Chris@49: // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
Chris@49: // Copyright (C) 2009-2011 Conrad Sanderson
Chris@49: // 
Chris@49: // This Source Code Form is subject to the terms of the Mozilla Public
Chris@49: // License, v. 2.0. If a copy of the MPL was not distributed with this
Chris@49: // file, You can obtain one at http://mozilla.org/MPL/2.0/.
Chris@49: 
Chris@49: 
Chris@49: //! \addtogroup running_stat
Chris@49: //! @{
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: arma_counter<eT>::~arma_counter()
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint_this(this);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: arma_counter<eT>::arma_counter()
Chris@49:   : d_count(   eT(0))
Chris@49:   , i_count(uword(0))
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint_this(this);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: const arma_counter<eT>& 
Chris@49: arma_counter<eT>::operator++()
Chris@49:   {
Chris@49:   if(i_count < ARMA_MAX_UWORD)
Chris@49:     {
Chris@49:     i_count++;
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     d_count += eT(ARMA_MAX_UWORD);
Chris@49:     i_count  = 1;
Chris@49:     }
Chris@49:   
Chris@49:   return *this;
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: arma_counter<eT>::operator++(int)
Chris@49:   {
Chris@49:   operator++();
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: arma_counter<eT>::reset()
Chris@49:   {
Chris@49:   d_count =    eT(0);
Chris@49:   i_count = uword(0);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: eT
Chris@49: arma_counter<eT>::value() const
Chris@49:   {
Chris@49:   return d_count + eT(i_count);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: eT
Chris@49: arma_counter<eT>::value_plus_1() const
Chris@49:   {
Chris@49:   if(i_count < ARMA_MAX_UWORD)
Chris@49:     {
Chris@49:     return d_count + eT(i_count + 1);
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     return d_count + eT(ARMA_MAX_UWORD) + eT(1);
Chris@49:     }
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: eT
Chris@49: arma_counter<eT>::value_minus_1() const
Chris@49:   {
Chris@49:   if(i_count > 0)
Chris@49:     {
Chris@49:     return d_count + eT(i_count - 1);
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     return d_count - eT(1);
Chris@49:     }
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: running_stat<eT>::~running_stat()
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint_this(this);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: running_stat<eT>::running_stat()
Chris@49:   : r_mean      (                          eT(0))
Chris@49:   , r_var       (typename running_stat<eT>::T(0))
Chris@49:   , min_val     (                          eT(0))
Chris@49:   , max_val     (                          eT(0))
Chris@49:   , min_val_norm(typename running_stat<eT>::T(0))
Chris@49:   , max_val_norm(typename running_stat<eT>::T(0))
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint_this(this);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! update statistics to reflect new sample
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: running_stat<eT>::operator() (const typename running_stat<eT>::T sample)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   if( arma_isfinite(sample) == false )
Chris@49:     {
Chris@49:     arma_warn(true, "running_stat: sample ignored as it is non-finite" );
Chris@49:     return;
Chris@49:     }
Chris@49:   
Chris@49:   running_stat_aux::update_stats(*this, sample);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! update statistics to reflect new sample (version for complex numbers)
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: running_stat<eT>::operator() (const std::complex< typename running_stat<eT>::T >& sample)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   arma_type_check(( is_same_type<eT, std::complex< typename running_stat<eT>::T > >::value == false ));
Chris@49:   
Chris@49:   if( arma_isfinite(sample) == false )
Chris@49:     {
Chris@49:     arma_warn(true, "running_stat: sample ignored as it is non-finite" );
Chris@49:     return;
Chris@49:     }
Chris@49:   
Chris@49:   running_stat_aux::update_stats(*this, sample);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! set all statistics to zero
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: running_stat<eT>::reset()
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   // typedef typename running_stat<eT>::T T;
Chris@49:   
Chris@49:   counter.reset();
Chris@49:   
Chris@49:   r_mean       = eT(0);
Chris@49:   r_var        =  T(0);
Chris@49:   
Chris@49:   min_val      = eT(0);
Chris@49:   max_val      = eT(0);
Chris@49:   
Chris@49:   min_val_norm =  T(0);
Chris@49:   max_val_norm =  T(0);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! mean or average value
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: eT
Chris@49: running_stat<eT>::mean() const
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   return r_mean;
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! variance
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: typename running_stat<eT>::T
Chris@49: running_stat<eT>::var(const uword norm_type) const
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   const T N = counter.value();
Chris@49:   
Chris@49:   if(N > T(1))
Chris@49:     {
Chris@49:     if(norm_type == 0)
Chris@49:       {
Chris@49:       return r_var;
Chris@49:       }
Chris@49:     else
Chris@49:       {
Chris@49:       const T N_minus_1 = counter.value_minus_1();
Chris@49:       return (N_minus_1/N) * r_var;
Chris@49:       }
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     return T(0);
Chris@49:     }
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! standard deviation
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: typename running_stat<eT>::T
Chris@49: running_stat<eT>::stddev(const uword norm_type) const
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   return std::sqrt( (*this).var(norm_type) );
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! minimum value
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: eT
Chris@49: running_stat<eT>::min() const
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   return min_val;
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! maximum value
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: eT
Chris@49: running_stat<eT>::max() const
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   return max_val;
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! number of samples so far
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: typename get_pod_type<eT>::result
Chris@49: running_stat<eT>::count() const
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   return counter.value();
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! update statistics to reflect new sample
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: running_stat_aux::update_stats(running_stat<eT>& x, const eT sample)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   typedef typename running_stat<eT>::T T;
Chris@49:   
Chris@49:   const T N = x.counter.value();
Chris@49:   
Chris@49:   if(N > T(0))
Chris@49:     {
Chris@49:     if(sample < x.min_val)
Chris@49:       {
Chris@49:       x.min_val = sample;
Chris@49:       }
Chris@49:     
Chris@49:     if(sample > x.max_val)
Chris@49:       {
Chris@49:       x.max_val = sample;
Chris@49:       }
Chris@49:     
Chris@49:     const T  N_plus_1   = x.counter.value_plus_1();
Chris@49:     const T  N_minus_1  = x.counter.value_minus_1();
Chris@49:     
Chris@49:     // note: variance has to be updated before the mean
Chris@49:     
Chris@49:     const eT tmp = sample - x.r_mean;
Chris@49:     
Chris@49:     x.r_var  = N_minus_1/N * x.r_var + (tmp*tmp)/N_plus_1;
Chris@49:     
Chris@49:     x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
Chris@49:     //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
Chris@49:     //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     x.r_mean  = sample;
Chris@49:     x.min_val = sample;
Chris@49:     x.max_val = sample;
Chris@49:     
Chris@49:     // r_var is initialised to zero
Chris@49:     // in the constructor and reset()
Chris@49:     }
Chris@49:   
Chris@49:   x.counter++;
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! update statistics to reflect new sample (version for complex numbers)
Chris@49: template<typename T>
Chris@49: inline
Chris@49: void
Chris@49: running_stat_aux::update_stats(running_stat< std::complex<T> >& x, const T sample)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49: 
Chris@49:   running_stat_aux::update_stats(x, std::complex<T>(sample));
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! alter statistics to reflect new sample (version for complex numbers)
Chris@49: template<typename T>
Chris@49: inline
Chris@49: void
Chris@49: running_stat_aux::update_stats(running_stat< std::complex<T> >& x, const std::complex<T>& sample)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   const T sample_norm = std::norm(sample);
Chris@49:   const T N           = x.counter.value();
Chris@49:   
Chris@49:   if(N > T(0))
Chris@49:     {
Chris@49:     if(sample_norm < x.min_val_norm)
Chris@49:       {
Chris@49:       x.min_val_norm = sample_norm;
Chris@49:       x.min_val      = sample;
Chris@49:       }
Chris@49:     
Chris@49:     if(sample_norm > x.max_val_norm)
Chris@49:       {
Chris@49:       x.max_val_norm = sample_norm;
Chris@49:       x.max_val      = sample;
Chris@49:       }
Chris@49:     
Chris@49:     const T  N_plus_1   = x.counter.value_plus_1();
Chris@49:     const T  N_minus_1  = x.counter.value_minus_1();
Chris@49:     
Chris@49:     x.r_var = N_minus_1/N * x.r_var + std::norm(sample - x.r_mean)/N_plus_1;
Chris@49:     
Chris@49:     x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
Chris@49:     //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
Chris@49:     //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     x.r_mean       = sample;
Chris@49:     x.min_val      = sample;
Chris@49:     x.max_val      = sample;
Chris@49:     x.min_val_norm = sample_norm;
Chris@49:     x.max_val_norm = sample_norm;
Chris@49:     
Chris@49:     // r_var is initialised to zero
Chris@49:     // in the constructor and reset()
Chris@49:     }
Chris@49:   
Chris@49:   x.counter++;
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! @}