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_vec 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_vec 00027 { 00028 public: 00029 00030 typedef typename get_pod_type<eT>::pod_type T; 00031 00032 inline ~running_stat_vec(); 00033 inline running_stat_vec(const bool in_calc_cov = false); 00034 00035 template<typename T1> inline void operator() (const Base< T, T1>& X); 00036 template<typename T1> inline void operator() (const Base< std::complex<T>, T1>& X); 00037 00038 inline void reset(); 00039 00040 inline Mat<eT> mean() const; 00041 00042 inline Mat< T> var (const u32 norm_type = 0) const; 00043 inline Mat< T> stddev(const u32 norm_type = 0) const; 00044 inline Mat<eT> cov (const u32 norm_type = 0) const; 00045 00046 inline Mat<eT> min() const; 00047 inline Mat<eT> max() const; 00048 00049 // 00050 // 00051 00052 private: 00053 00054 const bool calc_cov; 00055 00056 arma_aligned arma_counter<T> counter; 00057 00058 arma_aligned Mat<eT> r_mean; 00059 arma_aligned Mat< T> r_var; 00060 arma_aligned Mat<eT> r_cov; 00061 00062 arma_aligned Mat<eT> min_val; 00063 arma_aligned Mat<eT> max_val; 00064 00065 arma_aligned Mat< T> min_val_norm; 00066 arma_aligned Mat< T> max_val_norm; 00067 00068 friend class running_stat_vec_aux; 00069 }; 00070 00071 00072 00073 class running_stat_vec_aux 00074 { 00075 public: 00076 00077 template<typename eT> 00078 inline static void update_stats(running_stat_vec< eT >& x, const Mat<eT>& sample); 00079 00080 template<typename T> 00081 inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< T>& sample); 00082 00083 template<typename T> 00084 inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< std::complex<T> >& sample); 00085 00086 // 00087 00088 template<typename eT> 00089 inline static Mat<eT> var(const running_stat_vec< eT >& x, const u32 norm_type = 0); 00090 00091 template<typename T> 00092 inline static Mat< T> var(const running_stat_vec< std::complex<T> >& x, const u32 norm_type = 0); 00093 00094 // 00095 00096 template<typename eT> 00097 inline static Mat< eT > cov(const running_stat_vec< eT >& x, const u32 norm_type = 0); 00098 00099 template<typename T> 00100 inline static Mat< std::complex<T> > cov(const running_stat_vec< std::complex<T> >& x, const u32 norm_type = 0); 00101 }; 00102 00103 00104 00105 //! @}