statistics::stats_computer2< T > Class Template Reference

Public Member Functions
void	new_val (T x)
double	mean () const
double	variance () const
double	std () const

Private Attributes
unsigned int	n = 0
double	mu = 0
double	var = 0
double	M = 0

Friends
std::istream &	operator>> (std::istream &input, stats_computer2 &stat)

Detailed Description

template<typename T>
class statistics::stats_computer2< T >

continuous mean and variance computance using Welford's algorithm (very accurate)

Member Function Documentation

mean()

template<typename T >

double statistics::stats_computer2< T >::mean ( ) const

inline

return sample mean computed till last sample

{ return mu; }

new_val()

template<typename T >

void statistics::stats_computer2< T >::new_val ( T  x )

inline

Constructor

Parameters

[in]

x

new data sample

                      {
        n++;
        double delta = x - mu;
        mu += delta / n;
        double delta2 = x - mu;
        M += delta * delta2;
    }

std()

template<typename T >

double statistics::stats_computer2< T >::std ( ) const

inline

return sample standard deviation computed till last sample

{ return std::sqrt(this->variance()); }

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variance()

template<typename T >

double statistics::stats_computer2< T >::variance ( ) const

inline

return data variance computed till last sample

{ return M / n; }

Friends And Related Function Documentation

operator>>

template<typename T >

std::istream& operator>> ( std::istream &  input, stats_computer2< T > &  stat  )

friend

short-hand operator to read new sample from input stream
e.g.: std::cin >> stats1;

                                                           {
        T val;
        input >> val;
        stat.new_val(val);
        return input;
    }

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The documentation for this class was generated from the following file:

• math/realtime_stats.cpp