///\file /****************************************************************************** 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_COVARIANCE_INCLUDED #define ETL_COVARIANCE_INCLUDED #include "platform.h" #include "functional.h" #include "type_traits.h" #include namespace etl { namespace private_covariance { //*************************************************************************** /// Types for generic covariance. //*************************************************************************** template struct covariance_traits { typedef TCalc calc_t; }; //*************************************************************************** /// Types for float covariance. //*************************************************************************** template struct covariance_traits { typedef float calc_t; }; //*************************************************************************** /// Types for double covariance. //*************************************************************************** template struct covariance_traits { typedef double calc_t; }; } //*************************************************************************** /// Covariance Type. //*************************************************************************** namespace private_covariance { template struct covariance_type_statics { static ETL_CONSTANT bool Sample = false; static ETL_CONSTANT bool Population = true; }; template ETL_CONSTANT bool covariance_type_statics::Sample; template ETL_CONSTANT bool covariance_type_statics::Population; } struct covariance_type : public private_covariance::covariance_type_statics<> { }; //*************************************************************************** /// Covariance. //*************************************************************************** template class covariance : public private_covariance::covariance_traits , public etl::binary_function { private: static ETL_CONSTANT int Adjustment = (Covariance_Type == covariance_type::Population) ? 0 : 1; typedef typename private_covariance::covariance_traits::calc_t calc_t; public: //********************************* /// Constructor. //********************************* covariance() { clear(); } //********************************* /// Constructor. //********************************* template covariance(TIterator first1, TIterator last1, TIterator first2) { clear(); add(first1, last1, first2); } //********************************* /// Add a pair of values. //********************************* void add(TInput value1, TInput value2) { inner_product += TCalc(value1 * value2); sum1 += TCalc(value1); sum2 += TCalc(value2); ++counter; recalculate = true; } //********************************* /// Add a range. //********************************* template void add(TIterator first1, TIterator last1, TIterator first2) { while (first1 != last1) { add(*first1, *first2); ++first1; ++first2; } } //********************************* /// operator () /// Add a pair of values. //********************************* void operator ()(TInput value1, TInput value2) { add(value1, value2); } //********************************* /// operator () /// Add a range. //********************************* template void operator ()(TIterator first1, TIterator last1, TIterator first2) { add(first1, last1, first2); } //********************************* /// Get the covariance. //********************************* double get_covariance() const { if (recalculate) { covariance_value = 0.0; if (counter != 0) { double n = double(counter); double adjustment = 1.0 / (n * (n - Adjustment)); covariance_value = ((n * inner_product) - (sum1 * sum2)) * adjustment; recalculate = false; } } return covariance_value; } //********************************* /// Get the covariance. //********************************* operator double() const { return get_covariance(); } //********************************* /// Get the total number added entries. //********************************* size_t count() const { return size_t(counter); } //********************************* /// Clear the covariance. //********************************* void clear() { inner_product = calc_t(0); sum1 = calc_t(0); sum2 = calc_t(0); counter = 0U; covariance_value = 0.0; recalculate = true; } private: calc_t inner_product; calc_t sum1; calc_t sum2; uint32_t counter; mutable double covariance_value; mutable bool recalculate; }; template ETL_CONSTANT int covariance::Adjustment; } #endif