///\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_STANDARD_DEVIATION_INCLUDED #define ETL_STANDARD_DEVIATION_INCLUDED #include "platform.h" #include "functional.h" #include "type_traits.h" #include #include namespace etl { namespace private_standard_deviation { //*************************************************************************** /// Types for generic standard_deviation. //*************************************************************************** template struct standard_deviation_traits { typedef TCalc calc_t; }; //*************************************************************************** /// Types for float standard_deviation. //*************************************************************************** template struct standard_deviation_traits { typedef float calc_t; }; //*************************************************************************** /// Types for double standard_deviation. //*************************************************************************** template struct standard_deviation_traits { typedef double calc_t; }; } //*************************************************************************** /// Standard Deviation Type. //*************************************************************************** namespace private_standard_deviation { template struct standard_deviation_type_helper { static ETL_CONSTANT bool Sample = false; static ETL_CONSTANT bool Population = true; }; template ETL_CONSTANT bool standard_deviation_type_helper::Sample; template ETL_CONSTANT bool standard_deviation_type_helper::Population; } struct standard_deviation_type : public private_standard_deviation::standard_deviation_type_helper<> { }; //*************************************************************************** /// Standard Deviation. //*************************************************************************** template class standard_deviation : public private_standard_deviation::standard_deviation_traits , public etl::binary_function { private: static ETL_CONSTANT int Adjustment = (Standard_Deviation_Type == standard_deviation_type::Population) ? 0 : 1; typedef typename private_standard_deviation::standard_deviation_traits::calc_t calc_t; public: //********************************* /// Constructor. //********************************* standard_deviation() { clear(); } //********************************* /// Constructor. //********************************* template standard_deviation(TIterator first, TIterator last) { clear(); add(first, last); } //********************************* /// Add a pair of values. //********************************* void add(TInput value) { sum_of_squares += TCalc(value * value); sum += TCalc(value); ++counter; recalculate = true; } //********************************* /// Add a range. //********************************* template void add(TIterator first, TIterator last) { while (first != last) { add(*first); ++first; } } //********************************* /// operator () /// Add a pair of values. //********************************* void operator ()(TInput value) { add(value); } //********************************* /// operator () /// Add a range. //********************************* template void operator ()(TIterator first, TIterator last) { add(first, last); } //********************************* /// Get the variance. //********************************* double get_variance() const { calculate(); return variance_value; } //********************************* /// Get the standard_deviation. //********************************* double get_standard_deviation() const { calculate(); return standard_deviation_value; } //********************************* /// Get the standard_deviation. //********************************* operator double() const { return get_standard_deviation(); } //********************************* /// Get the total number added entries. //********************************* size_t count() const { return size_t(counter); } //********************************* /// Clear the histogram. //********************************* 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: //********************************* /// Do the calculation. //********************************* 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; }; } #endif