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standard_deviation.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
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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_STANDARD_DEVIATION_INCLUDED
#define ETL_STANDARD_DEVIATION_INCLUDED
#include "platform.h"
#include "functional.h"
#include "type_traits.h"
#include <math.h>
#include <stdint.h>
namespace etl
{
namespace private_standard_deviation
{
//***************************************************************************
//***************************************************************************
template <typename TInput, typename TCalc>
struct standard_deviation_traits
{
typedef TCalc calc_t;
};
//***************************************************************************
//***************************************************************************
template <typename TCalc>
struct standard_deviation_traits<float, TCalc>
{
typedef float calc_t;
};
//***************************************************************************
//***************************************************************************
template <typename TCalc>
struct standard_deviation_traits<double, TCalc>
{
typedef double calc_t;
};
} // namespace private_standard_deviation
//***************************************************************************
//***************************************************************************
namespace private_standard_deviation
{
template <typename T = void>
struct standard_deviation_type_helper
{
static ETL_CONSTANT bool Sample = false;
static ETL_CONSTANT bool Population = true;
};
template <typename T>
ETL_CONSTANT bool standard_deviation_type_helper<T>::Sample;
template <typename T>
ETL_CONSTANT bool standard_deviation_type_helper<T>::Population;
} // namespace private_standard_deviation
struct standard_deviation_type : public private_standard_deviation::standard_deviation_type_helper<>
{
};
//***************************************************************************
//***************************************************************************
template <bool Standard_Deviation_Type, typename TInput, typename TCalc = TInput>
class standard_deviation
: public private_standard_deviation::standard_deviation_traits<TInput, TCalc>
, public etl::binary_function<TInput, TInput, void>
{
private:
static ETL_CONSTANT int Adjustment = (Standard_Deviation_Type == standard_deviation_type::Population) ? 0 : 1;
typedef typename private_standard_deviation::standard_deviation_traits< TInput, TCalc>::calc_t calc_t;
public:
//*********************************
//*********************************
standard_deviation()
{
clear();
}
//*********************************
//*********************************
template <typename TIterator>
standard_deviation(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
{
calculate();
return variance_value;
}
//*********************************
//*********************************
double get_standard_deviation() const
{
calculate();
return standard_deviation_value;
}
//*********************************
//*********************************
operator double() const
{
return get_standard_deviation();
}
//*********************************
//*********************************
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;
standard_deviation_value = 0.0;
recalculate = true;
}
private:
//*********************************
//*********************************
void calculate() const
{
if (recalculate)
{
standard_deviation_value = 0.0;
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;
if (variance_value > 0)
{
standard_deviation_value = sqrt(variance_value);
}
}
recalculate = false;
}
}
calc_t sum_of_squares;
calc_t sum;
uint32_t counter;
mutable double variance_value;
mutable double standard_deviation_value;
mutable bool recalculate;
};
} // namespace etl
#endif
etl::standard_deviation::operator()
void operator()(TInput value)
Definition standard_deviation.h:158
etl::standard_deviation::count
size_t count() const
Get the total number added entries.
Definition standard_deviation.h:204
etl::standard_deviation::get_standard_deviation
double get_standard_deviation() const
Get the standard_deviation.
Definition standard_deviation.h:186
etl::standard_deviation::clear
void clear()
Clear the histogram.
Definition standard_deviation.h:212
etl::standard_deviation::add
void add(TInput value)
Add a pair of values.
Definition standard_deviation.h:133
etl::standard_deviation::get_variance
double get_variance() const
Get the variance.
Definition standard_deviation.h:176
etl::standard_deviation::standard_deviation
standard_deviation(TIterator first, TIterator last)
Constructor.
Definition standard_deviation.h:124
etl::standard_deviation::standard_deviation
standard_deviation()
Constructor.
Definition standard_deviation.h:115
etl::standard_deviation::add
void add(TIterator first, TIterator last)
Add a range.
Definition standard_deviation.h:145
etl::standard_deviation::operator()
void operator()(TIterator first, TIterator last)
Definition standard_deviation.h:168
functional.h
math.h
etl::private_standard_deviation
Standard Deviation Type.
Definition standard_deviation.h:44
etl
Definition absolute.h:40
platform.h
etl::binary_function
binary_function
Definition functional.h:192
etl::private_standard_deviation::standard_deviation_traits
Types for generic standard_deviation.
Definition standard_deviation.h:50
etl::private_standard_deviation::standard_deviation_type_helper
Definition standard_deviation.h:80
etl::sqrt
Definition sqrt.h:48
etl::standard_deviation_type
Definition standard_deviation.h:93
type_traits.h