AveragerPairWeighted.h

#ifndef _theplu_yat_statistics_averagerpairweighted_
#define _theplu_yat_statistics_averagerpairweighted_

// $Id: AveragerPairWeighted.h 3550 2017-01-03 05:41:02Z peter $

/*
  Copyright (C) 2005 Peter Johansson, Markus Ringnér
  Copyright (C) 2006, 2007 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009, 2010, 2011, 2016 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "AveragerWeighted.h"

#include "yat/utility/iterator_traits.h"
#include "yat/utility/yat_assert.h"

#include <boost/concept_check.hpp>

#include <cmath>
#include <stdexcept>

namespace theplu{
namespace yat{
namespace statistics{
  class AveragerPairWeighted
  {
  public:

    AveragerPairWeighted(void);

    void  add(const double x, const double y, 
              const double wx, const double wy);

    double correlation(void) const;
  
    double covariance(void) const;

    double msd(void) const;

    double n(void) const;

    void reset(void);

    double sum_w(void) const;

    double sum_xy(void) const;

    double sum_xy_centered(void) const;

    const AveragerWeighted& x_averager(void) const;

    const AveragerWeighted& y_averager(void) const;

    const AveragerPairWeighted& operator+=(const AveragerPairWeighted&);

  private:
    AveragerWeighted x_; // weighted averager with w = w_x*w_y
    AveragerWeighted y_; // weighted averager with w = w_x*w_y
    double wxy_centered_;

    void xy_add(double mx, double my, double xy_centered, double w);
  };

  template <class InputIterator1, class InputIterator2>
  void add(AveragerPairWeighted& ap, InputIterator1 first1, 
           InputIterator1 last1, InputIterator2 first2)
  {
    BOOST_CONCEPT_ASSERT((utility::DataIteratorConcept<InputIterator1>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator1>));
    BOOST_CONCEPT_ASSERT((utility::DataIteratorConcept<InputIterator2>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator2>));

    utility::iterator_traits<InputIterator1> traits1;
    utility::iterator_traits<InputIterator2> traits2;
    for ( ; first1 != last1; ++first1, ++first2) {
      ap.add(traits1.data(first1), traits2.data(first2), 
             traits1.weight(first1), traits2.weight(first2));
    }
  }


  template <typename InputIterator1, typename InputIterator2
            , typename InputIterator3, typename InputIterator4>
  void add(AveragerPairWeighted& ap, InputIterator1 x, InputIterator1 xlast,
           InputIterator2 y, InputIterator3 wx, InputIterator4 wy)
  {
    BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator1>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator1>));
    BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator2>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator2>));
    BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator3>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator3>));
    BOOST_CONCEPT_ASSERT((boost_concepts::ReadableIterator<InputIterator4>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator4>));

    utility::check_iterator_is_unweighted(x);
    utility::check_iterator_is_unweighted(y);
    utility::check_iterator_is_unweighted(wx);
    utility::check_iterator_is_unweighted(wy);
    while (x!=xlast) {
      ap.add(*x, *y, *wx, *wy);
      ++x;
      ++y;
      ++wx;
      ++wy;
    }
  }


}}} // of namespace statistics, yat, and theplu

#endif