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

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

#include <STK_Stat_Online.h>

Public Member Functions
	Online ()
	default constructor
	Online (Online const &stat)
	copy constructor
Real const &	mean () const
Real	variance () const
void	release ()
	release the computed parameters
void	update (Real const &value)
	update the parameters using the current estimated parameters
Online &	operator= (Online const &other)
	overwrite the statistics with other.

Public Attributes
Real	mean_
	on line mean of the variable
Real	variance_
	on line variance times n of the variable
int	iter_
	number of stored values

Detailed Description

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

Definition at line 121 of file STK_Stat_Online.h.

Constructor & Destructor Documentation

Online() [1/2]

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

inline

default constructor

Definition at line 124 of file STK_Stat_Online.h.

: mean_(0.), variance_(0.), iter_(0) {}

Online() [2/2]

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

inline

copy constructor

Definition at line 126 of file STK_Stat_Online.h.

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

Member Function Documentation

mean()

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

inline

Returns

the computed online mean

Definition at line 129 of file STK_Stat_Online.h.

{ return mean_;}

operator=()

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

inline

overwrite the statistics with other.

Parameters

other

the online statistics to copy

Definition at line 149 of file STK_Stat_Online.h.

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

release()

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

inline

release the computed parameters

Definition at line 134 of file STK_Stat_Online.h.

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

update()

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

inline

update the parameters using the current estimated parameters

See also

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

Parameters

value

the current value of the variable

Definition at line 139 of file STK_Stat_Online.h.

  {
    iter_++;
    Real delta = value - mean_;
    mean_ += delta/iter_;
    variance_ = variance_ + delta*(value - mean_);
  }

variance()

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

inline

Returns

the computed online variance

Definition at line 131 of file STK_Stat_Online.h.

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

Member Data Documentation

iter_

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

number of stored values

Definition at line 161 of file STK_Stat_Online.h.

mean_

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

on line mean of the variable

Definition at line 157 of file STK_Stat_Online.h.

variance_

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

on line variance times n of the variable

Definition at line 159 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