1 | #ifndef _theplu_yat_statistics_averagerpair_ |
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2 | #define _theplu_yat_statistics_averagerpair_ |
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3 | |
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4 | // $Id: AveragerPair.h 2565 2011-09-26 00:53:48Z peter $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson |
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8 | Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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9 | Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson |
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10 | Copyright (C) 2009, 2010, 2011 Peter Johansson |
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11 | |
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12 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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13 | |
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14 | The yat library is free software; you can redistribute it and/or |
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15 | modify it under the terms of the GNU General Public License as |
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16 | published by the Free Software Foundation; either version 3 of the |
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17 | License, or (at your option) any later version. |
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18 | |
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19 | The yat library is distributed in the hope that it will be useful, |
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20 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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21 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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22 | General Public License for more details. |
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23 | |
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24 | You should have received a copy of the GNU General Public License |
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25 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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26 | */ |
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27 | |
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28 | #include "Averager.h" |
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29 | |
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30 | #include "yat/utility/iterator_traits.h" |
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31 | |
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32 | #include <boost/concept_check.hpp> |
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33 | |
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34 | #include <cmath> |
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35 | #include <utility> |
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36 | |
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37 | namespace theplu{ |
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38 | namespace yat{ |
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39 | namespace statistics{ |
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40 | |
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41 | /// |
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42 | /// @brief Class for taking care of mean and covariance of two variables. |
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43 | /// |
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44 | /// @see Averager AveragerWeighted AveragerPairWeighted |
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45 | /// |
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46 | class AveragerPair |
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47 | { |
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48 | public: |
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49 | |
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50 | /// |
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51 | /// @brief The default constructor |
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52 | /// |
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53 | AveragerPair(void); |
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54 | |
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55 | /// |
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56 | /// The copy constructor |
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57 | /// |
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58 | AveragerPair(const AveragerPair&); |
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59 | |
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60 | /// |
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61 | /// Adding \a n pairs of data points with value \a x and \a y. |
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62 | /// |
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63 | void add(const double x, const double y, const long n=1); |
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64 | |
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65 | /** |
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66 | \brief Concordence correlation coefficient. |
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67 | |
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68 | \f$ \frac{\sum_i (x_i-m_x)(y_i-m_y)}{\sum_i |
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69 | (x_i-m_x)^2+\sum_i (y_i-m_y)^2 + n(m_x-m_y)^2} \f$ |
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70 | |
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71 | */ |
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72 | double ccc(void) const; |
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73 | |
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74 | /** |
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75 | \f$ \frac{\sum_i (x_i-m_x)(y_i-m_y)}{\sqrt{\sum_i |
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76 | (x_i-m_x)^2\sum_i (y_i-m_y)^2}} \f$ |
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77 | |
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78 | \return %Pearson correlation coefficient. |
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79 | */ |
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80 | double correlation(void) const; |
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81 | |
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82 | /// |
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83 | /// Calculating covariance using |
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84 | /// \f$ \frac{1}{N}\sum_i (x_i-m_x)(y_i-m_y) \f$, |
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85 | /// where \f$ m \f$ is the mean. |
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86 | /// |
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87 | /// @return The covariance. |
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88 | /// |
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89 | double covariance(void) const; |
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90 | |
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91 | /// |
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92 | /// @return The mean of xy. |
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93 | /// |
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94 | double mean_xy(void) const; |
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95 | |
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96 | /** |
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97 | \return Average squared deviation between x and y \f$ |
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98 | \frac{1}{N} \sum (x-y)^2 \f$ |
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99 | */ |
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100 | double msd(void) const; |
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101 | |
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102 | /// |
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103 | /// @return The number of pair of data points. |
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104 | /// |
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105 | long n(void) const; |
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106 | |
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107 | /// |
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108 | /// @brief Reset everything to zero |
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109 | /// |
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110 | void reset(void); |
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111 | |
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112 | /// |
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113 | /// @return The sum of xy. |
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114 | /// |
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115 | double sum_xy(void) const; |
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116 | |
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117 | /** |
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118 | \return Sum of squared deviation between x and y \f$ |
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119 | \sum (x-y)^2 \f$ |
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120 | */ |
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121 | double sum_squared_deviation(void) const; |
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122 | |
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123 | /// |
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124 | /// @return \f$ \sum_i (x_i-m_x)(y_i-m_y) \f$ |
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125 | /// |
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126 | double sum_xy_centered(void) const; |
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127 | |
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128 | /// |
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129 | /// @return A const refencer to the averager object for x. |
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130 | /// |
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131 | const Averager& x_averager(void) const; |
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132 | |
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133 | /// |
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134 | /// @return A const reference to the averager object for y |
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135 | /// |
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136 | const Averager& y_averager(void) const; |
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137 | |
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138 | /// |
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139 | /// @brief The assigment operator |
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140 | /// |
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141 | const AveragerPair& operator=(const AveragerPair& a); |
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142 | |
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143 | /// |
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144 | /// Operator to add another Averager |
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145 | /// |
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146 | const AveragerPair& operator+=(const AveragerPair&); |
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147 | |
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148 | private: |
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149 | Averager x_; |
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150 | Averager y_; |
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151 | double xy_centered_; |
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152 | |
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153 | void xy_add(double mx, double my, double xy_centered, long n); |
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154 | }; |
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155 | |
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156 | /** |
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157 | \brief adding data from two ranges to AveragerPair \a ap |
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158 | |
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159 | \relates AveragerPair |
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160 | */ |
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161 | template <class InputIterator1, class InputIterator2> |
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162 | void add(AveragerPair& ap, InputIterator1 first1, InputIterator1 last1, |
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163 | InputIterator2 first2) |
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164 | { |
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165 | BOOST_CONCEPT_ASSERT((boost::InputIterator<InputIterator1>)); |
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166 | BOOST_CONCEPT_ASSERT((boost::InputIterator<InputIterator2>)); |
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167 | utility::check_iterator_is_unweighted(first1); |
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168 | utility::check_iterator_is_unweighted(first2); |
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169 | for ( ; first1 != last1; ++first1, ++first2) |
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170 | ap.add(*first1, *first2); |
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171 | } |
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172 | |
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173 | |
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174 | }}} // of namespace statistics, yat, and theplu |
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175 | |
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176 | #endif |
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