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variance.h
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/******************************************************************************
The MIT License(MIT)
Embedded Template Library.
https://github.com/ETLCPP/etl
https://www.etlcpp.com
Copyright(c) 2021 John Wellbelove
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files(the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and / or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions :
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
******************************************************************************/
#ifndef ETL_VARIANCE_INCLUDED
#define ETL_VARIANCE_INCLUDED
#include "platform.h"
#include "functional.h"
#include "type_traits.h"
// #include <math.h>
#include <stdint.h>
namespace etl
{
namespace private_variance
{
//***************************************************************************
//***************************************************************************
template <typename TInput, typename TCalc>
struct variance_traits
{
typedef TCalc calc_t;
};
//***************************************************************************
//***************************************************************************
template <typename TCalc>
struct variance_traits<float, TCalc>
{
typedef float calc_t;
};
//***************************************************************************
//***************************************************************************
template <typename TCalc>
struct variance_traits<double, TCalc>
{
typedef double calc_t;
};
} // namespace private_variance
//***************************************************************************
//***************************************************************************
namespace private_variance
{
template <typename T = void>
struct variance_type_helper
{
static ETL_CONSTANT bool Sample = false;
static ETL_CONSTANT bool Population = true;
};
template <typename T>
ETL_CONSTANT bool variance_type_helper<T>::Sample;
template <typename T>
ETL_CONSTANT bool variance_type_helper<T>::Population;
} // namespace private_variance
struct variance_type : public private_variance::variance_type_helper<>
{
};
//***************************************************************************
//***************************************************************************
template <bool Variance_Type, typename TInput, typename TCalc = TInput>
class variance
: public private_variance::variance_traits<TInput, TCalc>
, public etl::binary_function<TInput, TInput, void>
{
private:
static ETL_CONSTANT int Adjustment = (Variance_Type == variance_type::Population) ? 0 : 1;
typedef typename private_variance::variance_traits<TInput, TCalc>::calc_t calc_t;
public:
//*********************************
//*********************************
variance()
{
clear();
}
//*********************************
//*********************************
template <typename TIterator>
variance(TIterator first, TIterator last)
{
clear();
add(first, last);
}
//*********************************
//*********************************
void add(TInput value)
{
sum_of_squares += TCalc(value * value);
sum += TCalc(value);
++counter;
recalculate = true;
}
//*********************************
//*********************************
template <typename TIterator>
void add(TIterator first, TIterator last)
{
while (first != last)
{
add(*first);
++first;
}
}
//*********************************
//*********************************
void operator()(TInput value)
{
add(value);
}
//*********************************
//*********************************
template <typename TIterator>
void operator()(TIterator first, TIterator last)
{
add(first, last);
}
//*********************************
//*********************************
double get_variance() const
{
if (recalculate)
{
variance_value = 0.0;
if (counter != 0)
{
double n = double(counter);
double adjustment = 1.0 / (n * (n - Adjustment));
double square_of_sum = sum * sum;
variance_value = (n * sum_of_squares - square_of_sum) * adjustment;
}
recalculate = false;
}
return variance_value;
}
//*********************************
//*********************************
operator double() const
{
return get_variance();
}
//*********************************
//*********************************
size_t count() const
{
return size_t(counter);
}
//*********************************
//*********************************
void clear()
{
sum_of_squares = calc_t(0);
sum = calc_t(0);
counter = 0U;
variance_value = 0.0;
recalculate = true;
}
private:
calc_t sum_of_squares;
calc_t sum;
uint32_t counter;
mutable double variance_value;
mutable bool recalculate;
};
} // namespace etl
#endif
etl::variance::count
size_t count() const
Get the total number added entries.
Definition variance.h:209
etl::variance::get_variance
double get_variance() const
Get the variance.
Definition variance.h:176
etl::variance::variance
variance(TIterator first, TIterator last)
Constructor.
Definition variance.h:124
etl::variance::add
void add(TInput value)
Add a pair of values.
Definition variance.h:133
etl::variance::add
void add(TIterator first, TIterator last)
Add a range.
Definition variance.h:145
etl::variance::operator()
void operator()(TInput value)
Definition variance.h:158
etl::variance::operator()
void operator()(TIterator first, TIterator last)
Definition variance.h:168
etl::variance::variance
variance()
Constructor.
Definition variance.h:115
etl::variance::clear
void clear()
Clear the variance.
Definition variance.h:217
functional.h
etl::private_variance
Variance Type.
Definition variance.h:44
etl
Definition absolute.h:40
platform.h
etl::binary_function
binary_function
Definition functional.h:192
etl::private_variance::variance_traits
Types for generic variance.
Definition variance.h:50
etl::private_variance::variance_type_helper
Definition variance.h:80
etl::variance_type
Definition variance.h:93
type_traits.h