STK::Stat::Online< Array, Real > Struct Template Reference

Computation online of the statistics of a Real set of variable. More...

#include <STK_Stat_Online.h>

Public Types
enum	{ value_ = hidden::isSame<Type_, Real>::value_ }
typedef Array::Type	Type_

Public Member Functions
	Online ()
	default constructor
	Online (Range const &range)
	constructor for one dimensional arrays
	Online (Range const &rows, Range const &cols)
	constructor for two dimensional arrays
	Online (Online const &stat)
	copy constructor
Array const &	mean () const
Array	variance () const
void	resize (Range const &range)
	initialize one dimensional arrays
void	resize (Range const &rows, Range const &cols)
	initialize two dimensional arrays
void	release ()
	release the computed parameters
void	update (Array const &x)
	update the parameters using the current estimated parameters
Online &	operator= (Online const &other)
	overwrite the statistics with other.

Public Attributes
Array	mean_
	mean of the parameters
Array	variance_
	on line variance
int	iter_
	number of stored values

Detailed Description

template<class Array>
struct STK::Stat::Online< Array, Real >

Computation online of the statistics of a Real set of variable.

Definition at line 50 of file STK_Stat_Online.h.

Member Typedef Documentation

Type_

template<class Array >

typedef Array::Type STK::Stat::Online< Array, Real >::Type_

Definition at line 52 of file STK_Stat_Online.h.

Member Enumeration Documentation

anonymous enum

template<class Array >

anonymous enum

Enumerator
value_

Definition at line 53 of file STK_Stat_Online.h.

  {
    value_ = hidden::isSame<Type_, Real>::value_
  };

Constructor & Destructor Documentation

Online() [1/4]

template<class Array >

STK::Stat::Online< Array, Real >::Online ( )

inline

default constructor

Definition at line 58 of file STK_Stat_Online.h.

                 : mean_(), variance_(), iter_(0)
  { STK_STATIC_ASSERT(value_, YOU_CANNOT_USED_THIS_TYPE_OF_DATA_WITH_THIS_OBJECT);
    release();
  }

References STK_STATIC_ASSERT.

Online() [2/4]

template<class Array >

STK::Stat::Online< Array, Real >::Online ( Range const &  range )

inline

constructor for one dimensional arrays

Definition at line 63 of file STK_Stat_Online.h.

                                   : mean_(range), variance_(range), iter_(0)
  { STK_STATIC_ASSERT(value_, YOU_CANNOT_USED_THIS_TYPE_OF_DATA_WITH_THIS_OBJECT);
    release();
  }

References STK_STATIC_ASSERT.

Online() [3/4]

template<class Array >

STK::Stat::Online< Array, Real >::Online ( Range const &  rows, Range const &  cols  )

inline

constructor for two dimensional arrays

Definition at line 68 of file STK_Stat_Online.h.

                                                     : mean_(rows, cols), variance_(rows, cols), iter_(0)
  { STK_STATIC_ASSERT(value_, YOU_CANNOT_USED_THIS_TYPE_OF_DATA_WITH_THIS_OBJECT);
    release();
  }

References STK_STATIC_ASSERT.

Online() [4/4]

template<class Array >

STK::Stat::Online< Array, Real >::Online ( Online< Array, Real > const &  stat )

inline

copy constructor

Definition at line 73 of file STK_Stat_Online.h.

                                    : mean_(stat.mean_), variance_(stat.variance_), iter_(stat.iter_)
  {}

Member Function Documentation

mean()

template<class Array >

Array const & STK::Stat::Online< Array, Real >::mean ( ) const

inline

Returns

the computed online mean

Definition at line 76 of file STK_Stat_Online.h.

{ return mean_;}

operator=()

template<class Array >

Online & STK::Stat::Online< Array, Real >::operator= ( Online< Array, Real > const &  other )

inline

overwrite the statistics with other.

Parameters

other

the statistics to copy

Definition at line 102 of file STK_Stat_Online.h.

  {
    mean_ = other.mean_;
    variance_ = other.variance_;
    iter_  = other.iter_;
    return *this;
  }

release()

template<class Array >

void STK::Stat::Online< Array, Real >::release ( )

inline

release the computed parameters

Definition at line 87 of file STK_Stat_Online.h.

{ mean_ = 0.; variance_ = 0.; iter_ = 0;}

resize() [1/2]

template<class Array >

void STK::Stat::Online< Array, Real >::resize ( Range const &  range )

inline

initialize one dimensional arrays

Definition at line 81 of file STK_Stat_Online.h.

  { mean_.resize(range) = 0.; variance_.resize(range) = 0.; iter_ =0;}

resize() [2/2]

template<class Array >

void STK::Stat::Online< Array, Real >::resize ( Range const &  rows, Range const &  cols  )

inline

initialize two dimensional arrays

Definition at line 84 of file STK_Stat_Online.h.

  { mean_.resize(rows, cols) = 0.; variance_.resize(rows, cols) = 0.; iter_ =0;}

update()

template<class Array >

void STK::Stat::Online< Array, Real >::update ( Array const &  x )

inline

update the parameters using the current estimated parameters

See also

https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm

Parameters

x	the current value

Definition at line 92 of file STK_Stat_Online.h.

  {
    iter_++;
    Array delta = x - mean_;
    mean_ += delta/iter_;
    variance_ = variance_ + delta.prod(x - mean_);
  }

variance()

template<class Array >

Array STK::Stat::Online< Array, Real >::variance ( ) const

inline

Returns

the computed online variance

Definition at line 78 of file STK_Stat_Online.h.

  { return iter_ == 0 ? STK::Arithmetic<Real>::infinity() : variance_/iter_;}

Member Data Documentation

iter_

template<class Array >

int STK::Stat::Online< Array, Real >::iter_

number of stored values

Definition at line 114 of file STK_Stat_Online.h.

mean_

template<class Array >

Array STK::Stat::Online< Array, Real >::mean_

mean of the parameters

Definition at line 110 of file STK_Stat_Online.h.

variance_

template<class Array >

Array STK::Stat::Online< Array, Real >::variance_

on line variance

Definition at line 112 of file STK_Stat_Online.h.

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The documentation for this struct was generated from the following file:

• STK_Stat_Online.h