Auxiliary data structure for running average and standard deviation. More...

#include <JStats.hh>

Inheritance diagram for JTOOLS::JStats:

Public Member Functions
	JStats (const JTitle &title="")
	Constructor.

template<class JElement_t , class JAllocator_t >
	JStats (const JTitle &title, const array_type< JElement_t, JAllocator_t > &buffer, const double w=1.0)
	Constructor.

void	reset ()
	Reset.

JStats &	add (const JStats &Q)
	Add stats.

void	put (const double x, const double w=1.0)
	Put value.

template<class JElement_t , class JAllocator_t >
void	put (const array_type< JElement_t, JAllocator_t > &buffer, const double w=1.0)
	Put data.

long long int	getCount () const
	Get total count.

double	getTotal () const
	Get total weight.

double	getXmin () const
	Get minimum value.

double	getXmax () const
	Get maximum value.

double	getWmin () const
	Get minimum weight.

double	getWmax () const
	Get maximum weight.

double	getMean () const
	Get mean value.

double	getMean (const double value) const
	Get mean value.

double	getSTDev () const
	Get standard deviation.

double	getSTDev (const double value) const
	Get standard deviation.

double	getDeviation (const bool relative=true) const
	Get maximal deviation from average.

bool	hasAccuracy (const double precision) const
	Test relative accuracy.

std::ostream &	print (std::ostream &out, bool lpr=true) const
	Print stats.

const std::string &	getTitle () const
	Get title.

void	setTitle (const std::string &title)
	Set title.

JFirst_t &	mul (const JSecond_t &object)
	Multiply with object.

Protected Attributes
double	mean

double	sigma

double	total

long long int	count

double	xmin

double	xmax

double	wmin

double	wmax

std::string	title

Friends
std::ostream &	operator<< (std::ostream &out, const JStats &stats)
	Print stats.

Detailed Description

Auxiliary data structure for running average and standard deviation.

See Knuth TAOCP vol 2, 3rd edition, page 232.
This class acts as a zero-dimensional histogram.
Note that if a weight is used, it should strictly be positive.

Definition at line 41 of file JStats.hh.

Constructor & Destructor Documentation

◆ JStats() [1/2]

JTOOLS::JStats::JStats ( const JTitle & title = "" )

inline

Constructor.

Parameters

title title

Definition at line 50 of file JStats.hh.

                                         :
      JTitle(title)
    {
      reset();
    }

◆ JStats() [2/2]

template<class JElement_t , class JAllocator_t >

JTOOLS::JStats::JStats	(	const JTitle &	title,
		const array_type< JElement_t, JAllocator_t > &	buffer,
		const double	w = 1.0 )

inline

Constructor.

Parameters

title	title
buffer	input data
w	weight

Definition at line 65 of file JStats.hh.

                                          :
      JTitle(title)
    {
      reset();
 
      put(buffer, w);
    }

Member Function Documentation

◆ reset()

void JTOOLS::JStats::reset ( )

inline

Reset.

Definition at line 79 of file JStats.hh.

    {
      mean  = 0.0;
      sigma = 0.0;
      total = 0.0;
      count = 0;
      xmin  = std::numeric_limits<double>::max();
      xmax  = std::numeric_limits<double>::lowest();
      wmin  = std::numeric_limits<double>::max();
      wmax  = std::numeric_limits<double>::lowest();
    }

◆ add()

JStats & JTOOLS::JStats::add ( const JStats & Q )

inline

Add stats.

Parameters

Q stats

Returns: this stats

Definition at line 98 of file JStats.hh.

    {
      mean  += Q.mean;
      sigma += Q.sigma;
      total += Q.total;
      count += Q.count;
      xmin   = std::min(xmin, Q.xmin);
      xmax   = std::max(xmax, Q.xmax);
      wmin   = std::min(wmin, Q.wmin);
      wmax   = std::max(wmax, Q.wmax);
 
      return *this;
    }

◆ put() [1/2]

void JTOOLS::JStats::put	(	const double	x,
		const double	w = 1.0 )

inline

Put value.

Parameters

x	value
w	weight

Definition at line 119 of file JStats.hh.

    {
      total += w;
      count += 1;
 
      if (count == 1) {
 
        mean  = x;
        sigma = 0.0;
 
      } else {
 
        const double new_mean  = mean   +  w * (x - mean) / total;
        const double new_sigma = sigma  +  w * (x - mean) * (x - new_mean);
    
        // set up for next iteration
 
        mean  = new_mean; 
        sigma = new_sigma;
      }
 
      xmin = std::min(xmin, x);
      xmax = std::max(xmax, x);
      wmin = std::min(wmin, w);
      wmax = std::max(wmax, w);
    }

◆ put() [2/2]

template<class JElement_t , class JAllocator_t >

void JTOOLS::JStats::put	(	const array_type< JElement_t, JAllocator_t > &	buffer,
		const double	w = 1.0 )

inline

Put data.

Parameters

buffer	input data
w	weight

Definition at line 154 of file JStats.hh.

    {
      for (typename array_type<JElement_t, JAllocator_t>::const_iterator i = buffer.begin(); i != buffer.end(); ++i) {
        put(*i, w);
      }
    }

◆ getCount()

long long int JTOOLS::JStats::getCount ( ) const

inline

Get total count.

Returns: count

Definition at line 168 of file JStats.hh.

    {
      return count;
    }

◆ getTotal()

double JTOOLS::JStats::getTotal ( ) const

inline

Get total weight.

Returns: weight

Definition at line 179 of file JStats.hh.

    {
      return total;
    }

◆ getXmin()

double JTOOLS::JStats::getXmin ( ) const

inline

Get minimum value.

Returns: minimum value

Definition at line 190 of file JStats.hh.

    {
      return xmin;
    }

◆ getXmax()

double JTOOLS::JStats::getXmax ( ) const

inline

Get maximum value.

Returns: maximum value

Definition at line 201 of file JStats.hh.

    {
      return xmax;
    }

◆ getWmin()

double JTOOLS::JStats::getWmin ( ) const

inline

Get minimum weight.

Returns: minimum weight

Definition at line 212 of file JStats.hh.

    {
      return wmin;
    }

◆ getWmax()

double JTOOLS::JStats::getWmax ( ) const

inline

Get maximum weight.

Returns: maximum weight

Definition at line 223 of file JStats.hh.

    {
      return wmax;
    }

◆ getMean() [1/2]

double JTOOLS::JStats::getMean ( ) const

inline

Get mean value.

Returns: mean value

Definition at line 234 of file JStats.hh.

    {
      if (count != 0.0)
        return mean;
      else
        THROW(JDivisionByZero, "JStats::getMean() count " << count);
    }

◆ getMean() [2/2]

double JTOOLS::JStats::getMean ( const double value ) const

inline

Get mean value.

Parameters

value default value

Returns: mean value

Definition at line 249 of file JStats.hh.

    {
      if (count != 0.0)
        return getMean();
      else
        return value;
    }

◆ getSTDev() [1/2]

double JTOOLS::JStats::getSTDev ( ) const

inline

Get standard deviation.

Returns: standard deviation

Definition at line 263 of file JStats.hh.

    {
      if (count > 1)
        return sqrt(count * sigma/(total * (count - 1)));
      else
        THROW(JDivisionByZero, "JStats::getSTDev() count " << count);
    }

◆ getSTDev() [2/2]

double JTOOLS::JStats::getSTDev ( const double value ) const

inline

Get standard deviation.

Parameters

value default value

Returns: standard deviation

Definition at line 278 of file JStats.hh.

    {
      if (count > 1)
        return getSTDev();
      else
        return value;
    }

◆ getDeviation()

double JTOOLS::JStats::getDeviation ( const bool relative = true ) const

inline

Get maximal deviation from average.

Parameters

relative if true, relative to average, else absolute

Returns: deviation

Definition at line 293 of file JStats.hh.

    {
      if (relative)
        return std::max(getXmax() - getMean(), getMean() - getXmin());
      else
        return getXmax() - getXmin();
    }

◆ hasAccuracy()

bool JTOOLS::JStats::hasAccuracy ( const double precision ) const

inline

Test relative accuracy.

Parameters

precision relative precision

Returns: true if reached accuracy; else false

Definition at line 308 of file JStats.hh.

    {
      return getCount() > 1 && getSTDev() < precision * getMean();
    }

◆ print()

std::ostream & JTOOLS::JStats::print	(	std::ostream &	out,
		bool	lpr = true ) const

inline

Print stats.

Parameters

out	output stream
lpr	long print

Definition at line 320 of file JStats.hh.

    {
      using namespace std;
 
      const int nc = getTitle().size();
 
      if (lpr) {
        out << setw(nc) << left  << " "             << ' '
            << setw(12) << left  << "    mean"      << ' '
            << setw(12) << left  << "    STD"       << ' '
            << setw(12) << left  << "  deviation"   << endl;
      }
 
      out << setw(nc) << left << getTitle()          << ' '
          << SCIENTIFIC(12,5) << getMean()           << ' '
          << SCIENTIFIC(12,5) << getSTDev()          << ' '
          << SCIENTIFIC(12,5) << getDeviation(false) << endl;
 
      return out;
    }

◆ getTitle()

const std::string & JLANG::JTitle::getTitle ( ) const

inlineinherited

Get title.

Returns: title

Definition at line 55 of file JTitle.hh.

    {
      return this->title;
    }

◆ setTitle()

void JLANG::JTitle::setTitle ( const std::string & title )

inlineinherited

Set title.

Parameters

title title

Definition at line 66 of file JTitle.hh.

    {
      this->title = title;
    }

◆ mul()

template<class JFirst_t , class JSecond_t >

JFirst_t & JMATH::JMath< JFirst_t, JSecond_t >::mul ( const JSecond_t & object )

inlineinherited

Multiply with object.

Parameters

object object

Returns: result object

Definition at line 354 of file JMath.hh.

    {
      return static_cast<JFirst_t&>(*this) = JFirst_t().mul(static_cast<const JFirst_t&>(*this), object);
    }

Friends And Related Symbol Documentation

◆ operator<<

std::ostream & operator<<	(	std::ostream &	out,
		const JStats &	stats )

friend

Print stats.

Parameters

out	output stream
stats	stats

Returns: output stream

Definition at line 349 of file JStats.hh.

    {
      return stats.print(out, getLongprint(out));
    }

Member Data Documentation

◆ mean

double JTOOLS::JStats::mean

protected

Definition at line 355 of file JStats.hh.

◆ sigma

double JTOOLS::JStats::sigma

protected

Definition at line 356 of file JStats.hh.

◆ total

double JTOOLS::JStats::total

protected

Definition at line 357 of file JStats.hh.

◆ count

long long int JTOOLS::JStats::count

protected

Definition at line 358 of file JStats.hh.

◆ xmin

double JTOOLS::JStats::xmin

protected

Definition at line 359 of file JStats.hh.

◆ xmax

double JTOOLS::JStats::xmax

protected

Definition at line 360 of file JStats.hh.

◆ wmin

double JTOOLS::JStats::wmin

protected

Definition at line 361 of file JStats.hh.

◆ wmax

double JTOOLS::JStats::wmax

protected

Definition at line 362 of file JStats.hh.

◆ title

std::string JLANG::JTitle::title

protectedinherited

Definition at line 73 of file JTitle.hh.

The documentation for this struct was generated from the following file:

JStats.hh

Public Member Functions

Protected Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

◆ JStats() [1/2]

◆ JStats() [2/2]

Member Function Documentation

◆ reset()

◆ add()

◆ put() [1/2]

◆ put() [2/2]

◆ getCount()

◆ getTotal()

◆ getXmin()

◆ getXmax()

◆ getWmin()

◆ getWmax()

◆ getMean() [1/2]

◆ getMean() [2/2]

◆ getSTDev() [1/2]

◆ getSTDev() [2/2]

◆ getDeviation()

◆ hasAccuracy()

◆ print()

◆ getTitle()

◆ setTitle()

◆ mul()

Friends And Related Symbol Documentation

◆ operator<<

Member Data Documentation

◆ mean

◆ sigma

◆ total

◆ count

◆ xmin

◆ xmax

◆ wmin

◆ wmax

◆ title