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// $Id$ |
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/* |
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Copyright (C) 2005 Peter Johansson, Markus Ringnér |
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Copyright (C) 2006 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2007 Peter Johansson, Markus Ringnér |
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Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2011, 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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|
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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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|
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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 <config.h> |
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#include "AveragerPairWeighted.h" |
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#include "AveragerPair.h" |
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#include "Averager.h" |
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|
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#include <cassert> |
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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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AveragerPairWeighted::AveragerPairWeighted(void) |
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: wxy_centered_(0) |
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{ |
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} |
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|
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|
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void AveragerPairWeighted::add(const double x, const double y, |
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const double wx, const double wy) |
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{ |
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if(wx==0.0 || wy==0.0) { |
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return; |
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} |
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assert(!std::isnan(x) && "x is nan"); |
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assert(!std::isnan(y) && "y is nan"); |
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assert(!std::isnan(wx) && "wx is nan"); |
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assert(!std::isnan(wy) && "wy is nan"); |
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double w=wx*wy; |
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xy_add(x, y, 0, w); |
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x_.add(x,w); |
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y_.add(y,w); |
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} |
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|
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double AveragerPairWeighted::correlation(void) const |
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{ |
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return sum_xy_centered() / sqrt(x_.sum_xx_centered()*y_.sum_xx_centered()); |
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} |
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|
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|
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double AveragerPairWeighted::covariance(void) const |
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{ |
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return sum_xy_centered()/sum_w(); |
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} |
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|
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|
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double AveragerPairWeighted::msd(void) const |
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{ |
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return (x_.sum_wxx()+y_.sum_wxx()-2*sum_xy())/sum_w(); |
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} |
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|
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|
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double AveragerPairWeighted::n(void) const |
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{ |
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return x_.n(); |
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} |
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|
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|
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void AveragerPairWeighted::reset(void) |
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{ |
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x_.reset(); y_.reset(); wxy_centered_=0; |
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} |
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|
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double AveragerPairWeighted::sum_w(void) const |
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{ |
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return x_.sum_w(); |
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} |
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|
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|
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double AveragerPairWeighted::sum_xy(void) const |
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{ |
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return sum_xy_centered() + x_.sum_wx()*y_.mean(); |
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} |
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|
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|
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double AveragerPairWeighted::sum_xy_centered(void) const |
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{ |
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return wxy_centered_; |
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} |
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|
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void AveragerPairWeighted::xy_add(double mx, double my, double wxy_centered, |
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double w) |
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{ |
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if (!w) |
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return; |
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/* |
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For derivation of update formula refer to |
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http://www.janinebennett.org/index_files/ParallelStatisticsAlgorithms.pdf |
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*/ |
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wxy_centered_ += wxy_centered; |
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if (sum_w()) |
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wxy_centered_ += |
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w*sum_w() / (w+sum_w()) * (mx-x_.mean()) * (my-y_.mean()); |
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} |
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|
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|
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const AveragerWeighted& AveragerPairWeighted::x_averager(void) const |
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{ |
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return x_; |
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} |
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|
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|
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const AveragerWeighted& AveragerPairWeighted::y_averager(void) const |
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{ |
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return y_; |
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} |
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|
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const AveragerPairWeighted& |
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AveragerPairWeighted::operator+=(const AveragerPairWeighted& rhs) |
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{ |
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xy_add(rhs.x_averager().mean(), rhs.y_averager().mean(), |
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rhs.sum_xy_centered(), rhs.sum_w()); |
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x_ += rhs.x_averager(); |
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y_ += rhs.y_averager(); |
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return *this; |
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} |
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|
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|
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}}} // of namespace statistics, yat, and theplu |