///\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_VARIANCE_INCLUDED #define ETL_VARIANCE_INCLUDED #include "platform.h" #include "functional.h" #include "type_traits.h" //#include #include namespace etl { namespace private_variance { //*************************************************************************** /// Types for generic variance. //*************************************************************************** template struct variance_traits { typedef TCalc calc_t; }; //*************************************************************************** /// Types for float variance. //*************************************************************************** template struct variance_traits { typedef float calc_t; }; //*************************************************************************** /// Types for double variance. //*************************************************************************** template struct variance_traits { typedef double calc_t; }; } //*************************************************************************** /// Variance Type. //*************************************************************************** namespace private_variance { template struct variance_type_helper { static ETL_CONSTANT bool Sample = false; static ETL_CONSTANT bool Population = true; }; template ETL_CONSTANT bool variance_type_helper::Sample; template ETL_CONSTANT bool variance_type_helper::Population; } struct variance_type : public private_variance::variance_type_helper<> { }; //*************************************************************************** /// Variance. //*************************************************************************** template class variance : public private_variance::variance_traits , public etl::binary_function { private: static ETL_CONSTANT int Adjustment = (Variance_Type == variance_type::Population) ? 0 : 1; typedef typename private_variance::variance_traits::calc_t calc_t; public: //********************************* /// Constructor. //********************************* variance() { clear(); } //********************************* /// Constructor. //********************************* template variance(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 { 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; } //********************************* /// Get the variance. //********************************* operator double() const { return get_variance(); } //********************************* /// Get the total number added entries. //********************************* size_t count() const { return size_t(counter); } //********************************* /// Clear the variance. //********************************* 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; }; } #endif