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1 // (C) Copyright John Maddock 2005-2006.
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2 // Use, modification and distribution are subject to the
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3 // Boost Software License, Version 1.0. (See accompanying file
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4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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5
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6 #ifndef BOOST_MATH_TOOLS_STATS_INCLUDED
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7 #define BOOST_MATH_TOOLS_STATS_INCLUDED
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8
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9 #ifdef _MSC_VER
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10 #pragma once
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11 #endif
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12
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13 #include <boost/config/no_tr1/cmath.hpp>
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14 #include <boost/cstdint.hpp>
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15 #include <boost/math/tools/precision.hpp>
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16
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17 namespace boost{ namespace math{ namespace tools{
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18
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19 template <class T>
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20 class stats
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21 {
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22 public:
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23 stats()
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24 : m_min(tools::max_value<T>()),
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25 m_max(-tools::max_value<T>()),
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26 m_total(0),
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27 m_squared_total(0),
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28 m_count(0)
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29 {}
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30 void add(const T& val)
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31 {
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32 if(val < m_min)
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33 m_min = val;
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34 if(val > m_max)
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35 m_max = val;
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36 m_total += val;
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37 ++m_count;
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38 m_squared_total += val*val;
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39 }
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40 T min BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_min; }
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41 T max BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_max; }
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42 T total()const{ return m_total; }
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43 T mean()const{ return m_total / static_cast<T>(m_count); }
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44 boost::uintmax_t count()const{ return m_count; }
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45 T variance()const
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46 {
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47 BOOST_MATH_STD_USING
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48
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49 T t = m_squared_total - m_total * m_total / m_count;
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50 t /= m_count;
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51 return t;
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52 }
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53 T variance1()const
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54 {
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55 BOOST_MATH_STD_USING
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56
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57 T t = m_squared_total - m_total * m_total / m_count;
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58 t /= (m_count-1);
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59 return t;
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60 }
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61 T rms()const
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62 {
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63 BOOST_MATH_STD_USING
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64
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65 return sqrt(m_squared_total / static_cast<T>(m_count));
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66 }
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67 stats& operator+=(const stats& s)
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68 {
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69 if(s.m_min < m_min)
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70 m_min = s.m_min;
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71 if(s.m_max > m_max)
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72 m_max = s.m_max;
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73 m_total += s.m_total;
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74 m_squared_total += s.m_squared_total;
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75 m_count += s.m_count;
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76 return *this;
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77 }
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78 private:
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79 T m_min, m_max, m_total, m_squared_total;
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80 boost::uintmax_t m_count;
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81 };
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82
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83 } // namespace tools
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84 } // namespace math
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85 } // namespace boost
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86
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87 #endif
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88
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