1 | // $Id: AveragerPair.cc 2565 2011-09-26 00:53:48Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2004 Jari Häkkinen, Peter Johansson |
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5 | Copyright (C) 2005 Peter Johansson |
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6 | Copyright (C) 2006, 2007, 2008 Jari Häkkinen, Peter Johansson |
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7 | |
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8 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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9 | |
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10 | The yat library is free software; you can redistribute it and/or |
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11 | modify it under the terms of the GNU General Public License as |
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12 | published by the Free Software Foundation; either version 3 of the |
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13 | License, or (at your option) any later version. |
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14 | |
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15 | The yat library is distributed in the hope that it will be useful, |
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16 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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18 | General Public License for more details. |
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19 | |
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20 | You should have received a copy of the GNU General Public License |
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21 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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22 | */ |
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23 | |
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24 | #include "AveragerPair.h" |
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25 | #include "Averager.h" |
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26 | |
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27 | #include <limits> |
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28 | #include <utility> |
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29 | |
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30 | namespace theplu { |
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31 | namespace yat { |
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32 | namespace statistics { |
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33 | |
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34 | AveragerPair::AveragerPair(void) |
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35 | : xy_centered_(0.0) |
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36 | { |
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37 | } |
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38 | |
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39 | |
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40 | AveragerPair::AveragerPair(const AveragerPair& a) |
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41 | : x_(a.x_), y_(a.y_), xy_centered_(a.xy_centered_) |
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42 | { |
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43 | } |
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44 | |
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45 | |
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46 | void AveragerPair::add(const double x, const double y, const long n) |
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47 | { |
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48 | xy_add(x, y, 0, n); |
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49 | x_.add(x,n); |
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50 | y_.add(y,n); |
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51 | } |
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52 | |
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53 | |
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54 | double AveragerPair::ccc(void) const |
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55 | { |
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56 | return ((2*covariance()) / |
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57 | ((x_.variance()+y_.variance()) + |
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58 | (x_.mean()-y_.mean())*(x_.mean()-y_.mean()))); |
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59 | } |
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60 | |
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61 | |
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62 | double AveragerPair::correlation(void) const |
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63 | { |
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64 | return covariance() / std::sqrt(x_.variance()*y_.variance()); |
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65 | } |
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66 | |
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67 | |
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68 | double AveragerPair::covariance(void) const |
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69 | { |
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70 | return xy_centered_ / n(); |
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71 | } |
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72 | |
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73 | |
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74 | double AveragerPair::mean_xy(void) const |
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75 | { |
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76 | if (!n()) |
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77 | return std::numeric_limits<double>::quiet_NaN(); |
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78 | return sum_xy()/n(); |
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79 | } |
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80 | |
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81 | |
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82 | double AveragerPair::msd(void) const |
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83 | { |
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84 | return sum_squared_deviation()/n(); |
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85 | } |
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86 | |
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87 | |
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88 | long AveragerPair::n(void) const |
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89 | { |
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90 | return x_.n(); |
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91 | } |
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92 | |
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93 | |
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94 | void AveragerPair::reset(void) |
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95 | { |
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96 | x_.reset(); |
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97 | y_.reset(); |
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98 | xy_centered_ = 0.0; |
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99 | } |
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100 | |
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101 | |
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102 | const AveragerPair& AveragerPair::operator=(const AveragerPair& a) |
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103 | { |
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104 | x_=a.x_; y_=a.y_; xy_centered_=a.xy_centered_; |
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105 | return *this; |
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106 | } |
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107 | |
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108 | |
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109 | double AveragerPair::sum_squared_deviation(void) const |
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110 | { |
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111 | return x_averager().sum_xx()+y_averager().sum_xx()-2*sum_xy() ; |
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112 | } |
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113 | |
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114 | |
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115 | double AveragerPair::sum_xy(void) const |
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116 | { |
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117 | return xy_centered_ + x_.sum_x()*y_.mean();; |
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118 | } |
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119 | |
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120 | |
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121 | double AveragerPair::sum_xy_centered(void) const |
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122 | { |
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123 | return xy_centered_; |
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124 | } |
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125 | |
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126 | |
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127 | void AveragerPair::xy_add(double mx, double my, double xy_centered, long n) |
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128 | { |
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129 | if (!n) |
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130 | return; |
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131 | /* |
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132 | For derivation of update formula refer to |
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133 | http://www.janinebennett.org/index_files/ParallelStatisticsAlgorithms.pdf |
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134 | */ |
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135 | xy_centered_ += xy_centered; |
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136 | if (this->n()) |
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137 | xy_centered_ += static_cast<double>(n*this->n()) / (n+this->n()) * |
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138 | (mx-x_.mean()) * (my-y_.mean()); |
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139 | |
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140 | } |
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141 | |
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142 | |
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143 | const Averager& AveragerPair::x_averager(void) const |
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144 | { |
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145 | return x_; |
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146 | } |
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147 | |
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148 | |
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149 | const Averager& AveragerPair::y_averager(void) const |
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150 | { |
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151 | return y_; |
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152 | } |
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153 | |
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154 | |
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155 | const AveragerPair& AveragerPair::operator+=(const AveragerPair& a) |
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156 | { |
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157 | xy_add(a.x_averager().mean(), a.y_averager().mean(), a.xy_centered_,a.n()); |
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158 | x_+=a.x_averager(); |
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159 | y_+=a.y_averager(); |
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160 | return *this; |
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161 | } |
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162 | |
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163 | }}} // of namespace statistics, yat, and theplu |
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