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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA |
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA |
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* |
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* |
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* Authors: Pavel Boyko <boyko@iitp.ru> |
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* Authors: Pavel Boyko <boyko@iitp.ru> |
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* Corrections and extensions: Timo Bingmann <tbns@idlebox.net> |
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*/ |
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*/ |
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#ifndef AVERAGE_H |
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#ifndef AVERAGE_H |
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#define AVERAGE_H |
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#define AVERAGE_H |
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#include <cmath> |
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#include <cmath> |
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#include <iostream> |
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#include <ostream> |
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#include <limits> |
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#include <limits> |
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/// Simple average, min, max and std. deviation calculator |
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/// Simple average, min, max and std. deviation calculator |
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template <typename T = double>
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class Average |
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class Average |
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{ |
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{ |
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public: |
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public: |
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Average () : |
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Average () |
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size (0), min (std::numeric_limits<T>::max ()), max (0), avg (0), avg2 (0) |
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: m_size (0), m_min (std::numeric_limits<T>::max ()), m_max (0), |
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m_avg (0), m_avg2 (0) |
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{ |
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{ |
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} |
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} |
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/// Add new value |
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/// Add new value |
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void Update (T const & x) |
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void Update (T const & x) |
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{ |
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{ |
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min = std::min (x, min); |
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m_min = std::min (x, m_min); |
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max = std::max (x, max); |
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m_max = std::max (x, m_max); |
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avg = (size * avg + x) / (size + 1); |
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m_avg = (m_size * m_avg + x) / (m_size + 1); |
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avg2 = (size * avg2 + x * x) / (size + 1); |
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m_avg2 = (m_size * m_avg2 + x * x) / (m_size + 1); |
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size++; |
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m_size++; |
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} |
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} |
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/// Reset statistics |
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/// Reset statistics |
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void Reset () |
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void Reset () |
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{ |
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{ |
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size = 0; |
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m_size = 0; |
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min = std::numeric_limits<T>::max (); |
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m_min = std::numeric_limits<T>::max (); |
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max = 0; |
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m_max = 0; |
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avg = 0; |
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m_avg = 0; |
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avg2 = 0; |
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m_avg2 = 0; |
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} |
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} |
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///\name Access results |
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///\name Access results |
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//\{ |
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//\{ |
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uint32_t Count () const { return size; } |
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uint32_t Count () const { return m_size; } |
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T Min () const { return min; } |
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T Min () const { return m_min; } |
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T Max () const { return max; } |
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T Max () const { return m_max; } |
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double Avg () const { return avg; } |
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double Err () const { return sqrt ((avg2 - avg*avg)/(size - 1)); } |
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/** Return average of sample set. */ |
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double Avg () const { return m_avg; } |
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/** Return standard error (standard deviation) of sample set. */ |
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double Err () const { return sqrt (m_avg2 - m_avg*m_avg); } |
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/** Return margin of error for 90% confidence level assuming a |
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normal error distribution. */ |
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double Margin90() const { return 1.645 * Err () / sqrt (m_size); } |
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/** Return margin of error for 95% confidence level assuming a |
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normal error distribution. */ |
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double Margin95() const { return 1.960 * Err () / sqrt (m_size); } |
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/** Return margin of error for 99% confidence level assuming a |
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normal error distribution. */ |
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double Margin99() const { return 2.576 * Err () / sqrt (m_size); } |
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//\} |
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//\} |
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private: |
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private: |
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uint32_t size; |
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uint32_t m_size; |
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T min, max; |
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T m_min, m_max; |
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double avg, avg2; |
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double m_avg, m_avg2; |
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}; |
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}; |
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/// Print avg (err) [min, max] |
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/// Print avg (err) [min, max] |