libStatGen Software  1
SimpleStats.h
1 /*
2  * Copyright (C) 2010 Regents of the University of Michigan
3  *
4  * This program is free software: you can redistribute it and/or modify
5  * it under the terms of the GNU General Public License as published by
6  * the Free Software Foundation, either version 3 of the License, or
7  * (at your option) any later version.
8  *
9  * This program is distributed in the hope that it will be useful,
10  * but WITHOUT ANY WARRANTY; without even the implied warranty of
11  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
12  * GNU General Public License for more details.
13  *
14  * You should have received a copy of the GNU General Public License
15  * along with this program. If not, see <http://www.gnu.org/licenses/>.
16  */
17 
18 #ifndef _SIMPLESTATS_H_
19 #define _SIMPLESTATS_H_
20 
21 #include <math.h> // for sqrt
22 #include <iostream>
23 
24 //
25 // see http://www.johndcook.com/standard_deviation.html
26 // or Donald Knuth's Art of Computer Programming, Vol 2, page 232, 3rd edition
27 //
29 {
30 public:
31  RunningStat() : m_n(0), m_oldM(0), m_newM(0), m_oldS(0), m_newS(0) {}
32 
33  void Clear()
34  {
35  m_n = 0;
36  }
37 
38  void Push(double x)
39  {
40  m_n++;
41 
42  // See Knuth TAOCP vol 2, 3rd edition, page 232
43  if (m_n == 1)
44  {
45  m_oldM = x;
46  m_oldS = 0.0;
47  m_newM = x;
48  m_newS = 0.0;
49  }
50  else
51  {
52  m_newM = m_oldM + (x - m_oldM)/m_n;
53  m_newS = m_oldS + (x - m_oldM)*(x - m_newM);
54 
55  // set up for next iteration
56  m_oldM = m_newM;
57  m_oldS = m_newS;
58  }
59  }
60 
61  int NumDataValues() const
62  {
63  return m_n;
64  }
65 
66  double Mean() const
67  {
68  return (m_n > 0) ? m_newM : 0.0;
69  }
70 
71  double Variance() const
72  {
73  return ((m_n > 1) ? m_newS/(m_n - 1) : 0.0);
74  }
75 
76  double StandardDeviation() const
77  {
78  return sqrt(Variance());
79  }
80 
81 private:
82  uint64_t m_n;
83  double m_oldM, m_newM, m_oldS, m_newS;
84 };
85 
86 //
87 // helpers for Tabulate template
88 //
89 inline bool operator == (RunningStat &r, int i)
90 {
91  return r.NumDataValues() == i;
92 }
93 
94 inline std::ostream &operator << (std::ostream &stream, RunningStat &s)
95 {
96  stream << "N: " << s.NumDataValues()
97  << " Mean: " << s.Mean()
98  << " Standard Deviation: " << s.StandardDeviation();
99 
100  return stream;
101 }
102 
103 
104 #endif
RunningStat
Definition: SimpleStats.h:28
operator<<
InputFile & operator<<(InputFile &stream, const std::string &str)
Write to a file using streaming.
Definition: InputFile.h:736