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_vec
max@0: //! @{
max@0: 
max@0: 
max@0: 
max@0: //! Class for keeping statistics of a continuously sampled process / signal.
max@0: //! Useful if the storage of individual samples is not necessary or desired.
max@0: //! Also useful if the number of samples is not known beforehand or exceeds 
max@0: //! available memory.
max@0: template<typename eT>
max@0: class running_stat_vec
max@0:   {
max@0:   public:
max@0:   
max@0:   typedef typename get_pod_type<eT>::result T;
max@0:   
max@0:   inline ~running_stat_vec();
max@0:   inline  running_stat_vec(const bool in_calc_cov = false);
max@0:   
max@0:   inline running_stat_vec(const running_stat_vec& in_rsv);
max@0:   
max@0:   inline const running_stat_vec& operator=(const running_stat_vec& in_rsv);
max@0:   
max@0:   template<typename T1> arma_hot inline void operator() (const Base<               T,  T1>& X);
max@0:   template<typename T1> arma_hot inline void operator() (const Base< std::complex<T>,  T1>& X);
max@0:   
max@0:   inline void reset();
max@0:   
max@0:   inline const Mat<eT>&  mean() const;
max@0:   
max@0:   inline const Mat< T>&  var   (const uword norm_type = 0);
max@0:   inline       Mat< T>   stddev(const uword norm_type = 0) const;
max@0:   inline const Mat<eT>&  cov   (const uword norm_type = 0);
max@0:   
max@0:   inline const Mat<eT>& min() const;
max@0:   inline const Mat<eT>& max() const;
max@0:   
max@0:   inline T count() const;
max@0:   
max@0:   //
max@0:   //
max@0:   
max@0:   private:
max@0:   
max@0:   const bool calc_cov;
max@0:   
max@0:   arma_aligned arma_counter<T> counter;
max@0:   
max@0:   arma_aligned Mat<eT> r_mean;
max@0:   arma_aligned Mat< T> r_var;
max@0:   arma_aligned Mat<eT> r_cov;
max@0:   
max@0:   arma_aligned Mat<eT> min_val;
max@0:   arma_aligned Mat<eT> max_val;
max@0:   
max@0:   arma_aligned Mat< T> min_val_norm;
max@0:   arma_aligned Mat< T> max_val_norm;
max@0:   
max@0:   arma_aligned Mat< T> r_var_dummy;
max@0:   arma_aligned Mat<eT> r_cov_dummy;
max@0:   
max@0:   arma_aligned Mat<eT> tmp1;
max@0:   arma_aligned Mat<eT> tmp2;
max@0:   
max@0:   friend class running_stat_vec_aux;
max@0:   };
max@0: 
max@0: 
max@0: 
max@0: class running_stat_vec_aux
max@0:   {
max@0:   public:
max@0:   
max@0:   template<typename eT>
max@0:   inline static void update_stats(running_stat_vec< eT >&              x, const Mat<eT>&                sample);
max@0:   
max@0:   template<typename T>
max@0:   inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< T>&                sample);
max@0:   
max@0:   template<typename T>
max@0:   inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< std::complex<T> >& sample);
max@0:   
max@0:   //
max@0:   
max@0:   template<typename eT>
max@0:   inline static Mat<eT> var(const running_stat_vec< eT >&              x, const uword norm_type = 0);
max@0:   
max@0:   template<typename T>
max@0:   inline static Mat< T> var(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
max@0:   
max@0:   //
max@0:   
max@0:   template<typename eT>
max@0:   inline static Mat<              eT > cov(const running_stat_vec< eT >&              x, const uword norm_type = 0);
max@0:   
max@0:   template<typename T>
max@0:   inline static Mat< std::complex<T> > cov(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
max@0:   };
max@0: 
max@0: 
max@0: 
max@0: //! @}