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// $Id$ |
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/* |
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Copyright (C) 2004, 2005, 2006 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2007 Peter Johansson |
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Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2011, 2012, 2014 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 "AveragerWeighted.h" |
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#include <limits> |
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#include <cmath> |
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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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AveragerWeighted::AveragerWeighted(void) |
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: mean_(0), m2_(0), w_(0), ww_(0), wwxx_(0), wxx_(0) |
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{ |
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} |
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|
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|
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void AveragerWeighted::add(const double d, const double w) |
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{ |
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if (!w) |
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return; |
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double new_w = w_ + w; |
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double delta = d - mean_; |
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double R = delta * w / (new_w); |
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mean_ += R; |
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m2_ += w_ * delta * R; |
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w_ = new_w; |
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ww_ += w*w; |
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wwxx_ += w*w*d*d; |
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wxx_ += w*d*d; |
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} |
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|
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|
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double AveragerWeighted::mean(void) const |
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{ |
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if (!w_) // no data, mean is undefined |
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return std::numeric_limits<double>::quiet_NaN(); |
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return mean_; |
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} |
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|
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|
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double AveragerWeighted::n(void) const |
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{ |
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if (sum_w()==0.0) // empty object, return 0 |
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return 0.0; |
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return sum_w()*sum_w()/sum_ww(); |
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} |
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|
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|
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void AveragerWeighted::rescale(double a) |
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{ |
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mean_ *= a; |
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double a2 = a*a; |
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m2_ *= a2; |
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wwxx_ *= a2; |
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wxx_*=a2; |
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} |
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|
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|
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void AveragerWeighted::reset(void) |
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{ |
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AveragerWeighted tmp; |
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*this = tmp; |
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} |
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|
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|
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double AveragerWeighted::std(void) const |
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{ |
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return std::sqrt(variance()); |
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} |
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|
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|
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double AveragerWeighted::standard_error(void) const |
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{ |
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return std::sqrt(sum_ww()/(sum_w()*sum_w()*sum_w()) * sum_xx_centered()); |
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} |
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|
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|
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double AveragerWeighted::sum_w(void) const |
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{ |
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return w_; |
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} |
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|
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|
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double AveragerWeighted::sum_ww(void) const |
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{ |
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return ww_; |
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} |
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|
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|
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double AveragerWeighted::sum_wwx(void) const |
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{ |
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return m2_ + mean_*mean_*w_; |
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} |
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|
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|
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double AveragerWeighted::sum_wwxx(void) const |
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{ |
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return wwxx_; |
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} |
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|
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|
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double AveragerWeighted::sum_wx(void) const |
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{ |
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if (!w_) |
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return 0.0; |
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return mean_ * w_; |
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} |
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|
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|
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double AveragerWeighted::sum_wxx(void) const |
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{ |
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return wxx_; |
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} |
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|
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|
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double AveragerWeighted::sum_xx_centered(void) const |
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{ |
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return m2_; |
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} |
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|
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|
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double AveragerWeighted::variance(const double m) const |
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{ |
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return (sum_wxx()-2*m*sum_wx())/sum_w()+m*m; |
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} |
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|
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|
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double AveragerWeighted::variance(void) const |
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{ |
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return sum_xx_centered()/sum_w(); |
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} |
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|
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|
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const AveragerWeighted& |
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AveragerWeighted::operator+=(const AveragerWeighted& a) |
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{ |
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if (!a.w_) |
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return *this; |
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double delta = mean() - a.mean(); |
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mean_ = (sum_wx() + a.sum_wx()) / (sum_w() + a.sum_w()); |
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m2_ += a.m2_ + sum_w()*a.sum_w()*delta*delta/(sum_w()+a.sum_w()); |
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w_ += a.w_; |
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ww_ += a.ww_; |
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wwxx_ += a.wwxx_; |
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wxx_ += a.wxx_; |
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return *this; |
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} |
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|
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}}} // of namespace statistics, yat, and theplu |