AveragerWeighted.h

#ifndef _theplu_yat_statistics_averagerweighted_
#define _theplu_yat_statistics_averagerweighted_

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

/*
  Copyright (C) 2004 Jari Häkkinen, Peter Johansson, Cecilia Ritz
  Copyright (C) 2005, 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2007, 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 "yat/utility/concept_check.h"
#include "yat/utility/iterator_traits.h"

#include <boost/concept_check.hpp>

#include <cmath>

namespace theplu{
namespace yat{
namespace statistics{

  class AveragerWeighted
  {
  public:

    AveragerWeighted(void);

    AveragerWeighted(const AveragerWeighted&);

    void  add(const double d,const double w=1);

    double mean(void) const;

    double n(void) const;

    void rescale(double a);

    void reset(void);

    double std(void) const;

    double standard_error(void) const;

    double sum_w(void) const;

    double sum_ww(void) const;

    double sum_wx(void) const;

    double sum_wxx(void) const;

    double sum_xx_centered(void) const;

    double variance(const double m) const;

    double variance(void) const;

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

  private:
    double sum_wwx(void) const;

    double sum_wwxx(void) const;

    double mean_; // wx/w
    double m2_; // wxx - m*m*w
    double w_;
    double ww_;
    double wwxx_;
    double wxx_;

    // double wwx; // m2_ + m*m*w
    // double wx; // w*mean_
  };

  template <typename InputIterator>
  void add(AveragerWeighted& a, InputIterator first, InputIterator last)
  {
    BOOST_CONCEPT_ASSERT((utility::DataIteratorConcept<InputIterator>));
    BOOST_CONCEPT_ASSERT((boost_concepts::SinglePassIterator<InputIterator>));
    utility::iterator_traits<InputIterator> traits;
    for ( ; first != last; ++first)
      a.add(traits.data(first), traits.weight(first));
  }

  template <typename InputIterator1, typename InputIterator2>
  void add(AveragerWeighted& a, InputIterator1 first1, InputIterator1 last1,
           InputIterator2 first2)
  {
    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>));

    utility::check_iterator_is_unweighted(first1);
    utility::check_iterator_is_unweighted(first2);
    for ( ; first1 != last1; ++first1, ++first2)
      a.add(*first1, *first2);
  }

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

#endif