C:/Active/libraries/cxutils/2.0/src/cxutils/math/runningstats.cpp
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00001 00002 00003 00004 00005 00006 00007 00008 00009 00010 00011 00012 00013 00014 00015 00016 00017 00018 00019 00020 00021 00022 00023 00024 00025 00026 00027 00028 00029 00030 00031 00032 00033 00034 00035 00036 00037 00038 00039 00040 00041 00042 00043 00044 00045 00046 00047 00048 00049 00050 00051 00052 00053 #include "cxutils/math/runningstats.h" 00054 #include <cmath> 00055 #include <algorithm> 00056 00057 using namespace CxUtils; 00058 00059 00065 RunningStats::RunningStats() 00066 { 00067 Clear(); 00068 mDirtyFlag = true; 00069 } 00070 00071 00077 RunningStats::RunningStats(const RunningStats& stats) 00078 { 00079 Clear(); 00080 *this = stats; 00081 } 00082 00083 00089 RunningStats::~RunningStats() 00090 { 00091 } 00092 00093 00099 void RunningStats::Clear() 00100 { 00101 mCount = 0; 00102 mOldMean = 0; 00103 mNewMean = 0; 00104 mOldStd = 0; 00105 mNewStd = 0; 00106 mValues.clear(); 00107 mDirtyFlag = true; 00108 } 00109 00110 00118 void RunningStats::Push(const double value) 00119 { 00120 mCount++; 00121 // See Knuth TAOCP vol 2, 3rd edition, page 232 00122 if(mCount == 1) 00123 { 00124 mOldMean = mNewMean = value; 00125 mOldStd = mNewStd = 0.0; 00126 } 00127 else 00128 { 00129 mNewMean = mOldMean + (value - mOldMean)/mCount; 00130 mNewStd = mOldStd + (value - mOldMean)*(value - mNewMean); 00131 00132 // Set up for next iteration. 00133 mOldMean = mNewMean; 00134 mOldStd = mNewStd; 00135 } 00136 mValues.push_back(value); 00137 mDirtyFlag = true; 00138 } 00139 00140 00146 void RunningStats::SetStandardDeviation(const double std) 00147 { 00148 if(mCount <= 1) 00149 { 00150 mOldStd = mNewStd = 0; 00151 } 00152 else 00153 { 00154 mOldStd = mNewStd = (std*std)*mCount - 1; 00155 } 00156 } 00157 00158 00164 double RunningStats::Mean() const 00165 { 00166 return (mCount > 0) ? mNewMean : 0.0; 00167 } 00168 00169 00175 double RunningStats::Median() const 00176 { 00177 double m = 0.0; 00178 // Sort 00179 if(mDirtyFlag) 00180 { 00181 std::vector<double> *ptr = (std::vector<double> *)&mValues; 00182 std::sort(ptr->begin(), ptr->end()); 00183 *((bool *)&mDirtyFlag) = false; 00184 } 00185 if(mValues.size() > 0) 00186 { 00187 if(mValues.size() % 2 == 0) // Even number 00188 { 00189 if(mValues.size() == 2) 00190 { 00191 m = (mValues.front() + mValues.back())/2.0; 00192 } 00193 else 00194 { 00195 unsigned int middle = (unsigned int)(mValues.size()/2); 00196 m = (mValues[middle - 1] + mValues[middle])/2.0; 00197 } 00198 } 00199 else // Odd 00200 { 00201 if(mValues.size() == 1) 00202 { 00203 m = mValues.front(); 00204 } 00205 else 00206 { 00207 m = mValues[mValues.size()/2]; 00208 } 00209 } 00210 } 00211 return m; 00212 } 00213 00214 00220 double RunningStats::Variance() const 00221 { 00222 return (mCount > 1) ? mNewStd/(mCount - 1) : 0.0; 00223 } 00224 00225 00231 double RunningStats::StandardDeviation() const 00232 { 00233 return sqrt(Variance()); 00234 } 00235 00236 00242 RunningStats& RunningStats::operator =(const RunningStats& stats) 00243 { 00244 if(this != &stats) 00245 { 00246 mCount = stats.mCount; 00247 mOldMean = stats.mOldMean; 00248 mNewMean = stats.mNewMean; 00249 mOldStd = stats.mOldStd; 00250 mNewStd = stats.mNewStd; 00251 } 00252 return *this; 00253 } 00254 00255 /* End of File */
