yat  0.10.4pre
Public Member Functions | Protected Member Functions | Protected Attributes | Friends | Related Functions
theplu::yat::statistics::Averager Class Reference

Class to calculate simple (first and second moments) averages. More...

#include </scratch/bob/jari/tmp/pristine/yat-0.10.x/yat/statistics/Averager.h>

Inheritance diagram for theplu::yat::statistics::Averager:
theplu::yat::statistics::averager_base2< Averager > theplu::yat::statistics::averager_base< Averager >

List of all members.

Public Member Functions

 Averager (void)
 Averager (double x, double xx, long n)
 Averager (const Averager &a)
const Averageroperator= (const Averager &)
 The assignment operator.
template<class Derived >
const Averageroperator+= (const averager_base2< Derived > &other)
 plus assignment operator
double cv (void) const
 Coeffient of variation.
double standard_error (void) const
double std (void) const
 The standard deviation is defined as the square root of the variance.
double std (double m) const
 The standard deviation is defined as the square root of the variance.
double sum_xx (void) const
double sum_xx_centered (void) const
double variance (double m) const
 The variance with known mean.
double variance (void) const
 The estimated variance.
double variance_unbiased (void) const
void add (double x, long n=1)
 add a data point
double mean (void) const
 mean
long n (void) const
 number of data points
void rescale (double a)
 Rescales the object.
void reset (void)
 Reset object.
double sum_x (void) const

Protected Member Functions

void add2 (double mean, double cm2, long int n)
void add2 (double delta)
double rescale2 (double x)
void add1 (double x, long int n)
void add1 (double delta)
double rescale1 (double x)

Protected Attributes

double cm2_
long int n_
double mean_
 mean

Friends

class averager_base< Averager >

Related Functions

(Note that these are not member functions.)

template<typename InputIterator >
void add (Averager &a, InputIterator first, InputIterator last)
 adding a range of values to Averager a

Detailed Description

Class to calculate simple (first and second moments) averages.

See also:
AveragerWeighted AveragerPair AveragerPairWeighted

Constructor & Destructor Documentation

theplu::yat::statistics::Averager::Averager ( void  )

Default constructor

theplu::yat::statistics::Averager::Averager ( double  x,
double  xx,
long  n 
)

Constructor taking sum of x, sum of squared x, xx, and number of samples n.

theplu::yat::statistics::Averager::Averager ( const Averager a)

Copy constructor


Member Function Documentation

void theplu::yat::statistics::averager_base< Averager >::add ( double  x,
long  n = 1 
)
inlineinherited

add a data point

Adding n number of data point(s) with value x.

void theplu::yat::statistics::averager_base< Averager >::add1 ( double  x,
long int  n 
)
protectedinherited

add n data points with value x

void theplu::yat::statistics::averager_base< Averager >::add1 ( double  delta)
protectedinherited

add one data point with value delta + mean()

void theplu::yat::statistics::averager_base2< Averager >::add2 ( double  mean,
double  cm2,
long int  n 
)
protectedinherited

add a set of n data points with mean mean and centralized squaed sum cm

void theplu::yat::statistics::averager_base2< Averager >::add2 ( double  delta)
protectedinherited

add one data point with value delta + mean()

double theplu::yat::statistics::averager_base2< Averager >::cv ( void  ) const
inlineinherited

Coeffient of variation.

Coeffient of variation (cv) is defined as ratio between the standard deviation and the mean: $ \frac{\sigma}{\mu} $.

Returns:
standard deviation divided by mean.
double theplu::yat::statistics::averager_base< Averager >::mean ( void  ) const
inlineinherited

mean

Returns:
Mean of presented data, $ \frac{1}{n}\sum x_i $
long theplu::yat::statistics::averager_base< Averager >::n ( void  ) const
inlineinherited

number of data points

Returns:
Number of data points
template<class Derived >
const Averager & theplu::yat::statistics::Averager::operator+= ( const averager_base2< Derived > &  other)

plus assignment operator

Add another Averager

void theplu::yat::statistics::averager_base< Averager >::rescale ( double  a)
inlineinherited

Rescales the object.

$ \forall x_i \rightarrow a*x_i $,

double theplu::yat::statistics::averager_base< Averager >::rescale1 ( double  x)
protectedinherited

rescale as $ mean \rightarrow x mean $

double theplu::yat::statistics::averager_base2< Averager >::rescale2 ( double  x)
protectedinherited

rescales $ cm2 \rightarrow x^2 cm2 $ and calles rescale1(double)

void theplu::yat::statistics::averager_base< Averager >::reset ( void  )
inlineinherited

Reset object.

Restore Averager as if data were never added

double theplu::yat::statistics::averager_base2< Averager >::standard_error ( void  ) const
inlineinherited
  \return Standard error, i.e. standard deviation of the mean

$ \sqrt{variance()/n} $

double theplu::yat::statistics::averager_base2< Averager >::std ( void  ) const
inlineinherited

The standard deviation is defined as the square root of the variance.

Returns:
The standard deviation, root of the variance().
double theplu::yat::statistics::averager_base2< Averager >::std ( double  m) const
inlineinherited

The standard deviation is defined as the square root of the variance.

Returns:
Standard deviation around m, root of the variance(m).
double theplu::yat::statistics::averager_base< Averager >::sum_x ( void  ) const
inlineinherited
Returns:
The sum of data values
double theplu::yat::statistics::averager_base2< Averager >::sum_xx ( void  ) const
inlineinherited
Returns:
The sum of squares
double theplu::yat::statistics::averager_base2< Averager >::sum_xx_centered ( void  ) const
inlineinherited
Returns:
$ \sum_i (x_i-m)^2 $
double theplu::yat::statistics::averager_base2< Averager >::variance ( double  m) const
inlineinherited

The variance with known mean.

  The variance is calculated as

$ \frac{1}{n}\sum (x_i-m)^2 $.

  \return Variance when the mean is known to be \a m.
double theplu::yat::statistics::averager_base2< Averager >::variance ( void  ) const
inlineinherited

The estimated variance.

The variance is calculated as $ \frac{1}{N}\sum_i (x_i-m)^2 $, where $ m $ is the mean.

Returns:
Estimation of variance
double theplu::yat::statistics::averager_base2< Averager >::variance_unbiased ( void  ) const
inlineinherited
  The variance is calculated using the \form#230 correction,
  which means it is the best unbiased estimator of the variance

$ \frac{1}{N-1}\sum_i (x_i-m)^2 $, where $ m $ is the mean.

Returns:
unbiased estimation of variance

Member Data Documentation

double theplu::yat::statistics::averager_base2< Averager >::cm2_
protectedinherited

sum of values squared values centralized $ \sum (x-m)^2 $

long int theplu::yat::statistics::averager_base< Averager >::n_
protectedinherited

number of data points


The documentation for this class was generated from the following file:

Generated on Mon Nov 11 2013 09:41:45 for yat by  doxygen 1.8.1