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#ifndef _theplu_yat_statistics_averager4 |
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#define _theplu_yat_statistics_averager4 |
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// $Id$ |
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/* |
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Copyright (C) 2012 Peter Johansson |
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This file is part of the yat library, http://dev.thep.lu.se/yat |
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|
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <http://www.gnu.org/licenses/>. |
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*/ |
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#include "averager_base.h" |
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|
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namespace theplu { |
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namespace yat { |
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namespace statistics { |
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|
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/** |
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\brief class to calculate 1st, 2nd, 3rd, and 4th central moments |
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|
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\since yat 0.9 |
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*/ |
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class Averager4 : public averager_base4<Averager4> |
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{ |
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public: |
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/** |
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\brief construct empty object |
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*/ |
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Averager4(void); |
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|
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/** |
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Access Averager that holds first and second moments |
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*/ |
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//const Averager& averager(void) const; |
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/** |
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\brief Third central moment |
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\return \f$ \frac{1}{N} \sum (x_i-m)^3 \f$ |
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*/ |
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|
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/** |
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\brief Fourth central moment |
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\return \f$ \frac{1}{N} \sum (x_i-m)^4 \f$ |
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*/ |
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|
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/** |
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The kurtosis is calculated as \f$ M_4 / M_2^2 - 3 \f$ where \f$ |
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M_4 \f$ and \f$ M_2 \f$ are the fourth central moment and |
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variance, respectively. |
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|
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\return kurtosis |
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|
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\see central_moment4 and Averager::variance |
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|
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\note This function uses a biased estimator of the variance |
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(see Averager::variance) whereas function |
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kurtosis(const utility::VectorBase&) uses an unbiased estimator |
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(Averger::variance_unbiased) and therefore the result may |
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differ for small \a N. |
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*/ |
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/** |
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The skewness is calculated as \f$ M_3 / {\sigma}^3 \f$ where \f$ |
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M_3 \f$ and \f$ \sigma \f$ are the third central moment and |
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standard deviation, respectively. |
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\return skewness |
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\see central_moment3 and Averager::std |
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|
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\note This function uses a biased estimator of the variance |
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(see Averager::variance) whereas function |
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skewness(const utility::VectorBase&) uses an unbiased estimator |
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(Averger::variance_unbiased) and therefore the result may |
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differ for small \a N. |
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*/ |
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/** |
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*/ |
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template<class Derived> |
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const Averager4& operator+=(const averager_base4<Derived>& rhs); |
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private: |
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friend class averager_base<Averager4>; |
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// static virtual function in averager_base |
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void add_impl(double, long int n); |
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void rescale_impl(double); |
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|
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// using compiler generated copy and assignment |
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// Averager4(const Averager4&) |
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// Averager4& operator=(const Averager4& rhs); |
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}; |
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template<class Derived> |
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const Averager4& Averager4::operator+=(const averager_base4<Derived>& rhs) |
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{ |
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this->add4(rhs.mean(), rhs.sum_xx_centered(), |
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rhs.sum_x3_centered(), rhs.sum_x4_centered(), rhs.n()); |
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return *this; |
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} |
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|
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}}} // of namespace statistics, yat, and theplu |
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#endif |