109 lines
3.9 KiB
C++
109 lines
3.9 KiB
C++
//! \addtogroup Math
|
||
//! \{
|
||
//! \file pistatistic.h
|
||
//! \brief
|
||
//! \~english Calculating math statistic of values array
|
||
//! \~russian Вычисление математической статистики у массива чисел
|
||
//! \details
|
||
//! \~english Template class for calculating statistical measures of a data set
|
||
//! \~russian Шаблонный класс для вычисления статистических характеристик набора данных
|
||
//! \}
|
||
/*
|
||
PIP - Platform Independent Primitives
|
||
Class for calculacing math statistic in values array
|
||
Andrey Bychkov work.a.b@yandex.ru
|
||
|
||
This program is free software: you can redistribute it and/or modify
|
||
it under the terms of the GNU Lesser General Public License as published by
|
||
the Free Software Foundation, either version 3 of the License, or
|
||
(at your option) any later version.
|
||
|
||
This program is distributed in the hope that it will be useful,
|
||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||
GNU Lesser General Public License for more details.
|
||
|
||
You should have received a copy of the GNU Lesser General Public License
|
||
along with this program. If not, see <http://www.gnu.org/licenses/>.
|
||
*/
|
||
|
||
#ifndef PISTATISTIC_H
|
||
#define PISTATISTIC_H
|
||
|
||
#include "pimathbase.h"
|
||
|
||
//! Statistical calculator template class
|
||
//! \~english Template class for calculating statistical measures (mean, variance, skewness, kurtosis)
|
||
//! \~russian Шаблонный класс для вычисления статистических показателей (среднее, дисперсия, асимметрия, эксцесс)
|
||
template<typename T>
|
||
class PIStatistic {
|
||
static_assert(std::is_arithmetic<T>::value, "Type must be arithmetic");
|
||
|
||
public:
|
||
//! Construct empty statistic calculator
|
||
PIStatistic() { mean = variance = skewness = kurtosis = T(); }
|
||
|
||
//! Calculate arithmetic mean
|
||
//! \~english Calculate arithmetic mean of values
|
||
//! \~russian Вычислить среднее арифметическое значение
|
||
static T calculateMean(const PIVector<T> & val) {
|
||
T ret = T();
|
||
int n = val.size();
|
||
if (n < 1) return ret;
|
||
for (int i = 0; i < n; i++)
|
||
ret += val[i];
|
||
return ret / n;
|
||
}
|
||
//! Calculate all statistics with given mean
|
||
//! \~english Calculate variance, skewness and kurtosis using provided mean value
|
||
//! \~russian Вычислить дисперсию, асимметрию и эксцесс с использованием заданного среднего значения
|
||
bool calculate(const PIVector<T> & val, const T & given_mean) {
|
||
T v = T(), v1 = T(), v2 = T(), stddev = T(), var = T();
|
||
int i, n = val.size();
|
||
mean = given_mean;
|
||
if (n < 2) return false;
|
||
variance = skewness = kurtosis = T();
|
||
// Variance (using corrected two-pass algorithm)
|
||
for (i = 0; i < n; i++)
|
||
v1 += sqr(val[i] - mean);
|
||
for (i = 0; i < n; i++)
|
||
v2 += val[i] - mean;
|
||
v2 = sqr(v2) / n;
|
||
variance = v1 / n;
|
||
var = (v1 / n - v2) / (n - 1);
|
||
if (var < T()) var = T();
|
||
stddev = sqrt(var);
|
||
// Skewness and kurtosis
|
||
if (stddev != T()) {
|
||
for (i = 0; i < n; i++) {
|
||
v = (val[i] - mean) / stddev;
|
||
v2 = sqr(v);
|
||
skewness = skewness + v2 * v;
|
||
kurtosis = kurtosis + sqr(v2);
|
||
}
|
||
skewness /= n;
|
||
kurtosis = kurtosis / n - 3.;
|
||
}
|
||
return true;
|
||
}
|
||
//! Calculate all statistics
|
||
//! \~english Calculate mean, variance, skewness and kurtosis
|
||
//! \~russian Вычислить среднее, дисперсию, асимметрию и эксцесс
|
||
bool calculate(const PIVector<T> & val) { return calculate(val, calculateMean(val)); }
|
||
|
||
//! Arithmetic mean
|
||
T mean;
|
||
//! Variance
|
||
T variance;
|
||
//! Skewness (third standardized moment)
|
||
T skewness;
|
||
//! Kurtosis (fourth standardized moment)
|
||
T kurtosis;
|
||
};
|
||
|
||
typedef PIStatistic<int> PIStatistici;
|
||
typedef PIStatistic<float> PIStatisticf;
|
||
typedef PIStatistic<double> PIStatisticd;
|
||
|
||
#endif // PISTATISTIC_H
|