KolmogorovSmirnovOneSample.h

#ifndef theplu_yat_statistics_kolmogorov_smirnov_one_sample
#define theplu_yat_statistics_kolmogorov_smirnov_one_sample

// $Id: KolmogorovSmirnovOneSample.h 3001 2013-03-19 00:22:58Z peter $

/*
  Copyright (C) 2013 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 <iosfwd>

#include <map>

namespace theplu {
namespace yat {
namespace statistics {

  class KolmogorovSmirnovOneSample
  {
  public:
    KolmogorovSmirnovOneSample(void);

    void add(double value, double weight=1.0);

    double p_value(void) const;

    void remove(double value, double weight=1.0);

    void reset(void);

    double score(void) const;

    double signed_score(void) const;

  private:
    mutable double score_;
    mutable bool cached_;
    std::multimap<double, double> data_;
    double sum_w_;

    friend std::ostream& operator<<(std::ostream&,
                                    const KolmogorovSmirnovOneSample&);

    // using compiler generated copy and assignment
    //KolmogorovSmirnovOneSample(const KolmogorovSmirnovOneSample&);
    //KolmogorovSmirnovOneSample& operator=(const KolmogorovSmirnovOneSample&);
  };

}}} // of namespace theplu yat statistics

#endif