AnalysisSystemForRadionucli.../include/armadillo_bits/running_stat_meat.hpp

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// Copyright (C) 2009-2011 National ICT Australia (NICTA)
//
// This Source Code Form is subject to the terms of the Mozilla Public
// License, v. 2.0. If a copy of the MPL was not distributed with this
// file, You can obtain one at http://mozilla.org/MPL/2.0/.
// -------------------------------------------------------------------
//
// Written by Conrad Sanderson - http://conradsanderson.id.au
//! \addtogroup running_stat
//! @{
template<typename eT>
inline
arma_counter<eT>::~arma_counter()
{
arma_extra_debug_sigprint_this(this);
}
template<typename eT>
inline
arma_counter<eT>::arma_counter()
: d_count( eT(0))
, i_count(uword(0))
{
arma_extra_debug_sigprint_this(this);
}
template<typename eT>
inline
const arma_counter<eT>&
arma_counter<eT>::operator++()
{
if(i_count < ARMA_MAX_UWORD)
{
i_count++;
}
else
{
d_count += eT(ARMA_MAX_UWORD);
i_count = 1;
}
return *this;
}
template<typename eT>
inline
void
arma_counter<eT>::operator++(int)
{
operator++();
}
template<typename eT>
inline
void
arma_counter<eT>::reset()
{
d_count = eT(0);
i_count = uword(0);
}
template<typename eT>
inline
eT
arma_counter<eT>::value() const
{
return d_count + eT(i_count);
}
template<typename eT>
inline
eT
arma_counter<eT>::value_plus_1() const
{
if(i_count < ARMA_MAX_UWORD)
{
return d_count + eT(i_count + 1);
}
else
{
return d_count + eT(ARMA_MAX_UWORD) + eT(1);
}
}
template<typename eT>
inline
eT
arma_counter<eT>::value_minus_1() const
{
if(i_count > 0)
{
return d_count + eT(i_count - 1);
}
else
{
return d_count - eT(1);
}
}
//
template<typename eT>
inline
running_stat<eT>::~running_stat()
{
arma_extra_debug_sigprint_this(this);
}
template<typename eT>
inline
running_stat<eT>::running_stat()
: r_mean ( eT(0))
, r_var (typename running_stat<eT>::T(0))
, min_val ( eT(0))
, max_val ( eT(0))
, min_val_norm(typename running_stat<eT>::T(0))
, max_val_norm(typename running_stat<eT>::T(0))
{
arma_extra_debug_sigprint_this(this);
}
//! update statistics to reflect new sample
template<typename eT>
inline
void
running_stat<eT>::operator() (const typename running_stat<eT>::T sample)
{
arma_extra_debug_sigprint();
if( arma_isfinite(sample) == false )
{
arma_debug_warn("running_stat: sample ignored as it is non-finite" );
return;
}
running_stat_aux::update_stats(*this, sample);
}
//! update statistics to reflect new sample (version for complex numbers)
template<typename eT>
inline
void
running_stat<eT>::operator() (const std::complex< typename running_stat<eT>::T >& sample)
{
arma_extra_debug_sigprint();
if( arma_isfinite(sample) == false )
{
arma_debug_warn("running_stat: sample ignored as it is non-finite" );
return;
}
running_stat_aux::update_stats(*this, sample);
}
//! set all statistics to zero
template<typename eT>
inline
void
running_stat<eT>::reset()
{
arma_extra_debug_sigprint();
// typedef typename running_stat<eT>::T T;
counter.reset();
r_mean = eT(0);
r_var = T(0);
min_val = eT(0);
max_val = eT(0);
min_val_norm = T(0);
max_val_norm = T(0);
}
//! mean or average value
template<typename eT>
inline
eT
running_stat<eT>::mean() const
{
arma_extra_debug_sigprint();
return r_mean;
}
//! variance
template<typename eT>
inline
typename running_stat<eT>::T
running_stat<eT>::var(const uword norm_type) const
{
arma_extra_debug_sigprint();
const T N = counter.value();
if(N > T(1))
{
if(norm_type == 0)
{
return r_var;
}
else
{
const T N_minus_1 = counter.value_minus_1();
return (N_minus_1/N) * r_var;
}
}
else
{
return T(0);
}
}
//! standard deviation
template<typename eT>
inline
typename running_stat<eT>::T
running_stat<eT>::stddev(const uword norm_type) const
{
arma_extra_debug_sigprint();
return std::sqrt( (*this).var(norm_type) );
}
//! minimum value
template<typename eT>
inline
eT
running_stat<eT>::min() const
{
arma_extra_debug_sigprint();
return min_val;
}
//! maximum value
template<typename eT>
inline
eT
running_stat<eT>::max() const
{
arma_extra_debug_sigprint();
return max_val;
}
//! number of samples so far
template<typename eT>
inline
typename get_pod_type<eT>::result
running_stat<eT>::count() const
{
arma_extra_debug_sigprint();
return counter.value();
}
//! update statistics to reflect new sample (version for non-complex numbers, non-complex sample)
template<typename eT>
inline
void
running_stat_aux::update_stats(running_stat<eT>& x, const eT sample, const typename arma_not_cx<eT>::result* junk)
{
arma_extra_debug_sigprint();
arma_ignore(junk);
typedef typename running_stat<eT>::T T;
const T N = x.counter.value();
if(N > T(0))
{
if(sample < x.min_val)
{
x.min_val = sample;
}
if(sample > x.max_val)
{
x.max_val = sample;
}
const T N_plus_1 = x.counter.value_plus_1();
const T N_minus_1 = x.counter.value_minus_1();
// note: variance has to be updated before the mean
const eT tmp = sample - x.r_mean;
x.r_var = N_minus_1/N * x.r_var + (tmp*tmp)/N_plus_1;
x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
//x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
//x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
}
else
{
x.r_mean = sample;
x.min_val = sample;
x.max_val = sample;
// r_var is initialised to zero
// in the constructor and reset()
}
x.counter++;
}
//! update statistics to reflect new sample (version for non-complex numbers, complex sample)
template<typename eT>
inline
void
running_stat_aux::update_stats(running_stat<eT>& x, const std::complex<eT>& sample, const typename arma_not_cx<eT>::result* junk)
{
arma_extra_debug_sigprint();
arma_ignore(junk);
running_stat_aux::update_stats(x, std::real(sample));
}
//! update statistics to reflect new sample (version for complex numbers, non-complex sample)
template<typename eT>
inline
void
running_stat_aux::update_stats(running_stat<eT>& x, const typename eT::value_type sample, const typename arma_cx_only<eT>::result* junk)
{
arma_extra_debug_sigprint();
arma_ignore(junk);
typedef typename eT::value_type T;
running_stat_aux::update_stats(x, std::complex<T>(sample));
}
//! alter statistics to reflect new sample (version for complex numbers, complex sample)
template<typename eT>
inline
void
running_stat_aux::update_stats(running_stat<eT>& x, const eT& sample, const typename arma_cx_only<eT>::result* junk)
{
arma_extra_debug_sigprint();
arma_ignore(junk);
typedef typename eT::value_type T;
const T sample_norm = std::norm(sample);
const T N = x.counter.value();
if(N > T(0))
{
if(sample_norm < x.min_val_norm)
{
x.min_val_norm = sample_norm;
x.min_val = sample;
}
if(sample_norm > x.max_val_norm)
{
x.max_val_norm = sample_norm;
x.max_val = sample;
}
const T N_plus_1 = x.counter.value_plus_1();
const T N_minus_1 = x.counter.value_minus_1();
x.r_var = N_minus_1/N * x.r_var + std::norm(sample - x.r_mean)/N_plus_1;
x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
//x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
//x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
}
else
{
x.r_mean = sample;
x.min_val = sample;
x.max_val = sample;
x.min_val_norm = sample_norm;
x.max_val_norm = sample_norm;
// r_var is initialised to zero
// in the constructor and reset()
}
x.counter++;
}
//! @}