Averager.h

#ifndef _theplu_yat_statistics_averager_
#define _theplu_yat_statistics_averager_

// $Id: Averager.h 2558 2011-09-24 20:53:04Z peter $

/*
  Copyright (C) 2004 Jari Häkkinen, Peter Johansson
  Copyright (C) 2005, 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009, 2010, 2011 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "yat/utility/iterator_traits.h"

#include <boost/concept_check.hpp>

#include <cmath>

namespace theplu{
namespace yat{
namespace statistics{

  class ostream;

  class Averager
  {
  public:

    Averager(void);
    
    Averager(double x, double xx, long n);

    Averager(const Averager& a);

    void add(double d, long n=1);

    double cv(void) const;

    double mean(void) const;

    long n(void) const;

    void rescale(double a);

    double standard_error(void) const;

    double std(void) const;

    double std(double m) const;

    double sum_x(void)  const;

    double sum_xx(void) const;

    double sum_xx_centered(void)  const;

    double variance(double m) const;

    double variance(void) const;

    double variance_unbiased(void) const;

    void reset(void);

    const Averager& operator=(const Averager&);

    const Averager& operator+=(const Averager&);

  private:
    long  n_;
    double  mean_, m2_;
  };
  

  template <typename InputIterator>
  void add(Averager& a, InputIterator first, InputIterator last)
  {
    BOOST_CONCEPT_ASSERT((boost::InputIterator<InputIterator>));
    utility::check_iterator_is_unweighted(first);
    for ( ; first != last; ++first)
      a.add(*first);
  }

}}} // of namespace statistics, yat, and theplu

#endif