = eT(0);
max@0:   max_val      = eT(0);
max@0:   
max@0:   min_val_norm =  T(0);
max@0:   max_val_norm =  T(0);
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! mean or average value
max@0: template<typename eT>
max@0: inline
max@0: eT
max@0: running_stat<eT>::mean() const
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   return r_mean;
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! variance
max@0: template<typename eT>
max@0: inline
max@0: typename running_stat<eT>::T
max@0: running_stat<eT>::var(const uword norm_type) const
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   const T N = counter.value();
max@0:   
max@0:   if(N > T(1))
max@0:     {
max@0:     if(norm_type == 0)
max@0:       {
max@0:       return r_var;
max@0:       }
max@0:     else
max@0:       {
max@0:       const T N_minus_1 = counter.value_minus_1();
max@0:       return (N_minus_1/N) * r_var;
max@0:       }
max@0:     }
max@0:   else
max@0:     {
max@0:     return T(0);
max@0:     }
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! standard deviation
max@0: template<typename eT>
max@0: inline
max@0: typename running_stat<eT>::T
max@0: running_stat<eT>::stddev(const uword norm_type) const
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   return std::sqrt( (*this).var(norm_type) );
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! minimum value
max@0: template<typename eT>
max@0: inline
max@0: eT
max@0: running_stat<eT>::min() const
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   return min_val;
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! maximum value
max@0: template<typename eT>
max@0: inline
max@0: eT
max@0: running_stat<eT>::max() const
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   return max_val;
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! number of samples so far
max@0: template<typename eT>
max@0: inline
max@0: typename get_pod_type<eT>::result
max@0: running_stat<eT>::count() const
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   return counter.value();
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! update statistics to reflect new sample
max@0: template<typename eT>
max@0: inline
max@0: void
max@0: running_stat_aux::update_stats(running_stat<eT>& x, const eT sample)
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   typedef typename running_stat<eT>::T T;
max@0:   
max@0:   const T N = x.counter.value();
max@0:   
max@0:   if(N > T(0))
max@0:     {
max@0:     if(sample < x.min_val)
max@0:       {
max@0:       x.min_val = sample;
max@0:       }
max@0:     
max@0:     if(sample > x.max_val)
max@0:       {
max@0:       x.max_val = sample;
max@0:       }
max@0:     
max@0:     const T  N_plus_1   = x.counter.value_plus_1();
max@0:     const T  N_minus_1  = x.counter.value_minus_1();
max@0:     
max@0:     // note: variance has to be updated before the mean
max@0:     
max@0:     const eT tmp = sample - x.r_mean;
max@0:     
max@0:     x.r_var  = N_minus_1/N * x.r_var + (tmp*tmp)/N_plus_1;
max@0:     
max@0:     x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
max@0:     //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
max@0:     //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
max@0:     }
max@0:   else
max@0:     {
max@0:     x.r_mean  = sample;
max@0:     x.min_val = sample;
max@0:     x.max_val = sample;
max@0:     
max@0:     // r_var is initialised to zero
max@0:     // in the constructor and reset()
max@0:     }
max@0:   
max@0:   x.counter++;
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! update statistics to reflect new sample (version for complex numbers)
max@0: template<typename T>
max@0: inline
max@0: void
max@0: running_stat_aux::update_stats(running_stat< std::complex<T> >& x, const T sample)
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0: 
max@0:   running_stat_aux::update_stats(x, std::complex<T>(sample));
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! alter statistics to reflect new sample (version for complex numbers)
max@0: template<typename T>
max@0: inline
max@0: void
max@0: running_stat_aux::update_stats(running_stat< std::complex<T> >& x, const std::complex<T>& sample)
max@0:   {
max@0:   arma_extra_debug_sigprint();
max@0:   
max@0:   typedef typename std::complex<T> eT;
max@0:   
max@0:   const T sample_norm = std::norm(sample);
max@0:   const T N           = x.counter.value();
max@0:   
max@0:   if(N > T(0))
max@0:     {
max@0:     if(sample_norm < x.min_val_norm)
max@0:       {
max@0:       x.min_val_norm = sample_norm;
max@0:       x.min_val      = sample;
max@0:       }
max@0:     
max@0:     if(sample_norm > x.max_val_norm)
max@0:       {
max@0:       x.max_val_norm = sample_norm;
max@0:       x.max_val      = sample;
max@0:       }
max@0:     
max@0:     const T  N_plus_1   = x.counter.value_plus_1();
max@0:     const T  N_minus_1  = x.counter.value_minus_1();
max@0:     
max@0:     x.r_var = N_minus_1/N * x.r_var + std::norm(sample - x.r_mean)/N_plus_1;
max@0:     
max@0:     x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
max@0:     //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
max@0:     //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
max@0:     }
max@0:   else
max@0:     {
max@0:     x.r_mean       = sample;
max@0:     x.min_val      = sample;
max@0:     x.max_val      = sample;
max@0:     x.min_val_norm = sample_norm;
max@0:     x.max_val_norm = sample_norm;
max@0:     
max@0:     // r_var is initialised to zero
max@0:     // in the constructor and reset()
max@0:     }
max@0:   
max@0:   x.counter++;
max@0:   }
max@0: 
max@0: 
max@0: 
max@0: //! @}