Diff: stats.h

Revision:

2:83ae9739d636

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/stats.h	Tue Sep 04 12:09:44 2012 +0000
@@ -0,0 +1,77 @@
+#ifndef MOD_STATS_H
+#define MOD_STATS_H
+#include <math.h>
+
+#ifdef __cplusplus
+
+namespace ns_modification{ namespace ns_mathlib{
+class CStatistician{ // hard spell
+    double avg; // sum(value) == average
+    double m20; // sum(value^2) == 2nd moment around 0 == variance - average^2
+    double m30; // sum(value^3) == 3rd moment around 0
+    unsigned cnt; // count of samples so far
+public:
+    CStatistician(): avg(0), m20(0), m30(0){cnt = 0;}
+    void put(double value){
+        avg = (cnt * avg + value) / (cnt + 1);
+        m20 = (cnt * m20 + value * value) / (cnt + 1);
+        m30 = (cnt * m30 + value * value * value) / (cnt + 1);
+        cnt++;
+    }
+    unsigned getCount(void)const{ return cnt; }
+    double getAvg(void)const{ return avg; } // average
+    double getVar(void)const{ return m20 - avg * avg; } // variance
+    double getDev(void)const{ return ::sqrt(getVar()); } // deviation
+    double getMu3(void)const{ return m30 + avg * (2 * avg * avg - 3 * m20); }
+    double getSkw(void)const{ double var = getVar(); return getMu3() / var / ::sqrt(var); } // skewness
+
+    class parser{
+        const CStatistician &t;
+        bool avar, adev, amu3, askw;
+        double var; // variance
+        double dev; // deviation
+        double mu3; // 3rd moment around average
+        double skw; // skewness
+        parser &operator=(parser&);
+    public:
+        parser(const CStatistician &target) : t(target){avar = amu3 = adev = askw = false;}
+        unsigned getCount(void){ return t.cnt; }
+        double getAvg(void){ return t.avg; } // direct
+        double getVar(void){ return avar ? var : avar = true, var = t.m20 - t.avg * t.avg; }
+        double getDev(void){ return adev ? dev : adev = true, dev = ::sqrt(getVar()); }
+        double getMu3(void){ return amu3 ? mu3 : amu3 = true, mu3 = t.m30 + t.avg * (2 * t.avg * t.avg - 3 * t.m20); }
+        double getSkw(void){
+            if(askw) return skw;
+            else{
+                askw = true;
+                return getVar() ? getMu3() / getVar() / getDev() : 0;
+            }
+        }
+    };
+};
+}}
+using namespace ns_modification::ns_mathlib;
+
+#endif
+
+typedef struct statistician_s{
+    double avg;
+    double m20;
+    double m30;
+    unsigned cnt;
+} statistician_t;
+static const statistician_t statistician_0 = {0., 0., 0., 0};
+
+#define PutStats(s,value) ((s)->avg = ((s)->cnt * (s)->avg + (value)) / ((s)->cnt + 1),\
+        (s)->m20 = ((s)->cnt * (s)->m20 + (value) * (value)) / ((s)->cnt + 1),\
+        (s)->m30 = ((s)->cnt * (s)->m30 + (value) * (value) * (value)) / ((s)->cnt + 1),\
+        (s)->cnt++)
+#define GetStatsCount(s) ((s)->cnt)
+#define GetStatsAvg(s) ((s)->avg)
+#define GetStatsVar(s) ((s)->m20 - (s)->avg * (s)->avg)
+#define GetStatsDev(s) sqrt(GetStatsVar(s))
+#define GetStatsMu3(s) ((s)->m30 + (s)->avg * (2 * (s)->avg * (s)->avg - 3 * (s)->m20))
+#define GetStatsSkw(s) (GetStatsVar(s) == 0 ? 0 : GetStatsMu3(s) / GetStatsVar(s) / GetStatsDev(s))
+
+
+#endif /* MOD_STATS_H */