math/tools/stats.hpp

0001 //  (C) Copyright John Maddock 2005-2006.
0002 //  Use, modification and distribution are subject to the
0003 //  Boost Software License, Version 1.0. (See accompanying file
0004 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
0005
0006 #ifndef BOOST_MATH_TOOLS_STATS_INCLUDED
0007 #define BOOST_MATH_TOOLS_STATS_INCLUDED
0008
0009 #ifdef _MSC_VER
0010 #pragma once
0011 #endif
0012
0013 #include <cstdint>
0014 #include <cmath>
0015 #include <boost/math/tools/precision.hpp>
0016
0017 namespace boost{ namespace math{ namespace tools{
0018
0019 template <class T>
0020 class stats
0021 {
0022 public:
0023    stats()
0024       : m_min(tools::max_value<T>()),
0025         m_max(-tools::max_value<T>()),
0026         m_total(0),
0027         m_squared_total(0)
0028    {}
0029    void add(const T& val)
0030    {
0031       if(val < m_min)
0032          m_min = val;
0033       if(val > m_max)
0034          m_max = val;
0035       m_total += val;
0036       ++m_count;
0037       m_squared_total += val*val;
0038    }
0039    T min BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_min; }
0040    T max BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_max; }
0041    T total()const{ return m_total; }
0042    T mean()const{ return m_total / static_cast<T>(m_count); }
0043    std::uintmax_t count()const{ return m_count; }
0044    T variance()const
0045    {
0046       BOOST_MATH_STD_USING
0047
0048       T t = m_squared_total - m_total * m_total / m_count;
0049       t /= m_count;
0050       return t;
0051    }
0052    T variance1()const
0053    {
0054       BOOST_MATH_STD_USING
0055
0056       T t = m_squared_total - m_total * m_total / m_count;
0057       t /= (m_count-1);
0058       return t;
0059    }
0060    T rms()const
0061    {
0062       BOOST_MATH_STD_USING
0063
0064       return sqrt(m_squared_total / static_cast<T>(m_count));
0065    }
0066    stats& operator+=(const stats& s)
0067    {
0068       if(s.m_min < m_min)
0069          m_min = s.m_min;
0070       if(s.m_max > m_max)
0071          m_max = s.m_max;
0072       m_total += s.m_total;
0073       m_squared_total += s.m_squared_total;
0074       m_count += s.m_count;
0075       return *this;
0076    }
0077 private:
0078    T m_min, m_max, m_total, m_squared_total;
0079    std::uintmax_t m_count{0};
0080 };
0081
0082 } // namespace tools
0083 } // namespace math
0084 } // namespace boost
0085
0086 #endif
0087