87 lines
2.3 KiB
C++
87 lines
2.3 KiB
C++
/*! \file pistatistic.h
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* \brief Class for calculating math statistic in values array
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*/
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/*
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PIP - Platform Independent Primitives
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Class for calculacing math statistic in values array
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Andrey Bychkov work.a.b@yandex.ru
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU Lesser General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU Lesser General Public License for more details.
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You should have received a copy of the GNU Lesser General Public License
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along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef PISTATISTIC_H
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#define PISTATISTIC_H
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#include "pimathbase.h"
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template <typename T>
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class PIStatistic {
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static_assert(std::is_arithmetic<T>::value, "Type must be arithmetic");
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public:
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PIStatistic() {mean = variance = skewness = kurtosis = T();}
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static T calculateMean(const PIVector<T> & val) {
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T ret = T();
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int n = val.size();
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if (n < 1)
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return ret;
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for (int i = 0; i < n; i++)
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ret += val[i];
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return ret / n;
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}
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bool calculate(const PIVector<T> & val, const T & given_mean) {
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T v = T(), v1 = T(), v2 = T(), stddev = T(), var = T();
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int i, n = val.size();
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if (n < 2)
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return false;
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mean = given_mean;
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variance = skewness = kurtosis = T();
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// Variance (using corrected two-pass algorithm)
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for (i = 0; i < n; i++)
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v1 += sqr(val[i] - mean);
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for (i = 0; i < n; i++)
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v2 += val[i] - mean;
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v2 = sqr(v2) / n;
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variance = v1 / n;
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var = (v1 / n - v2) / (n - 1);
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if (var < T())
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var = T();
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stddev = sqrt(var);
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// Skewness and kurtosis
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if (stddev != T()) {
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for (i = 0; i < n; i++) {
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v = (val[i] - mean) / stddev;
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v2 = sqr(v);
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skewness = skewness + v2 * v;
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kurtosis = kurtosis + sqr(v2);
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}
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skewness /= n;
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kurtosis = kurtosis / n - 3.;
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}
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return true;
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}
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bool calculate(const PIVector<T> & val) {return calculate(val, calculateMean(val));}
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T mean;
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T variance;
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T skewness;
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T kurtosis;
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};
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typedef PIStatistic<int> PIStatistici;
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typedef PIStatistic<float> PIStatisticf;
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typedef PIStatistic<double> PIStatisticd;
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#endif // PISTATISTIC_H
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