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