Chris@16: //  (C) Copyright John Maddock 2005-2006.
Chris@16: //  Use, modification and distribution are subject to the
Chris@16: //  Boost Software License, Version 1.0. (See accompanying file
Chris@16: //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16: 
Chris@16: #ifndef BOOST_MATH_TOOLS_STATS_INCLUDED
Chris@16: #define BOOST_MATH_TOOLS_STATS_INCLUDED
Chris@16: 
Chris@16: #ifdef _MSC_VER
Chris@16: #pragma once
Chris@16: #endif
Chris@16: 
Chris@16: #include <boost/config/no_tr1/cmath.hpp>
Chris@16: #include <boost/cstdint.hpp>
Chris@16: #include <boost/math/tools/precision.hpp>
Chris@16: 
Chris@16: namespace boost{ namespace math{ namespace tools{
Chris@16: 
Chris@16: template <class T>
Chris@16: class stats
Chris@16: {
Chris@16: public:
Chris@16:    stats()
Chris@16:       : m_min(tools::max_value<T>()),
Chris@16:         m_max(-tools::max_value<T>()),
Chris@16:         m_total(0),
Chris@16:         m_squared_total(0),
Chris@16:         m_count(0)
Chris@16:    {}
Chris@16:    void add(const T& val)
Chris@16:    {
Chris@16:       if(val < m_min)
Chris@16:          m_min = val;
Chris@16:       if(val > m_max)
Chris@16:          m_max = val;
Chris@16:       m_total += val;
Chris@16:       ++m_count;
Chris@16:       m_squared_total += val*val;
Chris@16:    }
Chris@16:    T min BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_min; }
Chris@16:    T max BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_max; }
Chris@16:    T total()const{ return m_total; }
Chris@16:    T mean()const{ return m_total / static_cast<T>(m_count); }
Chris@16:    boost::uintmax_t count()const{ return m_count; }
Chris@16:    T variance()const
Chris@16:    {
Chris@16:       BOOST_MATH_STD_USING
Chris@16: 
Chris@16:       T t = m_squared_total - m_total * m_total / m_count;
Chris@16:       t /= m_count;
Chris@16:       return t;
Chris@16:    }
Chris@16:    T variance1()const
Chris@16:    {
Chris@16:       BOOST_MATH_STD_USING
Chris@16: 
Chris@16:       T t = m_squared_total - m_total * m_total / m_count;
Chris@16:       t /= (m_count-1);
Chris@16:       return t;
Chris@16:    }
Chris@16:    T rms()const
Chris@16:    {
Chris@16:       BOOST_MATH_STD_USING
Chris@16: 
Chris@16:       return sqrt(m_squared_total / static_cast<T>(m_count));
Chris@16:    }
Chris@16:    stats& operator+=(const stats& s)
Chris@16:    {
Chris@16:       if(s.m_min < m_min)
Chris@16:          m_min = s.m_min;
Chris@16:       if(s.m_max > m_max)
Chris@16:          m_max = s.m_max;
Chris@16:       m_total += s.m_total;
Chris@16:       m_squared_total += s.m_squared_total;
Chris@16:       m_count += s.m_count;
Chris@16:       return *this;
Chris@16:    }
Chris@16: private:
Chris@16:    T m_min, m_max, m_total, m_squared_total;
Chris@16:    boost::uintmax_t m_count;
Chris@16: };
Chris@16: 
Chris@16: } // namespace tools
Chris@16: } // namespace math
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif
Chris@16: