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_vec
Chris@49: //! @{
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! Class for keeping statistics of a continuously sampled process / signal.
Chris@49: //! Useful if the storage of individual samples is not necessary or desired.
Chris@49: //! Also useful if the number of samples is not known beforehand or exceeds 
Chris@49: //! available memory.
Chris@49: template<typename eT>
Chris@49: class running_stat_vec
Chris@49:   {
Chris@49:   public:
Chris@49:   
Chris@49:   typedef typename get_pod_type<eT>::result T;
Chris@49:   
Chris@49:   inline ~running_stat_vec();
Chris@49:   inline  running_stat_vec(const bool in_calc_cov = false);
Chris@49:   
Chris@49:   inline running_stat_vec(const running_stat_vec& in_rsv);
Chris@49:   
Chris@49:   inline const running_stat_vec& operator=(const running_stat_vec& in_rsv);
Chris@49:   
Chris@49:   template<typename T1> arma_hot inline void operator() (const Base<               T,  T1>& X);
Chris@49:   template<typename T1> arma_hot inline void operator() (const Base< std::complex<T>,  T1>& X);
Chris@49:   
Chris@49:   inline void reset();
Chris@49:   
Chris@49:   inline const Mat<eT>&  mean() const;
Chris@49:   
Chris@49:   inline const Mat< T>&  var   (const uword norm_type = 0);
Chris@49:   inline       Mat< T>   stddev(const uword norm_type = 0) const;
Chris@49:   inline const Mat<eT>&  cov   (const uword norm_type = 0);
Chris@49:   
Chris@49:   inline const Mat<eT>& min() const;
Chris@49:   inline const Mat<eT>& max() const;
Chris@49:   
Chris@49:   inline T count() const;
Chris@49:   
Chris@49:   //
Chris@49:   //
Chris@49:   
Chris@49:   private:
Chris@49:   
Chris@49:   const bool calc_cov;
Chris@49:   
Chris@49:   arma_aligned arma_counter<T> counter;
Chris@49:   
Chris@49:   arma_aligned Mat<eT> r_mean;
Chris@49:   arma_aligned Mat< T> r_var;
Chris@49:   arma_aligned Mat<eT> r_cov;
Chris@49:   
Chris@49:   arma_aligned Mat<eT> min_val;
Chris@49:   arma_aligned Mat<eT> max_val;
Chris@49:   
Chris@49:   arma_aligned Mat< T> min_val_norm;
Chris@49:   arma_aligned Mat< T> max_val_norm;
Chris@49:   
Chris@49:   arma_aligned Mat< T> r_var_dummy;
Chris@49:   arma_aligned Mat<eT> r_cov_dummy;
Chris@49:   
Chris@49:   arma_aligned Mat<eT> tmp1;
Chris@49:   arma_aligned Mat<eT> tmp2;
Chris@49:   
Chris@49:   friend class running_stat_vec_aux;
Chris@49:   };
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: class running_stat_vec_aux
Chris@49:   {
Chris@49:   public:
Chris@49:   
Chris@49:   template<typename eT>
Chris@49:   inline static void update_stats(running_stat_vec< eT >&              x, const Mat<eT>&                sample);
Chris@49:   
Chris@49:   template<typename T>
Chris@49:   inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< T>&                sample);
Chris@49:   
Chris@49:   template<typename T>
Chris@49:   inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< std::complex<T> >& sample);
Chris@49:   
Chris@49:   //
Chris@49:   
Chris@49:   template<typename eT>
Chris@49:   inline static Mat<eT> var(const running_stat_vec< eT >&              x, const uword norm_type = 0);
Chris@49:   
Chris@49:   template<typename T>
Chris@49:   inline static Mat< T> var(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
Chris@49:   
Chris@49:   //
Chris@49:   
Chris@49:   template<typename eT>
Chris@49:   inline static Mat<              eT > cov(const running_stat_vec< eT >&              x, const uword norm_type = 0);
Chris@49:   
Chris@49:   template<typename T>
Chris@49:   inline static Mat< std::complex<T> > cov(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
Chris@49:   };
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! @}