00001 // Copyright (C) 2009 NICTA 00002 // 00003 // Authors: 00004 // - Conrad Sanderson (conradsand at ieee dot org) 00005 // 00006 // This file is part of the Armadillo C++ library. 00007 // It is provided without any warranty of fitness 00008 // for any purpose. You can redistribute this file 00009 // and/or modify it under the terms of the GNU 00010 // Lesser General Public License (LGPL) as published 00011 // by the Free Software Foundation, either version 3 00012 // of the License or (at your option) any later version. 00013 // (see http://www.opensource.org/licenses for more info) 00014 00015 00016 //! \addtogroup running_stat 00017 //! @{ 00018 00019 00020 00021 //! Class for keeping statistics of a continuously sampled process / signal. 00022 //! Useful if the storage of individual samples is not necessary or desired. 00023 //! Also useful if the number of samples is not known beforehand or exceeds 00024 //! available memory. 00025 template<typename eT> 00026 class running_stat 00027 { 00028 public: 00029 00030 typedef typename get_pod_type<eT>::pod_type T; 00031 00032 00033 inline running_stat(); 00034 00035 inline void operator() (const T sample); 00036 inline void operator() (const std::complex<T>& sample); 00037 00038 inline void reset(); 00039 00040 inline eT mean() const; 00041 00042 inline T var (const u32 norm_type = 0) const; 00043 inline T stddev(const u32 norm_type = 0) const; 00044 00045 inline eT min() const; 00046 inline eT max() const; 00047 00048 // 00049 // 00050 00051 private: 00052 00053 arma_aligned T N; 00054 00055 arma_aligned eT acc1; 00056 arma_aligned T acc2; 00057 00058 arma_aligned eT min_val; 00059 arma_aligned eT max_val; 00060 00061 arma_aligned T min_val_norm; 00062 arma_aligned T max_val_norm; 00063 00064 00065 friend class running_stat_aux; 00066 }; 00067 00068 00069 00070 class running_stat_aux 00071 { 00072 public: 00073 00074 template<typename eT> 00075 inline static void update_stats(running_stat<eT>& x, const eT sample); 00076 00077 template<typename T> 00078 inline static void update_stats(running_stat< std::complex<T> >& x, const T sample); 00079 00080 template<typename T> 00081 inline static void update_stats(running_stat< std::complex<T> >& x, const std::complex<T>& sample); 00082 00083 // 00084 00085 template<typename eT> 00086 inline static eT var(const running_stat<eT>& x, const u32 norm_type = 0); 00087 00088 template<typename T> 00089 inline static T var(const running_stat< std::complex<T> >& x, const u32 norm_type = 0); 00090 00091 }; 00092 00093 00094 00095 //! @}